Cg. Soares et al., LINEAR-MODELS OF THE TIME-SERIES OF SIGNIFICANT WAVE HEIGHT ON THE SOUTHWEST COAST OF PORTUGAL, Coastal engineering, 29(1-2), 1996, pp. 149-167
Linear models of time series are used in this work to describe the seq
uence of the significant wave heights in two locations of the Portugue
se coast. The time series of the monthly averages and standard deviati
ons are studied and the seasonal component of those series are identif
ied. The models are then applied to the data of Sines and Fare and pre
dictions based on these models are presented. The models of the means
and standard deviations are used to deseasonalise the series of three
hourly observations which is then modelled by autoregressive models. I
t was found that models with orders up to 20, but without all terms, d
escribed well the data. Simulated data was shown to describe well the
autocorrelation function of the observed data up to lags of 20.