Chaos and reproduction in sea level

Prediction of sea-level is an important task for navigation, coastal engineering and geodetic applications, as well as recreational activities. This study presents a comparison of Chaos theory and Auto-Regressive Integrated Moving Average (ARIMA) techniques for sea level modelling for daily, weekly, 10-day and monthly time scale at the Cocos (Keeling) islands from 1992 to 2001. The state space reconstruction of the unknown underlying process is directly employed from time series data, through Takens delay embedding method: optimal embedding dimension and delay time are obtained from false nearest neighbours and average mutual information techniques, respectively. Optimal values are then used for the estimation of the correlation dimension and the largest Lyapunov exponent, for inspecting possible signatures of chaotic dynamics. We find a positive Lyapunov exponent an evident feature of chaos. Indeed, the nonlinear prediction of sea level, in the period ranging from January 2001 to December 2001, is in an excellent agreement with the data for the same period, evidencing the nonlinear nature of the process. ARIMA method is also used for sea level modelling, for the same time scales; the performances of the two models are compared using such statistical indices as the root mean square error (RMSE) and correlation coefficient (CC). The comparative analyses show that the chaos theory model has a slight edge over ARIMA while both models are in principal acceptable. (C) 2012 Elsevier Inc. All rights reserved.