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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Rev.Colomb.Estad. vol.28 no.2 Bogotá July/Dec. 2005

 

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

ÁNGELA P. BRIÑEZ1, FABIO H. NIETO2

1Estadística de la Universidad Nacional de Colombia. E-mail:apbrinezr@unal.edu.co
2Profesor Titular, Departamento de Estadística de la Universidad Nacional de Colombia. E-mail: fhnietos@unal.edu.co


Resumen

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 precipitaci ón, medida en una estación hidro-meteorológica de Colombia.

Palabras Clave: Modelos SETAR, series de tiempo no lineales, precipitaci ón


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.

Keywords: SETAR models, Nonlinear Time Series, Precipitation


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Referencias

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