Periodic multivariate Normal hidden Markov models for the analysis of water quality time series

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.
Year
2011
Category
Refereed journal
Output Tags
SG 2006-2011 WP 3.4 Methods to Assess Water Quality
WP2.3 - Effectiveness of measures to manage water quality and pollution