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A non-linear model applied to the precipitation time series of San Fernando, Cadiz



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Escobar, Daniela and Fenoy, Mar and Luna, M. Y. and Martin, M. A. and Morata, A. and Pascual, A. (2014) A non-linear model applied to the precipitation time series of San Fernando, Cadiz. In International work-conference on time series. Copicentro, Granada, pp. 793-803. ISBN 978-84-15814-97-9


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.

Item Type:Book Section
Additional Information:

1st International Work-Conference on Time Series (ITISE)

Uncontrolled Keywords:Time Series; Stationary Process; Heteroscedasticity
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:33254
Deposited On:24 Sep 2015 06:45
Last Modified:24 Sep 2015 06:45

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