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**©Emerging Academy Resources (2013) (ISSN: 2276-8467)
**

www.emergingresource.org

370

MODELING AND FORECASTING MAXIMUM TEMPERATURE OF WARRI

CITY- NIGERIA

1

Daniel Eni ,

1

Adeyeye Fola J. and

2

Duke, S. Orok Okor

1

Department of Mathematics and Computer Science,

Federal University of Petroleum Resources, Effurun- Nigeria.

2

Department of Computer Science,

Cross River University of Technology.

Corresponding Author: D aniel E ni

__________________________________________________________________________________________

ABSTRACT

The influence of temperature on environmental factors and human endeavors cannot be over emphasis. The

influence spans through agricultural activities like the rate of soil respiration and degradation as well as carbon

cycle and seasons among many others to global climatic change. These underline the importance of the

temperature and the need to develop modeling and forecasting tools as strategies for long-termplanning. Here-

in lays the motivation for studying and modeling patterns of temperature in Warri a town in Nigeria using

seasonal ARIMA models. We obtained historical data of average monthly maximumtemperature for the period

1994-2008 for the studies and those of 2009 for forecast validation of the chosen model, from the National

Metrological Center, Oshodi- Nigeria. Model identification was by visual inspection of both the sample ACF

and sample PACF to postulate many possible models and then use the model selection criterion of Residual

Sum of Square RSS , Akaike’s Information Criterion AIC complemented with the Schwartz’s Bayesian

Criterion SBC, to choose the best model. The chosen model is the SARIMA (1, 1, 1) (0, 1, 2) process which met

the criterion of model parsimony with low AIC value of-797.81253 and SBC value of -785.34056.Model

adequacy checks shows that the model is appropriate. The model was used to forecast temperature for 2009 and

the forecast compared very well with the observed empirical data for 2009. Researchers will find this result

useful in building temperature component into a general climatic forecasting model. Also environmental

manager who require long term temperature forecast will find the identified model very useful. .

©Emerging Academy Resources

KEYWORDS: ACF, PACF, ARIMA, Maximum Temperature, AIC, SBC.

__________________________________________________________________________________________

INTRODUCTION

Climate change is one of the biggest environmental

threats to food, availability of water, forest

biodiversity and livelihood (Chung et al, 2011).

Temperature variability happens to be one of the

most influential components of climate change. Many

studies have been conducted by scientist and

researchers on the influence of temperature on natural

environment and human endeavors. Bond-lamberty

and Thompson, 2010 found the role of temperature in

controlling the rate of soil respiration to be positive

while Bindraban and Coauthers, 2012 found

temperature impact on soil degradation to be high.

On the other hand, Grace, 2004 found a positive

correlation between ambient temperature and carbon

cycle while Steltzer and Post, 2009 found same to be

the case with growing seasons. These studies

underline the importance of the temperature and the

need to develop modeling and forecasting tools as

strategies for long-termplanning. In fact, Romilly,

2005 noted that modeling variation of Earth’s surface

temperature and making dependable forecast

underline the foundation of sound environmental

policies. Here-in lays the motivation for studying and

modeling patterns of temperature in Warri, a town in

Nigeria.

The Warri city is located in latitude 5

0

31

’

N and

longitude 5

0

45

’

E with two distinct seasons; the rainy

season (May-October) and dry season (November-

April). It has mean annual temperature of 32.8

0

C and

an annual rain amount of 2673.8mm. Warri is a major

oil city located in the Niger Delta region of Nigeria.

The main focus of this work is to determining

appropriate seasonal ARIMA model that can

adequately predict temperature for Warri city.

The seasonal multiplicative ARIMA (Autoregressive,

Integrated Moving Average)

model is of the form

( ) ( ) ( ) ( )

t

s

t

s

a B B C z B B O + = u (1)

Where

t

D d

t

y z log V V =

y

t

is the observed temperature data at time t,

B ÷ = V 1 is the regular difference and

s

s

B ÷ = V 1 is the seasonal difference. D is the

Research Journal in Engineering and Applied Sciences (ISSN: 2276-8467) 2(5):370-375

Modeling And Forecasting MaximumTemperature Of Warri City- Nigeria

371

order of the seasonal difference while d is the order

of regular difference. C is a constant and

t

a is a white

noise process.

( ) B is the regular autoregressive polynomial of

order p while ( )

s

B u is the seasonal autoregressive

polynomial of order P. Similarly, ( ) B is the regular

moving average polynomial of order q while

( )

s

B O is the seasonal moving average polynomial of

order Q. Sometimes, the model (1) is denoted

SARIMA (p, d, q)(P, D, Q). The ARIMA model (1)

is said to be invertible if all the roots of the moving

average polynomial ( ) ( )

s

B B O lie outside the unit

circle. Note that the model is already stationary.

Many models can be formed from (1).These models

are made of either past observed values together with

a white noise or white noise only or a mixture of

both. The major contribution of Box and J enkins

were to provide a general strategy in which three

stages of model building were given prominence.

These stages are those of model identification,

estimation and diagnostic checks.[ see for example

Hipel et al.(1977) and McLeod (1995).

Several researchers and scientist have used these

models for several technical and scientific studies.

Burinskiene and Rudzkieme (2005) used ARIMA

models to model and forecast tourismdevelopment in

Lithuania while Kohansai and Rezazachen (2013)

modeled and predicted water stability level in Zarrin

Dast town among several others.

MATERIAL AND METHOD

We obtained historical data of average monthly

maximumtemperature for the period 1994-2008 for

the studies and those of 2009 for forecast validation

of the chosen model from the National Metrological

Center, Oshodi-Nigeria. To detect possible presence

of seasonality, trend, time varying variance and other

nonlinear phenomena, we inspect the time plot of the

observed data side by side with the plots of sample

autocorrelation functions (ACF) and sample partial

autocorrelation functions (PACF). This will help us

determine possible order of differencing and and the

necessity of logarithmic transform to stabilize

variance. Non stationary behavior is indicated by the

refusal of both the ACF values,

k

and the

PACF,

kk

to die out quickly. Also possible seasonal

differencing is indicated by large ACF values,

k

at

lags s, 2s…ns. Our technique is to apply both simple

and seasonal differencing until data is stationary.

Stationary behavior is indicated by either a cut or

exponential decay of ACF values

k

as well as

PACF values

kk

.

Model identification is by comparing the theoretical

patterns of the ACF and PACF of the various

ARIMA models with that of the sample ACF and

PACF computed using empirical data (J anacek and

Swift, 1993). A suitable model is inferred by

matching these patterns. Generally ( Brooks, 2002),

ARIMA (0, d, q) is indicated by spikes up to lag q

and a cut to zero thereafter of the ACF values

k

complemented by an exponential decay or damped

sine wave of the PACF values

kk

.

Inversely, ARIMA (p, d, 0 ) is identified by

exponential decay or damped sine wave of the of the

ACF values

k

complemented spikes up to lag p

and a cut thereafter to zero of the PACF values

kk

.

When the process is an ARIMA (0, d, q)* (0, D, Q)

then spikes will be noticed up to lag q+Qs.

While ARIMA (p, d, 0)*(P, D, 0) is indicated by

spikes at lag p+Ps and a cut to zero thereafter of the

PACF.

However, the mixed SARIMA model is difficult to

identify by visual methods of ACF and PACF plots

only. In this work, we use the model identification

discussed above to give a rough guess of possible

values p, q, P, and Q fromwhich several models shall

be postulated and then use the model selection

criterion of Residual Sumof Square RSS (Box and

Jenkins, 1976), Akaike’s Information Criterion AIC

(Akaike, 1974) to choose the best model.The AIC

computation is based on the mathematical formula

m L AIC 2 log 2 + ÷ = , where m=p+q+P+Q is the

number of parameters in the model and L is the

likelihood function. The best model is the one with

the lowest AIC value. It is however noted that the

likelihood is likely increased by addition of more

parameters into the model. This will further reduce

the value of the AIC leading to the choice of a model

with many parameters. Wei (1990) emphasize on the

need for the chosen model to meet criterion of model

adequacy and parsimony. For this reason we

complement the RSS and AIC with the Schwartz’s

Bayesian Criterion SBC, (Schwartz, 1978).

The SBC computation is based on the mathematical

formula n m L SBC log log 2 + ÷ = , where m=

p+q+P+Q is the number of parameters in the model

and L is the likelihood function. The SBC introduced

a penalty function to check excess parameters in the

model having identified a suitable SARIMA model,

the next stage is the parameters estimation of the

identified model and this is done through an exact

maximumlikelihood estimate due to Melard (1984).

While forecast and prediction is by least squares

forecast using a least square algorithm due to

Brokwell and Davis (1991). When the estimated

parameters are not significant, we do correlation

analysis to remove redundant parameters.

Research Journal in Engineering and Applied Sciences (ISSN: 2276-8467) 2(5):370-375

Modeling And Forecasting MaximumTemperature Of Warri City- Nigeria

372

The test for model adequacy stage requires residual

analysis and this is done by inspecting the ACF of the

residual obtained by fitting the identified model. If

the model is adequate then residuals should be a

white noise process. Under the assumption that the

residual is a white noise process, the standard error of

the autocorrelation functions should be

approximately

n

1

(Anderson, 1942). Hence under

the white noise assumption, 95% of the

autocorrelation functions should fall within the

range

n

96 . 1 ±

.If more than 5% fall outside this range

then the residual process is not white noise .We

complement the visual inspection of the residual ACF

with the portmanteau test of Ljung and Box, 1978.

This test provides a Q statistics defined by

, ) ( ) 2 (

2

1

1

k

m

k

r k n n n Q

¿

=

÷

÷ + =

(2)

Where

k

r

is the autocorrelation value of the residual

at lag k, n=N-d-D. Q is approximately distributed as

( ) Q P q p m ÷ ÷ ÷ ÷

2

.

The technique here is to choose a level of

significance and compare the computed Q with the

tabulated

2

with m-p-q-P-Q degree of freedom. If

the model is inappropriate, the Q value will be

inflated when compared with tabulated

2

RESULT AND DISCUSSION

To decide on the presence of trend and time varying

variances, we inspect the time plot of warri maximum

temperature data in Fig 1side by side with the ACF

and PACF of the data as shown in Fig 2 and Fig 3

respectively.

Fig1. Time Plot of MaximumumTemperature

MONTH, period 12

4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1

M

a

x

T

e

m

p

36

34

32

30

28

26

Fig 2. ACF Plot of Max Temp

Lag Number

16

15

14

13

12

11

10

9

8

7

6

5

4

3

2

1

A

C

F

1.0

.5

0.0

-.5

-1.0

Confidence Limits

Coefficient

Fig 3. PACF Plot of Max Temp

Lag Number

16

15

14

13

12

11

10

9

8

7

6

5

4

3

2

1

P

a

r

t

i

a

l

A

C

F

1.0

.5

0.0

-.5

-1.0

Confidence Limits

Coefficient

Examination of Fig 1 clearly shows presence of time

varying variance and seasonal variation while the

refusal of the ACF and PACF values to decay in Figs

2 and 3 respectively is an indication of a regular

trend. However, we are unable to decide at this stage

the presence or otherwise of seasonal trend. We

performa logarithmand first regular difference so as

to stabilize the variance and remove the trend. A time

plot of max temperature after logarithm and first

difference transformis shown in Fig 4 below

Fig 4. Time Plot of MaximumTemp

(LogarithmTransformand First Difference)

MONTH, period 12

4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10

M

a

x

T

e

m

p

.2

.1

0.0

-.1

-.2

On inspecting Fig 4, we note the strong presence of

seasonal factors and suspect the presence of seasonal

trend. This is confirmed by very high spikes at and

around seasonal lags of the ACF as shown in Fig 5.

Research Journal in Engineering and Applied Sciences (ISSN: 2276-8467) 2(5):370-375

Modeling And Forecasting MaximumTemperature Of Warri City- Nigeria

373

Fig 5. ACF Plot

( Logarithmand First Difference Transform)

Lag Number

58

55

52

49

46

43

40

37

34

31

28

25

22

19

16

13

10

7

4

1

A

C

F

1.0

.5

0.0

-.5

-1.0

Confidence Limits

Coefficient

We complete the data preparation process by

additionally performing a first order seasonal

difference and the time plot is shown in Fig 6.

Fig6. Time Plot of Max Temp

(Logarithm, First Difference and Seasonal Difference Transform)

MONTH, period 12

4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7

M

a

x

T

e

m

p

.2

.1

0.0

-.1

-.2

Visual examination of Fig 6 shows that the process is

now stationary. For celerity of discussion, we from

now on refer to the maximum temperature after

logarithm, first regular difference and first seasonal

difference transformations as the Stationary Process

of The Maximum Temperature. Hence we expect a

seasonal ARIMA process of the form

( )( )

12

, 1 , , 1 , Q P q p SARIMA

The order of the model parameters p, q, P and Q are

identified by visual inspection of ACF and PACF of

the stationary process of the maximum temperature

shown in Figs 7 and 8 to propose many possible

models and the use of model selection criterion of

AIC and BIC to pick the most appropriate model.

We expect the ACF in Fig 7 to cut at q+Qs. However

we notice a cut after lag 25 suggesting a moving

average parameter of order one i.e. q=1 and a

seasonal moving average parameter of orde two i.e.

Q=2. Similarly fromthe PACF in Fig 8, we notice a

cut at lag 25 suggesting an AR parameter of order

one i.e.p=1 and a Seasonal autoregressive parameter

of order two i.e. P=2. Since our strategy is not to have

mixed seasonal factors, we postulate two models

fromwhich, based on the model selection criterion of

RSES, AIC and SBC, the best is selected.

Fig 7. ACF Plot of Stationary Process of Max Temp

Lag Number

58

55

52

49

46

43

40

37

34

31

28

25

22

19

16

13

10

7

4

1

A

C

F

1.0

.5

0.0

-.5

-1.0

Confidence Limits

Coefficient

Fig 8. PACF of The Stationary Process of Max Temp

Lag Number

58

55

52

49

46

43

40

37

34

31

28

25

22

19

16

13

10

7

4

1

P

a

r

t

i

a

l

A

C

F

1.0

.5

0.0

-.5

-1.0

Confidence Limits

Coefficient

The two models are SARIMA (1, 1, 1) (0, 1, 2) and

SARIMA (1, 1, 1) (2, 1, 0). We extend the search to

models around the two already mentioned. The result

is shown in table 1.

Table 1: Postulated Models and Performance

Evaluation

Model RSES AIC SBC

SARIMA (1, 1, 1 )(2, 1, 0) .07842732 -797.81253 -785.34056

SARIMA (1, 1, 1 )(0, 1, 2) .06904940 -818.31944 -805.84746

SARIMA (1, 1, 0 )(1, 1, 2) .08470936 -783.31059 -770.83862

SARIMA (1, 1, 1 )(1, 1, 2) .06774596 -817.60735 -802.01738

SARIMA (1, 1, 0 )(0, 1, 2) .08598198 -783.37908 -774.0251

SARIMA (0, 1, 1 )(1, 1, 2) .07209436 -809.62574 -797.15376

SARIMA (0, 1, 1 )(0, 1, 2) .07849310 -799.52263 -790.16865

SARIMA (0, 1, 0 )(1, 1, 2) .10477684 -750.3175 -740.96352

SARIMA (0, 1, 0 )(0, 1, 2) .10536211 -751.00055 -744.76457

From table 1, we note that in terms of AIC and SBC,

the SARIMA (1, 1, 1) (0, 1, 2) model performed best.

However it is in competition with SARIMA (1, 1, 1)

(1, 1, 2) that has the lowest RSES. This

Research Journal in Engineering and Applied Sciences (ISSN: 2276-8467) 2(5):370-375

Modeling And Forecasting MaximumTemperature Of Warri City- Nigeria

374

notwithstanding, we choose SARIMA (1, 1, 1) (0, 1,

2) as the best in terms of model parsimony and

performance based on AIC and BIC.

We estimated the parameter values of the chosen

model as shown below.

Table 2: Parameters B in the Model

B SEB T-RATIO APPROX. PROB.

AR1 .23653389 .07697176 3.072996 .00248460

MA1 .97208876 .03819124 25.453188 .00000000

SMA1 .66546734 .13438867 4.951811 .00000182

SMA2 .22351861 .09816789 2.276901 .02409261

We note that all the parameters are significant

The chosen model is mathematically of the form

( )( )( ) ( )( )

( ) ( )

( )( )

t t

t t t t t t t

t t

t t

y B B x

where

a a a a a x x

a B B B B B x

a B B B y B B

log 1 1

2172 . 0 2235 . 0 6655 . 0 9720 . 0 2365 . 0

2172 . 0 6469 . 0 22351 . 0 6655 . 0 9720 . 0 1 0.2365B 1

2235 . 0 6655 . 0 1 9720 . 0 1 log 1 1 0.2365B 1

12

26 25 13 1 1

25 13 24 12

12 12 12

÷ ÷ =

+ ÷ ÷ ÷ + =

+ + ÷ ÷ ÷ = ÷

÷ ÷ ÷ = ÷ ÷ ÷

÷ ÷ ÷ ÷ ÷

To verify the suitability of the model, we plot the

autocorrelation values of the residual against lag as

shown in Fig 9.

Fig 9. ACF Plot of Residuals

Lag Number

58

55

52

49

46

43

40

37

34

31

28

25

22

19

16

13

10

7

4

1

A

C

F

1.0

.5

0.0

-.5

-1.0

Confidence Limits

Coefficient

We note that on inspection of Fig 9, there is no spike

at any lag indicating that the residual process is

random. We complement with the portmanteau of

Ljung and box. Computation of the Q value of the

portmanteau test, using the first 25 autocorrelation

values of the residual gives 18.468. When compared

with tabulated chi square value of 32.7, with 21

degree of freedomand at 5% level of significance, we

conclude that the model is a good fit.

Forecast and Model Validation

Below is the 2009 forecast using SARIMA (1, 1, 1) (0, 1, 2) and empirically observed data for the year

Table 3: Forecast for 2009

Month J an Feb March April May J une J uly Aug Sept Oct Nov Dec

Forecast 33.06 34.28 33.98 33.08 32.64 30.82 28.99 29.88 29.87 31.20 32.19 33.39

Observed 33.4 34.4 34.2 33.4 32.4 31.3 29.1 29.4 30.1 30.8 33.2 32.8

Difference -0.34 -0.12 -0.22 -0.32 0.24 -0.48 -0.11 0.48 -0.23 0.4 -1.01 0.59

A t-distribution test of equality of mean shows that

the difference between the two means is not

significant at 1% level of significance. We therefore

conclude that the chosen model can adequately be

used to forecast maximum temperature.

CONCLUSION

We have shown that time series ARIMA models can

be used to model and forecast Maximumtemperature.

The identified SARIMA (1, 1, 1) (0, 1, 2) has proved

to be adequate in forecasting maximumtemperature

for at least one year. Researchers will find this result

useful in building temperature component into a

general climatic forecasting model. Also

environmental manager who require long term

temperature forecast will find the identified model

very useful.

However, due to low data point of fifteen years, we

have not been able to identify the changing pattern of

fluctuations of maximum temperature over a century

as this will require at least one hundred years of data

point.

REFERENCES

Anderson, R. L., (1942) Distribution of Serial

Correlation Coefficient, Annals of Mathematical

Statistics 13(1), 1-13

Akaike, H., (1974) A New Look at Statistical Model

Identification. IEEE Transaction on Automatic

Control 19(6) 716-723

Bindraban, P. S and Coauthors, (2012) Assessing

The Impact of Soil Degradation on Food Production.

Current Opinion on Environmental Sustainability. 4,

478-488

Box, G, E. P. and Jenkins. (1976) Time Series

Analysis: Forecasting and Control. Holden-Day, San

Francisco, USA

Brockwell, P. J and Davis, R. A.(1991) Time Series:

Theory and Method. Spinger

Brooks, C. (2002) Introductory Econometrics for

Finance. Cambridge University Press, UK

Chung, E. S., Park, K. and Lee, K. S (2011) The

Relative Impact of Climate Change and Urbanization

on The Hydrological Response of a Korean Urban

Watershed. Hydrological Processes. 25, 544-560

Grace, J (2004) Understanding and Managing Global

Carbon Cycle. Journal of Ecology. 92, 189-202

Research Journal in Engineering and Applied Sciences (ISSN: 2276-8467) 2(5):370-375

Modeling And Forecasting MaximumTemperature Of Warri City- Nigeria

375

Hipel, KJ. W., McLeod, A. 1 and Lennox, W. (1977).

Advances in Box-J enkins Modeling: Model

Construction. Water resources Research 13, 567-575

Ljung, G. M and Box, G. E. P (1978) On the Measure

of Lack of Fit in Time Series Model. Biometrika, 65,

297-303.

Mayhew P.J., Jarkins,E.B., and Banton, T.B.(2008).

A Long-term Association Between Global

Temperature and Biodiversity, Origin and Estimation

on the Fossil record. Proceedings of the Royal

Society B. 275, 47-53

Mcleod, A. I., (1995) Diagnostic Checking of

Periodic Autoregression Models With Application.

The Journal of Time Series Analysis 15, 221-233

Melard, G (1984) A Fast Algorithm for The Exact

Likelihood of Autoregressive- moving Average

Models. Applied Statistician 33(1): 104-119

Romilly,P.(2005).Time series Modeling of Global

Mean Temperature for Managerial Decision Making.

Journal of Environment magament, 76, 61-70.

Schwartz, G. E (1978). Estimating the Dimension of

a Model. Annals of Statistics. 6(2): 461-464

Stelzer,H., and Post,E.(2009). Seasons and Life

Cycles. Science, 324,886-887

APPENDIX: Maximum Temperature (

0

C) for

Warri (1994 – 2009).

1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

J AN 33 33.4 32.7 32.8 32.5 32.2 33 32.8 33.1 33.1 32.8 32.3

FEB 34.2 34.4 33.1 34.1 34.2 32.6 33.8 34.1 34.6 34.7 34.2 34.8

MARCH 34.2 34.2 33.3 32.8 33.3 33.5 34.7 33.9 33.2 33.8 34.5 33.5

APRIL 33.2 33.4 32.9 32 32.2 33 33.2 32.7 32.5 33.1 32.7 33.2

MAY 33 32.4 32.5 31.8 31.5 32.5 32.5 32.3 32.3 32.5 31.6 32.7

J UNE 31.1 31.3 30.9 30.1 31.1 30.8 30.6 30.6 30.5 30 30.9 30.6

J ULY 29.2 29.1 29.1 28.8 29.1 28.1 28.4 29.7 29.2 28.9 28.7 28.7

AUG 28.9 29.4 29 29.4 29.6 29.5 28.1 27.9 28.7 28.6 28.5 29.4

SEPT 29.8 30.1 28.8 30.4 30.1 28.7 29.7 29.7 28.9 30 30.4 30.9

OCT 31.6 30.8 30.5 31.2 32.4 29.7 29.9 30.1 30.3 32.1 30 31.2

NOV 31.1 33.2 33.2 33.3 32.7 32.5 32.6 32.8 32.6 32.9 31.4 33.6

DEC 33.7 32.8 32.7 32.6 32.3 33.5 33.3 33.4 33.4 32.4 33.2 33.3

2006 2007 2008 2009

J AN 32.5 33.3 33 33.4

FEB 34.3 34.1 34.2 34.4

MARCH 33.4 33.7 34.2 34.2

APRIL 33 33 33.2 33.4

MAY 32.4 33 33 32.4

J UNE 29.5 31.1 31.1 31.3

J ULY 27.8 28.9 29.2 29.1

AUG 27.9 29.1 28.9 29.4

SEPT 29.5 30.5 29.8 30.1

OCT 31.2 32.5 31.6 30.8

NOV 32.8 33.4 31.1 33.2

DEC 33.2 33.1 33.7 32.8

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