On the choice of data transformation for modelling time series of significant wave height

Autoregressive models have been shown to adequately model the time series of significant wave height. However, since this series exhibits a seasonal component and has a non-gaussian nature, it is necessary to transform the series before a model can be fit to the data. Two different transformations that have been used in earlier work are shown not to be appropriate for all types of applications. A third transformation is proposed here, which combines the better features of the two earlier ones and which is appropriate for simulation work. This is demonstrated with an example of a series from Figueira da Foz, a location of the Portuguese Coast.