REPRESENTATION OF NONSTATIONARY TIME-SERIES OF SIGNIFICANT WAVE HEIGHT WITH AUTOREGRESSIVE MODELS

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.