LIBROS DEL AUTOR: m levent kavvas

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  • Long-Range Dependence and Sea Level Forecasting
    Ali Ercan / M. Levent Kavvas / MLevent Kavvas / Rovshan K. Abbasov / Rovshan KAbbasov
    ​This study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend Line-ARFIMA (TL-ARFIMA) combination models are investigated. The forecast confidence b...
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