A Hybrid Space–Time Modelling Approach for Forecasting Monthly Temperature
نویسندگان
چکیده
Spatio-temporal forecasting has various applications in climate, transportation, geo-statistics, sociology, economics and many other fields of study. The modelling temperature its is a challenging task due to spatial dependency time series data nonlinear nature. To address these challenges, this study we proposed hybrid Space–Time Autoregressive Moving Average-Generalized Conditional Heteroscedasticity (STARMA-GARCH) model order describe identify the behaviour monthly maximum range Bihar. At process STARMA, characteristics are incorporated into using weight matrix based on great circle distance between regions. residuals from fitted STARMA have been tested for checking nonlinearity. Heteroscedasticity-Lagrange Multiplier (ARCH-LM) test carried out ARCH effect. results revealed that presence both nonlinearity Hence, GARCH necessary. Therefore, STARMA-GARCH used capture dynamics range. $$\mathrm{STARMA} \left({1}_{1}, 0, 0\right)-\mathrm{GARCH} \left(0, 1\right)$$ better efficiency precision over $$\mathrm{STARMA }\left({1}_{1}, 0\right)$$ model.
منابع مشابه
A hybrid computational intelligence model for foreign exchange rate forecasting
Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting models propos...
متن کاملNeuro-Genetic Hybrid Approach for Rainfall Forecasting
Weather is certainly the most important factor over which man has no control, and hence it has created dominance on the success or the failure of agricultural enterprises. Most important efforts since long time have been on weather and rain forecasting. However, the unpredictable nature of rainfall has not changed. Meteorologists can neither solve nor evaluate the problem of effective rainfall ...
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولA hybrid WFA approach for Short-Term Wind Power Forecasting
Wind generation is hectic by nature, making wind power forecasting highly challenging, particularly for short time frames. Forecasting of wind power is becoming progressively more important to power system operators and electricity market.Wind power is variable and irregular over various timescales as it is weather dependent. Thus precise forecasting of wind power is acknowledged as a major con...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Environmental Modeling & Assessment
سال: 2022
ISSN: ['1420-2026', '1573-2967']
DOI: https://doi.org/10.1007/s10666-022-09861-2