Resumo

BRINEZ, ÁNGELA P  e  NIETO, FABIO H. Fitting a nonlinear model to the precipitation variable in a Colombian hydrological/meteorological station. Rev.Colomb.Estad. [online]. 2005, vol.28, n.2, pp.113-124. ISSN 0120-1751.

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.

Palavras-chave : SETAR models; Nonlinear Time Series; Precipitation.

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