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Modeling CPUE series for the fishery along northeast coast of India: A comparison between the Holt- Winters, ARIMA and NNAR models

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Relation http://eprints.cmfri.org.in/10740/
http://mbai.org.in/php/journal.php
 
Title Modeling CPUE series for the fishery
along northeast coast of India:
A comparison between the Holt-
Winters, ARIMA and NNAR models
 
Creator Mini, K G
Kuriakose, Somy
Sathianandan, T V
 
Subject Analytical models
Forecast
 
Description Mathematical as well as statistical models not only help in
understanding the dynamics of fish populations but also
enables in short-term predictions on abundance. In the
present study, three univariate forecasting techniques viz.,
Holt-Winters, Autoregressive Integrated Moving Average and
Neural Network Autoregression were used to model the
CPUE data series along northeast coast of India. Quarterly
landings data which spans from January 1985 to December
2014 was used for building the model and forecasting. The
accuracy of the forecast was measured using Mean Absolute
Error, Root Mean Square Error and Mean Absolute Percent
Error. Based on the comparison of the model, performance
of Holt-Winter’s model was found to provide more accurate
forecasts than the Autoregressive Integrated Moving Average
and Neural Network Autoregression model. A Holt-Winters
model with smoothing factors α = 0.172, β = 0, γ = 0.529
was found as the suitable model. The presence of seasonality
in the series is evident from gamma value. An ARIMA model
with one non-seasonal moving average term combined with
two seasonal moving average terms was found to be suitable
to model the CPUE series based on the Akaike Information
Criteria. Among the Neural Network Autoregression models
used to fit the CPUE series, a configuration of 13 lagged
inputs and one hidden layer with 7 neurons provided the
best fit.
 
Publisher MBAI, Cochin-14
 
Date 2015
 
Type Article
PeerReviewed
 
Format text
 
Language en
 
Identifier http://eprints.cmfri.org.in/10740/1/6.%20JMBAI%2057-2%20ART11.pdf
Mini, K G and Kuriakose, Somy and Sathianandan, T V (2015) Modeling CPUE series for the fishery along northeast coast of India: A comparison between the Holt- Winters, ARIMA and NNAR models. Journal of the Marine Biological Association of India, 57 (2). pp. 75-82. ISSN 2321-7898