A non-homogeneous hidden Markov model for precipitation occurrence

A non-homogeneous hidden Markov model is proposed for relating precipitation occurrences at multiple rain-gauge stations to broad scale atmospheric circulation patterns (the so-called 'downscaling problem'). We model a 15-year sequence of winter data from 30 rain stations in south-western Australia. The first 10 years of data are used for model development and the remaining 5 years are used for model evaluation. The fitted model accurately reproduces the observed rainfall statistics in the reserved data despite a shift in atmospheric circulation (and, consequently, rainfall) between the two periods. The fitted model also provides some useful insights into the processes driving rainfall in this region.