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Erschienen in:
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2005 | OriginalPaper | Buchkapitel

Time Series Modeling

verfasst von : V. Chris Lakhan

Erschienen in: Encyclopedia of Coastal Science

Verlag: Springer Netherlands

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There has been a considerable expansion in the coastal database in the past two decades. Discrete and continuous data are collected from the coast and its interacting hydrodynamic, biological, morphological, sedimentological, and other associated subsystems in order to make better decisions on coastal management and sustainable development. While the quality and length of the collected coastal data vary greatly, many datasets fall within the domain of time series analysis. Any time series can be considered as a time (or space) ordered sequence of realizations (or observations) of a variable of interest. The set of observations generated sequentially in time could be either continuous or discrete. In statistical terms, a time series is a realization or sample function from a certain stochastic or random process. The time series to be analyzed can be considered as a particular realization, produced by the underlying probability mechanism of the system (i.e., coastal) under consideration. The observed values of a stochastic process are generally considered as a realization of the stochastic process. Time series analysis can consider a class of stochastic processes, called stationary processes, which assume that the process is in a particular state of statistical equilibrium (Box et al., 1994). In the analysis of stationary stochastic processes it is worthwhile to note that “stationary processes generally arise from any ‘stable’ system which has achieved a ‘steady-state’ mode of operation” (Priestley, 1981, p. 14), whereas a nonstationary series is regarded as having properties which change with time. …

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Metadaten
Titel
Time Series Modeling
verfasst von
V. Chris Lakhan
Copyright-Jahr
2005
Verlag
Springer Netherlands
Buch
Encyclopedia of Coastal Science

Print ISBN: 978-1-4020-1903-6

Electronic ISBN: 978-1-4020-3880-8

Copyright-Jahr: 2005

DOI
https://doi.org/10.1007/1-4020-3880-1_325