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.

Multi-step SETARMA predictors in the analysis of hydrological time series

AMENDOLA, Alessandra;NIGLIO, Marcella;VITALE, Cosimo Damiano
2006

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/3115414
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