Ajuste de un modelo no lineal a la variable precipitación en una estación hidro-meteorológica de colombia

Abstract

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.

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.