Official Journal of the Asia Oceania Geosciences Society (AOGS)
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 |