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Cunha, C. and Guedes Soares, C. (2000), “Bivariate Autoregressive Models for the Time Series of Significant Wave Height and Mean Period", Coastal Engineering, Vol. 40, Issue 4, pp. 297-311

This paper generalises the application of univariate models of the long-term time series of significant wave height to the case of the bivariate series of significant wave height and mean period. A brief review of the basic features of multivariate autoregressive models is presented, and then applications are made to the wave time series of Figueira da Foz, in Portugal. It is demonstrated that the simulated series from these models exhibit the correlation between the two parameters a feature that univariate series cannot reproduce. An application to two series of significant wave height from two neighbouring stations shows the applicability of this type of models to other type of correlated data sets.

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http://www.sciencedirect.com/science/article/pii/S0378383900000156



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