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

Archive ouverte : Article de revue

Dabo-Niang, Sophie | Curceac, Stelian | Ternynck, Camille | Ouarda, Taha, | Chebana, Fateh

Edité par HAL CCSD ; Elsevier

International audience. 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.

Consulter en ligne

Suggestions

Du même auteur

Streamflow hydrograph classification using functional data analysis | Dabo-Niang, Sophie

Streamflow hydrograph classification using functional data analysis

Archive ouverte: Article de revue

Dabo-Niang, Sophie | 2015-10-28

International audience. Classification of streamflow hydrographs plays an important role in a large number of hydrological and hydraulic studies. For instance, it allows to make decisions regarding the implementatio...

Streamflow forecasting using functional regression | Masselot, Pierre

Streamflow forecasting using functional regression

Archive ouverte: Article de revue

Masselot, Pierre | 2016-04

International audience. Streamflow, as a natural phenomenon, is continuous in time and so are the meteorological variables which influence its variability. In practice, it can be of interest to forecast the whole fl...

Non-parametric statistical analysis of spatially distributed functional data | Dabo-Niang, Sophie

Non-parametric statistical analysis of spatially distributed functional dat...

Archive ouverte: Type de document indéfini

Dabo-Niang, Sophie | 2021

International audience

Du même sujet

Doughnut economics : seven ways to think like a 21st-century economist / Kate Raworth | Raworth, Kate (1970-....). Auteur

Doughnut economics : seven ways to think like a 21st-century economist / Ka...

Livre | Raworth, Kate (1970-....). Auteur | 2018

Unforeseen financial crises. Extreme wealth inequality. Relentless pressure on the environment. Can we go on like this? Is there an alternative? In Doughnut Economics, Oxford academic Kate Raworth lays out the seven deadly mistake...

Brands and branding / Rita Clifton and John Simmons et al. | Clifton, Rita. Auteur

Brands and branding / Rita Clifton and John Simmons et al.

Livre | Clifton, Rita. Auteur | 2003

Statistics, econometrics, and forecasting / Arnold Zellner | Zellner, Arnold (1927-2010). Auteur

Statistics, econometrics, and forecasting / Arnold Zellner

Livre | Zellner, Arnold (1927-2010). Auteur | 2004 - Cambridge University press

Forecasting non-stationary economic time series / Michael P. Clements and David F. Hendry | Clements, Michael P.. Auteur

Forecasting non-stationary economic time series / Michael P. Clements and D...

Livre | Clements, Michael P.. Auteur | 2001

Statistical analysis of stationary time series / by Ulf Grenander,... and Murray Rosenblatt,... | Grenander, Ulf (1923-2016). Auteur

Statistical analysis of stationary time series / by Ulf Grenander,... and M...

Livre | Grenander, Ulf (1923-2016). Auteur | 1957

Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer | Shumway, Robert H. Auteur

Time series analysis and its applications : with R examples / Robert H. Shu...

Livre | Shumway, Robert H. Auteur | 2006 - 2nd edition

Chargement des enrichissements...