• Communications for Statistical Applications and Methods
• /
• v.22 no.6
• /
• pp.557-573
• /
• 2015

In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.34 no.6
• /
• pp.222-232
• /
• 2022

In this study we investigated the characteristics of long-term tidal constituents based on 30 tidal gauge data along the coasts of Korea and its the effects on total water level (TWL) forecasts. The results show that the solar annual (Sa) and semiannual (Ssa) tides were dominant among long-term tidal constituents, and they are relatively large in western coast of Korea peninsula. To investigate the effect of long-term tidal constituents on TWL forecasts, we produced predicted tides in 2021 with and without long-term tidal constituents. The TWL forecasts with and without long-term tidal constituents are then calculated by adding surge forecasts into predicted tides. Comparing with the TWL without long-term tidal constituents, the results with long-term tidal constituents reveals small bias in summer and relatively large negative bias in winter. It is concluded that the large error found in winter generally caused by double-counting of meteorological factors in predicted tides and surge forecasts. The predicted surge for 2021 based on the harmonic analysis shows seasonality, and it reduces the large negative bias shown in winter when it subtracted from the TWL forecasts with long-term tidal constituents.