A1154
Title: Estimation of cyclical time series with application to climate data
Authors: Liudas Giraitis - Queen Mary University of London (United Kingdom) [presenting]
Fulvia Marotta - Queen Mary University of London (United Kingdom)
Abstract: A new approach is introduced for the estimation of time series with cyclically varying parameters. An application of this methodology to modelling Central England temperatures allows for uncovering unexpected features of the data-generating model and the change of its patterns and dynamics, which produce the change of daily temperatures over time. The model also provides a useful tool for the analysis and forecasting of changing patterns of climate data using simulations.
