PERFORMANCE OF MULTIPLE LINEAR REGRESSION AND AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODELS IN PREDICTING ANNUAL TEMPERATURES OF OGUN STATE, NIGERIA

Abstract

The performance of Autoregressive Moving Average and Multiple Linear Regression Models in predicting minimum and maximum temperatures of Ogun State is herein reported. Maximum and Minimum temperatures data covering a period of 29 years (1982 -2009) obtained from the Nigerian Meteorological Agency (NiMet), Abeokuta office, Nigeria, were used for the analyses. The data were first processed and aggregated into annual time series. Mann-Kendal non-parametric test and spectral analysis were carried out to detect whether there is trend, seasonal pattern, and either short or long memory in the time series. Mann-Kendal Z-values obtained are –0.47 and –2.03 for minimum and maximum temperatures respectively, indicating no trend, though the plot shows a slight change. The Lo’s R/S Q(N,q) values for minimum and maximum temperatures are 3.67 and 4.43, which are not within the range 0.809 and 1.862, thus signifying presence of long memory. The data was divided into two and the first 20 years data was used for model development, while the remaining was used for validation. Autoregressive Moving Average (ARMA) model of order (5, 3) and Autoregressive (AR) model of order 2 are found best for predicting minimum and maximum temperatures respectively. Multiple Linear Regression (MLR) model with 4 features (moving average, exponential moving average, rate of change and oscillator) were fitted for both temperatures. The ARMA and AR models were found to perform better with Mean Absolute Percentage Error (MAPE) values of -2.89 and -1.37 for minimum and maximum temperatures, compared with the Multiple Linear Regression Models with MAPE values of 141 and 876 respectively. Results of ARMA model can be relied on in generating forecast of temperature of the study area because of their minimal error values. However, it is recommended other climatic elements that were not captured in this paper due to unavailability of information be considered too in order to see which model is best for them.