Mixed Seasonal and Subset Fourier Model with Seasonal Harmonics
Science Journal of Applied Mathematics and Statistics
Volume 5, Issue 1, February 2017, Pages: 1-9
Received: Sep. 30, 2016; Accepted: Oct. 13, 2016; Published: Jan. 14, 2017
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Iberedem Aniefiok Iwok, Department of Mathematics/Statistics, University of Port-Harcourt, Port Harcourt, Nigeria
Murphy Dooga, Department of Mathematics/Statistics, University of Port-Harcourt, Port Harcourt, Nigeria
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In this work, Box-Jenkins seasonal model was fitted to a temperature series and the assumption of model adequacy was found to be violated. Subset Fourier series with seasonal harmonics was introduced and added to the pure seasonal component that was found to be inadequate. This combination resulted in a mixed seasonal and subset Fourier model with seasonal harmonics. The mixed model was fitted to the data and was subjected to diagnostic checks. The tests revealed that the model was adequate. Comparative study was also carried out and the results showed that the mixed model performed better than the pure seasonal and the subset Fourier model.
Seasonal Model, Fourier Series, Subset Fourier Series, Model Selection, Periodogram and White Noise Process
To cite this article
Iberedem Aniefiok Iwok, Murphy Dooga, Mixed Seasonal and Subset Fourier Model with Seasonal Harmonics, Science Journal of Applied Mathematics and Statistics. Vol. 5, No. 1, 2017, pp. 1-9. doi: 10.11648/j.sjams.20170501.11
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This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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