A Comparative Study of Fourier Series Models and Seasonal -Autoregressive Integrated Moving Average Model of Rainfall Data in Port Harcourt

Leneenadogo, Wiri and U, Sibeate Pius (2021) A Comparative Study of Fourier Series Models and Seasonal -Autoregressive Integrated Moving Average Model of Rainfall Data in Port Harcourt. Asian Journal of Probability and Statistics, 10 (3). pp. 36-46. ISSN 2582-0230

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Abstract

This study compares the Seasonal autoregressive integrated moving average (SARIMA) model within Fourier time series model in modelling rainfall data in Port Harcourt Rivers State from 2000-2014. The time plot of the series showed Seasonality but a not obvious trend. The raw data is nonstationary at the level. Time plot of the seasonal differencing of rainfall at lag12 showed a stationary process with seasonality at lag 12 on the PACF and ACF of the series. The periodogram plot reveals that there exist both short and long term cycles within the period. The Fourier series and the seasonal autoregressive moving average models are reduced to 12month of seasonal component.( ) The Akaike Information Criterion (AIC) was used to select better models. The best model is the model that minimises the information criterion. It was observed that SARIMA (1,0,1)(1,1,1)12 models have a minimum AIC value. Hence, SARIMA model performs better in modelling the rainfall data in Port Harcourt then the Fourier series models.

Item Type: Article
Subjects: Digital Academic Press > Mathematical Science
Depositing User: Unnamed user with email support@digiacademicpress.org
Date Deposited: 17 Mar 2023 07:03
Last Modified: 14 Sep 2024 04:03
URI: http://science.researchersasian.com/id/eprint/682

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