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Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

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2.4. 1-D SYNTHETIC AND REAL DATA EXAMPLES 22<br />

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(a)<br />

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(e) (d) (e) (f)<br />

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Figure 2.4: Arctic Oscillation data for standardized nonlinear sea-level pressures<br />

for comparison <strong>of</strong> prediction between linear prediction theories. (a) Original data.<br />

(b) <strong>Prediction</strong> using Yule-Walker equations (p = 14). (c) <strong>Prediction</strong> using Burg’s<br />

algorithm (p = 14). (d) <strong>Prediction</strong> using the first order <strong>Volterra</strong> series which is<br />

equivalent to a linear prediction (p = 14). (e) The error between the original data<br />

and the linear prediction in (d).

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