Long memory processes - PowerPoint PPT Presentation

Long memory or long range dependence

Long memory or long range dependence. ARMA models are characterized by an exponential decay in the autocorrelation structure as the lag goes to infinity. Long memory processes are stationary time series that exhibit a slower decay in the autocorrelation structure

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Global Climate Change: A Fractional Forecast

Global Climate Change: A Fractional Forecast. Akbar Akbari Esfahani, Michael J . Friedel, USGS - Crustal Geophysics and Geochemistry Science Center, University of Colorado Denver aesfahani@usgs.gov, mfriedel@usgs.gov. Abstract. The Analysis – Step 1: Self-Similarity. Step 3: The Forecast.

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