Efficient Bayesian inference for natural time series using ARFIMA processes
نویسندگان
چکیده
منابع مشابه
Efficient Bayesian inference for natural time series using ARFIMA processes
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a sy...
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ژورنال
عنوان ژورنال: Nonlinear Processes in Geophysics
سال: 2015
ISSN: 1607-7946
DOI: 10.5194/npg-22-679-2015