Simulation of Wave Time Series with a Vector Autoregressive Method

نویسندگان

چکیده

Joint time series of wave height, period and direction are essential input data to computational models which used simulate diachronic beach evolution in coastal engineering. However, it is often impractical collect a large amount the required due expense. Based on nearshore records offshore Littlehampton Southeast England over from 1 September 2003 30 June 2016, this paper presents statistical method obtain simulated joint covering an extended span decade or more. The based vector auto-regressive moving average algorithm. times shows satisfactory degree stochastic agreement between original series, including value, marginal distribution, autocorrelation cross-correlation structure, important for Monte Carlo modelling shoreline evolution, thereby allowing ensemble prediction response variable climate.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Functional coefficient autoregressive models for vector time series

We extend the functional coefficient autoregressive (FCAR) model to the multivariate nonlinear time series framework. We show how to estimate parameters of the model using kernel regression techniques, discuss properties of the estimators, and provide a bootstrap test for determining the presence of nonlinearity in a vector time series. The power of the test is examined through extensive simula...

متن کامل

Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series Bayesian Forecasting (the Levels) of Vector Autoregressive Log-transformed Time Series

Bayesian dynamic models, stochastic simulation and Bayesian econometrics. of Rio de Janeiro in 1993 and is presently a lecturer of Statistics at Federal University of Parann a (Brazil). Research interests include Bayesian inference, stochastic simulatio n and Bayesian dynamic models. Abstract Forecasting the levels of vector autoregressive (VAR) log-transformed time series has shown to be awkwa...

متن کامل

Single-Index Additive Vector Autoregressive Time Series Models

We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided for stationarity of such models. We also study estimation of the proposed model using P-splines, hypothesis testing, asymptotics, selection of the or...

متن کامل

Autoregressive to anything: Time-series input processes for simulation

We develop a model for representing stationary time series with arbitrary marginal distributions and autocorrelation structures and describe how to generate data based upon our model for use in a simulation.

متن کامل

Forecasting with time-varying vector autoregressive models

The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility covariance matrix of the time series is modelled via inverted Wishart and singular multivariate beta distributions allowing a fully conjugate Bayesian infere...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Water

سال: 2022

ISSN: ['2073-4441']

DOI: https://doi.org/10.3390/w14030363