Parameter Estimation and Suitability Tests of AR(p) Model Based on Ship Motion Data

Author(s):
Qiang Li, Haiyan Qiang*, Yougang Sun, Lingwei He, & Ruxiao Zhang

Source:
Q. Li, H. Y. Qiang, Y. G. Sun, L. W. He, & R. X. Zhang, “Calculation and Modification of Failure Pressure around the Top Wall  Junction of Dome Tank Based on Numerical Calculation Method, Journal of Mechanical Engineering Research and Developments, vol. 40, no. 2, pp. 371-379, 2017.

ABSTRACT:  During the process of sailing, ships will be disturbed by the environmental factors like wave, wind ect. It is unavoidable that ships motion will cause major hidden dangers. A proper method will be found to forecast the ship motion in the period ahead which will enhance the navigability and safety of the ship greatly. Lots of ship motion data had been measured and an autoregressive model Ar(p) of time series analysis had been used. Model parameter estimation and suitability tests which are of vital importance in time series analysis with Ar(p) model had been discussed emphatically in this paper. Deeper research of ship motion can be started with the results and methods introduced in this paper. And it’s of great importance for forecasting the ship motion with time series analysis.

Keywords: Ar(p) model; Time series; Least square method; Suitability tests; Order determination.