Research article2010Peer reviewed
Periodic multivariate normal hidden markov models for the analysis of water quality time series
Spezia, Luigi; Futter, Martyn N.; Brewer, Mark J.
Abstract
The modelling of multivariate riverine water quality time series poses some challenging problems including: weak dependency between observations; nonlinearity; non-Normality; seasonality and missing data. We demonstrate that periodic multivariate Normal hidden Markov models (MNHMMs) are appropriate tools to analyse riverine water quality time series. We introduce a fully Bayesian inference procedure for this class of models, where the number of hidden states of the Markov process is unknown and reversible jump Markov chain Monte Carlo (RJMCMC) methods are developed. We present a case study using long-term dissolved inorganic nitrogen time series measured in three Scottish rivers. Our results show the strength of the hidden Markov multistate approach for analysing long-term multivariate riverine water quality time series. Copyright (C) 2010 John Wiley & Sons, Ltd.
Keywords
dissolved inorganic nitrogen; missing data; monthly periodicity; reversible jump MCMC; Scottish rivers
Published in
Environmetrics
2010, Volume: 22, number: 3, pages: 304-317
Associated SLU-program
SLU Future Forests
UKÄ Subject classification
Fish and Aquacultural Science
Publication identifier
DOI: https://doi.org/10.1002/env.1051i
Permanent link to this page (URI)
https://res.slu.se/id/publ/33819