Parsimonious time series modeling for high frequency climate data

DOI10.1111/JTSA.12579MaRDI QIDQ5001028zbMATH OpenOpenAlexWikidataFDO

Authors Paul L. Anderson, Farzad Sabzikar, Mark M. Meerschaert

Publication date 16 July 2021

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12579

zbMATH Keywords

climate datadiscrete Fourier transformparsimonyperiodic autoregressive moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Numerical methods for discrete and fast Fourier transforms (65T50) Climate science and climate modeling (86A08)

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Cites work

• Asymptotic results for Fourier-PARMA time series
• ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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• EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
• First-order seasonal autoregressive processes with periodically varying parameters
• FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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• scientific article; zbMATH DE number 2206034 (Why is no real title available?)
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Cited in

(4)

• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• scientific article; zbMATH DE number 3990725 (Why is no real title available?)
• Parsimonious modeling of periodic time series using Fourier and wavelet techniques
• Redundancies in the Earth's climatological time series

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