An angular-linear time series model for waveheight prediction

DOI10.1007/S10463-008-0207-ZMaRDI QIDQ734408zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 1375577 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 954235 (Why is no real title available?)
• scientific article; zbMATH DE number 2119208 (Why is no real title available?)
• A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
• Fitting time series models to nonstationary processes
• On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series
• Some Angular-Linear Distributions and Related Regression Models
• Statistical Analysis of Circular Data
• Time series: theory and methods.

Cited in

(6)

• A new method for modelling the space variability of significant wave heights
• scientific article; zbMATH DE number 7416542 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 7387545 (Why is no real title available?)
• A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation

Describes a project that uses

Uses Software

• itsmr
• circular
• CircStats

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