An application of the threshold autoregression procedure to climate analysis and forecasting |
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Authors: | Shi Jiuen Zhou Qinfang Xiang Jingtian |
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Affiliation: | Beijing Institute of Meteorology, Beijing,Beijing Meteorological Center, State Meteorological Administration, Beijing,Institute of Applied Mathematics, Academia Sinica, Beijing |
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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. |
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