Temperature Forecasting on the Jena Climate Dataset Using SARIMA and Box–Jenkins Models
摘要
Accurate temperature forecasting is essential for climate monitoring, renewable energy management, and disaster preparedness. This study evaluates classical statistical time-series models for medium-range temperature prediction on the multivariate Jena Climate dataset (2009 to 2016). It develops a comprehensive preprocessing pipeline involving stationarity diagnostics, seasonal decomposition, and feature selection to identify the key drivers of temperature dynamics. Baseline forecasters (mean, naïve, drift, and simple exponential smoothing) are compared against ARMA, ARIMA, and seasonal ARIMA (SARIMA) models estimated using the Levenberg–Marquardt algorithm. Additionally, a Box–Jenkins transfer-function model incorporates exogenous humidity and wind variables to enhance forecast accuracy. The best SARIMA configuration achieves an RMSE of 5.02 \(^{\circ }\) C, representing a 32% improvement over the strongest baseline, while the Box–Jenkins model lowers the 1-step ahead MAE to 0.28 \(^{\circ }\) C. Discuss residual autocorrelation, seasonality inversion, and computational challenges in scaling seasonal models to 10-minute data resolution. All code is publicly available to ensure reproducibility.