✦ LIBER ✦
Appropriateness of correlated first-order auto-regressive processes for modeling daily temperature records
✍ Scribed by Radhakrishnan Nagarajan; R.B. Govindan
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 166 KB
- Volume
- 364
- Category
- Article
- ISSN
- 0378-4371
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✦ Synopsis
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 ðyÞ.
In the light of recent findings [A. Kira´ly, I.M. Ja´nosi, 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.