Research ArticleOpen accessIn the keywordsIDENTIFICATION OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS WITH RHazem I. El Shekh Ahmed, Raid B. Salha, Diab I. AL-AwarPeriodic autoregressive moving average PARMA process extend the classical autoregressive moving average ARMA process by allowing the parameters to vary with seasons. Model identification is the identification of a possible model based on an available realization, i.e., determining the type of the model with appropriate orders. The Periodic Autocorrelation Function (PeACF) and the Periodic Partial Autocorrelation Function (PePACF) serve as … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 15 Sep 2014 · 12,904 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTIME SERIES MODELING OF MONTHLY RAINFALL IN ARID AREAS: CASE STUDY FOR SAUDI ARABIANidhal SaadaStochastic techniques are essential in planning and management of water resources systems especially in arid and semi-arid areas where water is scarce. The forecasting of future events requires identifying proper stochastic models to be used in this process. For this purpose, a Periodic ARMA (PARMA) model and a temporal disaggregation models were used in this study to investigate weather they … …American Journal of Environmental Sciences, Vol. 10, Issue 3 · 3 May 2014 · 7,204 accessesView PDFCite