Bayesian Time Series Modelling of the Italian Daily Rainfall Data using Mixed Distribution
Muhammad Safwan Bin Ibrahim1, Muhammad Irfan Bin Abdul Jalal2
1Muhammad Safwan Bin Ibrahim*, Faculty of Science and Technology, Universiti Sains Islam Malaysia, Bandar Baru Nilai, Nilai, Negeri Sembilan.
2Abdul Jalal, School of Mathematics, Statistics and Physics, Newcastle University, Newcastle Upon Tyne, NE1 7RU United Kingdom.

Manuscript received on November 15, 2019. | Revised Manuscript received on November 23, 2019. | Manuscript published on November 30, 2019. | PP: 2279-2288 | Volume-8 Issue-4, November 2019. | Retrieval Number: D7723118419/2019©BEIESP | DOI: 10.35940/ijrte.D7723.118419

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Abstract: A combination of continuous and discrete elements is referred to as a mixed distribution. For example, daily rainfall data consist of zero and positive values. We aim to develop a Bayesian time series model that captures the evolution of the daily rainfall data in Italy, focussing on directly linking the amount and occurrence of rainfall. Two gamma (G1 and G2) distributions with different parameterisations and lognormal distribution were investigated to identify the ideal distribution representing the amount process. Truncated Fourier series was used to incorporate the seasonal effects which captures the variability in daily rainfall amounts throughout the year. A first-order Markov chain was used to model rainfall occurrence conditional on the presence or absence of rainfall on the previous day. We also built a hierarchical prior structure to represent our subjective beliefs and capture the initial uncertainties of the unknown model parameters for both amount and occurrence processes. The daily rainfall data from Urbino rain gauge station in Italy were then used to demonstrate the applicability of our proposed methods. Residual analysis and posterior predictive checking method were utilised to assess the adequacy of model fit. In conclusion, we clearly found that our proposed method satisfactorily and accurately fits the Italian daily rainfall data. The gamma distribution was found to be the ideal probability density function to represent the amount of daily rainfall.
Keywords: Time Series, Bayesian Analysis, Mixed Distribution, First-Order Markov Chain, Daily Rainfall.
Scope of the Article: Block Chain-Enabled IoT Device and Data Security and Privacy.