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

Shi Jiuen; Zhou Qinfang; Xiang Jingtian

doi:10.1007/BF02680052

Impact Factor: 5.8

Volume 3 Issue 1

Jan. 1986

Article Contents

Article > ADVANCES IN ATMOSPHERIC SCIENCES > 1986 > 3(1): 134-138

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

1.
Beijing Institute of Meteorology, Beijing,Beijing Meteorological Center, State Meteorological Administration, Beijing,Institute of Applied Mathematics, Academia Sinica, Beijing

doi: 10.1007/BF02680052

Abstract
References
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Abstract:
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.
References

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Manuscript History

Manuscript received: 10 January 1986

Manuscript revised: 10 January 1986

通讯作者: 陈斌, bchen63@163.com

1.
沈阳化工大学材料科学与工程学院沈阳 110142

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

1. Beijing Institute of Meteorology, Beijing,Beijing Meteorological Center, State Meteorological Administration, Beijing,Institute of Applied Mathematics, Academia Sinica, Beijing

Manuscript received: 1986-01-10
Manuscript revised: 1986-01-10

Abstract: 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.