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Title: A Periodic State Space Model to Monthly Long-term Temperature Data
Author: Marco Costa
Magda Monteiro
Keywords: State space model
Kalman filter
periodic data
monthly temperature
Issue Date: Jun-2016
Abstract: This work presents a periodic state space model to model monthly temperature data. Additionally, some issues are discussed, as the parameter estimation or the Kalman filter recursions adapted to a periodic model. This framework is applied to monthly long-term temperature time series of Lisbon.
Peer review: yes
ISSN: 978-84-608-8178-0
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Appears in Collections:ESTGA - Comunicações

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