AN APPLICATION OF THE THRESHOLD AUTOREGRESSION PROCEDURE TO CLIMATE ANALYSIS AND FORECASTING

被引:3
作者
史久恩
周琴芳
项静恬
机构
关键词
SETAR; real; AN APPLICATION OF THE THRESHOLD AUTOREGRESSION PROCEDURE TO CLIMATE ANALYSIS AND FORECASTING;
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摘要
In this paper a nonlinear method of time series analysis-threshold autoregressive (TAR) model in discrete time is used. The TAR procedure consists of four parts: model building, statistical identification, parameter estimation and forecasting.The object of this study is to estimate monthly total precipitation of Shanghai and Beijing by using open loop TAR model. We can see that the trend of forecasting is in agreement with observations.
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页码:134 / 138
页数:5
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