Multiplicative, Seasonal Arima Models for Lake Erie and Lake Ontario Water Levels1

ABSTRACT: Federal agencies in the U.S. and Canada continuously examine methods to improve understanding and forecasting of Great Lakes water level dynamics in an effort to reduce the negative impacts of fluctuating levels incurred by interests using the lakes. The short term, seasonal and long term water level dynamics of lakes Erie and Ontario are discussed. Multiplicative, seasonal ARIMA models are developed for lakes Erie and Ontario using standardized, monthly mean level data for the period 1900 to 1986. The most appropriate model identified for each lake had the general form: (1 0 1)(0 1 1) 12 . The data for each lake were subdivided by time periods (1900 to 1942;1 943 to 1986) and the model coefficients estimated for the subdivided data were similar, indicating general model stability for the entire period of record. The models estimated for the full data sets were used to forecast levels 1,2,3, and 6 months ahead for a period of high levels (1984 to 1986). The average absolute forecast error for Lake Erie was 0.049m, 0.076m, 0.091 m and 0.128m for the 1, 2,3, and 6 month forecasts, respectively. The average absolute forecast error for Lake Ontario was 0.058m, 0.095m, 0.120m and 0.136m for the 1,2,3, and 6 month forecasts, respectively. The ARIMA models provide additional information on water level time series structure and dynamics. The models also could be coordinated with current forecasting methods, possibly improving forecasting accuracy.