Skip to main content

Advertisement

Official Journal of the Asia Oceania Geosciences Society (AOGS)

Geoscience Letters Cover Image

Table 3 Datasets of this study (part 2): simulated datasets

From: One-step ahead forecasting of geophysical processes within a purely statistical framework

s/n Abbreviated name Process Parameter(s) R algorithm Number of time series
5 SimDat_1 AR(1) φ1 = 0.7 arima.sim {stats} 2000
6 SimDat_2 AR(1) φ1 = −0.7
7 SimDat_3 AR(2) φ1 = 0.7, φ2 = 0.2
8 SimDat_4 MA(1) θ1 = 0.7
9 SimDat_5 MA(1) θ1 = −0.7
10 SimDat_6 ARMA(1,1) φ1 = 0.7, θ1 = 0.7
11 SimDat_7 ARMA(1,1) φ1 = −0.7, θ1 = −0.7
12 SimDat_8 ARFIMA(0,0.30,0)   fracdiff.sim {fracdiff}
13 SimDat_9 ARFIMA(1,0.30,0) φ1 = 0.7
14 SimDat_10 ARFIMA(0,0.30,1) θ1 = −0.7
15 SimDat_11 ARFIMA(1,0.30,1) φ1 = 0.7, θ1 = −0.7
16 SimDat_12 ARFIMA(2,0.30,2) φ1 = 0.7, φ2 = 0.2, θ1 = −0.7, θ2 = −0.2