A - Papers appearing in refereed journals
Curceac, S., Ternynck, C., Ouarda, T. B. M. J, Chebana, F. and Niang, S. D. 2019. Short-term air temperature forecasting using Nonparametric Functional Data Analysis and SARMA models. Environmental Modelling and Software. 111, pp. 394-408. https://doi.org/10.1016/j.envsoft.2018.09.017
Authors | Curceac, S., Ternynck, C., Ouarda, T. B. M. J, Chebana, F. and Niang, S. D. |
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Abstract | 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. |
Keywords | Functional data analysis; SARMA; Time series; Air temperature; Forecasting |
Year of Publication | 2019 |
Journal | Environmental Modelling and Software |
Journal citation | 111, pp. 394-408 |
Digital Object Identifier (DOI) | https://doi.org/10.1016/j.envsoft.2018.09.017 |
Open access | Published as non-open access |
Funder | Masdar Institute of Science and Technology |
Output status | Published |
Publication dates | |
Online | 24 Sep 2018 |
Publication process dates | |
Accepted | 23 Sep 2018 |
Publisher | Elsevier Sci Ltd |
Copyright license | Publisher copyright |
ISSN | 1364-8152 |
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