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A complex autoregressive model was established based onthe mathematic derivation of the least squares for the complex numberdomain which is referred to as the complex least squares. The model isdifferent from the conventional way that the real number and the imaginarynumber are separately calculated. An application of this new model shows abetter forecast than forecasts from other conventional statistical models, inpredicting monthly temperature anomalies in July at 160 meteorologicalstations in mainland China. The conventional statistical models include anautoregressive model, where the real number and the imaginary number areseparately disposed, an autoregressive model in the real number domain, anda persistence-forecast model

A complex autoregressive model and application to monthly temperature forecasts