Motivated by prediction problems for time series with heavy-tailed marginal distributions, we consider methods based on … make these points clear, we develop theory describing local applications to time series of both least-squares and least …

Average (ARIMA) and its derivative Seasonal ARIMA. Remote sensing data were downloaded from European Space Agency (ESA) and … monthly basis for daily evapotranspiration estimation. The application of the most adequate ARIMA (2,1,2) to the … daily evapotranspiration data set showed a seasonality behavior and thus, using seasonal ARIMA [(2,1,2) (1,1,2)6] was the …