Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4722250 | Physics and Chemistry of the Earth, Parts A/B/C | 2006 | 9 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Earth and Planetary Sciences
Geochemistry and Petrology
Authors
Alessandra Amendola, Marcella Niglio, Cosimo Vitale,