Modeling Long-Range Dependence, Nonlinearity, and Periodic Phenomena in Sea Surface Temperatures Using TSMARS
用 TSMARS 建模海表温度的长程依赖、非线性与周期现象
We analyze a time series of 20 years of daily sea surface temperatures measured off the California coast. The temperatures exhibit quite complicated features, such as effects on many different time scales, nonlinear effects, and long-range dependence. We show how a time series version of the multivariate adaptive regression splines (MARS) algorithm, TSMARS, can be used to obtain univariate adaptive spline threshold autoregressive models that capture many of the physical…