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Fitting seasonal stochastic models to inflows of bekhme reservoir
Author
Source
The Iraqi Journal for Mechanical and Materials Engineering
Issue
Vol. 2010, Issue A(s) (31 Dec. 2010), pp.1-12, 12 p.
Publisher
University of Babylon College of Engineering
Publication Date
2010-12-31
Country of Publication
Iraq
No. of Pages
12
Main Subjects
Engineering & Technology Sciences (Multidisciplinary)
Topics
Abstract AR
تم في هذه الدراسة تطبيق تحليل السلاسل الزمنية على التصاريف الشهرية الداخلة إلى خزان بخمة في شمال العراق للفترة من بداية السنة المائية 1933/1934 و حتى نهاية السنة المائية 2001/2002، حيث تمت مطابقة ثلاثة أنواع من الموديل التصادفي المعروف بموديل (Box and Jenkins) الفصلي و هي الموديل (1, 1, 0) ₓ (1, 1, 0)12 و الموديل (2, 1, 0) ₓ (1, 1, 0) 12 و الموديل (0, 1, 1) ₓ (0, 1, 1) 12.
أن نتائج استخدام طريقة مجموع المربعات غير المشروطة لتقدير معاليم الموديلات أظهرت بأن مجموع مربعات الأخطاء للموديل (0, 1, 1) ₓ (0,1, 1)12 بمعلمي المعدل الحركي θ=0.378 و O = 0.954 أقل من الموديلين الآخرين، و كما أن الفحص المعروف بفحص مخطط الذبذبة لم يبين وجود عدم عشوائية في الباقيات لهذا الموديل.
لقد تم أيضا توليد السلسلة المستقبلية حسب الموديل و للفترة من تشرين الأول 2002 / و لغاية أيلول 2006 / و عند مقارنتها مع القيم الفعلية المسجلة وجد تطابقا جيدا مما يؤكد ملائمة الموديل.
Abstract EN
In this study time series analysis is applied to records of mean inflow to Bekhme reservoir in the north of Iraq for the period from water year 1933/1934 to water year 2001/2002.
Three Box-Jenkins seasonal multiplicative models are fitted to this series.
These are the (1, 1, 0)x(1, 1, 0)12, (2, 1, 0)x(1, 1, 0)12, and (0, 1, 1)x(0, 1, 1)12 models.
The unconditional sum of squares method is used to estimate the parameters of the models and to compute the sum of squared errors for each of the fitted model.
It is found that the model which corresponds to the minimum sum of squared errors is the (0, 1, 1)x(0, 1, 1)12 model with moving average parameters θ= 0.378 and Θ= 0.953.
The adequacy of this model is checked by plotting the normalized cumulative periodogram which does not indicate nonrandomness of the residuals.
The 95 and 99 percent confidence regions for the model parameters θ and Θ are shown graphically.
Forecasts of monthly inflow for the period from October, 2002, to September, 2006 are graphically compared with observed inflows for the same period and since agreement is very good adequacy of the selected model is confirmed.
American Psychological Association (APA)
Ali, Salah Tawfiq. 2010. Fitting seasonal stochastic models to inflows of bekhme reservoir. The Iraqi Journal for Mechanical and Materials Engineering،Vol. 2010, no. A(s), pp.1-12.
https://search.emarefa.net/detail/BIM-330963
Modern Language Association (MLA)
Ali, Salah Tawfiq. Fitting seasonal stochastic models to inflows of bekhme reservoir. The Iraqi Journal for Mechanical and Materials Engineering No. A (2010), pp.1-12.
https://search.emarefa.net/detail/BIM-330963
American Medical Association (AMA)
Ali, Salah Tawfiq. Fitting seasonal stochastic models to inflows of bekhme reservoir. The Iraqi Journal for Mechanical and Materials Engineering. 2010. Vol. 2010, no. A(s), pp.1-12.
https://search.emarefa.net/detail/BIM-330963
Data Type
Journal Articles
Language
English
Notes
Includes appendix : p. 12
Record ID
BIM-330963