Long-Range Dependence and Sea Level Forecasting
This study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend Line-AR...
Main Authors: | , , |
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Corporate Author: | |
Language: | English |
Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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Edition: | 1st ed. 2013. |
Series: | SpringerBriefs in Statistics,
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Subjects: | |
Online Access: | https://doi.org/10.1007/978-3-319-01505-7 |