Water level data modeling with bilinear time series analysis

Yahya Mohd Sahar, Ibrahim Mohamed, Azami Zaharim, Said Zainol Mohammad

Research output: Contribution to journalArticle

Abstract

In the literature, many time series data, such as the economic and hydrological data, show various nonlinearity characteristics. The Keenan's test and F-test are employed in identifying a nonlinear data set. This article looks at the modeling of nonlinear time series data using bilinear time series model. The model is an extension of autoregressive model such that an extra term representing the bilinear characteristic is introduced. The estimation of bilinear models is obtained using nonlinear least squares method. As an illustration, analysis on water level of Sungai Kelantan using the above method is presented.

Original languageEnglish
Pages (from-to)73-78
Number of pages6
JournalMalaysian Journal of Science
Volume25
Issue number1
Publication statusPublished - Jun 2006
Externally publishedYes

Fingerprint

Time series analysis
Water levels
Data structures
Time series
Economics

Keywords

  • Bilinear
  • Hydrology
  • Nonlinear least squares method

ASJC Scopus subject areas

  • General

Cite this

Mohd Sahar, Y., Mohamed, I., Zaharim, A., & Mohammad, S. Z. (2006). Water level data modeling with bilinear time series analysis. Malaysian Journal of Science, 25(1), 73-78.

Water level data modeling with bilinear time series analysis. / Mohd Sahar, Yahya; Mohamed, Ibrahim; Zaharim, Azami; Mohammad, Said Zainol.

In: Malaysian Journal of Science, Vol. 25, No. 1, 06.2006, p. 73-78.

Research output: Contribution to journalArticle

Mohd Sahar, Y, Mohamed, I, Zaharim, A & Mohammad, SZ 2006, 'Water level data modeling with bilinear time series analysis', Malaysian Journal of Science, vol. 25, no. 1, pp. 73-78.
Mohd Sahar, Yahya ; Mohamed, Ibrahim ; Zaharim, Azami ; Mohammad, Said Zainol. / Water level data modeling with bilinear time series analysis. In: Malaysian Journal of Science. 2006 ; Vol. 25, No. 1. pp. 73-78.
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