Spatiotemporal hierarchical modelling of extreme precipitation in Western Australia using anisotropic Gaussian random fields

We discuss an approach for the statistical modelling of extreme precipitation events in South-West Australia over space and time, using a latent spatiotemporal process where precipitation maxima follow a generalised extreme value distribution. Temporal features are captured by modelling trends on the location and scale parameters. Spatial features are captured using anisotropic Gaussian random fields. Site specific explanatory variables are also incorporated. We fit several models using Bayesian inferential methods to precipitation extremes recorded at 36 weather stations around the Western Australian state capital city of Perth over the period 1907-2009. Model choice is performed using the DIC criterion. The best fitting model shows significant non-stationarity over time, with extreme precipitation events becoming less frequent. Extreme precipitation events are stronger at coastal locations, with the intensity decreasing as we head to the higher and drier areas to the North-East.