Scilab Function
Last update : 16/9/2006

AREG_CAL_LM - Function to calibrate an ARIMA(1,2,1) model on discharge data with a split sample test using lsqrsolve

Calling Sequence

[X,CALCcont,CRcont,[CALCcal,CRcal]]=AREG_CAL_LM(Q,NPREV,[ICAL,FOBJ,Xini])

Parameters

Description

The function performs the following actions:

(1) The dataset is split into 2 equal parts, P1 and P2. P3 represents the whole dataset.

(2) On each sub-period, an ARIMA(1,2,1) is calibrated with the lsqrsolve.

(3) The model quality in validation mode is assessed by calculating persistance criteria on a simulation made on P1 with parameters from P2 and vice-versa.

See Also

c_AREG ,   PasaPas ,  

Authors

Julien Lerat CEMAGREF Antony, HBAN Unit, julien.lerat@cemagref.fr