Wavelet Autoregressive Model for Monthly Sardines Catches Forecasting Off Central Southern Chile

  • Nibaldo Rodriguez
  • Jose Rubio
  • Eleuterio Yañez
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7042)


In this paper, we use multi-scale stationary wavelet decomposition technique combined with a linear autoregressive model for one-month-ahead monthly sardine catches forecasting off central southern Chile.The monthly sardine catches data were collected from the database of the National Marine Fisheries Service for the period between 1 January 1964 and 30 December 2008. The proposed forecasting strategy is to decompose the raw sardine catches data set into trend component and residual component by using multi-scale stationary wavelet transform. In wavelet domain, both the trend component and the residual component are independently predicted using a linear autoregressive model. Hence, proposed forecaster is the co-addition of two predicted components. We find that the proposed forecasting method achieves a 99% of the explained variance with a reduced parsimonious and high accuracy.


forecasting wavelet decomposition autoregression 


  1. 1.
    Stergiou, K.I.: Prediction of the Mullidae fishery in the easterm Mediterranean 24 months in advance. Fish. Res. 9, 67–74 (1996)CrossRefGoogle Scholar
  2. 2.
    Stergiou, K.I., Christou, E.D.: Modelling and forecasting annual fisheries catches: comparison of regression, univariate and multivariate time series methods. Fish. Res. 25, 105–138 (1996)CrossRefGoogle Scholar
  3. 3.
    Gutierrez, J.C., Silva, C., Yaez, E., Rodriguez, N., Pulido, I.: Monthly catch forecasting of anchovy engraulis ringens in the north area of Chile: Nonlinear univariate approach. Fisheries Research 86, 188–200 (2007)CrossRefGoogle Scholar
  4. 4.
    Garcia, S.P., DeLancey, L.B., Almeida, J.S., Chapman, R.W.: Ecoforecasting in real time for commercial fisheries:the Atlantic white shrimp as a case study. Marine Biology 152, 15–24 (2007)CrossRefGoogle Scholar
  5. 5.
    Adamowski, J.F.: Development of a short-term river flood forecasting method for snowmelt driven floods based on wavelet and cross-wavelet analysis. Journal of Hydrology 353(3-4), 247–266 (2008)CrossRefGoogle Scholar
  6. 6.
    Kisi, O.: Stream flow forecasting using neuro-wavelet technique. Hydrological Processes 22(20), 4142–4152 (2008)CrossRefGoogle Scholar
  7. 7.
    Amjady, N., Keyniaa, F.: Day ahead price forecasting of electricity markets by a mixed data model and hybrid forecast method. International Journal of Electrical Power Energy Systems 30, 533–546 (2008)CrossRefGoogle Scholar
  8. 8.
    Bai-Ling, Z., Richard, C., Marwan, A.J., Dominik, D., Barry, F.: Multiresolution Forecasting for Futures Trading Using Wavelet Decompositions. IEEE Trans. on Neural Networks 12(4) (2001)Google Scholar
  9. 9.
    Coifman, R.R., Donoho, D.L.: Translation-invariant denoising, Wavelets and Statistics. Springer Lecture Notes in Statistics, vol. 103, pp. 125–150. Springer, Heidelberg (1995)zbMATHGoogle Scholar
  10. 10.
    Nason, G., Silverman, B.: The stationary wavelet transform and some statistical applications, Wavelets and Statistics. Springer Lecture Notes in Statistics, vol. 103, pp. 281–300. Springer, Heidelberg (1995)zbMATHGoogle Scholar
  11. 11.
    Pesquet, J.-C., Krim, H., Carfantan, H.: Time-invariant orthonormal wavelet representations. IEEE Trans. on Signal Processing 44(8), 1964–1970 (1996)CrossRefGoogle Scholar
  12. 12.
    Percival, D.B., Walden, A.T.: Wavelet Methods for Time Series Analysis. Cambridge University Press, Cambridge (2000)CrossRefzbMATHGoogle Scholar
  13. 13.
    Serre, D.: Matrices: Theory and applications. Springer, New York (2002)zbMATHGoogle Scholar
  14. 14.
    Kolassa, S., W, S.: Advantages of the mad/mean ratio over the mape. The International Journal of Applied Forecasting (6), 40–43 (2007)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Nibaldo Rodriguez
    • 1
  • Jose Rubio
    • 1
  • Eleuterio Yañez
    • 1
  1. 1.Pontificia Universidad Católica de ValparaísoChile

Personalised recommendations