Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records

Details Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records

2005-12-24

arxiv.org/abs/physics/0512241v1

Physics

Atmospheric and Oceanic Physics

Accepted for publication in Physica A

Scientific paper

10.1016/j.physa.2005.12.042

The present study investigates linear and volatile (nonlinear) correlations of first-order autoregressive process with uncorrelated AR (1) and long-range correlated CAR (1) Gaussian innovations as a function of the process parameter ($\theta$). In the light of recent findings \cite{jano}, we discuss the choice of CAR (1) in modeling daily temperature records. We demonstrate that while CAR (1) is able to capture linear correlations it is unable to capture nonlinear (volatile) correlations in daily temperature records.

Affiliated with

Also associated with

No associations

Rating

Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-149836