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Identification of Models for Some Times Series of Atmospheric Origin with Akaike's Information Criterion

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  • 1 Norwegian Institute for Air Research, P.O. Box 130, N-2001 Lillestrom, Norway
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Abstract

Akaike's method for model identification has been used to identify Markov chain models for simple transformations of daily precipitation at three locations in southern Norway, and wind force and wave height at one location in the Norwegian Sea. Attempts at identification of the horizontal wind vector as an autoregressive process also have been made. The estimated order of a model appears to increase with the sample size. It also may have a significant uncertainty. The analytical complexity of identified models may appear to be unnecessarily large for some purposes.

Abstract

Akaike's method for model identification has been used to identify Markov chain models for simple transformations of daily precipitation at three locations in southern Norway, and wind force and wave height at one location in the Norwegian Sea. Attempts at identification of the horizontal wind vector as an autoregressive process also have been made. The estimated order of a model appears to increase with the sample size. It also may have a significant uncertainty. The analytical complexity of identified models may appear to be unnecessarily large for some purposes.

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