Modelling and Forecasting Climate Time Series with State-Space Model

This study modelled and estimated climatic data using the state-space model. The study was specifically to identify the pattern of the trend movement i.e., increase or decrease in the occurrence of the climatic change; to use of Univariate Kalman Filter for the computation of the likelihood functio...

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Bibliographic Details
Main Authors: A. F. Adedotun, T. Latunde, O. A. Odusanya
Format: Article
Language:English
Published: Nigerian Society of Physical Sciences 2020-08-01
Series:Journal of Nigerian Society of Physical Sciences
Subjects:
Online Access:https://journal.nsps.org.ng/index.php/jnsps/article/view/94

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