Published

2005-07-01

AJUSTE DE UN MODELO NO LINEAL A LA VARIABLE PRECIPITACIÓN EN UNA ESTACIÓN HIDRO-METEOROLÓGICA DE COLOMBIA

FITTING A NONLINEAR MODEL TO THE PRECIPITATION VARIABLE IN A COLOMBIAN HYDROLOGICAL/METEOROLOGICAL STATION

Keywords:

Modelos SETAR, series de tiempo no lineales, precipitación (es)
SETAR models, Nonlinear Time Series, Precipitation (en)

Authors

  • Ángela P. Briñez Universidad Nacional de Colombia
  • Fabio H. Nieto Universidad Nacional de Colombia
En la literatura sobre análisis de series temporales, se ha establecido en años recientes que las series hidrológicas y meteorológicas se describen apropiadamente por modelos no lineales, en particular por los modelos SETAR (Self-exciting threshold autoregressive models). Combinamos dos métodos propuestos en la literatura para ajustar un modelo SETAR a datos de precipitación, medida en una estación hidro-meteorológica de Colombia.
In the literature on time series analysis it has been established in recent years that the hydrological/meteorological time series are well described by nonlinear models, in particular by the SETAR (Self- exciting threshold autoregressive) models. In this paper, a nonlinear SETAR model is fitted to the precipitation variable that is observed in a certain Colombian hydrological/meteorological station. In the fitting process, two alternative methodologies, which have been proposed in the literature about nonlinear time series models, are combined.

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How to Cite

Briñez, Ángela P., & Nieto, F. H. (2005). FITTING A NONLINEAR MODEL TO THE PRECIPITATION VARIABLE IN A COLOMBIAN HYDROLOGICAL/METEOROLOGICAL STATION. Revista Colombiana De Estadística, 28(2), 113-124. https://revistas.unal.edu.co/index.php/estad/article/view/28869