Representation of non-stationary time series of significant wave height with autoregressive models

A time series of significant wave height measured at the Frigg Platform, in the North Sea is modelled using Box-Jenkins autoregressive models. As this series is non-stationary two different transformations are performed and compared. Since this type of data has several gaps, the whole series was divided into subseries with no gaps which allows piecewise modelling of the initial set. Very similar statistical properties among these subsets were observed and very similar models were obtained. This allowed the derivation of one autoregressive model which would describe adequately the whole data set. Copyright (C) 1996 Elsevier Science Ltd.