MODELING AND PREDICTION CONCERNING TIME SERIES OF FLOOD/DROUGHT RUNS USING THE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODEL

When linear regressive models such as AR or ARMA model are used for fitting and predicting climatic time series,results are often not sufficiently good because nonlinear variations in the time series.In this paper,a nonlinear self-exciting threshold autoregressive(SETAR) model is applied to modeling and predicting the time series of flood/drought runs in Beijing,which were derived from the graded historical flood/drought records in the last 511 years(1470-1980).The results show that the modeling and predicting with the SETAR model are much better than that of the AR model.The latter can predict the flood/drought runs with a length only less than two years,while the formal can predict more than three-year length runs.This may be due to the fact that the SETAR model can renew the model according to the run-turning points in the process of prediction,though the time series is nonstationary.