A unified methodology for the analysis, completion and simulation of nonstationary time series with missing values, with application to wave data

Stefanakos, ChN; Athanassoulis, GA

dc.contributor.author	Stefanakos, ChN	en
dc.contributor.author	Athanassoulis, GA	en
dc.date.accessioned	2014-03-01T01:16:05Z
dc.date.available	2014-03-01T01:16:05Z
dc.date.issued	2001	en
dc.identifier.issn	0141-1187	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/13911
dc.subject	ARMA modelling	en
dc.subject	Consistent autocorrelation estimate	en
dc.subject	Missing values	en
dc.subject	Nonstationary time series	en
dc.subject	Significant wave height	en
dc.subject	Simulated data	en
dc.subject	Wave data	en
dc.subject.classification	Engineering, Ocean	en
dc.subject.classification	Oceanography	en
dc.subject.other	Computer simulation	en
dc.subject.other	Correlation methods	en
dc.subject.other	Mathematical models	en
dc.subject.other	Probability	en
dc.subject.other	Time series analysis	en
dc.subject.other	Water waves	en
dc.subject.other	Wave datasets	en
dc.subject.other	Ocean engineering	en
dc.subject.other	modeling	en
dc.subject.other	wave height	en
dc.subject.other	methodology	en
dc.subject.other	modeling	en
dc.subject.other	significant wave height	en
dc.subject.other	time series analysis	en
dc.title	A unified methodology for the analysis, completion and simulation of nonstationary time series with missing values, with application to wave data	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/S0141-1187(01)00017-7	en
heal.identifier.secondary	http://dx.doi.org/10.1016/S0141-1187(01)00017-7	en
heal.language	English	en
heal.publicationDate	2001	en
heal.abstract	A new methodology for the analysis, missing-value completion and simulation of an incomplete nonstationary time series of wave data is presented and validated. The method is based on the nonstationary modelling of long-term time series developed by the authors [J. Geophys. Res. 100 (1995) 16,149]. The missing-value completion is performed at the level of the series of the uncorrelated residuals, obtained after having removed both any systematic trend (e.g. monotone and periodic components) and the correlation structure of the remaining stationary part. The incomplete time series of uncorrelated residuals is then completed by means of simulated data from a population with the same probability law. Combining then all estimated components, a new nonstationary time series without missing values is constructed. Any number of time series with the same statistical structure can be obtained by using different populations of uncorrelated residuals. The missing-value completion procedure is applied to an incomplete time series of significant wave height, and validated using two synthetic time series having the typical structure of many-year long time series of significant wave height. The missing-value patterns used for validation have been obtained from existing (measured) wave datasets with 16.5 and 33% missing values, respectively. (C) 2001 Elsevier Science Ltd. All rights reserved.	en
heal.publisher	ELSEVIER SCI LTD	en
heal.journalName	Applied Ocean Research	en
dc.identifier.doi	10.1016/S0141-1187(01)00017-7	en
dc.identifier.isi	ISI:000171502600003	en
dc.identifier.volume	23	en
dc.identifier.issue	4	en
dc.identifier.spage	207	en
dc.identifier.epage	220	en