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

Ismail, M.T. and Mamat, S.S. and Hamzah, F.M. and Karim, S.A.A. (2014) Forecasting performance of denoising signal by Wavelet and Fourier Transforms using SARIMA model. In: UNSPECIFIED.

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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. © 2014 AIP Publishing LLC.

Item Type: Conference or Workshop Item (UNSPECIFIED)
Impact Factor: cited By 2
Uncontrolled Keywords: Cultivation; Fast Fourier transforms; Fourier transforms; Rain; Research; Sustainable development; Wavelet transforms, De-noising; Denoise signals; Forecasting performance; Minimum value; Monthly rainfalls; Rain days; Sarima models; Seasonal ARIMA models, Signal denoising
Depositing User: Ms Sharifah Fahimah Saiyed Yeop
Date Deposited: 29 Mar 2022 05:03
Last Modified: 29 Mar 2022 05:03
URI: http://scholars.utp.edu.my/id/eprint/32314

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