Forecasting the catch of kilka species (Clupeonella spp.) using Time Series SARIMA models in the Southern Caspian Sea

Abstract

Fisheries management receives assistance by prediction of events to evaluate fluctuating values for a target species to formulate proper policies and actions particularly for threatened and endangered species. This study aimed to predict 7 years Catch Per Unit Effort (CPUE) of kilka fishes as at-risk population in southern regions of the Caspian Sea. The former catch data from the Fisheries Organization of Iran (IFO) archives (1997 to 2014) were analyzed using ARIMA and SARIMA models. The data were divided into four parts (quarters) addressing one-fourth of a year to represent time and expressed as “Q”. According to periodic changes of ACF and PACF indices, seasonal ARIMA (SARIMA) models were used. The appropriate SARIMA models were examined using BIC, RMSE, R2, MSE and Ljung-Box indices. SARIMA (0, 1, 1) × (0, 1, 1) 4 process was the selected final model which met the criterion of model parsimony according to BIC of 31.91, RMSE of 7195193 , MAE of 4372178 , R2 of 0.82 and Ljung-Box index < 0.05. Based on selected SARIMA model, the forecasts indicated that if the fishing fleet and efforts remain at the present level, the performance of kilka fishing will likely have gentle rise by 2021.

Keywords

• South Caspian Sea
• Fishing effort
• Time series forecasting
• Kilka
• SARIMA model