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Physica A Statistical Mechanics and its Applications
Article
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arXiv.org e-Print Archive
Preprint . 2005
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Physica A Statistical Mechanics and its Applications
Article . 2006 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2005
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Appropriateness of correlated first-order auto-regressive processes for modeling daily temperature records

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 May 2006Embargo end date: 01 Jan 2005 English Publisher:Elsevier BVJournal:Physica A: Statistical Mechanics and its Applications, volume 364, pages 271-275 (issn: 0378-4371, Copyright policy )
Authors: Nagarajan, Radhakrishnan; Govindan, R. B.;

doi: 10.1016/j.physa.2005.12.042 , 10.48550/arxiv.physics/0512241

arXiv: physics/0512241

Appropriateness of correlated first-order auto-regressive processes for modeling daily temperature records

Abstract

The present study investigates linear and volatile (nonlinear) correlations of first-order autoregressive process with uncorrelated AR (1) and long-range correlated CAR (1) Gaussian innovations as a function of the process parameter ($��$). In the light of recent findings \cite{jano}, 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.

Accepted for publication in Physica A

Related Organizations
Keywords

Physics - Geophysics, Physics - Atmospheric and Oceanic Physics, Statistical Mechanics (cond-mat.stat-mech), Atmospheric and Oceanic Physics (physics.ao-ph), FOS: Physical sciences, Condensed Matter - Statistical Mechanics, Geophysics (physics.geo-ph)

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    popularity
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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
bronze