Discussion of "An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models" by F. Battaglia and M. K. Protopapas
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An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
The annual temperatures recorded for the last two centuries in fifteen european stations around the Alps are analyzed. They show a global warming whose growth rate is not however constant in time. An analysis based on linear Arimamodels does not provide accurate results. Thus, we propose threshold nonlinear nonstationary models based on several regimes both in time and in levels. Such models fi...
متن کاملDiscussion of "An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models" by F. Battaglia and M. K. Protopapas
The paper by Battaglia and Protopapas (Stat Method Appl 2012) is stimulating. It gives an elegant mathematical generalization of autoregressive models (the nine types). It explains state-of-the-art model fitting techniques (genetic algorithm combined with fitness function and least squares). It is written in a fluent and authoritativemanner. Important for having a wider impact: it is accessible...
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عنوان ژورنال:
- Statistical Methods and Applications
دوره 21 شماره
صفحات -
تاریخ انتشار 2012