Advances and Applications in Statistics
Volume 6, Issue 1, Pages 57 - 69
(April 2006)
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FUNCTIONAL-COEFFICIENT PARTIALLY LINEAR TIME SERIES MODELS FOR HYDROLOGY
Riquan Zhang (P. R. China), Yiqiang Lu (P. R. China) and Yusheng Zhang (P. R. China)
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Abstract: In this paper, a new model, the functional-coefficient partially linear time series (FCPLTS) model, is proposed for exploring the influence of the inflow on the outflow, exploiting the internal interaction of the outflows, and forecasting the volume of the outflow in a river system. By comparing the model with the linear time series (LTS) model and the partially linear time series (PLTS) model on calibration and forecasting for a river system, it is found that the FCPLTS model performs very well. |
Keywords and phrases: backfitting technique, forecasting, functional-coefficient partially linear time series model. |
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