نمذجة بعض الظواهر المناخية بنماذج VARMA

Abstract EN

It is well known that employing the overlapping and interlocking relations among multiple phenomena offers modeling that is more accurate than these which are obtained by analyze each phenomena separately.

In this research interrelationship for three phenomena that appear in the Meteorology analyzed which are monthly averages for the maximum temperatures, monthly averages for minimum temperatures and monthly averages for evaporation, through a system of three equations by using the Vector ARMA Model.

For the purpose of analysis, we used monthly data for the period from January 1981 to December 2010 while keeping the last ten months of 2010 out of the sample for the purposes of comparison within predictions that are obtained .

We then found the best model for prediction upon MSE criterion.

and it was conduced that the vector ARIMA(1,0,0)*(0,1,1)12 was the best to represent the data upon SIC criteria.

We used package software SCA which is specialized in the field of time series to obtain the results of the application.