A spatial–temporal point process model of rainfall for the Thames catchment, UK

A spatial–temporal point process model of rainfall is fitted to data taken from 23 sites across the Thames catchment, London. For the period January 1970 to December 1988 the sites have daily data, whilst for the period January 1989 to November 2003 the sites have hourly data. In addition, the records contain missing values. The fitted model is used to infill the missing values, to disaggregate the daily data to hourly data and to generate spatially consistent series at a further 25 sites across the catchment. The model is validated by considering statistical properties that are not used in the fitting procedure, which include extreme values, the proportion of dry intervals, and annual totals. Overall the performance of the model is good, with the exception of an over-estimation in cross-correlation between pairs of sites for the disaggregated series.