An angular-linear time series model for waveheight prediction

DOI10.1007/S10463-008-0207-ZzbMATH Open1294.62202OpenAlexW2171750364MaRDI QIDQ734408FDOQ734408

Authors: Tsukasa Hokimoto, Kunio Shimizu 

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0207-z

Recommendations

• The analysis of directional time series: Applications to wind speed and direction. (Based on the author's thesis, Univ. of Western Australia in Perth)
• scientific article; zbMATH DE number 597897
• Joint spatio-temporal analysis of a linear and a directional variable: space-time modeling of wave heights and wave directions in the Adriatic Sea
• A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
• Spatial ARMA model for wind speed data

zbMATH Keywords

predictionARIMA modelwind directionangular-linear regressiondirectional time series modelwaveheight

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Hydrology, hydrography, oceanography (86A05)

Cites Work

• Time series: theory and methods.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fitting time series models to nonstationary processes
• On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series
• Title not available (Why is that?)
• Statistical Analysis of Circular Data
• Some Angular-Linear Distributions and Related Regression Models
• Title not available (Why is that?)
• A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series

Cited In (6)

• Recent advances in directional statistics
• Joint spatio-temporal analysis of a linear and a directional variable: space-time modeling of wave heights and wave directions in the Adriatic Sea
• Title not available (Why is that?)
• A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
• A new method for modelling the space variability of significant wave heights
• Title not available (Why is that?)

Uses Software

• CircStats
• circular
• itsmr

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