Analysis and Predictions of Seasonal Affected Weather Variables of Bangladesh: SARIMA Models vs. Traditional Models

Abstract

Bangladesh is a semi-tropical country, categorized by widespread seasonal disparities in rainfall, temperature, and humidity. Seasonality has been an input aspect of time series modeling when taking into account weather variables. In terms of multiple features of the weather variables i.e. randomness, cyclical variation and trend, time series methods etc. ARIMA can be a superior preference but, weather variables are affected by seasonality. Thinking about the grimy meadow, this paper presents Seasonal Auto-regressive Moving Average (SARIMA) model that takes seasonal and cyclical variation over the years. This study also aims to compare traditional methods like Single Exponential Method, Double Exponential Method, and Holt Winter Method with the SARIMA model. Time series plots, month plots, and B-B plots are used for identifying seasonal effect clearly. For seasonal stationary checking, Canova Hansen Stationary test has been utilized. Then, the order of the variables is identified, ACF and PACF have been checked and estimated preeminent order for these variables by AIC and Log-likelihood. Finally, Single Exponential Method, Double Exponential Method, and Holt Winter Method are introduced for comparing and forecasting. The proposed models SARIMA(0,0,0)(1,0,3)12, SARIMA(0,0,0)(1,0,1)12, SARIMA(0,0,0)(1,0,2)12 and SARIMA(0,0,0)(1,0,1)12 for maximum and minimum temperature, rainfall and humidity on the basis of Akaike Information Criteria and Log likelihood have been captured most seasonality of the data. Comparing them with traditional methods, traditional methods give a better result than the acquired model based on error measurement. So, traditional methods give a better estimate than the SARIMA models for selected weather variables, with lower mean square error, RMSE, MAE and MASE.