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

• Main Authors: ÁNGELA P BRIÑEZ, FABIO H NIETO
• Format: Article
• Language: English
• Published: Universidad Nacional de Colombia 2005-05-01
• Series: Revista Colombiana de Estadística
• Subjects: Modelos SETAR; series de tiempo no lineales; precipitación; SETAR models; Nonlinear Time Series; Precipitation
• Online Access: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512005000200001

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.<br>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.