Sykulski, AM;
Olhede, SC;
Lilly, JM;
Danioux, E;
(2015)
Lagrangian Time Series Models for Ocean Surface Drifter Trajectories.
Journal of the Royal Statistical Society: Series C (Applied Statistics)
, 65
(1)
pp. 29-50.
10.1111/rssc.12112.
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Abstract
This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer important physical parameters of inertial oscillations and other ocean processes. Nonstationary time series methods are employed to account for the spatiotemporal variability of each trajectory. Because the datasets are large, we construct computationally efficient methods through the use of frequency-domain modelling and estimation, with the data expressed as complex-valued time series. We detail how practical issues related to sampling and model misspecification may be addressed using semi-parametric techniques for time series, and we demonstrate the effectiveness of our stochastic models through application to both real-world data and to numerical model output.
| Type: | Article |
|---|---|
| Title: | Lagrangian Time Series Models for Ocean Surface Drifter Trajectories |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1111/rssc.12112 |
| Publisher version: | http://dx.doi.org/10.1111/rssc.12112 |
| Language: | English |
| Additional information: | © 2015 Royal Statistical Society |
| Keywords: | Complex-valued time series; Inertial oscillation; Matérn process; Non-stationary processes; Ornstein–Uhlenbeck process; Semiparametric models; Spatiotemporal variability; Surface drifter |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1421677 |
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