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Article

On the Non-Gaussianity of the Height of Sea Waves

by
Alicia Nieto-Reyes
Department of Mathematics, Statistics and Computer Science, University of Cantabria, 39005 Santander, Spain
Current address: Faculty of Science, University of Cantabria, Avd. Los Castros s/n, 39005 Santander, Spain.
J. Mar. Sci. Eng. 2021, 9(12), 1446; https://doi.org/10.3390/jmse9121446
Submission received: 4 October 2021 / Revised: 19 November 2021 / Accepted: 15 December 2021 / Published: 17 December 2021
(This article belongs to the Section Ocean Engineering)

Abstract

:
The objective of this paper is to prove that the sea wave height is not a Gaussian process. This is contrary to the common belief, as the height of a sea wave is generally considered a Gaussian process. With this aim in mind, an empirical study of the buoys along the US coast at a random day is pursued. The analysis differs from those in the literature in that we study the Gaussianity of the process as a whole and not just of its one-dimensional marginal. This is done by making use of random projections and a variety of tests that are powerful against different types of alternatives. The study has resulted in a rejection of the Gaussianity in over 96% of the studied cases.

1. Introduction

The height of sea waves has been broadly studied in the literature, not only from an engineering and statistical perspective [1] but also a probabilistic one [2]. In fact, as commented in [3], the distribution of wave height (sea states) has received significant interest over the years [4,5,6,7,8], which has resulted in the proliferation of models and the analysis of their accuracy [9,10]. The interest also lies in that these models allow one to simulate wave heights [11]. The distribution of the sea wave height is generally considered a strictly stationary Gaussian process when measured with respect to a particular spatial point [12], for instance, the landmark of a buoy. Despite the stationarity being commonly rejected by most tests [13,14] when the associated time series is recorded for long periods of time, the stationary Gaussian model is the most common in the literature [15]. This is in part due to this Gaussian structure allowing for interpretable models of the sea surface that result in the crest height following a particular type of Gaussian distribution: The Rayleigh distribution [16,17]. Sometimes in a more general case, the Weibull distribution is also considered [18]. Other well-known models are based on Forristall distribution [1], Naess distribution [19], Boccotti distribution [20], Klopman distribution [21], van Vledder distribution [22], Battjes–Groenendijk distribution [23], Mendez distribution [24], and LoWiSh II distribution [25]. Having this knowledge on the distribution of sea waves is necessary for a reliable design and analysis of ships and marine installations [26,27]; for instance, offshore structures [26], such as oil platforms or wind turbines.
Although it is considered that certain Gaussian models are appropriate for the distribution of sea wave height when the resulting crest heights are high or the seas have a narrow band spectrum, it is already known that this is not the appropriate model in some cases. In particular, it is not appropriate in cases in which there are steep waves in deep waters or as the water depth decreases [28]. This has already being studied in the literature and, for instance, for non-Gaussian cases [29,30] a methodology to estimate the wave crest height distribution has been developed. The hypothesis of this work is that sea wave height is mainly not Gaussian. Thus, this work goes beyond the existing literature and has the objective to empirically prove that the distribution of the sea wave height is not necessarily Gaussian. The findings are important as the cases that were considered Gaussian are the more numerous ones. In fact, according to [31], very large waves might be much more frequent than commonly assumed. The main scientific relevance of the study is in that it implies that Gaussian models should not be used in general when modeling the height of sea waves.
In proving the non-Gaussianity, it is here demonstrated that the non-Gaussian cases correspond to non-Gaussian processes with non-Gaussian one-dimensional marginals. This would go in line with the observations in [32] where the authors propose a model that is able to explain the first order probability structure of the process. It occurs that the tests commonly used in the literature have no power against alternatives with one-dimensional Gaussian marginals. These tests are based on the process’ characteristic function [33], on its skewness and kurtosis [34,35], or on Stein’s characterization of a Gaussian distribution [36], for instance. However, the proposal here is to apply a methodology that is able to check the Gaussianity of the process as a whole. Thus, the Gaussianity hypothesis can be discarded for the heights of the sea waves either if the non-Gaussianity comes from the one-dimensional marginal or from a higher order marginal. The test applied here is known as the random projection test [37] and consists in applying tests that check the one-dimensional Gaussian marginal distribution of the process to a series of processes the result of performing random projections to the original process.
The structure of the paper is as follows. Section 2 is dedicated to present the studied real dataset and Section 4 to analyze it. The methodology applied there is summarized in Section 3. The conclusions are provided in Section 5.

2. Dataset

The studied dataset consists of the sea wave heights measured by buoys run by the Coastal Data Information Program (https://cdip.ucsd.edu, (accessed on 4 October 2021)). The data at this website is freely available and contains raw measurements of surface elevations of buoys located alongside the US coasts. That is, of measurements that have not been preprocessed. To obtain the sea state, wave height, the dataset is here preprocessed by means of the zero-down crossing methodology. Particularly, the study focuses on the variable xyzZDisplacement that is downloaded from the web page https://thredds.cdip.ucsd.edu/thredds/catalog/cdip/realtime/catalog.html, (accessed on 4 October 2021). The data available to be downloaded depends on the date.
The data studied in this manuscript was downloaded on 14 November 2021 and is available from the author upon request. In the downloaded dataset, there were 64 available stations (buoys), which are labeled by an identification number that can be observed, in ascending order, in Table 1. Note that the studied stations have been selected because of their availability and not because they satisfy certain conditions in relation to their location relative to the shoreline, the sea depth, or the prevailing wind directions. However, in case the reader is interested in this information, Table 1 includes information on the location of the 64 buoys used, latitude, longitude, and depth. To provide an example of wind directions, Figure 1 shows the wind direction in degrees (local magnetic variation (deg): 12 E) for Station 073, Scripps Pier, La Jolla CA, on 21 January 2021 for an hour from 16:20 to 17:19 UTC, with a total of 3600 measurements. The range of degree value registered is 0.7–359.7.
Table 2 displays the length of the raw time series associated to each of the 64 buoys. The dataset understudy is here restricted to a time series of length of 500,000 for each of the 54 buoys with a length larger than that. As commented above, the downloaded dataset consists of un-preprocessed raw data, a consequence being that it contains unknown values. After removing them, the resulting time series length recorded by each station is also displayed in Table 2, with the label studied. It is worth commenting that in buoy 244, the whole 500,000 first recorded time points have unobserved data. Thus, this buoy is not kept in the study. This is represented in Table 2 by a line in the cell corresponding to the label studied. On the contrary, there is a bouy for which the 500,000 first recorded time points fully consists of observed data which is buoy 92.
In Panel A of Figure 2, the surface elevation data for buoy 28 is displayed, which is to be preprocessed to obtain the heights of sea waves. As commented before, this data results from restricting the 21,961,898 observations stored for buoy 28 and taking the ones corresponding to the first 500,000 time points. As it is observable from the plot, the first 500,000 time points contain unobserved data. In fact, as displayed in Table 2, only 412,278 observations have been made. From Panel A of Figure 2, it is noticeable that the unobserved data splits the time series in several clusters. The first one has been reproduced solely in Panel B of Figure 2. The time points reproduced in Figure 2 are measured in coordinated universal times (UTC) and are reported in seconds. As reported in Table 3, the measurements of surface elevation for buoy 28 began recording at time 1,619,719,067, which is the Thursday, 29 April 2021 at 17:00 h 57 min and 47 s in Greenwich mean time (GMT). The last studied measurement of that buoy was recorded at time 1,620,109,691, which is Tuesday, 4 May 2021 at 06:00 h 28 min and 11 s in GMT. The x-axis of the plots in Figure 2 have been computed as:
T t = T 0 + ( t 1 ) / r d f o r t = 1 , , 500 , 000
where T t denotes the t-th time point, with T 0 the starting time, r the time sample rate, and d the filter delay. T 0 is provided for each buoy in Table 3. r takes value 1.28 and d takes value 133.3 for all the studied buoys except for buoys:
132 , 142 , 153 , 171 , 194 , 200 , 204 , 244 , 248 , 254 , 256
for which r takes value 2.56 and d value 130. Additionally, for buoys 101 and 155 takes a d value equal to 299 .
Table 3 displays the starting and ending recording times of the surface elevation for each of the studied stations, in addition to the ones of station 28. The largest time is 1,636,876,799, which represents Sunday, 14 November 2021 at 07:00 h 59 min and 59 s GMT. It is represented in bold in Table 3. This is the end time for the recording of buoy 101, whose starting time is 1,636,570,501, i.e., Wednesday, 10 November 2021 at 18:00 h 55 min and 1 s GMT. Meanwhile, the smallest starting time point is 1,560,970,667, which represents the Wednesday 19 June 2019 at the 18:00 h 57 min and 47 s GMT. This number has also been highlighted in bold in Table 3. It corresponds to the buoy with identification number 071, whose end time point is 1,561,361,291, i.e., Monday, 24 June 2019 at 07:00 h 28 min and 11 s GMT.
Once the dataset is preprocessed, making use of the zero-down crossing methodology to obtain the sea wave heights, the length of each time series decreases, as reported in Table 4. As in Table 2, in Table 4, buoy 244 has a line in place of its length, because of the studied recordings being unobserved. Thus, this buoy is not included in the rest of the analysis. In Figure 3, the sea wave heights of 6 buoys that cover the spectrum of mean heights shown in Table 5 are displayed. It is observable from the plots that they correspond to different sea states. In particular, the plot corresponding to buoy 226 (1st row–1st column) represents wave heights that are generally of less than 1 m while the plots corresponding to buoy 433 and 155 (1st row–2nd column and 2nd row–1st column, respectively) show heights that are generally of less than 3 m and that of buoys 222 and 189 (2nd row–2nd column and 3rd row–1st column) have slightly higher values. Meanwhile, the plot of buoy 106 (3rd row–2nd column) shows much higher values of the sea heights. For the exact values, see Table 5, which represents the range and mean of sea heights and periods for each of the studied 63 buoys. It is observable from these values that the study comprises a variety of sea states. For instance, the maximum mean height recorded is over to 2 m and corresponds to buoy 106. Meanwhile, the time series studied for buoy 226 has a mean value of only 0.17 m. Both values are highlighted in bold in Table 5.

3. Methodology

Let X : = { X t } t Z be a stochastic process. It is Gaussian if for any T Z with finite cardinality, { X t } t T follows a multivariate normal distribution. Most common procedures to test the Gaussianity of a stochastic process are designed for stationary processes. Thus, in Section 4, the stationarity is checked first. The most commonly used tests for stationarity are the Augmented Dickey–Fuller test [13], the Phillips–Perron test [38], and the Ljung–Box test [39], and so, we apply those. These tests check the null hypothesis of non-stationarity against the alternative of non-stationarity.
Once it can be assumed that X is a stationary process, the aim of this study is to contrast the null hypothesis of X being Gaussian against the alternative that X does not follow a Gaussian process. There are a variety of tests with this aim. However, most of them simply contrast the null hypothesis of the one-dimensional marginal distribution of X being Gaussian against the alternative that this marginal distribution is not Gaussian. Of course, a rejection with those tests will provide a rejection for X being Gaussian. However, these tests are not able to detect non-Gaussian processes with Gaussian one-dimensional marginals. A class of them checks whether the characteristic function of the one-dimensional marginal of the process is that of a Gaussian distribution. From this class, the Epps test is used [33], which compares at certain points the empirical characteristic function of the one-dimensional marginal distribution of the process with that of a Gaussian distribution. Another class is that of the skewness – kurtosis tests, also known as Jarque–Bera tests [40]. These tests check whether the empirical skewness and kurtosis depart from zero, as a Gaussian distribution has zero skewness and kurtosis. From these, the Lobato and Velasco test is used [34].
To test the Gaussianity of the stationary process X completely, and not just of a certain order marginal, the random projection test is used [37]. This test consists of projecting the process X and applying a test for the Gaussianity of the one-dimensional marginal of the projection. The hypotheses required for the application of the random projection test come from the hypotheses required by the test applied to the one-dimensional marginal of the projection. To introduce these hypotheses, the notation
γ X ( t ) : = E [ ( X 0 E [ X 0 ] ) ( X t E [ X 0 ] ) ]
is used for any t Z . In the case the Epps test is applied, the hypotheses are:
(E1.)
X is an ergodic stationary process.
(E2.)
The characteristic function of the one-dimensional marginal of X is analytic.
(E3.)
t Z | t | ζ | γ X ( t ) | < , for   some ζ > 0 .
(E4.)
The spectral density matrix of the process:
{ ( cos ( λ 1 X t ) , sin ( λ 1 X t ) , , cos ( λ N X t ) , sin ( λ N X t ) ) } t Z
at frequency 0 exists and is positive definite. In (1) the { λ i } i = 1 N , with N > 1 , are drawn at random in such a way that λ 1 and λ 2 are independent and identically distributed with an absolutely continuous distribution.
In the case the Lobato and Velasco test is applied, the hypotheses are:
(L1.)
X is an ergodic stationary process.
(L2.)
t = 0 | γ X ( t ) | < .
(L3.)
X t E [ X 0 ] = i = 1 k ( i ) ϵ t i , where i = 1 | k ( i ) | < , i = 1 i k ( i ) < and the { ϵ t } t Z are independent and identically distributed random variables with E [ ϵ n ] = 0 and E [ X 0 4 ] < .
Hypothesis (E1.) and (L1.) coincide. Note that, although stationarity is a requirement for the tests applied, no regular wave shape is assumed. However, requiring stationarity automatically implies, as commented in the introduction, that the time series recorded for long periods of time cannot be analyzed under these hypothesis tests. A reason behind this can be seen in [41,42], where the significance of the intra-seasonal and intra-annual variability of the wave distribution is studied. Note that X is stationary if and only if { X t } t T and { X t + k } t T are identically distributed for any k Z and T Z , which does not allow the difference in variability seen in those papers when long periods of time are studied. Furthermore, (E3.) and (L2.) are related. In fact, if t takes non-negative values (L2.), it implies that (E3.). (E2.), (E4.), and (L3.) are also connected, in the sense that (E2.) and (E4.) are assumptions related to the fact that the Epps test makes use of characteristic functions while (L3.) relates to the Lobato and Velasco test, which is based on the distribution moments. Thus, it could be said that there are no big difference in the implications derived from either assuming the Epps or Lovato and Velasco set of assumptions.
In Nieto-Reyes et al. [37], it is proposed to make use of a stick-breaking procedure to draw the sequence in which to project the time series. The procedure makes use of a beta distribution. Two sets of parameters are proposed there: (100,1) when the objective is to obtain a projected process similar to the original one and (2,7) when the aim is that the sequence does not contain many zero values. Therefore, if the aim is to apply only one projected test, the proposal here is to make use of the (100,1) parameters when the one-dimensional distribution before being projected is close to being non-Gaussian and of the (2,7) parameters when it is far from it. For the selection of the test to check the one-dimensional distribution of the projected process, the idea is to use the Lobato and Velasco test when the departure from Gaussianity seems to come from a non-zero skewness or kurtosis and to use the Epps test otherwise. Thus, rejecting the null hypothesis has different implications under the four different scenarios:
  • Parameters (100,1) with the Lobato and Velasco test: The non-Gaussianity of the process is related to the third and/or fourth order moment of a small dimensional distribution of the original non-projected process.
  • Parameters (2,7) with the Lobato and Velasco test: The non-Gaussianity of the process is related to the third and/or fourth order moment of the one-dimensional distribution of the projected process.
  • Parameters (100,1) with the Epps test: The non-Gaussianity of the process is related in general to a small dimensional distribution of the original non-projected process.
  • Parameters (2,7) with the Epps test: tThe non-Gaussianity of the process is related in general to the one-dimensional distribution of the projected process.

4. Data Results

This section is dedicated to study whether the sea height time series presented and pre-processed in Section 2 have been drawn from Gaussian processes. The analysis is performed using R and, in particular, the nortsTest package, which is aimed at assessing normality of stationary processes. Thus, the normality tests applied in this section are intended for stationary processes. Then, it is first checked that this assumption is satisfied. For this, three different tests are applied: Augmented Dickey–Fuller, Phillips–Perron, and Ljung–Box. As commented in Section 3, the aim is to reject the null hypothesis. As it is observable from Table 6, which summarizes the obtained results, this is what occurs for each of the 63 studied buoys. In particular, for each of the buoys, a p-value smaller or equal than 0.01 is obtained for the Augmented Dickey–Fuller and the Phillips–Perron tests and smaller than that value for the Ljung–Box test. Note that the null hypothesis of non-stationarity is tested against the alternative hypothesis of stationarity. This leads us to the conclusion that stationarity can be assumed and, therefore, normality tests for stationary processes can be applied to these data.
To check the Gaussianity of the process associated to each of the different buoys, as well as the Epps and Lobato and Velasco tests are first applied. As commented in Section 3, these tests check the Gaussianity of the one-dimensional marginal distribution of the process. Thus, a rejection with these tests implies the rejection of the Gaussianity of the whole process. The results appear in Table 7. By looking separately to the resulting p-values of the Epps or Lobato and Velasco tests, the Gaussianity of the process associated to 60 out of the 63 buoys could be rejected when making use of the Epps test and of 61 out of 63 when making use of the Lobato and Velasco test. The buoys for which the Epps test does not have enough evidence to reject the null hypothesis of Gaussianity are buoys 142, 202, and 238. Meanwhile, the buoys for which the Lobato and Velasco test does not have enough evidence to reject the null hypothesis are buoy 188 and, again, buoy 238. The corresponding p-values are highlighted in bold in Table 7. Note that in the five buoys, at least one of the two obtained p-values is smaller than 0.05, reflecting that the process does not follow the Guassian distribution in terms of the characteristic function (Epss test) or in terms of the skewness and kurtosis (Lobato and Velasco test).
To be on the safe side, it is here taken into account the multiplicity of having run two tests. For that, the false discovery rate (FDR) is applied for dependent tests [43]. It is clear that in this case, there is dependency as both tests have been applied to the same dataset. Although it could be argued that the FDR for independent tests [44] also allows for some type of dependency and that this might be of that type, the most restrictive FDR is used here to be cautious. The other would have given smaller values in columns 4 and 8 of Table 7. Using the FDR for dependent tests, the Gaussianity of the processes associated to 61 out of the 63 studied buoys is rejected. Note that this would result in a rejection rate of 96.83%. The FDR values larger than 0.05 are highlighted in bold in Table 7.
A further study is pursued, which consists in applying the random projection test. To do so, four p-values are computed per buoy in a way that the time series is projected two times using the parameters (2,7) and two times using the parameters (100,1). Then, the Epps test is applied two times: One to a projected time series resulting from the parameters (2,7) and the other to one resulting from (100,1). It is the same for the Lovato and Velasco test on the other two projected time series. The results are illustrated in Figure 4 where these p-values are plotted against the corresponding ones reported in Table 7. Thus, the x-axis represents the p-values obtained when computing the Epps (left column) and the Lobato and Velasco test (right column) of the sea height time series without performing a projection. Note that those p-values illustrate whether the one-dimensional marginal of the process follows a Gaussian distribution. Meanwhile, the y-axis displays the obtained p-values when computing the corresponding test on the projected process. The top row plots make use of the parameters (100,1) for the projection and the bottom row plots of the parameters (2,7). A grey line at y = 0.05 is drawn to differentiate the p-values that are above or below it. It can be observed that in the two top plots, the p-values obtained with and without a projection are similar. Remember that, as commented in Section 3, making use of the (100,1) parameters results in a projected time series similar to the original one. However, in the case that the (2,7) parameters are used, the p-values obtained when projecting are larger or equivalent to those when the test is applied without performing a projection.
For each buoy, Table 8 reports the FDR-adjusted p-value for dependent tests resulting of combining the four p-values illustrated in the y-axis of Figure 4. The p-values that does not result in a rejection are highlighted in bold in Table 8. There it can observed that the random projection test is able to reject the null hypothesis of Gaussianity in 60 out of the 63 buoys. This is one case less than the obtained without projecting the different time series.
They correspond to buoys 188, 202, and 238, with 202 the buoy that did result in a rejection when making use of the adjusted FDR p-value without the use of projections.
Let us analyze these results in detail. For buoy 188, the null hypothesis of Gaussianity is rejected when making use of the Epps test without projecting the data (Table 7) and when the (100,1) parameters are used for the projection (Table 8). Note that as this projection results in a time series similar to the original, this is expected to happen. Despite these rejections, as the other performed tests do not result in a rejection, none of the two corresponding adjusted p-values result in a rejection. For the case of buoy 238, it also occurs that none of the two corresponding adjusted p-values result in a rejection. However, for this buoy, it is due to none of the performed tests having resulted in a rejection, independently of whether projections were made or not. The case of buoy 202 differs as it does not result in a rejection (adjusted FDR p-value smaller than 0.05) when projections are made but it does when the data is not projected. This is in part due to the FDR for dependent data in a conservative methodology, which loses power when the amount of performed tests increases. The p-values smaller than 0.05 for this buoy correspond to the Lovato and Velasco test without a projection and projecting with the parameters (100,1). Note that the same behavior has been commented above for buoy 188 with the Epps test.

5. Conclusions

This manuscript is dedicated to empirically studying the Gaussianity of the sea waves heights, which is commonly assumed in the literature. The measurements provided by 62 buoys along the US coast are studied and obtained that over 96% of the studied time series were drawn from a non-Gaussian process. The analysis is novel in that it makes use of a test that is powerful against non-Gaussian processes with one-dimensional Gaussian marginals.
The Gaussian distribution is also known as normal distribution. The name normal comes from the fact that it is the most common distribution in nature in one-dimensional spaces. However, as it is shown in this study that it might not be the most common one in higher dimensional spaces. This goes in line with the fact that non-parametric statistics, where no distribution of the data is assumed, is nowadays the most common way to study multivariate and functional data.
The implication of this study is that the Gaussian assumption should not be used in simulating sea wave heights. This is due to the assumption that a false hypothesis results incurs an error. That not using the appropriate models results in incurring an error is not new. In fact [10] is dedicated to measuring and comparing the error caused by different wave height calculation models. As commented there, it is important to incur the lowest possible error, that is, to have an accurate model, in order to design appropriately offshore engineering structures, such as drilling ships and offshore platforms, under different marine scenarios.
A direct consequence of the study presented here is that it can be assumed, though, the one-dimensional marginal of the process is generally non-Gaussian. Further studies on the matter could include the study of the two-dimensional marginal distribution of the process, and the distribution of the full process. Once this distribution is known, the error in assuming Gaussianity could be easily quantified. The literature contains already studies on the two-dimensional marginal distribution of the process ([45,46,47] and the references therein). There, a model is assumed and the parameters of it obtained. Knowing the one-dimensional marginal distribution is not Gaussian will help in selecting the appropriate model.

Funding

A.N.-R. was supported by grant MTM2017-86061-C2-2-P funded by “ERDF A way of making Europe” and MCIN/AEI/ 10.13039/501100011033.

Informed Consent Statement

Not applicable.

Data Availability Statement

Coastal Data Information Program at https://thredds.cdip.ucsd.edu/thredds/catalog/cdip/realtime/catalog.html (accessed on 4 October 2021).

Conflicts of Interest

The author declares no conflict of interest.

Abbreviations

The following abbreviations are used in this manuscript:
FDRFalse discovery rate
GMTGreenwich mean time
UTCCoordinated universal time

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Figure 1. Plot of 3600 wind directions (degrees) with respect to time (minutes:seconds) for the Station 073, Scripps Pier, La Jolla, CA, on 21 January 2021 from 16:20 to 17:19 UTC.
Figure 1. Plot of 3600 wind directions (degrees) with respect to time (minutes:seconds) for the Station 073, Scripps Pier, La Jolla, CA, on 21 January 2021 from 16:20 to 17:19 UTC.
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Figure 2. (Panel A): Representation of the studied time series for buoy 28. The voids represent unobserved data. (Panel B): Representation of the first observed segment of the time series in (Panel A). Height in meters and time in seconds UTC.
Figure 2. (Panel A): Representation of the studied time series for buoy 28. The voids represent unobserved data. (Panel B): Representation of the first observed segment of the time series in (Panel A). Height in meters and time in seconds UTC.
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Figure 3. Display of the sea wave height time series for buoys 226, 433, 155, 222, 189, and 106 (from left to right and top to bottom).
Figure 3. Display of the sea wave height time series for buoys 226, 433, 155, 222, 189, and 106 (from left to right and top to bottom).
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Figure 4. For each of the 63 studied time series, in each of the panels, the p-value is plotted and obtained by applying a Guassianity test on the time series (x-axis) against the one resulting on applying the same test but on the corresponding projected time series (y-axis). The left column makes use of the Epps test and the right of the Lobato and Velasco test. For the projection, top row makes use of the parameters (100,1) and the bottom row of (2,7). The line y = 0.05 is displayed in each panel in gray.
Figure 4. For each of the 63 studied time series, in each of the panels, the p-value is plotted and obtained by applying a Guassianity test on the time series (x-axis) against the one resulting on applying the same test but on the corresponding projected time series (y-axis). The left column makes use of the Epps test and the right of the Lobato and Velasco test. For the projection, top row makes use of the parameters (100,1) and the bottom row of (2,7). The line y = 0.05 is displayed in each panel in gray.
Jmse 09 01446 g004
Table 1. Identification number (first column), name (second column), depth (third column), latitude (fourth column), and longitude (fifth column) of the 64 buoys included in this study.
Table 1. Identification number (first column), name (second column), depth (third column), latitude (fourth column), and longitude (fifth column) of the 64 buoys included in this study.
BuoyNameDepth
(Feet)
Latitude
(ISO 6709)
Longitude
(ISO 6709)
28SANTA MONICA BAY, CA127033.859933°−118.641100°
29POINT REYES, CA180437.936675°−123.462920°
36GRAYS HARBOR, WA13546.856850°−124.244150°
45OCEANSIDE OFFSHORE, CA78133.177900°−117.472167°
67SAN NICOLAS ISLAND, CA85933.219278°−119.872278°
71HARVEST, CA183034.451650°−120.779817°
76DIABLO CANYON, CA9035.203815°−120.859314°
92SAN PEDRO, CA156333.617933°−118.316833°
94CAPE MENDOCINO, CA113240.294870°−124.731770°
100TORREY PINES OUTER, CA187632.933000°−117.390733°
101TORREY PINES INNER, CA10332.925630°−117.276810°
106WAIMEA BAY, HI65621.670483°−158.117217°
121IPAN, GUAM65613.354167°144.788330°
132FERNANDINA BEACH, FL5130.709040°−81.292080°
134FORT PIERCE, FL5427.551450°−80.217033°
142SAN FRANCISCO BAR, CA5637.787500°−122.633100°
143CAPE CANAVERAL NEARSHORE, FL3228.400200°−80.533450°
144ST. PETERSBURG OFFSHORE, FL30827.344600°−84.274800°
147CAPE HENRY, VA4936.915000°−75.722000°
150MASONBORO INLET, ILM2, NC5234.141900°−77.715045°
153DEL MAR NEARSHORE, CA5632.956583°−117.279450°
154BLOCK ISLAND, RI16740.967317°−71.126550°
155IMPERIAL BEACH NEARSHORE, CA6832.569567°−117.168800°
157POINT SUR, CA121036.334767°−122.103900°
158CABRILLO POINT NEARSHORE, CA5836.626300°−121.907050°
160JEFFREYS LEDGE, NH26242.800000°−70.170800°
168HUMBOLDT BAY NORTH SPIT, CA36140.896033°−124.357000°
171VIRGINIA BEACH OFFSHORE, VA16136.611000°−74.841330°
179ASTORIA CANYON, OR59546.133283°−124.644450°
181RINCON, PUERTO RICO10818.376580°−67.279650°
185MONTEREY BAY WEST, CA479936.700000°−122.342580°
187PAUWELA, MAUI, HI65621.018567°−156.421750°
188HILO, HAWAII, HI111519.780000°−154.970000°
189AUNUU, AMERICAN SAMOA180−14.273200°−170.500500°
191POINT LOMA SOUTH, CA344432.516700°−117.425200°
192OREGON INLET, NC6035.750350°−75.330002°
194ST. AUGUSTINE, FL7729.999860°−81.079960°
198KANEOHE BAY, HI26621.477470°−157.752620°
200WILMINGTON HARBOR, NC4233.722050°−78.016420°
201SCRIPPS NEARSHORE, CA15132.868000°−117.266600°
202HANALEI, KAUAI, HI65622.284717°−159.574217°
203SANTA CRUZ BASIN, CA620033.769000°−119.564700°
204LOWER COOK INLET, AK11259.597500°−151.829100°
209BARNEGAT, NJ8439.768290°-73.770370°
213SAN PEDRO SOUTH, CA21733.577667°−118.182033°
214EGMONT CHANNEL ENTRANCE, FL4627.590300°−82.931300°
215LONG BEACH CHANNEL, CA7633.700333°−118.200668°
217ONSLOW BAY OUTER, NC9834.212550°−76.949000°
220MISSION BAY WEST, CA193132.751580°−117.500750°
221CAPE COD BAY, MA8541.840100°−70.328700°
222SANTA LUCIA ESCARPMENT, CA213234.767500°−121.498000°
224WALLOPS ISLAND, VA5437.754166°−75.325000°
226PULLEY RIDGE, FL26625.700633°−83.650133°
238BARBERS POINT, KALAELOA, HI91921.323080°−158.149480°
243NAGS HEAD, NC6936.001330°−75.420980°
244SATAN SHOAL, FL32524.407166°−81.966833°
248ANGELES POINT, WA26548.173183°−123.605217°
249ARECIBO, PR10518.490850°−66.700517°
250CAPE HATTERAS EAST, NC8535.259250°−75.286100°
254POINT SANTA CRUZ, CA6636.934397°−122.033891°
255TRINITY SHOAL, LA6929.086800°−92.506400°
256SOUTHWEST PASS ENTRANCE W, LA14728.988010°−89.649270°
430DUCK FRF 26M, NC8236.258808°−75.592207°
433DUCK FRF 17m, NC5836.199700°−75.714117°
Table 2. The 64 available buoys are labeled by a number, displayed in ascending order. It is also presented the length of the associated raw time series. The smallest length value is depicted in bold. Under the studied label, it is the length of the raw time series under study after restricting it to the first 500,000 time points, in the 54 cases that the length is larger than this value, and eliminating the unobserved values.
Table 2. The 64 available buoys are labeled by a number, displayed in ascending order. It is also presented the length of the associated raw time series. The smallest length value is depicted in bold. Under the studied label, it is the length of the raw time series under study after restricting it to the first 500,000 time points, in the 54 cases that the length is larger than this value, and eliminating the unobserved values.
BuoyLengthStudiedBuoyLengthStudied
2821,961,898412,27818823042304
2982,994,856467,74418992166912
369,898,154428,5761911705,130460,831
4547,402,49542166419257,802,921479,264
6738,315,689334,112194331,008162,047
7197,159,848447,00819816,644,266306,294
7645,186,217426,41020036,86413,056
9211,225,258500,000201382,634366,506
9444,405,161412,44820212,713,4722304
10029,592,746453,92020320,524,202403,232
101392,063276,86320418,523,3926912
10627,261,324251,53320948,176,809486,176
12136,86429,95221323,726,762474,656
13292,626,94214,5922149,469,610410,144
134184,490177,57821571,599,273483,872
14241,028,863307221733,912,745343,158
1434,170,410463,13622043,743,913476,960
144290,474260,52222132,689,322412,448
14738,223,529460,8322224,370,858207,222
1502,732,714435,48822453,720,233449,312
15361,614,43719,96822655,466,665449,312
15433,799,849479,2642387,206,91213,824
1551,276,799399,8192436,806,186467,744
15756,572,585467,574244100,154,110-
15823,500,970467,74424813,82410,752
16040,979,113414,75224916,777,898474,656
16896,282,024469,19425011,446,442410,144
17176,003,582190,4642543,026,68820,768
17947,052,457458,35825513,676,714398,624
1818,713,898481,56825629,211,64774,496
1855,580,458453,92043025,175,978272,042
18733,458,857315,68043332,809,130428,714
Table 3. Starting and ending time of the recorded surface elevations for each of the studied buoys. The time is measured in seconds in UTC.
Table 3. Starting and ending time of the recorded surface elevations for each of the studied buoys. The time is measured in seconds in UTC.
BuoyStart Time
(s. UTC)
End Time
(s. UTC)
BuoyStart Time
(s. UTC)
End Time
(s. UTC)
2816197190671,620,109,6911881,635,934,8571,635,936,656
291,572,037,0671,572,427,6911891,634,756,4001,634,763,599
361,629,143,8671,629,534,4911911,635,544,6671,635,935,291
451,599,843,6001,600,234,2241921,591,718,2671,592,108,891
671,606,942,6671,607,333,2911941,636,124,2701,636,253,570
711,560,970,6671,561,361,2911981,623,873,4671,624,264,091
761,601,575,0671,601,965,6912001,635,524,8701,635,539,270
921,628,107,0671,628,497,6912011,636,577,8671,636,876,799
941,602,187,0671,602,577,6912021,626,850,8001,627,241,424
1001,613,757,4671,614,148,0912031,620,842,2671,621,232,891
1011,636,570,5011,636,876,7992041,629,496,6701,629,691,982
1061,615,579,0671,615,969,6912091,599,238,6671,599,629,291
1211,624,278,6001,624,307,3992131,618,340,2671,618,730,891
1321,600,205,2701,600,400,5822141,629,478,6671,629,869,291
1341,636,732,6671,636,876,7992151,580,939,8671,581,330,491
1421,620,435,4701,620,630,7822171,610,384,2671,610,774,891
1431,633,618,6671,634,009,2912201,602,701,8671,603,092,491
1441,636,649,8671,636,876,7992211,611,338,2671,611,728,891
1471,607,014,6671,607,405,2912221,633,463,8671,633,854,491
1501,634,741,8671,635,132,4912241,594,907,8671,595,298,491
1531,609,953,4301,610,148,7422261,593,543,4671,593,934,091
1541,610,470,6671,610,861,2912381,606,899,6001,607,290,224
1551,635,879,3011,636,269,9252431,631,559,4671,631,950,091
1571,592,679,4671,593,070,091244--
1581,618,516,6671,618,907,2912481,636,534,6701,636,729,982
1601,604,861,8671,605,252,4912491,623,769,0671,623,774,467
1681,561,658,2671,562,048,8912501,627,934,2671,628,324,891
1711,606,739,2701,606,934,5822541,634,927,2701,635,317,894
1791,600,117,0671,600,507,6912551,626,191,8671,626,387,179
1811,630,069,0671,630,459,6912561,624,062,4701,624,453,094
1851,632,517,0671,632,907,6914301,617,209,8671,617,405,179
1871,610,737,0671,611,127,6914331,611,244,6671,611,635,291
Table 4. Length of the 64 studied wave height time series after preprocessing the corresponding surface elevations. The buoy with no associated value corresponds to that in which the surface elevations are unobserved.
Table 4. Length of the 64 studied wave height time series after preprocessing the corresponding surface elevations. The buoy with no associated value corresponds to that in which the surface elevations are unobserved.
BuoyLengthBuoyLengthBuoyLengthBuoyLength
2853,05514378,72718816122052,880
2950,07214454,79818984422185,438
3650,69614788,53719151,25822224,429
4563,17915092,24819296,01722482,826
6730,73915392719410,57822691,653
7145,18415485,35219850,000238697
7645,32415538,42220085024387,981
9269,25515756,25520148,102244-
9445,07115867153202274248477
10053,10316073,13520349,09824973,017
10133,87516865,14820456725064,811
10622,64017111,20820981,533254927
121371817957,56321371,48625587,275
132113618188,80021486,1382564787
13424,80618543,13321569,63643045,559
14220118727,01721760,73943377,214
Table 5. For each of the 63 buoys of positive length, minimum, maximum, and mean wave height and period of the studied time series.
Table 5. For each of the 63 buoys of positive length, minimum, maximum, and mean wave height and period of the studied time series.
BuoyHeightPeriod
MinMaxMeanMinMaxMean
280.013.140.691.5619.536.07
290.019.501.481.5621.887.30
360.014.671.211.5617.976.60
450.011.580.401.5619.535.21
670.014.541.081.5628.918.49
710.014.181.061.5618.757.73
760.013.440.841.5619.537.35
920.012.270.491.5617.975.64
940.015.741.111.5619.537.15
1000.013.250.651.5619.536.68
1010.011.860.411.5621.096.38
1060.019.792.341.5617.978.68
1210.036.391.921.5612.506.29
1320.044.111.320.7811.335.01
1340.011.850.471.5615.625.59
1420.104.561.560.7811.725.88
1430.011.390.331.5618.754.60
1440.013.670.411.5610.943.71
1470.014.410.611.5614.844.07
1500.011.570.341.5617.193.69
1530.012.280.760.7820.708.39
1540.017.990.681.5616.414.39
1550.0116.080.691.5624.228.13
1570.014.260.871.5619.536.49
1580.012.120.441.5619.535.44
1600.012.750.471.5617.194.43
1680.012.050.491.5615.625.63
1710.0210.242.290.7814.066.64
1790.014.880.871.5615.626.22
1810.011.660.311.5612.504.24
1850.019.931.161.5621.888.22
1870.018.832.231.5627.349.13
1880.093.761.791.5617.9710.97
1890.085.601.831.5614.066.38
1910.0140.080.741.5619.537.02
1920.012.600.521.5616.413.90
1940.018.162.140.7814.065.98
1980.012.890.651.5614.064.79
2000.016.041.980.7810.555.99
2010.012.060.411.5617.975.95
2020.084.581.771.5611.726.52
2030.012.740.631.5621.886.42
2040.023.981.210.788.984.74
2090.012.400.461.5613.284.66
2130.012.270.521.5619.535.19
2140.011.100.211.5615.623.72
2150.011.730.321.5621.095.43
2170.013.030.581.5615.624.41
2200.011.940.511.5620.317.05
2210.014.360.591.5610.163.77
2220.014.381.071.5621.096.63
2240.011.940.461.5614.064.24
2260.011.040.171.5610.943.83
2380.015.151.911.5622.6615.47
2430.014.200.501.5613.284.15
2480.053.671.391.1716.028.78
2490.012.870.771.5613.285.08
2500.014.120.831.5611.724.94
2540.025.561.850.7818.368.73
2550.011.580.351.569.383.57
2560.017.092.040.7813.286.08
4300.014.570.751.5615.624.66
4330.014.010.471.5616.414.34
Table 6. Summary of the obtained p-values when applying, to each of the 62 buoys, three different tests to check for stationarity. Each of the 62 p-values is smaller or equal than 0.01 for the Augmented Dickey–Fuller test (first column) and the Phillips–Perron test (second column). Each of them is smaller than 0.01 for the Ljung–Box test (third column). The null hypothesis is of non-stationarity.
Table 6. Summary of the obtained p-values when applying, to each of the 62 buoys, three different tests to check for stationarity. Each of the 62 p-values is smaller or equal than 0.01 for the Augmented Dickey–Fuller test (first column) and the Phillips–Perron test (second column). Each of them is smaller than 0.01 for the Ljung–Box test (third column). The null hypothesis is of non-stationarity.
Augmented Dickey-FullerPhillips-PerronLjung-Box
p-value≤0.01≤0.01<0.01
Table 7. Gaussianity tests for the one-dimensional marginal of the height of sea waves. For each studied buoys (first and fifth columns), it is reported the p-values resulting from applying the Epps (second and sixth columns) and the Lobato and Velasco test (third and seventh columns) and adjusted p-values using the false discovery rate (FDR) for dependent tests (fourth and eighth columns). The bold indicates that the values are larger than 0.05.
Table 7. Gaussianity tests for the one-dimensional marginal of the height of sea waves. For each studied buoys (first and fifth columns), it is reported the p-values resulting from applying the Epps (second and sixth columns) and the Lobato and Velasco test (third and seventh columns) and adjusted p-values using the false discovery rate (FDR) for dependent tests (fourth and eighth columns). The bold indicates that the values are larger than 0.05.
BuoyEppsL.-V.FDRBuoyEppsL.-V.FDR
2801.12 × 10 258 01883.81 × 10 2 2.62 × 10 1 7.62 × 10 2
292.41 × 10 217 1.02 × 10 133 4.81 × 10 217 1891.78 × 10 4 1.56 × 10 11 3.13 × 10 11
369.61 × 10 277 1.5 × 10 196 1.92 × 10 276 191000
4500019201.63 × 10 268 0
670001941.81 × 10 71 3.75 × 10 117 7.51 × 10 117
719.33 × 10 303 00198000
760002007.52 × 10 4 6.84 × 10 8 1.37 × 10 7
9200020102.21 × 10 234 0
9404.49 × 10 49 02021.6 × 10 1 6.74 × 10 3 1.35 × 10 2
10004.52 × 10 263 0203000
1012.95 × 10 268 5.97 × 10 210 5.9 × 10 268 2041.98 × 10 2 6.9 × 10 8 1.38 × 10 7
1062.25 × 10 175 1.9 × 10 103 4.5 × 10 175 20909.03 × 10 318 0
1211.25 × 10 23 6.68 × 10 38 1.34 × 10 37 213000
1328.85 × 10 4 1.62 × 10 18 3.23 × 10 18 214000
1341.05 × 10 287 0021506.3 × 10 309 0
1421.44 × 10 1 5.48 × 10 3 1.1 × 10 2 217000
143000220000
1446.72 × 10 105 1.71 × 10 175 3.41 × 10 175 22101.66 × 10 34 0
1472.8 × 10 194 5.09 × 10 158 5.59 × 10 194 2221.57 × 10 194 8.51 × 10 105 3.14 × 10 191
15001.9 × 10 153 0224000
1536.03 × 10 18 8.73 × 10 12 1.21 × 10 17 2268.42 × 10 251 1.42 × 10 101 1.68 × 10 250
15402.34 × 10 160 02382.31 × 10 1 8.17 × 10 2 1.63 × 10 1
1550002431.77 × 10 98 1.14 × 10 68 3.55 × 10 98
157000244---
1580002481.39 × 10 6 4.47 × 10 4 2.79 × 10 6
16003.16 × 10 214 0249000
1680002503.97 × 10 315 2.69 × 10 307 7.95 × 10 315
1715.42 × 10 100 4.64 × 10 183 9.28 × 10 183 2541.64 × 10 5 1.58 × 10 6 3.16 × 10 6
17902.39 × 10 302 0255000
18102.62 × 10 167 02561.4 × 10 37 2.31 × 10 43 4.62 × 10 43
1854.4 × 10 139 1.85 × 10 198 3.7 × 10 198 4301.79 × 10 195 1.49 × 10 46 3.58 × 10 198
1871.72 × 10 258 004332.87 × 10 167 2.05 × 10 54 5.75 × 10 167
Table 8. FDR adjusted p-value resulting of combining four p-values to apply the random projection test for each buoy. Values larger than 0.05 is highlighted in bold.
Table 8. FDR adjusted p-value resulting of combining four p-values to apply the random projection test for each buoy. Values larger than 0.05 is highlighted in bold.
BuoyEppsL.-V.FDR
(100,1)(2,7)(100,1)(2,7)
2801.64 × 10 105 6.64 × 10 105 8.42 × 10 8 0
293.51 × 10 202 7.59 × 10 166 1.58 × 10 144 2.43 × 10 10 1.4 × 10 201
369.97 × 10 308 5.44 × 10 76 3.71 × 10 154 1.11 × 10 5 3.99 × 10 307
4501.83 × 10 146 000
6702.95 × 10 256 03.74 × 10 124 0
716.98 × 10 316 5.94 × 10 177 01.29 × 10 137 0
7603.03 × 10 210 08.4 × 10 155 0
9201.03 × 10 278 5.85 × 10 315 6.23 × 10 14 0
945.73 × 10 141 1.6 × 10 111 1.73 × 10 30 5.94 × 10 5 2.29 × 10 140
10002.68 × 10 149 2.36 × 10 169 1.39 × 10 13 0
1014.97 × 10 272 5.8 × 10 148 8.39 × 10 131 5.87 × 10 5 1.99 × 10 271
1067.7 × 10 193 4.75 × 10 26 8.91 × 10 84 7.38 × 10 8 3.08 × 10 192
1215.78 × 10 26 3.34 × 10 13 1.03 × 10 36 8.09 × 10 18 4.12 × 10 36
1322.44 × 10 3 2.03 × 10 2 6.56 × 10 17 4.66 × 10 5 2.62 × 10 16
1345.95 × 10 281 2.22 × 10 68 06.41 × 10 46 0
1427.94 × 10 2 9 × 10 1 9.87 × 10 3 8.09 × 10 1 3.95 × 10 2
14308.08 × 10 208 01.73 × 10 144 0
1443.48 × 10 96 1.91 × 10 53 8.31 × 10 146 1.87 × 10 28 3.33 × 10 145
1471.42 × 10 182 2.48 × 10 269 1.22 × 10 122 1.55 × 10 15 9.91 × 10 269
15003.68 × 10 77 5.46 × 10 81 1.41 × 10 5 0
1531.82 × 10 17 9.13 × 10 12 4.37 × 10 13 6.95 × 10 8 7.3 × 10 17
154002.54 × 10 133 1.45 × 10 36 0
1553.8 × 10 308 8.67 × 10 83 01.89 × 10 140 0
15702.42 × 10 151 1.26 × 10 301 1.36 × 10 13 0
15806 × 10 162 9.86 × 10 289 6.38 × 10 26 0
16001.24 × 10 175 8.81 × 10 152 1.92 × 10 10 0
16801.49 × 10 210 02.19 × 10 177 0
1716.8 × 10 111 4.02 × 10 45 2.3 × 10 169 2.89 × 10 33 9.2 × 10 169
1792.93 × 10 298 3.69 × 10 167 2.38 × 10 271 2.04 × 10 24 1.17 × 10 297
18102.48 × 10 70 6.52 × 10 126 1.28 × 10 6 0
1859.48 × 10 137 4.31 × 10 58 1.61 × 10 158 7.8 × 10 26 6.42 × 10 158
1871.85 × 10 274 7.41 × 10 76 02.52 × 10 105 0
1884.99 × 10 2 3.39 × 10 1 × 10 1 × 10 1 2 × 10 1
1893.99 × 10 4 6.99 × 10 2 1.41 × 10 10 1.07 × 10 3 5.62 × 10 10
19100000
19204.43 × 10 252 4.65 × 10 187 1.37 × 10 18 0
1941.02 × 10 72 6.07 × 10 31 9.61 × 10 112 4.3 × 10 34 3.84 × 10 111
19806.67 × 10 254 06.04 × 10 41 0
2005.27 × 10 4 1.64 × 10 3 5.17 × 10 7 5.22 × 10 3 2.07 × 10 6
20105.91 × 10 172 6.19 × 10 228 2.74 × 10 18 0
2021.93 × 10 1 2.34 × 10 1 1.41 × 10 2 4.06 × 10 1 5.62 × 10 2
20309.69 × 10 157 2.52 × 10 296 3.65 × 10 213 0
2046.17 × 10 3 4.85 × 10 4 1.14 × 10 7 1.6 × 10 3 4.55 × 10 7
20901.55 × 10 160 6.35 × 10 227 4.8 × 10 21 0
21302.89 × 10 168 03.93 × 10 41 0
21402.75 × 10 309 04.2 × 10 17 0
21503.27 × 10 149 3.46 × 10 281 1.67 × 10 11 0
21706.4 × 10 197 2.47 × 10 239 1.69 × 10 27 0
22001.27 × 10 246 05.2 × 10 126 0
22109.72 × 10 119 7.12 × 10 31 4.02 × 10 4 0
2224.17 × 10 194 3.94 × 10 62 1.18 × 10 58 1.47 × 10 1 1.67 × 10 193
22405.35 × 10 217 4.09 × 10 213 6.44 × 10 12 0
22602.99 × 10 176 4.11 × 10 89 4.17 × 10 10 0
2381.91 × 10 1 8.15 × 10 2 5.17 × 10 2 1.3 × 10 1 1.91 × 10 1
2439.55 × 10 97 2.45 × 10 73 3.32 × 10 65 2.35 × 10 8 3.82 × 10 96
2481.12 × 10 6 2.44 × 10 2 4.61 × 10 4 3.51 × 10 2 4.47 × 10 6
2490002.81 × 10 144 0
2507.49 × 10 301 1.75 × 10 285 1.78 × 10 203 5.94 × 10 10 3 × 10 300
2543.34 × 10 6 2.55 × 10 3 1.43 × 10 6 8.38 × 10 3 5.71 × 10 6
2550006.69 × 10 133 0
2562.79 × 10 40 6.22 × 10 32 2.81 × 10 42 8.9 × 10 20 1.13 × 10 41
4301.51 × 10 181 4.04 × 10 129 7.77 × 10 35 9.29 × 10 4 6.02 × 10 181
4334.94 × 10 163 1.83 × 10 149 5.96 × 10 47 1.36 × 10 5 1.98 × 10 162
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Nieto-Reyes, A. On the Non-Gaussianity of the Height of Sea Waves. J. Mar. Sci. Eng. 2021, 9, 1446. https://doi.org/10.3390/jmse9121446

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Nieto-Reyes A. On the Non-Gaussianity of the Height of Sea Waves. Journal of Marine Science and Engineering. 2021; 9(12):1446. https://doi.org/10.3390/jmse9121446

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Nieto-Reyes, Alicia. 2021. "On the Non-Gaussianity of the Height of Sea Waves" Journal of Marine Science and Engineering 9, no. 12: 1446. https://doi.org/10.3390/jmse9121446

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