Bivariate Stochastic Simulation Based on Nonstationary Time Series Modelling

Stefanakos, ChN; Athanassoulis, GA

dc.contributor.author	Stefanakos, ChN	en
dc.contributor.author	Athanassoulis, GA	en
dc.date.accessioned	2014-03-01T02:49:22Z
dc.date.available	2014-03-01T02:49:22Z
dc.date.issued	2003	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/34564
dc.relation.uri	http://www.scopus.com/inward/record.url?eid=2-s2.0-0942299185&partnerID=40&md5=34fd9231775a9bb179dd13e7fa6183af	en
dc.subject	Bivariate nonstationary time series	en
dc.subject	Bivariate stochastic simulation	en
dc.subject	Significant wave height	en
dc.subject	Wave period	en
dc.subject.other	Coastal zones	en
dc.subject.other	Computer simulation	en
dc.subject.other	Matrix algebra	en
dc.subject.other	Ocean structures	en
dc.subject.other	Stochastic programming	en
dc.subject.other	Time series analysis	en
dc.subject.other	Water waves	en
dc.subject.other	Bivariate model	en
dc.subject.other	Wave heights	en
dc.subject.other	Ocean engineering	en
dc.title	Bivariate Stochastic Simulation Based on Nonstationary Time Series Modelling	en
heal.type	conferenceItem	en
heal.publicationDate	2003	en
heal.abstract	A new methodology for the analysis and simulation of a bivariate nonstationary time series of wave data is presented and validated. The method can be considered as an extension of the nonstationary modelling of univariate long-term time series developed by the authors. The simulation 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. During this procedure, missing values can be completed in a statistically consistent way. Combining then all estimated components, simulations of bivariate time series (of any desired time length) with the same statistical structure can be obtained by using different populations of uncorrelated residuals. The simulation procedure has been applied to simultaneous time series of significant wave height and wave period, produced by means of WAM model. This methodology permits an effective reproduction of available information about wave conditions at a given site in the sea, providing the user with good quality (offshore) wave data in the form of time series without gaps (missing values), from which all commonly needed wave statistics can be calculated.	en
heal.journalName	Proceedings of the International Offshore and Polar Engineering Conference	en
dc.identifier.spage	1391	en
dc.identifier.epage	1395	en