Cg. Soares et Am. Ferreira, REPRESENTATION OF NONSTATIONARY TIME-SERIES OF SIGNIFICANT WAVE HEIGHT WITH AUTOREGRESSIVE MODELS, Probalistic engineering mechanics, 11(3), 1996, pp. 139-148
A time series of significant wave height measured at the Frigg Platfor
m, in the North Sea is modelled using Box-Jenkins autoregressive model
s. As this series is non-stationary two different transformations are
performed and compared. Since this type of data has several gaps, the
whole series was divided into subseries with no gaps which allows piec
ewise modelling of the initial set. Very similar statistical propertie
s among these subsets were observed and very similar models were obtai
ned. This allowed the derivation of one autoregressive model which wou
ld describe adequately the whole data set. Copyright (C) 1996 Elsevier
Science Ltd.