Linear models of the time series of significant wave height on the Southwest Coast of Portugal

Abstract

Linear models of time series are used in this work to describe the sequence of the significant wave heights in two locations of the Portuguese coast. The time series of the monthly averages and standard deviations are studied and the seasonal component of those series are identified. The models are then applied to the data of Sines and Faro and predictions based on these models are presented. The models of the means and standard deviations are used to deseasonalise the series of three hourly observations which is then modelled by autoregressive models. It was found that models with orders up to 20, but without all terms, described well the data. Simulated data was shown to describe well the autocorrelation function of the observed data up to lags of 20.