Spatiotemporal nonhomogeneous poisson model with a seasonal component applied to the analysis of extreme rainfall

Fidel Ernesto Castro Morales and Daniele Torres Rodrigues

Journal of Applied Statistics, 2023, vol. 50, issue 10, 2108-2126

Abstract: This paper develops an extension of spatiotemporal models that handle count data using nonhomogeneous Poisson processes. In this new proposal, we incorporate a seasonal cycle component in the definition of the intensity function to control possible effects produced by the occurrence of the event of interest in regular periods. The seasonal cycle can cause problems in estimating the shape parameter of the Weibull and generalized Goel intensity functions. This shape parameter serves to confront the research hypothesis that seeks to identify a trend in the occurrence rate of an event of interest. In the case of the Weibull intensity function, a value significantly equal to one of the shape parameters indicates a constant rate of occurrence, less than one indicates a decreasing rate, and greater than one indicates an increasing rate. In the case of the Goel intensity function, parameter values less than or equal to one indicate a decreasing occurrence rate, and values greater than one indicate the presence of a change point. We also built a spatial model using the Musa-Okumoto intensity function as an alternative to approximate counting processes for which there is a decreasing trend in the occurrence rate of the event of interest. We estimated the parameters of the proposed method from a Bayesian perspective. Finally, we fitted the proposed model and compared it with other approximations to analyze the frequency of extreme rainfall in the northern region of the states of Maranhão and Piauí in northeastern Brazil over ten years. Among the main results, we found that (1) the proposed method has proven superior in terms of fit and prediction performance than the other models, and (2) unlike other approximations, the proposed model does not detect changes in the rate of extreme rainfall occurrences.

Date: 2023
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DOI: 10.1080/02664763.2022.2064978

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