Performance Evaluation of a New Hybrid Multivariate Meteorological Model Analysis: A Simulation Study

• Main Authors: Siti Mariam Norrulashikin, Siti Mariam Norrulashikin, Yusof, Fadhilah, Kane, Ibrahim Lawal
• Format: Article
• Language: English
• Published: Penerbit UTM Press 2018
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/84927/1/FadhilahYusof2018_PerformanceEvaluationofaNewHybridMultivariate.pdf; http://eprints.utm.my/id/eprint/84927/; http://dx.doi.org/10.11113/matematika.v34.n1.1026

Simulation is used to measure the robustness and the efficiency of the forecast-ing techniques performance over complex systems. A method for simulating multivariatetime series was presented in this study using vector autoregressive base-process. Byapplying the methodology to the multivariable meteorological time series, a simulationstudy was carried out to check for the model performance. MAPE and MAE performancemeasurements were used and the results show that the proposed method that considerpersistency in volatility gives better performance and theaccuracy error is six time smallerthan the normal hybrid model.