A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu

Drought is a global phenomenon which adversely affects the sustainability of one nation which encompasses three prominent aspects such as economic, social and environmental. Due to that, it has immensely attracted the awareness of environmentalists, ecologists, hydrologists, meteorologists, geologis...

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Main Author: Ho, Mee Chyong
Format: Thesis
Published: 2013
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Online Access:http://eprints.utm.my/id/eprint/42054/
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spelling my.utm.420542020-07-27T03:44:17Z http://eprints.utm.my/id/eprint/42054/ A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu Ho, Mee Chyong QC Physics Drought is a global phenomenon which adversely affects the sustainability of one nation which encompasses three prominent aspects such as economic, social and environmental. Due to that, it has immensely attracted the awareness of environmentalists, ecologists, hydrologists, meteorologists, geologists and agricultural scientists. Therefore, drought forecasting is essential for several key players particularly the governments to evaluate the drought occurrence in order to give early warning for preparedness and mitigation measures. In this study, a hybrid Box-Jenkins and decomposition model based on standardized precipitation index (SPI) was developed to forecast drought in Kuala Terengganu. Monthly rainfall data of rain gauge station, Setor JPS Kuala Terengganu for period January 1982 to January 2012 was used in this study. Multiplicative decomposition method was employed to identify and isolate the underlying components of SPI time series for multiple time scales using Minitab 16.0. Then the isolated components were gone through the four-step iterative procedure of Box-Jenkins which are identification, estimation, diagnostic checking and forecasting. After that, the forecasted values of components were reassembled in order to gain a forecast based on the time series decomposition. The forecasting performance of the hybrid model was compared with the Box-Jenkins model. Two statistical measurements, mean absolute error (MAE) and mean squared error (MSE) were applied in this study to measure the accuracy of the forecasting models. In brief, the accuracy measure results indicated that the hybrid model can prevail over the Box-Jenkins model. 2013 Thesis NonPeerReviewed Ho, Mee Chyong (2013) A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu. Masters thesis, Universiti Teknologi Malaysia, Faculty of Science.
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic QC Physics
spellingShingle QC Physics
Ho, Mee Chyong
A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu
description Drought is a global phenomenon which adversely affects the sustainability of one nation which encompasses three prominent aspects such as economic, social and environmental. Due to that, it has immensely attracted the awareness of environmentalists, ecologists, hydrologists, meteorologists, geologists and agricultural scientists. Therefore, drought forecasting is essential for several key players particularly the governments to evaluate the drought occurrence in order to give early warning for preparedness and mitigation measures. In this study, a hybrid Box-Jenkins and decomposition model based on standardized precipitation index (SPI) was developed to forecast drought in Kuala Terengganu. Monthly rainfall data of rain gauge station, Setor JPS Kuala Terengganu for period January 1982 to January 2012 was used in this study. Multiplicative decomposition method was employed to identify and isolate the underlying components of SPI time series for multiple time scales using Minitab 16.0. Then the isolated components were gone through the four-step iterative procedure of Box-Jenkins which are identification, estimation, diagnostic checking and forecasting. After that, the forecasted values of components were reassembled in order to gain a forecast based on the time series decomposition. The forecasting performance of the hybrid model was compared with the Box-Jenkins model. Two statistical measurements, mean absolute error (MAE) and mean squared error (MSE) were applied in this study to measure the accuracy of the forecasting models. In brief, the accuracy measure results indicated that the hybrid model can prevail over the Box-Jenkins model.
format Thesis
author Ho, Mee Chyong
author_facet Ho, Mee Chyong
author_sort Ho, Mee Chyong
title A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu
title_short A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu
title_full A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu
title_fullStr A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu
title_full_unstemmed A hybrid Box-Jenkins and decomposition model drought forecasting in Kuala Terengganu
title_sort hybrid box-jenkins and decomposition model drought forecasting in kuala terengganu
publishDate 2013
url http://eprints.utm.my/id/eprint/42054/
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score 13.18916