A NONSTATIONARY STOCHASTIC-MODEL FOR LONG-TERM TIME-SERIES OF SIGNIFICANT WAVE HEIGHT

ATHANASSOULIS, GA; STEFANAKOS, CN

dc.contributor.author	ATHANASSOULIS, GA	en
dc.contributor.author	STEFANAKOS, CN	en
dc.date.accessioned	2014-03-01T01:10:41Z
dc.date.available	2014-03-01T01:10:41Z
dc.date.issued	1995	en
dc.identifier.issn	0148-0227	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/11424
dc.subject	Significant Wave Height	en
dc.subject	Stochastic Model	en
dc.subject	Time Series	en
dc.subject.classification	Oceanography	en
dc.subject.other	NORTH-ATLANTIC	en
dc.subject.other	WIND-SPEED	en
dc.subject.other	SEA	en
dc.subject.other	PREDICTION	en
dc.subject.other	SCALES	en
dc.title	A NONSTATIONARY STOCHASTIC-MODEL FOR LONG-TERM TIME-SERIES OF SIGNIFICANT WAVE HEIGHT	en
heal.type	journalArticle	en
heal.identifier.primary	10.1029/94JC01022	en
heal.identifier.secondary	http://dx.doi.org/10.1029/94JC01022	en
heal.language	English	en
heal.publicationDate	1995	en
heal.abstract	In this paper an attempt is initiated to analyze long-term time series of wave data and to model them as a nonstationary stochastic process with yearly periodic mean value and standard deviation (periodically correlated or cyclostationary stochastic process). First, an analysis of annual mean values is performed in order to identify overyear trends. It turns out that it is very Likely that an increasing trend is present in the examined hindcast data. The detrended time series Y(tau) is then decomposed, using an appropriate seasonal standardization procedure, to a periodic mean value mu(tau) and a residual time series W(tau) multiplied by a periodic standard deviation sigma(tau) of Y(tau)=mu(tau)+sigma(tau)W(tau). The periodic components mu(tau) and sigma(tau) are estimated and represented by means of low-order Fourier series, and the residual time series W(tau) is examined for stationarity. For this purpose, spectral densities of W(tau), obtained from different-season segments, are calculated and compared with each other. It is shown that W(tau) can indeed be considered stationary, and thus Y(tau) can be considered periodically correlated. This analysis has been applied to hindcast wave data from five locations in the North Atlantic Ocean. It turns out that the spectrum of W(tau) is very weakly dependent on the site, a fact that might be useful for the geographic parameterization of wave climate. Finally, applications of this modeling to simulation and extreme-value prediction are discussed.	en
heal.publisher	AMER GEOPHYSICAL UNION	en
heal.journalName	JOURNAL OF GEOPHYSICAL RESEARCH-OCEANS	en
dc.identifier.doi	10.1029/94JC01022	en
dc.identifier.isi	ISI:A1995RP99900025	en
dc.identifier.volume	100	en
dc.identifier.issue	C8	en
dc.identifier.spage	16149	en
dc.identifier.epage	16162	en