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Long-range dependence and sea level forecasting Ali Ercan, M. Levent Kavvas, Rovshan K. Abbasov
Springer Nature - Springer Mathematics and Statistics (R0) eBooks 2013 English International Available online
View online- Format:
- Book
- Author/Creator:
- Ercan, Ali, author.
- Kavvas, M. L. (M. Levent), author.
- Abbasov, Rovshan K., author.
- Series:
- SpringerBriefs in statistics 2191-544X
- SpringerBriefs in Statistics 2191-544X
- Language:
- English
- Subjects (All):
- Sea level--Caspian Sea--Statistical methods.
- Sea level.
- Sea level--Statistical methods.
- Caspian Sea.
- Physical Description:
- 1 online resource
- Place of Publication:
- Cham Springer 2013
- Language Note:
- English
- System Details:
- text file
- Summary:
- This study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend Line-ARFIMA (TL-ARFIMA) combination models are investigated. The forecast confidence bands and the forecast updating methodology, provided for ARIMA models in the literature, are modified for the ARFIMA models. Sample autocorrelation functions are utilized to estimate the differencing lengths of the ARFIMA models. The confidence bands of the forecasts are estimated using the probability densities of the residuals without assuming a known distribution. There are no long-term sea level records for the region of Peninsular Malaysia and Malaysia's Sabah-Sarawak northern region of Borneo Island. In such cases the Global Climate Model (GCM) projections for the 21st century can be downscaled to the Malaysia region by means of regression techniques, utilizing the short records of satellite altimeters in this region against the GCM projections during a mutual observation period
- Contents:
- Long-Range Dependence and ARFIMA Models Forecasting, Confidence Band Estimation and Updating Case Study I: Caspian Sea Level Case Study II: Sea Level Change at Peninsular Malaysia and Sabah-Sarawak Summary and Conclusions
- Notes:
- Includes bibliographical references
- Online resource; title from PDF title page (SpringerLink, viewed September 3, 2013)
- Other Format:
- Printed edition:
- ISBN:
- 9783319015057
- 3319015052
- 3319015044
- 9783319015040
- OCLC:
- 857892029
- Access Restriction:
- Restricted for use by site license
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