苏丹Gadaref雨量站月降水数据的Sarima方法时间序列分析

E. Etuk, T. Mohamed
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引用次数: 29

摘要

时间序列为降雨数据,是典型的一年制季节序列。本文实现的GASR时间图及其相关图符合预期,反映了第12期的季节性。例如,自相关函数是周期为12的振荡。12点的差异产生了一系列被称为SDGASR的指标,该指标具有总体水平的长期趋势。通过增广Dickey Fuller单位根检验判定其平稳性。它的相关图给出了平稳性的指示,以及一阶的季节性移动平均分量和二阶的季节性自回归分量的存在。这种自相关结构提出了三个乘法SARIMA模型,即:(0,0,0)x(0,1,1)12, (0,0,1)x(0,1,1)12和(0,0,1)x(2,1,1)12。第一种模式被认为是最适当的。其残差已被观察到是不相关的。它可能是为规划目的预测该地区降雨的基础。
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Time Series Analysis of Monthly Rainfall data for the Gadaref rainfall station, Sudan, by Sarima Methods
The time series being rainfall data is a typical seasonal series of one-year period. The time-plot of the realization herein called GASR and its correlogram are as expected, reflecting seasonality of period 12. For instance, the autocorrelation function is oscillatory of period 12. A 12-point differencing yields a series called SDGASR with a generally horizontal secular trend. It is adjudged stationary by the Augmented Dickey Fuller unit root test. Its correlogram gives an indication of stationarity as well as an involvement of the presence of a seasonal moving average component of order one and a seasonal autoregressive component of order two. This autocorrelation structure suggests three multiplicative SARIMA models, namely: (0, 0, 0)x(0, 1, 1)12 , (0, 0, 1)x(0, 1, 1)12 and (0, 0, 1)x(2, 1, 1)12. The first model is adjudged the most adequate. Its residuals have been observed to be uncorrelated. It may be the basis for the forecasting of rain in the region for planning purposes.
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