کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
977515 1480199 2006 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Appropriateness of correlated first-order auto-regressive processes for modeling daily temperature records
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Appropriateness of correlated first-order auto-regressive processes for modeling daily temperature records
چکیده انگلیسی

The present study investigates linear and volatile (nonlinear) correlations of first-order auto-regressive process with uncorrelated AR (1) and long-range correlated CAR (1) Gaussian innovations as a function of the process parameter (θ)(θ). In the light of recent findings [A. Király, I.M. Jánosi, Phys. Rev. E 65 (2002) 0511021], 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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 364, 15 May 2006, Pages 271–275
نویسندگان
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