Multi-step SETARMA predictors in the analysis of hydrological time series
- 作者：Aless ; ra Amendola ; Marcella Niglio ; Cosimo Vitale
- 关键词：Threshold models ; Multi-step forecasts ; Forecasts combination ; River flow time series
- 刊名：Physics and Chemistry of the Earth ; Parts A/B/C
- 出版年：2006
- 期刊代码：96_14747065
- 类别：ear
- 出版时间：2006
- 卷：31
- 期：18
- 页码：1118-1126
- 文件大小：226 K
摘要
The performance of the self-exciting threshold autoregressive moving average model in forecasting river flow data is investigated. Multi-step forecasts of two daily time series are generated through three different nonlinear predictors. The model adequacy to capture the main features of the data under study and its forecasting performance are analysed and discussed.