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Environ Eng Res > Volume 22(2); 2016 > Article
Mahmud, Bari, and Rahman: Monthly rainfall forecast of Bangladesh using autoregressive integrated moving average method

Abstract

Rainfall is one of the most important phenomena of the natural system. In Bangladesh, agriculture largely depends on the intensity and variability of rainfall. Therefore, an early indication of possible rainfall can help to solve several problems related to agriculture, climate change and natural hazards like flood and drought. Rainfall forecasting could play a significant role in the planning and management of water resource systems also. In this study, univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was used to forecast monthly rainfall for twelve months lead-time for thirty rainfall stations of Bangladesh. The best SARIMA model was chosen based on the RMSE and normalized BIC criteria. A validation check for each station was performed on residual series. Residuals were found white noise at almost all stations. Besides, lack of fit test and normalized BIC confirms all the models were fitted satisfactorily. The predicted results from the selected models were compared with the observed data to determine prediction precision. We found that selected models predicted monthly rainfall with a reasonable accuracy. Therefore, year-long rainfall can be forecasted using these models.

1. Introduction

Prediction of rainfall is tough due to its non-linear pattern and a large variation in intensity. Till today, numerous techniques have been used to predict rainfall. Among them, Autoregressive Integrated Moving Average (ARIMA) modeling, introduced by Box and Jenkins [1] is an effective method. The Box-Jenkins Seasonal ARIMA (SARIMA) model has several advantages over other models, particularly over exponential smoothing and neural network, due to its forecasting capability and richer information on time-related changes [2]. ARIMA model consider the serial correlation which is the most important characteristic of time series data. ARIMA model also provides a systematic option to identify a better model. Another advantage of ARIMA model is that the model uses less parameter to describe a time series.
Rahman et al. [3] used a comparative study of ANFIS and ARIMA model for the weather forecast in Dhaka city and found that ARIMA model performs better than ANFIS. Johnson and Montgomery [4] consider Box and Jenkins ARIMA method as possibly the most precise method for forecasting of time series data. According to Dizon [5], the Box-Jenkins methodology is particularly suited for the development of a model that exhibit strong seasonal behavior. Momani [6] successfully used ARIMA model for predicting rainfall trend of Jordan.
In Bangladesh, ARIMA modeling has been applied to few of the available rainfall stations. Mohsin et al. [7] used ARIMA model to forecast the rainfall of Dhaka city. Rainfall forecast for Sylhet station has been done by Bari et al. [8]. They have concluded that ARIMA model was adequate in predicting monthly rainfall for these stations. However, rainfall forecast for all over Bangladesh has not been done yet. In this paper, Box-Jenkins approach has been used to build seasonal ARIMA model of monthly rainfall data of various stations in Bangladesh. Development of a reliable forecasting model of rainfall series will be helpful to mitigate natural hazards like flood and drought. A precise year-long prediction will also help in agricultural water use planning. The forecasted data series will also reveal likely future rainfall trend.

2. Materials and Methods

Bangladesh is a low-lying, riverine country with a largely wet jungle coastline. It extends from 20°34′ to 26°38′ north latitude and 88°01′ to 92°41′ east longitude [9]. The country has a sub-tropical humid climate characterized by extensive seasonal variations in rainfall, moderately warm temperature and high humidity [9]. Rainfall in Bangladesh varies from 1,400 mm in the west to more than 4,300 mm in the east. About 75% rainfall occurs during monsoon in Bangladesh [10]. A more detail discussion about the climate of Bangladesh is given by Rashid [9].

2.1. Data Collection and Quality Control

Rainfall data for 35 stations were collected from Bangladesh Agricultural Research Council (BARC). BARC collect weather data from Bangladesh Meteorological Department (BMD).
Quality control of data is an essential step before the calculation of indices because erroneous outliers can mislead the index calculation [11]. The key purpose of the quality control procedure was to identify errors in data processing, such as errors in manual keying [12]. As a first step, missing values were screened. Stations, containing more than 2% missing value were excluded from the modeling. Other checks such as identification of consecutive month with the same amount of rainfall along the year, the precipitation value below 0 mm, winter rainfall more than average rainfall and monsoon rainfall below the threshold limit were also carried out [10]. After checking these, thirty stations having long-term data (more than 20 y) up to the year 2013 and passing the above tests were used in the present study. Locations of the stations are shown in Fig. 1.
The homogeneity of the data series was identified using Standard Normal Homogeneity test [13], Von Neumann Ratio test [14], Buishand Range test [15] and Pettitt test [16]. The rainfall data sets of all the stations were found homogenous except for Shrimangal station. There was a breakpoint for Srimangal at 1961. Therefore, rainfall data from 1961 to 2013 was used for this station.

2.2. The ARIMA Model

Seasonal ARIMA model, proposed by Box and Jenkins [1] was used for model building and forecasting monthly rainfall. Seasonal ARIMA model can be labeled as ARIMA (p, d, q) * (P, D, Q)s where (p, d, q) is the nonseasonal part and (P, D, Q)s is the seasonal part of the model which could be written as:
(1)
φp(B)Φp(Bs)dsDzt=θq(B)ΘQ(BS)at
Where, p = non-seasonal Auto Regressive (AR) order, d = non-seasonal differencing, q = non-seasonal Moving Average (MA) order, P = seasonal AR order, D = seasonal differencing, Q = seasonal MA order, and S = length of the season.
Building an ARIMA model consists of four systematic stages (identification, estimation, diagnostic check and application or forecast). The identification phase involves the improvement of the stationarity and normality of the data. At this stage, the general form of the model is estimated. Model parameters are calculated using the method of maximum likelihood at estimation stage. The diagnostic checks are performed to reveal the possible inadequacies and to select the best model. Finally, the forecasting of the rainfall time series is done.

3. Results and Discussion

3.1. Model Identification

The identification stage involves checking the stationarity and normality of time series data. Initially, the data series were analyzed to check if the data are stationary and if there are any seasonality exists. The temporal correlation structure of the monthly time series was identified using Autocorrelation (ACF) and Partial Autocorrelation (PACF) Function [17]. Inspecting the time series plot, ACF, and PACF a clear seasonality of twelve months cycle was detected. Therefore, seasonal differencing of an appropriate order was done to remove seasonality and to achieve stationarity of data. A first order seasonal differencing was adequate to achieve stationarity for all the stations.
For example, time series plot of Rajshahi station is shown with ACF and PACF plots in Fig. 2. The sine-wave formation of ACF indicates that the data is seasonal. After a first order seasonal differencing ACF and PACF plot (Fig. 3) shows that the series is stationary. The ACF and PACF of the differenced series show no significant spikes indicating simplest Seasonal ARIMA process. However, the model could be a combination of both AR and MA process. The ACF and PACF plot direct a possible SARIMA model with P = 0–2 and Q = 0–2. All the possible combinations using several P and Q ranging from zero to two were examined to determine the best ARIMA model from the nominee models. The model that gives the best combination of minimum RMSE, maximum R-squared, and least Normalized BIC was selected as the best fit model.

3.2. Parameter Estimation

Primary estimation of the parameters was done from AR and MA at the identification stage. This preliminary evaluation was then used to compute the final parameter by the procedure described by Box and Jenkins (1976) [1]. The value of the parameters, standard error (SE), t-ratio, and p-values for each station are shown in Table 1. The standard error calculated for the relevant parameter is small compared to the parameter values. Therefore, the parameters are statistically significant [2].

3.3. Diagnostic Check

The diagnostic check was done once the model parameters were calculated to verify the adequacy of the prediction. The residuals should be white noise for a useful forecasting model. Several tests carried out on residuals are described below:

3.3.1. ACF and PACF of residuals

The majority of the ACF and PACF values of residuals lie within the confidence limit which indicates no significant correlation among them. Illustration of the ACF and PACF of residuals for rainfall series of Rajshahi station are given in Fig. 4. The figure shows that the residuals are white noise.

3.3.2. Histogram of residual

Histogram of residuals of rainfall series of Rajshahi station (Fig. 4(b)) shows that the residuals are normally distributed. Remaining series also exhibit similar result.

3.3.3. Normal probability of residuals

The cumulative distribution of the residuals data usually appears as a straight line when plotted on normal probability paper [18]. The normal probability plot of residuals were found fairly linear for all stations, indicating the residuals are normally distributed. Fig. 4(c) represents the normal probability of residuals for Rajshahi station.

3.3.4. Residuals versus prediction

Residuals were plotted against predicted values. The plot (Fig. 4(d)) for Rajshahi station shows that residuals are evenly distributed around mean, which indicate that the model is well fitted. Similar results were found for other stations also.

3.3.5. Lack of fit test

The modified Ljung Box statistics was used to verify the null hypothesis that the model is correctly specified [19]. The test statistics is shown in Table 2. The associated P-value is greater than 0.05 for maximum stations, which hold the null hypothesis of being white noise. The test indicates the models are adequate.

3.4. Rainfall Forecasting

The forecast is done for 12 months lead time, using the best model calculated from historical data. The plot between observed and predicted values (Rajshahi station) in Fig. 5 indicates that the predicted values follow the observed data closely enough. The performance criteria of the selected seasonal ARIMA model are shown in Table 2. The high value of R-square indicates the performance of the model is fair enough. The appropriateness of the models is confirmed by investigating Normalized BIC. The models have least BIC value, upheld the significance of the model. In addition to statistical terms, the performance of the developed models was compared with the available literature in the country (e.g. Bari et al. 2015 and Mahsin et al. 2012) and found sound in rainfall forecasting comparing to these.

4. Conclusions

Rainfall forecast becomes difficult in Bangladesh due to its non-linear pattern and the spatiotemporal variation in size. However, prediction of rainfall is necessary for flood management, rainwater harvesting, urban planning, water resource management, planning and optimal operation of the irrigation system. Considering the significance, rainfall forecasting using widely accepted ARIMA modeling technique is done in this paper. The highest R-squared value (0.868) was found for Teknaf station and the lowest value (0.672) was found for the Barishal station. Only two stations contain R-squared value below 0.70 which indicate the SARIMA models developed to forecast rainfall in the present study is reasonably precise. Hence, these SARIMA models can be used as a convenient tool for nationwide rainfall forecasting.

References

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2. Mishra AK, Desai VRDrought forecasting using stochastic models. Stoch Environ Res Ris Assess. 2005;19:326–339.
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3. Rahman M, Islam AHMS, Nadvi SYM, Rahman RMComparative study of ANFIS and ARIMA model for weather forecasting in Dhaka. In : Informatics, Electronics & Vision (ICIEV), 2013 International Conference on; Dhaka. 2013. p. 1–6.
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4. Johnson LA, Montgomery DCForecasting and time series analysis. New York: McGraw-Hill; 1976.


5. Dizon CQARMA modeling of a stochastic process appropriate for the angat reservoir. Philipp Eng J. 2007;28:1–20.


6. Momani PENMTime series analysis model for rainfall data in Jordan: Case study for using time series analysis. Am J Environ Sci. 2009;5:599–604.
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7. Mahsin M, Akhter Y, Begum MModeling rainfall in Dhaka division of Bangladesh using time series analysis. J Math Model Appl. 2012;1:67–73.


8. Bari SH, Rahman MT, Hussain MM, Ray SForecasting monthly precipitation in Sylhet city using ARIMA model. Civil Environ Res. 2015;7:69–77.


9. Rashid HEGeography of Bangladesh. 2nd edDhaka: Univ. Press Ltd.; 1991. p. 545


10. Shahid SRainfall variability and the trends of wet and dry periods in Bangladesh. Int J Climatol. 2010;30:2299–2313.
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13. Alexandersson HA homogeneity test applied to precipitation data. J Climatol. 1986;6:661–675.
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14. Von Neumann JDistribution of the ratio of the mean square successive difference to the variance. Ann Math Statist. 1941;12:367–395.
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15. Buishand TAThe analysis of homogeneity of long-term rainfall records in the Netherlands. KNMI Scientific Report WR 81-7. De Bilt,The Netherlands: 1981.


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17. Box G, Jenkins G, Reinsel GTime series analysis: Forecasting & control [Internet]. 3rd edNew Jersy: Prentice Hall; c1994. [cited 23 February 2016]. Available from: http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/0130607746


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Fig. 1
Study area.
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Fig. 2
Time series (a), ACF (b) and PACF (c) plot of rainfall for Rajshahi station.
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Fig. 3
ACF and PACF plot of transformed series (Rajshahi).
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Fig. 4
Diagnostic check for best fitted model for rainfall series of Rajshahi.
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Fig. 5
Comparison of observed data with predicted data using best ARIMA model (Rajshahis).
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Table 1
Statistical Analysis of Parameter
Station Model Parameter Estimate SE t Significance (p value)
Barishal ARIMA(0,0,0)(0,1,1) Q lag1 0.862 0.032 26.646 0
Bhola ARIMA(0,0,0)(0,1,1) Q lag1 0.959 0.053 18.099 0
Bogra ARIMA(0,0,0)(0,1,1) Q lag1 0.969 0.013 72.797 0
Chandpur ARIMA(0,0,0)(0,1,1) Q lag1 0.97 0.027 35.299 0
Chittagong ARIMA(0,0,0)(0,1,1) Q lag1 0.967 0.027 36.259 0
Comilla ARIMA(0,0,0)(0,1,1) Q lag1 0.972 0.028 34.524 0
Cox’s Bazar ARIMA(0,0,0)(0,1,1) Q lag1 0.919 0.021 43.526 0
P lag1 −0.573 0.368 −1.558 0.12
Dhaka ARIMA(0,0,0)(1,1,2) Q lag1 0.485 0.387 1.254 0.21
lag2 0.515 0.386 1.334 0.183
Dinajpur ARIMA(0,0,0)(0,1,1) Q lag1 0.929 0.02 46.887 0
Faridpur ARIMA(0,0,0)(0,1,1) Q lag1 0.961 0.03 31.633 0
Hatiya ARIMA(0,0,1)(0,1,1) q lag1 −0.158 0.04 −3.906 0
Q lag1 0.939 0.022 42.319 0
Ishurdi ARIMA(0,0,0)(0,1,1) Q lag1 0.991 0.042 23.656 0
Jessore ARIMA(0,0,0)(0,1,2) Q lag1 0.979 0.037 26.42 0
lag2 −0.044 0.037 −1.191 0.234
Khepupara ARIMA(0,0,1)(0,1,1) q lag1 0.145 0.046 3.176 0.002
Q lag1 0.921 0.028 33.039 0
Khulna ARIMA(0,0,0)(0,1,1) Q lag1 0.955 0.02 47.747 0
Kutubdia ARIMA(0,0,0)(0,1,1) Q lag1 0.929 0.043 21.66 0
Madaripur ARIMA(0,0,0)(0,1,1) Q lag1 0.926 0.034 27.165 0
Maijdeecourt ARIMA(0,0,0)(0,1,1) Q lag1 0.971 0.048 20.361 0
Mongla ARIMA(0,0,0)(0,1,2) Q lag1 0.96 0.062 15.548 0
lag2 −0.079 0.062 −1.272 0.205
Mymensingh ARIMA(0,0,0)(0,1,1) Q lag1 0.962 0.015 64.464 0
Patuakhali ARIMA(0,0,0)(0,1,1) Q lag1 0.939 0.029 32.123 0
Rajshahi ARIMA(0,0,0)(1,1,1) P lag1 −0.201 0.041 −4.853 0
Q lag1 0.986 0.033 29.441 0
Rangamati ARIMA(0,0,0)(1,1,1) P lag1 −0.089 0.043 −2.079 0.038
Q lag1 0.972 0.031 31.371 0
Rangpur ARIMA(0,0,0)(0,1,1) Q lag1 0.945 0.02 47.163 0
Satkhira ARIMA(0,0,0)(0,1,1) Q lag1 0.983 0.039 25.329 0
Shrimangal ARIMA(0,0,0)(0,1,2) Q lag1 0.948 0.022 43.083 0
Sitakunda ARIMA(0,0,0)(0,1,1) Q lag1 0.9 0.036 24.749 0
Sylhet ARIMA(0,0,0)(0,1,2) Q lag1 1.098 0.273 4.023 0
lag2 −0.102 0.045 −2.243 0.025
Tangail ARIMA(0,0,0)(0,1,1) Q lag1 0.957 0.082 11.672 0
Teknaf ARIMA(0,0,0)(0,1,1) Q lag1 0.917 0.03 30.931 0
Table 2
Performance Criteria of Selected SARIMA Model
Station Model Model Fit statistics Ljung-Box Q(18)


R-squared RMSE Normalized BIC Statistics DF (Degree of freedom) Sig.
Barishal ARIMA(0,0,0)(0,1,1) 0.672 104.2 9.3 21.1 17 0.221
Bhola ARIMA(0,0,0)(0,1,1) 0.708 108.9 9.4 18.0 17 0.386
Bogra ARIMA(0,0,0)(0,1,1) 0.765 81.60 8.9 20.6 17 0.241
Chandpur ARIMA(0,0,0)(0,1,1) 0.728 99.80 9.3 9.5 17 0.921
Chittagong ARIMA(0,0,0)(0,1,1) 0.735 147.4 10.0 10.8 17 0.862
Comilla ARIMA(0,0,0)(0,1,1) 0.680 104.2 9.3 12.9 17 0.742
Cox’s Bazar ARIMA(0,0,0)(0,1,1) 0.813 164.4 10.3 6.2 17 0.992
Dhaka ARIMA(0,0,0)(1,1,2) 0.720 93.20 9.2 11.0 15 0.749
Dinajpur ARIMA(0,0,0)(0,1,1) 0.800 85.90 9.0 27.6 17 0.049
Faridpur ARIMA(0,0,0)(0,1,1) 0.704 84.60 8.9 12.5 17 0.763
Hatiya ARIMA(0,0,1)(0,1,1) 0.832 120.6 9.7 20.2 16 0.209
Ishurdi ARIMA(0,0,0)(0,1,1) 0.787 70.50 8.7 18.7 17 0.342
Jessore ARIMA(0,0,0)(0,1,2) 0.730 78.20 8.8 11.7 16 0.76
Khepupara ARIMA(0,0,1)(0,1,1) 0.762 123.2 9.7 18.9 16 0.271
Khulna ARIMA(0,0,0)(0,1,1) 0.716 85.30 8.9 20.6 17 0.243
Kutubdia ARIMA(0,0,0)(0,1,1) 0.792 146.2 10.1 3.4 17 0.96
Madaripur ARIMA(0,0,0)(0,1,1) 0.707 91.30 9.1 8.3 17 0.96
Maijdeecourt ARIMA(0,0,0)(0,1,1) 0.799 131.5 9.8 23.8 17 0.124
Mongla ARIMA(0,0,0)(0,1,2) 0.771 82.30 8.9 10.4 16 0.844
Mymensingh ARIMA(0,0,0)(0,1,1) 0.729 105.2 9.4 18.8 17 0.337
Patuakhali ARIMA(0,0,0)(0,1,1) 0.720 124.5 9.7 15.1 17 0.588
Rajshahi ARIMA(0,0,0)(1,1,1) 0.741 74.40 8.7 9.0 16 0.911
Rangamati ARIMA(0,0,0)(1,1,1) 0.721 124.1 9.7 16.2 16 0.434
Rangpur ARIMA(0,0,0)(0,1,1) 0.763 100.1 9.3 4.6 17 0.999
Satkhira ARIMA(0,0,0)(0,1,1) 0.701 82.60 8.9 16.4 17 0.496
Shrimangal ARIMA(0,0,0)(0,1,1) 0.720 103.8 9.3 14.9 17 0.597
Sitakunda ARIMA(0,0,0)(0,1,1) 0.732 147.7 10.1 11.0 17 0.853
Sylhet ARIMA(0,0,0)(0,1,2) 0.750 169.3 10.3 7.1 16 0.971
Tangail ARIMA(0,0,0)(0,1,1) 0.761 82.40 9.04 17.5 17 0.414
Teknaf ARIMA(0,0,0)(0,1,1) 0.868 161.6 10.3 17.0 17 0.448
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