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TIME SERIES ANALYSIS OF BOD DATA USING THE GIBBS SAMPLER

โœ Scribed by RAM C. TIWARI; YIZHOU YANG; JYOTI N. ZALKIKAR

Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
618 KB
Volume
7
Category
Article
ISSN
1180-4009

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โœฆ Synopsis

In this paper, we analyse the biochemical oxygen demand (BOD) data collected over 2 years from McDowell Creek, Charlotte, NC, by fitting a trigonometric time series model to the data via a Kalman filter and by using the Gibbs sampler. Some graphical diagnostic tools are applied to monitor the convergence of the algorithm. The adequacy of the model for one-step ahead prediction and simultaneous prediction problems using the extended Gibbs sampler is studied. The problem of detection of outliers is also discussed and the BOD data is analysed for outliers.

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