Evaluating Time Series Models for Monthly Rainfall Forecasting in Arid Regions: Insights from Tamanghasset (1953–2021), Southern Algeria

Accurate precipitation forecasting remains a critical challenge due to the nonlinear and multifactorial nature of rainfall dynamics. This is particularly important in arid regions like Tamanghasset, where precipitation is the primary driver of agricultural viability and water resource management. This study evaluates the performance of several time series models for monthly rainfall prediction, including the autoregressive integrated moving average (ARIMA), Exponential Smoothing State Space Model (ETS), Seasonal and Trend decomposition using Loess with ETS (STL-ETS), Trigonometric Box–Cox transform with ARMA errors, Trend and Seasonal components (TBATS), and neural network autoregressive (NNAR) models. Historical monthly precipitation data from 1953 to 2020 were used to train and test the models, with lagged observations serving as input features. Among the approaches considered, the NNAR model exhibited superior performance, as indicated by uncorrelated residuals and enhanced forecast accuracy. This suggests that NNAR effectively captures the nonlinear temporal patterns inherent in the precipitation series. Based on the best-performing model, rainfall was projected for the year 2021, providing actionable insights for regional hydrological and agricultural planning. The results highlight the relevance of neural network-based time series models for climate forecasting in data-scarce, climate-sensitive regions.