The pattern of wind and rainfall throughout Peninsular Malaysia are varied from one region to another, because of strong influences from the monsoons. In order to capture the wind and rainfall variations, a functional data analysis is introduced. The purpose of this study is to convert the wind and rainfall data into a smooth curve by using functional data analysis method. Fourier basis is used in this study since the wind and rainfall data indicated periodic pattern. In order to avoid such overfitting data, roughness penalty is added to the least square when constructing functional data object from the observed data. Result indicated that if we use a small number of bases functions, the difference is very small between with and without roughness penalty, showing that it is safer to smooth only when required. However, when a large basis function is employed, the roughness penalty should be added in order to obtain optimal fit data. Based on the contour plot of correlation and cross-correlation functions of wind and rainfall data, the relationship between both climate functions could be determined
