عنوان البحث(Papers / Research Title)
Fitting ARIMA Models for Forecasting to Inflow
الناشر \ المحرر \ الكاتب (Author / Editor / Publisher)
رقية كاظم محمد المسعودي
Citation Information
رقية,كاظم,محمد,المسعودي ,Fitting ARIMA Models for Forecasting to Inflow , Time 5/12/2011 10:09:06 AM : كلية الهندسة
وصف الابستركت (Abstract)
Fitting ARIMA Models for Forecasting to Inflow
الوصف الكامل (Full Abstract)
Abstract In this study Box-Jenkins seasonal model is applied to records of mean flow to Dokan reservoir in the north of Iraq for the period from water year 1953/1954 to water year 2004/2005.Seven Box-Jenkins seasonal multiplicative models are fitted to this series. These are (1,1,1)×(1,1,1)12 , (1,1,1)×(0,1,1)12, (1,1,2)×(0,1,1)12,(0,1,1)×(0,1,1)12,(2,1,0)×(1,1,0)12,(1,1,0)×(1,1,0)12,(1,1,1)×(0,1,0)12 models. The unconditional sum of squares method is used to estimate the parameters of the models and to compute the sum of square errors for each of the fitted model. It is found that the model which corresponds to the minimum sum of squared errors is the (1,1,1)×(1,1,1)12 model with parameters ?=0.899,?=0.60,?=0.96, and ?=0.03 . Portmanteau lack of fit test is used as diagnostic checking. Forecasts of monthly inflow for the period from October, 2005, to September,2007 are graphically compared with observed inflow for the same period and since agreement is very good adequacy of the selected model is confirmed.
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