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Time series analysis and modelling represent a large study field,
implying the approach from the perspective of the time and
frequency, with applications in different domains. Modelling
hydro-meteorological time series is difficult due to the
characteristics of these series, as long range dependence, spatial
dependence, the correlation with other series. Continuous spatial
data plays an important role in planning, risk assessment and
decision making in environmental management. In this context, in
this book we present various statistical tests and modelling
techniques used for time series analysis, as well as applications
to hydro-meteorological series from Dobrogea, a region situated in
the south-eastern part of Romania, less studied till now. Part of
the results are accompanied by their R code.
Time series analysis and modelling represent a large study field,
implying the approach from the perspective of the time and
frequency, with applications in different domains. Modelling
hydro-meteorological time series is difficult due to the
characteristics of these series, as long range dependence, spatial
dependence, the correlation with other series. Continuous spatial
data plays an important role in planning, risk assessment and
decision making in environmental management. In this context, in
this book we present various statistical tests and modelling
techniques used for time series analysis, as well as applications
to hydro-meteorological series from Dobrogea, a region situated in
the south-eastern part of Romania, less studied till now. Part of
the results are accompanied by their R code.
The importance of finding a well fitted model for
hydro-meteorological time series cannot be denied, the main gain of
a successful approach being the possibility to explain the past and
to provide informed insight for the future. Therefore, we tried to
present here some techniques that can be used to build a
mathematical model for time series (particularly for
hydro-meteorological ones), starting from statistical tests of data
analysis, passing to the empirical models, nonparametric
techniques, ARIMA models and heuristic methods. Since our intention
was to write a book easy to read, the theory is shortly presented
and is followed by applications on real data that are the results
our three years research work. We hope that this material will be
useful for postgraduate students, as well as for the researchers.
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