Analysis of residuals in daily solar radiation time series

The Box-Jenkins approach is applied to daily solar radiation data from four different locations in Malaysia. The deterministic annual component is obtained by Fourier analysis. The stochastic component of the time series is fitted to three models, ARMA (1,0), ARMA (2,0) and ARMA (1,1). Random shocks...

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Main Authors: Sulaiman, Mohd Yusof, Win, Maw Hlaing Oo, Abdul Wahab, Mahdi, Sulaiman, Zainal Abidin
Format: Article
Language:English
English
Published: Elsevier Science 1997
Online Access:http://psasir.upm.edu.my/id/eprint/51112/1/51112.pdf
http://psasir.upm.edu.my/id/eprint/51112/7/1-s2.0-S0960148196001103-main.pdf
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author Sulaiman, Mohd Yusof
Win, Maw Hlaing Oo
Abdul Wahab, Mahdi
Sulaiman, Zainal Abidin
author_facet Sulaiman, Mohd Yusof
Win, Maw Hlaing Oo
Abdul Wahab, Mahdi
Sulaiman, Zainal Abidin
author_sort Sulaiman, Mohd Yusof
collection UPM
description The Box-Jenkins approach is applied to daily solar radiation data from four different locations in Malaysia. The deterministic annual component is obtained by Fourier analysis. The stochastic component of the time series is fitted to three models, ARMA (1,0), ARMA (2,0) and ARMA (1,1). Random shocks from these models are tested by Box-Pierce statistic and Ljung-Box for whiteness of residuals. Skewness and kurtosis coefficients are tested for normality.
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spelling upm.eprints-511122024-08-05T23:57:48Z http://psasir.upm.edu.my/id/eprint/51112/ Analysis of residuals in daily solar radiation time series Sulaiman, Mohd Yusof Win, Maw Hlaing Oo Abdul Wahab, Mahdi Sulaiman, Zainal Abidin The Box-Jenkins approach is applied to daily solar radiation data from four different locations in Malaysia. The deterministic annual component is obtained by Fourier analysis. The stochastic component of the time series is fitted to three models, ARMA (1,0), ARMA (2,0) and ARMA (1,1). Random shocks from these models are tested by Box-Pierce statistic and Ljung-Box for whiteness of residuals. Skewness and kurtosis coefficients are tested for normality. Elsevier Science 1997 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/51112/1/51112.pdf text en http://psasir.upm.edu.my/id/eprint/51112/7/1-s2.0-S0960148196001103-main.pdf Sulaiman, Mohd Yusof and Win, Maw Hlaing Oo and Abdul Wahab, Mahdi and Sulaiman, Zainal Abidin (1997) Analysis of residuals in daily solar radiation time series. Renewable Energy, 11 (1). pp. 97-105. ISSN 0960-1481 http://www.sciencedirect.com/science/article/pii/S0960148196001103# 10.1016/S0960-1481(96)00110-3
spellingShingle Sulaiman, Mohd Yusof
Win, Maw Hlaing Oo
Abdul Wahab, Mahdi
Sulaiman, Zainal Abidin
Analysis of residuals in daily solar radiation time series
title Analysis of residuals in daily solar radiation time series
title_full Analysis of residuals in daily solar radiation time series
title_fullStr Analysis of residuals in daily solar radiation time series
title_full_unstemmed Analysis of residuals in daily solar radiation time series
title_short Analysis of residuals in daily solar radiation time series
title_sort analysis of residuals in daily solar radiation time series
url http://psasir.upm.edu.my/id/eprint/51112/1/51112.pdf
http://psasir.upm.edu.my/id/eprint/51112/7/1-s2.0-S0960148196001103-main.pdf
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