### 统计代写|时间序列分析代写Time-Series Analysis代考|STAT4025

statistics-lab™ 为您的留学生涯保驾护航 在代写时间序列分析Time-Series Analysis方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写时间序列分析Time-Series Analysis代写方面经验极为丰富，各种代写时间序列分析Time-Series Analysis相关的作业也就用不着说。

• Statistical Inference 统计推断
• Statistical Computing 统计计算
• (Generalized) Linear Models 广义线性模型
• Statistical Machine Learning 统计机器学习
• Longitudinal Data Analysis 纵向数据分析
• Foundations of Data Science 数据科学基础

## 统计代写|时间序列分析代写Time-Series Analysis代考|Quasi-Biennial Oscillation

The Quasi-Biennial Oscillation will be discussed here at $\Delta t=1$ month. The time series used for this example is $\mathrm{QBO}$ at the atmospheric pressure level $20 \mathrm{hPa}$, which corresponds to the altitude of about $26 \mathrm{~km}$ above mean sea level (Fig. $6.5 \mathrm{a}$ and $# 2$ in Appendix). The spectral density estimate is shown in Fig. $6.5 \mathrm{~b}$ with the frequency axis given in a linear scale.

At the time when this text was being written, monthly observations of QBO were available from January 1953 through April of 2019 . The test extrapolation for the entire 2018 and the next six months of 2019, from May through November, which have been added in December 2019, is based upon the part of the time series that ends in December $2017(N=780)$.

The optimal, according to three of the five order selection criteria used here, is the AR model of order $p=10$ :
$$x_{t}=\varphi_{1} x_{t-1}+\varphi_{2} x_{t-2}+\cdots+\varphi_{10} x_{t-10}+a_{t} .$$
It means that the extrapolation equation is
$$\hat{x}{t}(\tau)=\varphi{1} \hat{x}{t}(\tau-1)+\varphi{2} \hat{x}{t}(\tau-2)+\cdots+\varphi{10} \hat{x}{t}(\tau-10)$$ The white noise variance corresponding to the $\operatorname{AR}(10)$ model is $\sigma{a}^{2} \approx 21(\mathrm{~m} / \mathrm{s})^{2}$ while the total variance of wind speed at $20 \mathrm{hPa}$ is $\sigma_{x}^{2} \approx 389(\mathrm{~m} / \mathrm{s})^{2}$. Therefore, the predictability criterion $\rho(1) \approx 0.05$ and the correlation coefficient $(6.13)$ between the unknown true and predicted values of wind speed at lead time $\tau=1$ month is $0.97$. As seen from Fig. 6.6, the statistical predictability of $\mathrm{QBO}$ at the $20 \mathrm{hPa}$ level described with the predictability criteria $r_{e}(\tau)$ and $\rho(\tau)$ is quite high.

The results of prediction test with the initial time in December 2017 (Fig. 6.7a) show that the AR method of extrapolation is working quite well with this time series: 19 of the 20 monthly forecasts stay within the $90 \%$ confidence limits. More predictions are given from December 2018 through January 2021 for future verification (Fig. 6.7b). The data used for the AR models were from January 1953 through December 2017 and through December 2018 , respectively. By the time when the book was ready for the publisher, more observations became available and they are included into Fig. 6.7b. The quality of extrapolation seems to be high, but one should have in mind that the $90 \%$ confidence intervals shown in the figure are wide.

## 统计代写|时间序列分析代写Time-Series Analysis代考|ENSO Components

Predicting the behavior of the oceanic ENSO component-sea surface temperature in equatorial Pacific-is regarded as a very important task in climatology and oceanography (e.g., #3 and #4 in Appendix). Attempts to predict ENSO’s atmospheric component-the Southern Oscillation Index-do not seem to be numerous (e.g., Kepenne and Ghil 1992). In this section, both tasks will be treated within the KWT framework.

At the annual sampling rate, the ENSO components behave similar to white noise (Chap. 5); their predictions through any probabilistic method would be practically useless. In the current example, the statistical forecasts of sea surface temperature in the ENSO area NINO3 $\left(5^{\circ} \mathrm{N}-5^{\circ} \mathrm{S}, 150^{\circ} \mathrm{W}-90^{\circ} \mathrm{W}\right)$ and the Southern Oscillation Index are executed at a monthly sampling rate using the data from January 1854 through February 2019 and from 1876 through February 2019 , respectively. The data are available at websites #5 and #6 given in Appendix below. The NINO3 time series is shown in Fig. 6.8a. It can be treated as a sample of a stationary process.
The autoregressive analysis of this time series showed an AR(5) model as optimal. Its spectral density estimates are shown in Fig. $6.8 \mathrm{~b}$. The low-frequency part of the spectrum up to $0.5$ cpy contains about $70 \%$ of the NINO3 variance and the ratio of the white noise RMS to the NINO3 RMS is 0.39. In contrast to the annual global

temperature with the trend present, the predictability of NINO3 diminishes quite fast, but, as seen from Fig. 6.9, it still extends to several months.

A KWT prediction from the end of 2017 through January 2019 is given in Fig. $6.10 \mathrm{a}$. The result of the test turned out to be satisfactory but one has to remember that the $90 \%$ confidence limits for the extrapolated values are rather wide. Only the first four or five predicted values lie within the relatively narrow interval not exceeding $\pm \sigma_{x}$

This data set is taken from site #7 in Appendix below. As mentioned in Chap. 5 , the components of MJO regarded as samples of scalar processes may possess relatively high statistical predictability. At the unit lead time (one day), the statistical predictability criterion $\rho$ (1) for the RMM1 component equals to about $0.18$ and the process should be studied in more detail. The predictability of the RMM1 time series decreases rather fast (Fig. 6.12), but it stays acceptable up to 6 days. The RMM2 component behaves in the same way.

Prediction examples (Fig. 6.13) turned out to be rather successful even for longer lead times, but the confidence bounds are rather wide. The cycles with periods close to 50 days cannot be reliably reproduced by the extrapolation trajectory at lead times close to the period of the cycle.

If the sampling rate is increased from 1 day to 10 days, the resulting time series becomes poorly predictable even at the unit lead time, that is, at 10 days. As both the original time series RMM1 and RMM2 and the time series with $\Delta t=10$ days are Gaussian or close to Gaussian, one can say that the Madden-Julian Oscillation is practically unpredictable at that sampling rate in spite of the presence of a significant spectral maximum.

The examples in this chapter include five rather typical and at the same time dissimilar cases with the sampling rates of one year, one month, and one day; they can be summed up in the following way:

• the global surface temperature that has some predictability due to the dominant role of low-frequency variations even when the linear trend is deleted.
• highly predictable Quasi-Biennial Oscillation whose spectrum contains a powerful peak at the low-frequency part of the spectrum,
• SOI-the atmospheric component of ENSO-which contains a statistically significant spectral maximum and still has low predictability because of the low dynamic range of its spectrum.
• MJO, with its smooth spectral maximum and acceptable forecasts at several lead times.

In conclusion, it has been shown here that the use of a forecasting method which agrees with the Kolmogorov-Wiener theory of extrapolation produces satisfactory results if the spectrum of the time series is concentrated within a relatively narrow frequency band. If the spectrum is spread more or less evenly over frequency, the time series is practically unpredictable. In all cases, even when the latest and previously unknown values of the time series lie close to the predicted trajectory, one should keep in mind the width of the confidence interval as a function of lead time. It is the quantity that defines the usefulness of forecasts.

## 统计代写|时间序列分析代写Time-Series Analysis代考|Quasi-Biennial Oscillation

X吨=披1X吨−1+披2X吨−2+⋯+披10X吨−10+一个吨.

X^吨(τ)=披1X^吨(τ−1)+披2X^吨(τ−2)+⋯+披10X^吨(τ−10)白噪声方差对应于和⁡(10)模型是σ一个2≈21( 米/s)2而风速的总方差为20H磷一个是σX2≈389( 米/s)2. 因此，可预测性准则ρ(1)≈0.05和相关系数(6.13)在提前期风速的未知真实值和预测值之间τ=1月份是0.97. 从图 6.6 可以看出，问乙○在20H磷一个用可预测性标准描述的水平r和(τ)和ρ(τ)相当高。

## 统计代写|时间序列分析代写Time-Series Analysis代考|ENSO Components

• 由于低频变化的主导作用，即使在线性趋势被删除的情况下，全球地表温度也具有一定的可预测性。
• 高度可预测的准两年振荡，其频谱在频谱的低频部分包含一个强大的峰值，
• SOI——ENSO 的大气成分——包含一个统计上显着的光谱最大值，并且由于其光谱的低动态范围而仍然具有低的可预测性。
• MJO，具有平滑的光谱最大值和在几个前置时间可接受的预测。

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## MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中，其中问题和解决方案以熟悉的数学符号表示。典型用途包括：数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发，包括图形用户界面构建MATLAB 是一个交互式系统，其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题，尤其是那些具有矩阵和向量公式的问题，而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问，这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展，得到了许多用户的投入。在大学环境中，它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域，MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要，工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数（M 文件）的综合集合，可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。