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Survey of stochastic models for wind and sea state time series ArchiMer
Monbet, Valérie; Ailliot, P; Prevosto, Marc.
The knowledge of sea state and wind conditions is of central importance for many offshore and nearshore operations. In this paper, we make a complete survey of stochastic models for sea state and wind time series. We begin with methods based on Gaussian processes, then non-parametric resampling methods for time series are introduced followed by various parametric models. We also propose an original statistical method, based on Monte Carlo goodness-of-fit tests, for model validation and comparison and this method is illustrated on an example of multivariate sea state time series. (C) 2006 Elsevier Ltd. All rights reserved.
Tipo: Text Palavras-chave: Model validation; Simulation; Nonlinear time series; Wind; Sea state.
Ano: 2007 URL: http://archimer.ifremer.fr/doc/2007/publication-2679.pdf
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Phase Space Reconstruction and Nonlinear Equilibrium Dynamics in the United States Beef Market AgEcon
McCullough, Michael; Marsh, Thomas L.; Huffaker, Ray G..
This paper investigates dynamic interactions in the US beef market using phase space reconstruction, which has been developed to analyze nonlinear dynamical systems. This approach provides important and unique empirical insights into consumers’ behavior in the beef market. Our results from a phase space reconstruction analysis demonstrate distinct differences between intertemporal short run impacts from food safety outbreaks (e.g., E. Coli) and longer run health effects (e.g., cholesterol). Adjustments due to factors such as cholesterol are permanent changes and do not affect the manner by which people consume, while consumers react to food safety scares by adjusting consumption for a short period of time and then returning to their normal steady state...
Tipo: Conference Paper or Presentation Palavras-chave: Nonlinear time series; Phase space reconstruction; Food safety; Health effects; Livestock Production/Industries; Marketing.
Ano: 2007 URL: http://purl.umn.edu/9830
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