Fitting a Nonlinear Model to the Precipitation Variable in a Colombian Hydrological / Meteorological Station          

Ángela Briñez & Fabio Nieto               

 

 

Abstract

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.

 

Key words: SETAR models, Nonlinear time series, Precipitation.

 

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