lpm: Linear Parametric Model

In LPM: Linear Parametric Models Applied to Hydrological Series

Linear Parametric Model

Description

Estimate ARMA and FARMA models, make simulations and ed eventually apply a corrective procedure to rainfall synthetic series. Besides you can remove seasonal components with STL modified method.

Usage

lpm(x, p, q, n, smean, svar, outer=0, prob = 0.95, fre = 365, 
fractional = F, Plag = 20, lsign=0.05, n1 = 399, trasfo = F, des = T, rain = F, graph = F)

Arguments

x	Univariate series
p	AR order
q	MA order
n	Number of series to simulate
outer	Number of outer loops for STL modified method. Default outer = 0
smean, svar	Mean and Variance smoothing windows of STL modified method
prob	Parameter confidence interval. Default prob = 0.95
fre	Series frequency. Default fre = 365 (for daily series)
fractional	Logical variable: T to apply FARMA model. Default fractional = F
Plag	Maximum lag of ACF used in the Portmanteau test. Default Plag = 20
lsign	Portmanteau Test significance level. Default lsign = 0.05
n1	Number of parameters of infinite MA model . Default n1 = 399
trasfo	Logical variable: T for preventive logarithmical trasformation. Default trasfo = F
des	Logical variable: T to remove seasonal components. Default des = T
rain	Logical variable: T to apply the corrective procedure to daily rainfall simulated series. Default rain = F
graph	Logical variable: T to receive some graphics. Default graph = F

Details

Need integer periodical dataset. Function to complete modelling univariate series.

Value

para	List of estimated parameters
res	Residual series
simdes	List of simulated series without application of corrective procedure
sim	List of simulated series
BIC	Bayesian Information criterion index of estimated model

Note

Portmonteau test and BIC index are displaied during application. Portmonteau Test is positive if Q < chi square

Author(s)

Salvatore Grimaldi

References

Grimaldi, S., 'Linear parametric models applied on daily hydrological series', Journal of Hydrologic Engineering, Vol.9, No 5, September 2004.

Grimaldi S., F. Napolitano, L. Ubertini, 'A procedure to use linear parametric models for daily rainfall series simulation'

Brockwell, P.J and Davis, R.A. (1990) Time Series: Theory and Methods 2nd edition, Springer, NY.

Hipel, K.W. and McLeod, A.I., (1994) Time Series Modelling of Water Resources and Enviromental Systems, Reading, UK.

See Also

rain.adapt

Examples

##---  lpm(series.runoff,1,1,0,30,30,fractional=T,trasfo=T)
##--   Apply a FARMA(1,d,1) model to series.runoff after e preventive 
##     logarithmical trasformation and deseasonalization with smoothing 30. 

LPM documentation built on March 28, 2022, 1:06 a.m.