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On the choice of data transformation for modelling time series of significant wave height
Authors:C Cunha  C Guedes Soares
Institution:Unit of Marine Technology and Engineering, Instituto Superior Técnico, Universidade Técnica de Lisboa, Av. Rovisco Pais, 1096 Lisboa Codex, Portugal
Abstract:Autoregressive models have been shown to adequately model the time series of significant wave height. However, since this series exhibits a seasonal component and has a non-gaussian nature, it is necessary to transform the series before a model can be fit to the data. Two different transformations that have been used in earlier work are shown not to be appropriate for all types of applications. A third transformation is proposed here, which combines the better features of the two earlier ones and which is appropriate for simulation work. This is demonstrated with an example of a series from Figueira da Foz, a location of the Portuguese Coast.
Keywords:Water waves  Mathematical models  Regression analysis  Time series analysis  Water levels  Mathematical transformations  Computer simulation  Wave height modeling
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