Modeling Spatio-Temporal Precipitation using Hidden Markov Models

Project Participants

Introduction

Prediction and modeling of rainfall is an important problem in atmospheric sciences and agriculture.  It is often addressed using statistical learning methods since global circulation and climate change models are too coarse and inaccurate to capture properties of precipitation for a specific location.  We consider a problem of modeling precipitation occurrence for a network of rain stations.  Ideally, the model should capture a number of data properties, e.g. spatial dependencies between pairs of rain stations, the temporal (e.g. run-length) distribution of the wet and dry spell lengths, interannual variability in the number of rainy days per season.  What makes the problem difficult is the variety of aspects of data to be modeled.

Example

Predicting seasonal rainfall in Northeast region of Brazil is of great interest to the atmospheric scientists, in particular at IRI.  As one of the goals, they are interested  in modeling rainfall occurrences for February-March-April (FMA) season for the state of Ceará (Figure 1).  The data for the region consists of rainfall records for 10 rain-gauge stations for the period beginning at 1975.  Once the years with significant number of missing observations are discarded, we end up with data for 10 rain stations over 24 years with 90 binary (rain/no rain) observations each.

Map of Ceara stations
Figure 1: Rainfall station locations with topographic contours (meters).  Circle size denotes the February-April climatological daily rainfall probability (%) 1975-2002.  The stations are: (1) Acopiara (317 m), (2) Aracoiaba (107 m),  (3) Barbalha (405 m), (4) Boa Viagem (276 m), (5) Camocim (5 m), (6) Campos Sales (551 m), (7) Caninde (15 m), (8) Crateus (275 m), (9) Guaraciaba Do Norte (902 m), and (10) Ibiapina (878 m). One degree of longitude/latitude corresponds to about 110 km at the equator.

Methodology

Our approach is to model daily precipitation for the network conditioned on a small number of "weather" states.  The states are not explicitely known and treated as a random variable.  A sequence of precipitation occurrences is modeled as a hidden Markov model (HMM) with weather states hidden and having first-order Markov dependence, and observations for different days independent given the values of corresponding weather states (Figure 2).  Precipitation occurrences for each station on a given day are further assumed to be independent conditioned on the value of the weather state.

Graphical model of HMM with conditionally independent output components

Figure 2:
Graphical model of a hidden Markov model.  States S1,...,ST correspond to latent weather states while output vectors R1,...,RT are daily precipitation occurrences for the network.

While this model can capture some global properties of the data, it cannot capture interannual variability due to outside atmospheric factors.  For example, using HMMs we cannot predict whether a season from a test data is going be rainier than average or not since there is no mechanism in the model to distinuish unseen sequences.  Without a mechanism to use information other than historical precipitation, the model cannot be used for prediction. 

Atmoshperic scientists often use general circulation models (GCM) to extrapolate the future physical state of the atmosphere.  GCMs can produce with reasonable accuracy values for sea-surface temperatures, sea-surface pressure, wind vectors, precipitation, and other atmospheric variables on a grid of typically 2.5º×2.5º on the daily (or sometimes even finer) time intervals.  While these predictions are not accurate enough to predict precipitation for a particular location directly, they can be used as additional input vectors to improve the descriptive power of HMMs as well as to distinguish unseen data.  To incorporate atmospheric variables into HMM, we make the transition matrix representing the probability distribution P(St|St-1) dependent on the corresponding value of the atmospheric variable (Figure 3).

Graphical model of a non-homeogeneous HMM

Figure 3:
Graphical model of a non-homogeneous hidden Markov model.  States S1,...,ST correspond to latent weather states while output vectors R1,...,RT are daily precipitation occurrences for the network; X1,...,XT are vectors of atmospheric variables.

Software

MVNHMM Toolbox

Results to date

We have used this framework to train models and analyze their predictive power on the hold-out set for the Northeast Brazil region.  The results are described in detail in the related paper.

Papers

Collaborator and Funding

This is joint work with Andrew Robertson at the International Research Institute (IRI) for Climate Prediction at Columbia University, and it is supported by the Department of Energy.

Related Web Pages of Interest


Information and Computer Science
University of California, Irvine CA 92697-3425


Last modified: December 21, 2003