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THE GENERATION OF SYNTETIC SEQUENCES OF MONTHLY RAINFALL USING

AUTOREGRESSIVE MODEL

Article · September 2002

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Jurnal Teknik Sipil ISSN 1412-548X
Universitas Syiah Kuala pp. 64-68

THE GENERATION OF SYNTETIC SEQUENCES OF

MONTHLY RAINFALL USING AUTOREGRESSIVE MODEL
Maimun Rizalihadi
Dept. of Civil Engineering Faculty of Engineering
The University of Syiah Kuala, Darussalam-Banda Aceh
email: laturfan@yahoo.com

Abstracs
The objective of this paper is to generate the sequences of monthly rainfall using autoregressive
model. The rainfall time series is assumed to be represented by an additive model with trend, periodic
and stochastic as its components. Each component is identified and, if found, removed from the
original series. The turning point test is applied for detecting the trend. In the analysis of series, the
correlogram technique is used to detect the periodicity, which is then analyzed by Fourier series
method. Harmonic analysis is done for identifying the number of significant harmonics. The series is
then tested for stationarity and the dependent part of the stochastic component. To conduct the
research, rainfall data is provided from the Blang Bintang Station for ten year records (1987-1996).
Based on the analysis it is found that the series is free trend series, six harmonics coefficient is well
used for periodic component, and to be well expressed by the third order autoregressive model. The
adequacy of fit is judged by the insignificant correlation and normal distribution of the obtained
residuals. The developed periodic-stochastic model may be used for representing the time based
structure of the rainfall time series for providing rainfall data in designing the irrigation projects or other
projects.
Keywords : Rainfall, Time series, Autoregressive, Stochastic.

1. INTRODUCTION stochastic parts and will also reflect the monthly

The design and operation of an irrigation or
water resource projects require detailed information
about the rainfall with respect to time. To provide
long sequence records of data was very difficult, so
sometime, it is necessary to extent the record by
generating the available record. Various methods
have been used by engineer to provide this
information. Most of the existing methods are either
deterministic or probabilistic in nature, Kottegoda,
1980 and Yevjevich, 1972. While the former methods
do not consider the random effects of various input
parameters, the later methods employ the concept of
probability to the extent that the time based
characteristics of rainfalls are ignored. With the ever
increasing demand for accuracy of analyzing rainfall
data, these methods are no longer sufficient. The
rainfalls are stochastic in nature because they are
affected by climatological parameters, i.e., stochastic
climate variations are transferred to become
stochastic component of rainfalls. Hence the
rainfalls should be computed considering both the
deterministic and the stochastic parts of the process.
Considering all other factors known or assumed the
rainfall is a function of the stochastic variation of the
climate, Yevjevich, 1972. Hence stochastic analysis
of rainfall time series will provide a mathematical
model that will account for the deterministic and
variations of rainfalls.
During the past years, some researchs that
study the stochastic modelling have been published
by Rizalihadi, 1998 and 2000. The investigation have
analyzed the time series of streamflow, waves, and
evapotranspiration in Aceh. But, the study on the
stochastic structure of the rainfall time series has not
been made.
The aim of research is to generate the
sequences of monthly rainfall in Blang Bintang,
Banda Aceh. using autoregressive model. So that,
the model can be used to provide reasonably rainfall
data for planning the irrigation or water resource
projects in the future.
The scope of research done consist of the
following analisis: test the rainfall time series for
stochasticity; identify and remove trend and periodic
components; study the structure of dependent
stochastic component; and diagnostically check for
the independent stochastic component. Barsin, 1996,
menyatakan bahwa hidrasi dari kombinasi ggbf-
semen sama dengan hidrasi pada semen portland,
yaitu hidrasi calcium-silica. Tetapi hidrasi ggbf lebih
bersifat menyerupai gel dibandingkan dengan hidrasi
dari semen (semen portlan) sehingga akan lebih
menambah kepadatan pasta semen. Hal ini tampak

64 - Volume 1, Tahun I, No.2, September 2002

Jurnal Teknik Sipil
Universitas Syiah Kuala
dengan adanya peningkatan aktifitas hidrasi di umur
tua sehingga meningkatkan kuat tekan secara
signifikan.
2. MATHEMATICAL METHOD OF ANALYSIS
A general additive model is used to describe the
rainfall time series, Xt, and is given by :
Xt = Tt + Pt + St ………………………….2.1
where Tt = the trend component at time, t, t = 1, 2, ...
N, Pt = the periodec component, St = the stochastic
component having dependent and independt parts,
and N = the number of data points. Eq. 2.1 was
systematically identified and its components
removed. The adopted procedures are described in
the following subsention.
2.1. Trend Component
The component of trend Tt was identified using
the seasonal rainfall values (Zi, i = 1,2,3 ... n, n =
number of seasons) obtained by the algebraic sum of
monthly rainfall data of each season, Gupta, 1986 and
Hansen, 1971. For detecting trend, a hypotheses of
no-trend was made using Turning Point Test to test
the hypotheses. The procedure is to determine the
number of times, p, occurs at time i if Zi is either
greater than Zi-1 and Zi+1 or lesser than the two
adjacent values. The expected number of p in a
random series is V = 2(n - 2)/3. Variance (V) can be
computed as V = (16n - 29)/90. Consequently m'
can be expressed as standard measure, i.e., m' = (p -
V)/[var (V))]1/2, which is treated approximately as a
standard normal variiate. The value of m' was
compared with its table value at 5 % level of
significance. If the calculated value of m' is within
the limits, the hypotheses of no-trend is accepted.
2.2. Periodic Component
The component of periodic (Yt) can be
expressed in Fourier form, Hansen, 1971, as follows :
p/2
  2π kt   2 π kt  
Y = Ao + ∑  Ak Cos   + B k Sin 
 P   P 
t
k =1 
In which P is time span of periodicity; k is
number of harmonics, 1<k<P/2; M is number of
significant harmonics, 1<M<P/2; and N is number of
data points. For determining the number of
significant harmonics of Pt, an analysis of variance
test was done. In this test, the null hypothesis was
that the variance explained by harmonic k, which was
(N/2)(? 2 + ? 2), is zero. Computations were made to
test the ? k and ? k values for k = 6 , 5 ... 1 in order
to obtain the F-ratio, which was then compared with
its table value at 0.01 level of significance. Thus the
number of significant harmonics was obtained and Pt
was computed, using Eq. 2.2, for these harmonics
only.
2.3. Stochastic Component
The component of stochastic (St)was assumed
that the value of St at time ("t") was the combined
effect of the weighted sum of the past values so that
the dependent part of St may be represented by the
equation :
 ∞ 
St = ∑ Φ P,k St− k + at  ………………….2.3
 k =1 
in which Φ p,k is the autoregressive parameter ; p =
the order of the model ; k = the number of
parameters, k = 1,2 ... p ; and at = the independent
normally distributed error variable. Because of the
diminishing effect of past values of the present, the
upper limit of Eq. 2.3 may be made finite, say p,
resulting in a finite order Markov model :
St = Φ p,1St −1 + Φ p ,2 St − 2 + ... + Φ p, pS t − p + at …...2.4
The model represented by Eq. 2.4 is known as
the autoregressive model of order p, AR (p). The
fitting procedure of this model involves two stages
(Box and Jenkins, 1976), namely, selection of the
model order, p, and estimation of autoregressive
coeffidients, p,k. For selection of order p, the
residual variance method was used where residual
variance, S2z (p), was computed using the following
equations :
1
S 2 z ( p) = S (µ , q1 , q2 ,..., q p ) ……....2.5
N − 2 p −1
in which S (µ, q1, q2 - qp) = (N - p)(Co - 1 C1 - 2
C2 ... p Cp) (residual sum of square) : 1, 2 ... p =
Arparameters : and Co, C1 ... Cp = autocovariance
function at lag p, p = 0, 1, 2 ... The value of Cp for
any p was computed as,
Cp = E [(St - µ) (St+p - µ)]
where µ = E (St) …………….……..…….2.6
 ….2.2 In the present analysis, Cp was computed for p
= 0, 1, 2 and 3. The minimum value of S2z (p),
computed by Eq. 2.5, gave the appropriate order of
the model, p, for representing the dependence
structure of time series. The autocorrelation
coefficients, rp were determined as :
rp = Cp / Co ………………………….….2.7
The autoregression coefficents p,k, were
expressed as a function of rp and were computed by
using the following recursive formula, (Kottegoda,
1980) :
[
Φ p , p = Φ ( p −1, k ) − Φ ( p , p ) (Φ ( p −1, p − k ) ) ] ……….2.8
Volume 1, Tahun I, No.2, September 2002 - 65

in which k = 1,2 ... p.
The first three linear autoregressive models (i.e.,
p = 1, p = 2 and p = 3 of Eq. 2.4) usually are good
approximations for representing a time series, and
hence were tried for analyzing the St of the rainfall
time series.
The dependent part of St was obtained by Eq.
2.4 and then was removed, leaving the independent
part as follows :
p
at = St − ∑ Φ ( p, k )St ………………….2.9
k =1
2.4. Diagnostic Checking
Diagnostic checking means statistically
verifying the adquacy of the formulated model. For
this checking, the residual series was examined for
any lack of randomness. Autocorrelation
coefficients of residual series for lag 1 (l = 30) were
computed amd were drawn against 1 with 95 %
tolerence limits. If the correlogram thus obtained is
well within the limits, then it can be derived that
residuals are normally distributewith zero mean and
var (1/l). Various other tests, details of which are not
given here due to lack of space, were also done to
confirm the randomness of the residuals, which is the
condition for accepting the formulated
autoregressive model.
3. DATA ANALYSIS AND RESULTS
3.1. The Characteristic of Rainfall
The above mathematical method of analysis
was used in investigating the structure of the time
series of rainfall in Blang Bintang, Banda Aceh. The
monthly rainfall values were obtained by computing
the daily rainfall record during the 10 years (1987-
1996) from Blang Bintang Station as in attachement
A. Figure 1 shows the mean values of the monthly
rainfall over the 10 periods under analysis.
Figure 1. Mean Monthly Rainfall
Based on analysis, mean monthly rainfall
ranges from 56.47 to 202.38 and the deviation
66 - Volume 1, Tahun I, No.2, September 2002
Jurnal Teknik Sipil
Universitas Syiah Kuala
standard in between 33.87 to 141.30, while the
coefficient of variation ranges from 0.37 to 1.19,
which signifies the importance of time variability of
monthly rainfall values. Again the values of SCC are
also significantly different from zero ranging in
between –0,30 to 0.35, which shows that the rainfall
is mutually dependent.
This confirms that the rainfall process is time-
variant and not independent. Thus the rainfall time
series can be modeled on stochastic theory.
3.2 Trend Component.
The seasonal values, Zt, for 10 years is drawn
in the Figure 2. Based on the figure is found 5
turning points. The computed m’, for the Turning
Point test is –0.276, which are within the limits of ±
1.960 at 5 % level of significance. It reveals the
absence of Tt in the rainfall time series, hence the Xt
may be treated as the trend-free series.
Figure 2. Seasonal Values of Rainfall
3.3. Periodic Component.
Presence of Pt in the rainfall series was
confirmed by the oscillating shape of the figure
displayed in Fig. 3. The value of ? k and ? k were
estimated for the periodic mean rainfall series. To
further confirm this, an analysis of variance was
conducted as given in Table 1. The table explains
that no one single of harmonic is more than 95 % of
the total variance, so it is recommended that the use
of the six harmonics in estimating the periodic
component is necessary in order to find 95% of the
total variance. Using Eq. 2.2, Pt was computed for k =
6, for all 5 years as shown in Fig. 3.
Table 1. Results of Fourier Analysis of Monthly
Rainfall Series
Fourier Coefficients Total
Harmonic
Variance
K Ak Bk (%)
1 33.41 4.242 35.41
2 6.282 -26.085 22.48
3 9.568 -20.332 15.77
4 -11.350 -10.101 7.21
5 14.474 7.657 8.37
6 -12.463 0 4.85
Jurnal Teknik Sipil
Universitas Syiah Kuala
Figure 3. Monthly Means and Harmonic-Fitted
Rainfall
Mean values were obtained by averaging
figures for the monthly period during five years
periods. The closeness of both the curves confirms
the selection of the six harmonics (k = 6) for
representing the Pt of the rainfall time series. The Pt,
thus obtained was removed from the original time
series in order to get a new stationary series St.
3.4. Stochastic Component.
St was analyzed done by fitting the
autoregressive or Markov schemes to the series, as
outlined in Eq. 2.4. The order of the model was
determined by the procedure explained in the
previous section. S2z (p) was computed using Eqs.
2.5 for p = 1, p = 2, p = 3, and p = 4, the results are
given in Table 2. Table 2 shows that S2z (p), 0.045 is
minimum for p = 3 ; hence St, can be approximated
by the third order Markov model.
Table 2. Residual Variance for Different Orders of
Markov Model
Model Autocorrelation
order coef.,
(P) rp at lag, p
1 0.136
2 -0.013
3 -0.029
4 0.063
The autoregression coefficient ( p,k where p =
3 and k = 1, 2, and 3) was computed using Eqs. 2.7
and 2.8. As the rainfall time series, x (t), is a trend-free
series, the developed model describes the periodeic-
stochanstic behavior of the original series.
It is a superposition of a harmonic-deterministic
process and second order Markov model. The
developed model can be denoted as follows :
6
  2π kt 
X t
= 125 . 217 + ∑  Ak Cos  12 
 + B k Sin 
k =1
+ 0. 139 S t − 1 − 0 . 029 S t − 2 − 0 . 0236 S t − 3
……….….…….. 3.1
in which the vakues of Ak and Bk are as shown in
Table 1 above.
The first thriteen terms in the formulated model
represented by Eq. 3.1 constitute the detrministic
part of the rainfall time series. The first term is a
constant, indicating the arithmetic mean of the
rainfall. The second to thirteenth terms are the
harmonic portions of the deterministic part, and are
functions of time. The fourteenth and eigthteenth
terms represent the dependent stochastic component
of the model, where the current value, St, depends on
the weighted sum of its preceding four values. The
last term is the random independent part of the
stochastic component with a zero mean. The
formulated model was subjected to various checks to
test its adequacy for representing the time
dependent structure of the rainfall. The
autocorrelation coefficients of the residuals for lags
(l = 30) were computed. They are displayed in Fig. 4
in the form of a correlogram with 95 % tolerance
limits.
The correlogram shows that almost all the
coefficients are very small and hence can be treated
as non-significant. The residuals are normally
distributed with a mean value of closing to zero
(0.0008), and variance of 0.0188 less than (1/l = 0,033).
This leads to the conclusion that the residuals are in
dependent normally distributed. The Turning Point
test also confirmed the randomness of the residuals,
corroborating the model. The rainfall, generated by
the formulate model, are plotted with the
corresponding observed values and are displayed in
Fig. 5.
Residual The plot indicates closeness of the values, and
variance thereby reflects the appropriateness of the
S2z(p) formulated rainfall model. Therefore, the model may
0.153 be employed to generate monthly rainfall values for
0.092 use in planning and designing an irrigation projects
0.045 or other hydrologic studies.
0.169
4. CONCLUSIONS
a. The rainfall series is free trend series.
b. The periodic component of the rainfall was
found to be represented by the six harmonics.
c. The time-dependence of the stochastic portion
may be well approximated by the third order
autoregressive model, with constant
autoregressive coefficients.
 2 π kt  
 12  

Volume 1, Tahun I, No.2, September 2002 - 67
 Jurnal Teknik Sipil
Universitas Syiah Kuala

1.6
1.2
Corr. Coef. (rp) 0.8
0.4
0
-0.4 0 5 10 15 20 25 30
-0.8
-1.2
-1.6
Lag (p)

Figure 4. Correlogram of Residual Series with 95 % Tolerance Limits

400
350
Rainfall in mm

300
250
200
150
100
50
0
0 20 40 60 80 100 120
month
Observed Generated

Figure 5. Comparison of Observed and Generated Data of Monthly rainfall

5. ACKNOWLEDGEMENT
3. Gupta, R.K., et.al.,1986, Stochastic Modeling of
The first writer is grateful to the Director of
Irrigation Requirements, J. of Irrg. Drain. Eng.,
HEDS-DGHE-JICA for supporting financial during
the research, and the director of civil engineering Vol. 112.
journal for giving permission to publish this paper. 4. Kottegoda N.T., 1980, Stochastic Water
The writers also appreciate the members of the Resaource Technology, Mac Millan, Hongkong.
Advisory Committee for their suggestions and 5. Rizalihadi, M., & Jamil. M., 1998, Stochastic
assistance for improving this paper, and also to all Modelling of Discharge of Krueng Aceh
research members having been working hard for River, SST Proc., HEDS-JICA, Lampung.
completion the report. 6. Rizalihadi, M., & Jamil. M., 2000, Stochastic
Modelling of Wave Height in KR. Raya Port,
SST Proc., HEDS-JICA, Batam.
6. REFERENCES
7. Mutreja K.N., 1992, Applied Hydrology, Mc.
1. Clark, R.T., 1973, Mathematical Models in Graww-hill Pub., New Delhi.
Hydrology, Food Agriculture Organization, 8. Yevjevich V., 1972, Structural Analysis of
FAO-19, Rome. Hydrologic Time Series, Colorado State
2. Hansen, E., 1971, Analyse of Hydroliske University, Fort Collins
Tidsserie, Danmarks Tekniske Hoejskole,
Lyngby.

68 - Volume 1, Tahun I, No.2, September 2002

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