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Título:
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A non-linear model applied to the precipitation time series of San Fernando, Cadiz
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Autores:
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Escobar, Daniela ;
Fenoy, Mar ;
Luna, M. Y. ;
Martin, M. A. ;
Morata, A. ;
Pascual, A.
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Tipo de documento:
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texto impreso
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Editorial:
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Copicentro, 2014
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística matemática
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Tipo = Sección de libro
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Resumen:
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The longest time series of precipitation in San Fernando, Cadiz will be analized. The avaiable data is from January of 1851 to December of 2008. The goal is to fit a model and estimate the parameters in order to predict future values of the time series. It is noted that the time series do not have a tendency but it has a seasonal component. A first study fitting a Holt-Winters model is made. In order to fit an ARIMA model it is neccesary to achieve a stationary process. Finally there is a discussion wether to use a non-linear model since the time series presents many atipical points and high curtosis. The residuals of the ARIMA model are fitted for a non-linear model GARCH since they are uncorrelated but dependent.
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