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Annals of the Institute of Statistical Mathematics : Volume 69

Annals of the Institute of Statistical Mathematics : Volume 68

Annals of the Institute of Statistical Mathematics : Volume 67

Annals of the Institute of Statistical Mathematics : Volume 66

Annals of the Institute of Statistical Mathematics : Volume 65

Annals of the Institute of Statistical Mathematics : Volume 64

Annals of the Institute of Statistical Mathematics : Volume 63

Annals of the Institute of Statistical Mathematics : Volume 62

Annals of the Institute of Statistical Mathematics : Volume 61

Annals of the Institute of Statistical Mathematics : Volume 60

Annals of the Institute of Statistical Mathematics : Volume 60, Issue 4, December 2008

Preface: Featured section on data-mining and statistical science

Direct importance estimation for covariate shift adaptation

A preferential attachment model with Poisson growth for scale-free networks

Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach

An angular–linear time series model for waveheight prediction

On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game

Local empirical processes near boundaries of convex bodies

Estimating a mean matrix: boosting efficiency by multiple affine shrinkage

On potentially negative space time covariances obtained as sum of products of marginal ones

Second-order nonlinear least squares estimation

Semi-self-decomposable distributions on Z+

Annals of the Institute of Statistical Mathematics : Volume 60, Issue 3, September 2008

Annals of the Institute of Statistical Mathematics : Volume 60, Issue 2, June 2008

Annals of the Institute of Statistical Mathematics : Volume 60, Issue 1, March 2008

Annals of the Institute of Statistical Mathematics : Volume 59

Annals of the Institute of Statistical Mathematics : Volume 58

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Annals of the Institute of Statistical Mathematics : Volume 56

Annals of the Institute of Statistical Mathematics : Volume 55

Annals of the Institute of Statistical Mathematics : Volume 54

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Annals of the Institute of Statistical Mathematics : Volume 49

An angular–linear time series model for waveheight prediction

Content Provider	Springer Nature Link
Author	Hokimoto, Tsukasa Shimizu, Kunio
Copyright Year	2008
Abstract	The modeling of the dynamic relationship between the changes of the wind and the waveheight has been an important topic from various standpoints such as oceanography, technology and navigation safety. Generally, when we apply the standard statistical models for the waveheight prediction, the observation of wind direction has been treated as the ordinary time series data, not reflecting unique properties as directional data. In this article, we develop a time series model with linear and angular–linear variables, by extending the angular–linear regression model considered by Johnson and Wehrly. Our prediction test based on extrapolation suggested the possibility that the angular–linear time series structure gave positive effect on improving the prediction accuracy of the time series model, in which the original wind direction is included as a linear variable.
Starting Page	781
Ending Page	800
Page Count	20
File Format	PDF
ISSN	00203157
Journal	Annals of the Institute of Statistical Mathematics
Volume Number	60
Issue Number	4
e-ISSN	15729052
Language	English
Publisher	Springer-Verlag
Publisher Date	2008-10-01
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Directional time series model Angular–linear regression ARIMA model Prediction Waveheight Wind direction Statistics for Business/Economics/Mathematical Finance/Insurance Statistics
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
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Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series

Dimension Asymptotics for Generalised Bootstrap in Linear Regression

Bayesian prediction in threshold autoregressive models with exponential white noise

An angular–linear time series model for waveheight prediction

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