FITTING A NONLINEAR MODEL TO THE PRECIPITATION VARIABLE IN A COLOMBIAN HYDROLOGICAL/METEOROLOGICAL STATION AJUSTE DE UN MODELO NO LINEAL A LA VARIABLE PRECIPITACIÓN EN UNA ESTACIÓN HIDRO-METEOROLÓGICA DE COLOMBIA

• Main Authors: Briñez Ángela P., Nieto Fabio H.
• Format: Article
• Language: English
• Published: Universidad Nacional de Colombia 2005-11-01
• Series: Revista Colombiana de Estadística
• Subjects: SETAR models; Nonlinear Time Series; Precipitation
• Online Access: http://www.revistas.unal.edu.co/index.php/estad/article/view/28869

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.<br>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.