FILLING MISSING OBSERVATIONS IN TIME SERIES OF SIGNIFICANT WAVE HEIGHT

Missing values are frequently encountered in time series of wave measurements and this presents difficulties in the continuous application of autoregressive models to the series. In this paper, the use of autoregressive models to describe the time series of significant wave height is described and different methods are presented to fill missing values in the series. For small gaps it is possible to forecast from models adjusted to partial series, but for large gaps a method is proposed to account for the spatial correlation of the data. Application examples are provided for the time series of Figueira da Foz in Portugal and its correlation with data from Sines in Portugal and La Coruna in Spain.