Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model

Mohd Tahir Ismail, Siti Salwana Mamat, Firdaus Mohamad Hamzah, Samsul Ariffin Abdul Karim

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The goal of this research is to determine the forecasting performance of denoising signal. Monthly rainfall and monthly number of raindays with duration of 20 years (1990-2009) from Bayan Lepas station are utilized as the case study. The Fast Fourier Transform (FFT) and Wavelet Transform (WT) are used in this research to find the denoise signal. The denoise data obtained by Fast Fourier Transform and Wavelet Transform are being analyze by seasonal ARIMA model. The best fitted model is determined by the minimum value of MSE. The result indicates that Wavelet Transform is an effective method in denoising the monthly rainfall and number of rain days signals compared to Fast Fourier Transform.

Original languageEnglish
Title of host publicationAIP Conference Proceedings
PublisherAmerican Institute of Physics Inc.
Pages961-966
Number of pages6
Volume1605
ISBN (Print)9780735412415
DOIs
Publication statusPublished - 2014
Event21st National Symposium on Mathematical Sciences: Germination of Mathematical Sciences Education and Research Towards Global Sustainability, SKSM 21 - Penang
Duration: 6 Nov 20138 Nov 2013

Other

Other21st National Symposium on Mathematical Sciences: Germination of Mathematical Sciences Education and Research Towards Global Sustainability, SKSM 21
CityPenang
Period6/11/138/11/13

Fingerprint

wavelet analysis
forecasting
rain
stations

Keywords

  • Fourier transform
  • SARIMA model
  • Wavelet transform

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Ismail, M. T., Mamat, S. S., Mohamad Hamzah, F., & Karim, S. A. A. (2014). Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model. In AIP Conference Proceedings (Vol. 1605, pp. 961-966). American Institute of Physics Inc.. https://doi.org/10.1063/1.4887720

Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model. / Ismail, Mohd Tahir; Mamat, Siti Salwana; Mohamad Hamzah, Firdaus; Karim, Samsul Ariffin Abdul.

AIP Conference Proceedings. Vol. 1605 American Institute of Physics Inc., 2014. p. 961-966.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Ismail, MT, Mamat, SS, Mohamad Hamzah, F & Karim, SAA 2014, Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model. in AIP Conference Proceedings. vol. 1605, American Institute of Physics Inc., pp. 961-966, 21st National Symposium on Mathematical Sciences: Germination of Mathematical Sciences Education and Research Towards Global Sustainability, SKSM 21, Penang, 6/11/13. https://doi.org/10.1063/1.4887720
Ismail MT, Mamat SS, Mohamad Hamzah F, Karim SAA. Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model. In AIP Conference Proceedings. Vol. 1605. American Institute of Physics Inc. 2014. p. 961-966 https://doi.org/10.1063/1.4887720
Ismail, Mohd Tahir ; Mamat, Siti Salwana ; Mohamad Hamzah, Firdaus ; Karim, Samsul Ariffin Abdul. / Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model. AIP Conference Proceedings. Vol. 1605 American Institute of Physics Inc., 2014. pp. 961-966
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