A Periodic State Space Model to Monthly Long-term Temperature Data
Marco Costa, Magda Monteiro · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT) · 2016
This work presents a periodic state space model to model monthly temperature data. Additionally, some issues are discussed, as the parameter estimation or the Kalman filter recursions adapted to a periodic model. This framework is applied to monthly long-term temperature time series of Lisbon.