Comparative Study on Univariate Forecasting Methods for Meteorological Time Series - Archive ouverte HAL
Communication Dans Un Congrès Année : 2018

Comparative Study on Univariate Forecasting Methods for Meteorological Time Series

Résumé

Time series forecasting has an important role in many real applications in meteorology and environment to understand phenomena as climate change and to adapt monitoring strategy. This paper aims first to build a framework for forecasting meteorological univariate time series and then to carry out a performance comparison of different univariate models for forecasting task. Six algorithms are discussed: Single exponential smoothing (SES), Seasonal-naive (Snaive), Seasonal-ARIMA (SARIMA), Feed-Forward Neural Network (FFNN), Dynamic Time Warping-based Imputation (DTWBI), Bayesian Structural Time Series (BSTS). Four performance measures and various meteorological time series are used to determine a more customized method for forecasting. Through experiments results, FFNN method is well adapted to forecast meteorological univariate time series with seasonality and no trend in consideration of accuracy indices and DTWBI is more suitable as considering the shape and dynamics of forecast values.
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Dates et versions

hal-02068778 , version 1 (15-03-2019)

Identifiants

Citer

Thi-Thu-Hong Phan, Émilie Poisson Caillault, André Bigand. Comparative Study on Univariate Forecasting Methods for Meteorological Time Series. 2018 26th European Signal Processing Conference (EUSIPCO), Sep 2018, Rome, Italy. pp.2380-2384, ⟨10.23919/EUSIPCO.2018.8553576⟩. ⟨hal-02068778⟩
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