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Revista Colombiana de Estadística
Print version ISSN 0120-1751
Rev.Colomb.Estad. vol.28 no.2 Bogotá July/Dec. 2005
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
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
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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