Bayesian analysis of hydrological time series based on MCMC algorithm
DOI: 10.23977/acss.2016.11001 | Downloads: 102 | Views: 6807
Author(s)
Liu Jinshan 1, Zhao Huiqin 2
Affiliation(s)
1 College of Mathematics and Informatics, South China Agricultural University, Guangzhou, China
2 Hua Shang College, GuangDong University of Finance & Ecnomics, Guangzhou, China
Corresponding Author
Liu JinshanABSTRACT
In this paper we consider Bayesian analysis of the possible changes in hydrological time series by Markov chain Monte Carlo (MCMC) algorithm. We consider multiple change-points and various possible situations. The approach of Bayesian stochastic search selection is used for detecting and estimating the number and positions of possible change-point in a piecewise constant model. MCMC algorithm is used to estimate the posterior distributions of parameters. The result of the analysis is applied to the hydrological data sets of the major river net area of Shunde in China and the data set of Nile River. In order to further investigate the trends in each segment of the hydrological data sets, we consider the analysis of change-point regression model via MCMC algorithm.
KEYWORDS
Bayesian stochastic search, MCMC algorithm, Hydrological time series, Change-point regression model.CITE THIS PAPER
Huiqin, Z. and Jinshan L. (2016) Bayesian analysis of hydrological time series based on MCMC algorithm. Advances in Computer, Signals and Systems (2016) 1: 1-7.
REFERENCES
[1] Ruggieri E., Antonellis M. An exact approach to Bayesian sequential change point detection. Computational Statistics and Data Analysis Vol. 97 (2016), pp.71–86
[2] Lu K.P., Chang S.T. Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms. Journal of Computational and Applied Mathematics Vol.308 (2016), pp.447–463
[3] Cobb G. W. The problem of Nile: conditional solution to a change point problem. Biometrika Vol.65(1978), pp. 243–251
[4] Lavielle M, Lebarbier E. An application of MCMC methods for the multiple change-points problem. Siginal Processing Vol.81(2001),pp. 39–53
[5] Tourneret J. Y, Doisy M, Lavielle M. Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: application to SAR image edge detection. Signal Processing Vol.83(2003), pp.1871~1887
[6] Wong H, Hu B. Q, Ip, W. C, Xia J. Change-point analysis of hydrological time series using grey relational method. J. Hydrol. Vol.324(2006), pp.323–338.
Downloads: | 13139 |
---|---|
Visits: | 255469 |
Sponsors, Associates, and Links
-
Power Systems Computation
-
Internet of Things (IoT) and Engineering Applications
-
Computing, Performance and Communication Systems
-
Journal of Artificial Intelligence Practice
-
Journal of Network Computing and Applications
-
Journal of Web Systems and Applications
-
Journal of Electrotechnology, Electrical Engineering and Management
-
Journal of Wireless Sensors and Sensor Networks
-
Journal of Image Processing Theory and Applications
-
Mobile Computing and Networking
-
Vehicle Power and Propulsion
-
Frontiers in Computer Vision and Pattern Recognition
-
Knowledge Discovery and Data Mining Letters
-
Big Data Analysis and Cloud Computing
-
Electrical Insulation and Dielectrics
-
Crypto and Information Security
-
Journal of Neural Information Processing
-
Collaborative and Social Computing
-
International Journal of Network and Communication Technology
-
File and Storage Technologies
-
Frontiers in Genetic and Evolutionary Computation
-
Optical Network Design and Modeling
-
Journal of Virtual Reality and Artificial Intelligence
-
Natural Language Processing and Speech Recognition
-
Journal of High-Voltage
-
Programming Languages and Operating Systems
-
Visual Communications and Image Processing
-
Journal of Systems Analysis and Integration
-
Knowledge Representation and Automated Reasoning
-
Review of Information Display Techniques
-
Data and Knowledge Engineering
-
Journal of Database Systems
-
Journal of Cluster and Grid Computing
-
Cloud and Service-Oriented Computing
-
Journal of Networking, Architecture and Storage
-
Journal of Software Engineering and Metrics
-
Visualization Techniques
-
Journal of Parallel and Distributed Processing
-
Journal of Modeling, Analysis and Simulation
-
Journal of Privacy, Trust and Security
-
Journal of Cognitive Informatics and Cognitive Computing
-
Lecture Notes on Wireless Networks and Communications
-
International Journal of Computer and Communications Security
-
Journal of Multimedia Techniques
-
Automation and Machine Learning
-
Computational Linguistics Letters
-
Journal of Computer Architecture and Design
-
Journal of Ubiquitous and Future Networks