Long-Range Dependence and Sea Level Forecasting

• Main Authors: Ercan, Ali (Author), Kavvas, M. Levent (Author), Abbasov, Rovshan K. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Series: SpringerBriefs in Statistics,
• Subjects: Statistics.; Statistical physics.; Dynamical systems.; Climate change.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Statistical Physics, Dynamical Systems and Complexity.; Climate Change.

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...