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Journal of Environmental Research And Development Vol. 3 No.

2, October-December 2008

SEASONAL ARIMA MODEL FOR FORECASTING OF


MONTHLY RAINFALL AND TEMPERATURE
Inderjeet Kaushik1 and Sabita Madhvi Singh*2

1. Department of Civil Engineering, Institute of Technology, B.H.U., Varanasi, (INDIA)


2. Department of Civil Engineering, Haldia Institute of Technology, Haldia, (INDIA)

Received August 13, 2008 Accepted November 14, 2008

ABSTRACT

The prediction of temperature and rainfall on a seasonal time scales has been
attempted by various research groups using different techniques. The prediction of
these parameters on monthly and seasonal time scales is not only scientifically
challenging but is also important for planning and devising agricultural strategies.
This paper describes the Box-Jenkins time series seasonal ARIMA (Auto
Regression Integrated Moving Average) approach for prediction of temperature and
rainfall on monthly scales. The Box Jenkins technique is applied to predict
temperature and rainfall of next five years by analyzing last twelve years data
(1994-2006). Previous years data is used to formulate the seasonal ARIMA model
and in determination of model parameters. The performance evaluations of the
adopted models are carried out on the basis of correlation coefficient (R2) and root
mean square error (RMSE). The study conducted at Mirzapur, Uttar Pradesh (India).
The results indicate that the seasonal ARIMA model provide reliable and
satisfactory predictions for rainfall and temperature parameters on monthly scale.
Key Words : ARIMA, Meteorology, Rain fall, Hydroelectric power

INTRODUCTION fact a substantial part of the annual rainfall


The agricultural practices and crop yields over a large part of the country occurs in this
of India are heavily dependent on the season. Small variations in the timing and the
climatic factors like rainfall. Out of 142 quantity of monsoon rainfall have the
million ha cultivated land in India, 92 million potential to impact on agricultural output.
ha (i.e. about 65%) are under the influence of Prior knowledge of monsoon behavior will
rain fed agriculture. Unlike irrigated help Indian farmers and also policy makers,
agriculture, rain fed farming is usually to take advantage of good monsoons and also
diverse and risk prone. The monsoon season to minimize crop damage and human
hardship during adverse monsoons. In
* Author for correspondence addition to the importance of the mean
is the principal rain bearing season and in monsoon seasonal rain-fall of a particular

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Journal of Environmental Research And Development Vol. 3 No. 2, October-December 2008

year, the intra seasonal variability is also The selected study area Mirzapur, Uttar
crucial. Even if the mean annual rainfall is Pradesh (India) is located in the sub-tropical
normal, the delay in the monsoon onset and belt of the river Ganga plain and experiences
the unusual monsoon lulls or breaks in a dry tropical climate with marked seasonal
between may cause severe disruption of variations. Mirzapur is located between the
agricultural activities, hydroelectric power forest area of Barkachha reserve forest on the
generation and even drinking water supply, east and the Dauti Reserved forest on the
as is observed in many years in the past.
west and has a seasonally dry climate
Therefore, farmers need the location and
dominated by dry deciduous and dry
time-specific information about the monsoon
savannah grass lands. Khajuri River flowing
behavior. As a result, forecasting of monsoon
along the western end of sub water shed. The
on time scales of daily, weekly and monthly
is a major scientific issue in the field of study area has a complex alignment in
monsoon meteorology. orientation and distribution, structure, relief,
slope, estimate and vegetation. Here
The forecasting of rainfall and tempe-
rature started more than a century ago17. monsoon is divided into three seasons
After the MONEX program, with the consisting of a cool dry season of northerly
increased understanding of the monsoon winds during the months of Oct-Feb, a hot
phenomenon, more sophisticated empirical dry season from March-June and hot wet
statistical models5,7,14,15 were developed season from July to September. Monsoon
which have been used with varying degrees rain comes in the third week of June with on
of success. However, successful long-range
set of hot wet season with southeast winds
prediction on shorter than seasonal/monthly
time scale and regional space scales still (mid June – mid October). It is observed that
remains elusive. 86 % of the total annual rainfall comes in the

rainy season from July to September.


Study area
Fig. 1 : Location of study area Mirzapur city (India)
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Journal of Environmental Research And Development Vol. 3 No. 2, October-December 2008

Data Collection
Mirzapur district’s rainfall and temperature data (1994-2006) is used for analysis and model
formulation as shown in Figs. 2-4.
observed min. Temperature
35.00
Min.Temperature (C)

30.00
25.00
20.00
15.00
10.00
5.00
0.00
Aug- Jan- May- Sep- Feb- Jun- Nov- Mar- Aug- Dec- Apr-
93 95 96 97 99 00 01 03 04 05 07
Months
Fig. 2 : Observed minimum temperature in Mirzapur district (Jan. 1994-Dec. 06)

Fig. 3 : Observed maximum temperature in Mirzapur district (Jan. 1995-Dec. 06)

METHODOLOGY casual mechanism of different components.


A time series is defined as a set of Once properties of these components are
observations arranged chronologically i.e. a understood, these can be generated with
sequence of observations usually ordered in similar properties and combined together to
time. The principal aim of a time series give a generated future time series. Analysis
analysis is to describe the history of of a continuously recorded rainfall and
movements in time of some variable at a temperature data time series is performed by
particular site. The objective is to generate transforming the continuous series into a
data having properties of the observed
discrete time series of finite time interval.
historical record. To compute properties of a
historical record, the historical record or time Mathematical modeling of rainfall data is a
series is broken into separate components stochastic process. Several mathematical
and analyzed individually to understand the models based on the probability concept are
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Journal of Environmental Research And Development Vol. 3 No. 2, October-December 2008

available. These models help in knowing the of models have been developed to generate
probable weekly, monthly or annually rainfall and runoff.
rainfall. Over the past decade or so, a number

Fig. 4 : Observed rainfall in Mirzapur district (Jan. 1994-Dec. 06)

Monthly rainfall and temperatures were  pZt =  q Yt ….(1)


analyzed using time series analysis. Time
Where  is a back shift operator.
series models have been extensively studied
by Box and Jenkins (1976) and as there If series Y is not stationary then it can be
names have frequently been used with reduced to a stationary series by differencing
synonymously with general ARIMA process a finite number of times.
applied to time series analysis and  pZt =  q (1-B)d Yt ….(2)
forecasting. Auto Regressive (AR) models
were first introduced by Yule (1926) and Where d is a positive integer, and B is
later generalized by Walker (1931), while back shift operator on the index of time
Moving Average (MA) models were first series so that
introduced by Slutzky (1937). Wold (1938) BYt= Yt-1; B2Yt = Yt-2 and so on. Thus
provided theoretical foundation for combined further equation (2) can be simplified into
Auto Regressive Moving Average (ARMA) following equation.
process.
(1-Ф1B-Ф2B2-…….-ФpBp) Zt = θ0+ (1-
Box and Jenkins (1976) have effectively
θ1B-θ2B2- ………-θqBq) at ….. (3)
put together in a comprehensive manner, the
relevant information required to understand Where at’s a sequence of identically
and use time series ARIMA models. A distributed uncorrelated deviates, referred to
detailed strategy for the construction of as “white noise”.
linear stochastic equation describing the
Combining equations (2) and (3) yields
behavior of time series was examined.
the basic Box-Jenkins models for non
Consider the function Zt represents stationary time series
forecasted rainfall and temperature at time t
month. Yt is series of observed data of (1-Ф1B-Ф2B2-…….-ФpBp) (1-B)d Yt =
rainfall and temperature at time t. If series is θ0+ (1-θ1B-θ2B2- ………-θqBq) at ….(4)
stationary then a ARIMA process can be Equation (4) represents an ARIMA
represented as process of order (p,d,q).
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Journal of Environmental Research And Development Vol. 3 No. 2, October-December 2008

Seasonal ARIMA model represented as RESULTS AND DICUSSION


follows for a stationary series i.e.
Data was analyzed using SPSS a
differencing parameters (d &ds = 0) equal to
statistics computer package. Auto correlation
Zero, used for forecasting rainfall and
temperature. function (ACF) and Partial Auto correlation
function (PACF) of time series of
 ps  pZt =  qs  q Yt ….(5)
temperature and rain fall were formed up to a
Where ps and qs are the seasonal
leg interval of 72. The ACF and PACF of
parameters corresponding to AR and MA
process. temperature and rainfall are shown in
Figs. 5-10.
Model of type of equation (5) was fitted
to given set of data using an approach The figures of ACF and PACF show that
consists of mainly three steps (a) variables (temperature, rainfall) are periodic
identification (b) estimation (c) application in nature. These functions behave similarly
(forecasting) or diagnostic checking. At the
in their period cycles involving seasonal
identification stage tentative values of p,d,q
variations. Therefore given time series is
and ps,ds,qs were chosen. Coefficients of
variables used in model were estimated. periodic and involve seasonal variations.
Finally diagnostic checks were made to Based on these assumptions a period of 12
determine, whether the model fitted months i.e. one year is assumed for given
adequately describes the given time series. time series of temperature and rainfall.
Any inadequacies discovered might suggest Seasonal ARIMA models for the prediction
an alternative form of the model, and whole
of Minimum and Maximum Temperature,
iterative cycle of identification, estimation
and application was repeated until a and rainfall with their statistics are described
satisfactory model was obtained. in Table 1.

Min. temp
MIN.TEMP MIN.TEMP
Min. temp
1.0 1.0

.5 .5
Partial ACF
ACF

0.0 0.0

-.5 -.5

-1.0 -1.0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69

Lag Number Lag Number

Fig. 5 : ACF of minimum temperature Fig. 6 : PACF of minimum temperature

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Max. temp
MAX.TEMP Max. temp
MAX.TEMP
1.0 1.0

.5 .5

Partial ACF
ACF

0.0 0.0

-.5 -.5

-1.0 -1.0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69

Lag Number Lag Number

Fig. 7 : ACF of maximum temperature Fig. 8 : PACF of maximum temperature

Rainfall
RAINFALL Rainfall
RAINFALL
1.0 1.0

.5 .5
Partial ACF
ACF

0.0 0.0

-.5 -.5

-1.0 -1.0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69

Lag Number Lag Number

Fig. 9 : ACF of rainfall Fig. 10 : PACF of rainfall

Table 1
Seasonal ARIMA model
Parameters R2 RMSE
(pdq, psdsqs)
Minimum Temperature (504,202) 0.94 6.572
Maximum Temperature (303,202) 0.87 5.81
Rainfall (302,201) 0.72 62.40

Observed and predicted values of next fives years are determined and plotted as shown in
Figs. 11-13

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50 Observed predicted
45
Max. Temperature (C)

40
35
30
25
20
15
10
5
0
Mar-94 Feb-96 Jan-98 Dec-99 Nov-01 Oct-03 Sep-05 Aug-07 Jul-09 Jun-11

Months
Fig. 11 : Comparison of observed and predicted values of maximum temperatures
In the analysis of observed data there are good accuracy as statistics of models
many missing values which results into less indicate. The accuracy of predictions made
accuracy of predicted model in case of
rainfall. Higher values of R2 of models for for rainfall by seasonal ARIMA model is less
temperatures and rainfall show better because data is abrupt and contains many
accuracy of prediction and can be used in missing values, which increases white noise
forecasting temperature and rainfall a few in the system; because no value is assigned
months ahead.
to missing values and are assumed zero.
CONCLUSION Accuracy of these predictions can be
Seasonal ARIMA models can predict increased in future by using these predicted
minimum and maximum temperature with values for missing values.

35.00 observed predicted


30.00
Min. Temperature (C)

25.00
20.00
15.00
10.00
5.00
0.00
Aug-93 Sep-95 Sep-97 Oct-99 Nov-01 Nov-03 Dec-05 Jan-08 Jan-10 Feb-12
M onths
Fig. 12 : Comparison of observed and predicted values of minimum temperatures

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600 observed predicted

Rainfall(cm) 500

400

300

200

100

0
Aug-93 Sep-95 Sep-97 Oct-99 Nov-01 Nov-03 Dec-05 Jan-08 Jan-10 Feb-12
Months
Fig. 13 : Comparison of observed and predicted rainfall
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may be possible to develop a suitably (1989)
configured seasonal ARIMA model for
predicting monthly rainfall and temperature 6. Tang Z., Almeida C. and de Fishwick
of any region. P.A., Time series forecasting using
neural networks versus Box-Jenkins
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