A diffusion process as a model for temperature variations
A geometric Brownian motion is proposed as a model for the variations of temperature from day to day. For short-term forecasts, the parameters of the geometric Brownian motion are estimated from the two most recent observations. Moreover, the same type of process is used to compute the risk of extre...
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Accademia Peloritana dei Pericolanti
2025-10-01
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| Schriftenreihe: | Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| Online-Zugang: |
http://dx.doi.org/10.1478/AAPP.103S1A8
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