Browsing by Author "Ng Kar Yong"

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    Wavelet-based time series model to improve the forecast accuracy of PM10 concentrations in Peninsular Malaysia
    (Springer, 2019) Ng Kar Yong; Norhashidah Awang
    This study presents the use of a wavelet-based time series model to forecast the daily average particulate matter with an aerodynamic diameter of less than 10 μm (PM10) in Peninsular Malaysia. The highlight of this study is the use of a discrete wavelet transform (DWT) in order to improve the forecast accuracy.The DWT was applied to convert the highly variable PM10 series into more stable approximations and details sub-series, and the ARIMA-GARCH time series models were developed for each sub-series. Two different forecast periods, one was during normal days, while the other was during haze episodes, were designed to justify the usefulness of DWT.