A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
Fabio Sigrist, Hans R. K\"unsch, Werner A. Stahel

TL;DR
This paper introduces a hierarchical Bayesian spatio-temporal model that incorporates physical rainfall processes and external wind data to improve short-term precipitation predictions, accounting for nonstationarity and anisotropy.
Contribution
It presents a novel nonstationary, anisotropic Bayesian model linking advection parameters to wind, enhancing rainfall prediction accuracy and uncertainty quantification over traditional stationary models.
Findings
Outperforms stationary isotropic models in prediction accuracy.
Comparable to numerical weather prediction models in performance.
Provides probabilistic forecasts with quantified uncertainty.
Abstract
Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian model for spatio-temporal data and apply it to obtain short term predictions of rainfall. The model incorporates physical knowledge about the underlying processes that determine rainfall, such as advection, diffusion and convection. It is based on a temporal autoregressive convolution with spatially colored and temporally white innovations. By linking the advection parameter of the convolution kernel to an external wind vector, the model is temporally nonstationary. Further, it allows for nonseparable and anisotropic covariance structures. With the help of the Voronoi tessellation, we construct a natural parametrization, that is, space as well as…
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