Modeling processes asymmetries with Laplace Moving Average.
Résumé
Many records in environmental science exhibit asymmetries: for example in shallow water and with variable bathymetry, the sea wave time series shows front-back asymmetries and different shapes for crests and troughs. In such situation, numerical models are available but are highly CPU-time consuming. A stochastic process aimed at modeling such asymmetries has already been proposed, the Laplace Moving Average process. The objective of this study is to propose a new estimator of the defining function in a non-parametric approach. Results based on a comprehensive numerical study will be shown in order to evaluate the performances of the proposed method.
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