Circular conditional autoregressive modeling of vector fields
نویسندگان
چکیده
منابع مشابه
Circular Conditional Autoregressive Modeling of Vector Fields.
As hurricanes approach landfall, there are several hazards for which coastal populations must be prepared. Damaging winds, torrential rains, and tornadoes play havoc with both the coast and inland areas; but, the biggest seaside menace to life and property is the storm surge. Wind fields are used as the primary forcing for the numerical forecasts of the coastal ocean response to hurricane force...
متن کاملCircular CAR Modeling of Vector Fields
As hurricanes approach landfall, there are several hazards for which coastal populations must be prepared. Damaging winds, torrential rains, and tornadoes play havoc with both the coast and inland areas; but, the biggest seaside menace to life and property is the storm surge. Wind fields are used as the primary forcing for the numerical forecasts of the coastal ocean response to hurricane force...
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in this thesis our aim is to construct vector field in r3 for which the corresponding one-dimensional maps have certain discontinuities. two kinds of vector fields are considered, the first the lorenz vector field, and the second originally introced here. the latter have chaotic behavior and motivate a class of one-parameter families of maps which have positive lyapunov exponents for an open in...
15 صفحه اولStability of Mixtures of Vector Autoregressions with Autoregressive Conditional Heteroskedasticity
This paper gives necessary and sufficient conditions for stationarity and existence of second moments in mixtures of linear vector autoregressive models with autoregressive conditional heteroskedasticity. Sufficient conditions are also provided for a more general model in which the mixture components are permitted to exhibit limited forms of nonlinearity. When specialized to the corresponding n...
متن کاملSparse seasonal and periodic vector autoregressive modeling
Seasonal and periodic vector autoregressions are two common approaches to modeling vector time series exhibiting cyclical variations. The total number of parameters in these models increases rapidly with the dimension and order of the model, making it difficult to interpret the model and questioning the stability of the parameter estimates. To address these and other issues, two methodologies f...
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ژورنال
عنوان ژورنال: Environmetrics
سال: 2011
ISSN: 1180-4009
DOI: 10.1002/env.1133