Dépôt numérique
RECHERCHER

Short-term air temperature forecasting using Nonparametric Functional Data Analysis and SARMA models.

Curceac, Stelian; Ternynck, Camille; Ouarda, Taha B. M. J.; Chebana, Fateh; Niang, Sophie Dabo (2019). Short-term air temperature forecasting using Nonparametric Functional Data Analysis and SARMA models. Environmental Modelling & Software , vol. 111 . p. 394-408. DOI: 10.1016/j.envsoft.2018.09.017.

Ce document n'est pas hébergé sur EspaceINRS.

Résumé

Air temperature is a significant meteorological variable that affects social activities and economic sectors. In this paper, a non-parametric and a parametric approach are used to forecast hourly air temperature up to 24 h in advance. The former is a regression model in the Functional Data Analysis framework. The nonlinear regression operator is estimated using a kernel function. The smoothing parameter is obtained by a cross-validation procedure and used for the selection of the optimal number of closest curves. The other method applied is a Seasonal Autoregressive Moving Average (SARMA) model, the order of which is determined by the Bayesian Information Criterion. The obtained forecasts are combined using weights calculated based on the forecast errors. The results show that SARMA has a better performance for the first 6 forecasted hours, after which the Non-Parametric Functional Data Analysis (NPFDA) model provides superior results. Forecast pooling improves the accuracy of the forecasts.

Type de document: Article
Mots-clés libres: functional data analysis; SARMA; time series; air temperature; forecasting
Centre: Centre Eau Terre Environnement
Date de dépôt: 04 mars 2019 16:29
Dernière modification: 04 mars 2019 16:29
URI: http://espace.inrs.ca/id/eprint/7847

Actions (Identification requise)

Modifier la notice Modifier la notice