IDENTIFICATION OF MODELS FOR SOME TIME SERIES OF ATMOSPHERIC ORIGIN WITH AKAIKE'S INFORMATION CRITERION.

Abstract

Akaike's method for model identification has been used to identify "Markov" chain models for simple transformations of daily precipitation at three locations in southeast Norway and wind force and wave height at one location in the Norwegian Sea. Attempts at identification of the horizontal wind vector as an autoregressive process have also been made. The estimated order of a model appears to increase with the sample size. It may also have a significant uncertainty. The analytical complexity of identified models may appear to be unnecessarily large for some purposes.