A Methodology to forecast air transportation demand with alternative econometric models

Detalhes bibliográficos
Autor(a) principal: Diego Javier Gonzales Vega
Data de Publicação: 2012
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Biblioteca Digital de Teses e Dissertações do ITA
Texto Completo: http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=2092
Resumo: This thesis presents a methodology using a portfolio of time-series models, from conventional ARMA to a regime-changing framework. The objective is to develop an air transportation demand modeling to inspect potential structural breaks in the Brazilian market, due to solve underlying issues of new demand creation. Out-of-sample forecasting is used to generate comparative metrics aiming at both selection and validation of what we call a "champion model". Results indicate better performance of more complex models such as the fractionally integrated and the Markov-switching models. Ex ante knowledge of the interaction of structural breaks and unit root can prove useful in the modeling analysis. The demand forecast of the champion model is in line with the recent accelerated growth of the Brazilian air transportation market, roughly 7% per year.
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spelling A Methodology to forecast air transportation demand with alternative econometric modelsTransporte de passageirosDemanda (Economia)PrevisãoMetodologiaAnálise de séries temporaisTransporte aéreoBrasilTransportesThis thesis presents a methodology using a portfolio of time-series models, from conventional ARMA to a regime-changing framework. The objective is to develop an air transportation demand modeling to inspect potential structural breaks in the Brazilian market, due to solve underlying issues of new demand creation. Out-of-sample forecasting is used to generate comparative metrics aiming at both selection and validation of what we call a "champion model". Results indicate better performance of more complex models such as the fractionally integrated and the Markov-switching models. Ex ante knowledge of the interaction of structural breaks and unit root can prove useful in the modeling analysis. The demand forecast of the champion model is in line with the recent accelerated growth of the Brazilian air transportation market, roughly 7% per year.Instituto Tecnológico de AeronáuticaAlessandro Vinícius Marques de OliveiraDiego Javier Gonzales Vega2012-05-30info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesishttp://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=2092reponame:Biblioteca Digital de Teses e Dissertações do ITAinstname:Instituto Tecnológico de Aeronáuticainstacron:ITAenginfo:eu-repo/semantics/openAccessapplication/pdf2019-02-02T14:03:48Zoai:agregador.ibict.br.BDTD_ITA:oai:ita.br:2092http://oai.bdtd.ibict.br/requestopendoar:null2020-05-28 19:38:11.228Biblioteca Digital de Teses e Dissertações do ITA - Instituto Tecnológico de Aeronáuticatrue
dc.title.none.fl_str_mv A Methodology to forecast air transportation demand with alternative econometric models
title A Methodology to forecast air transportation demand with alternative econometric models
spellingShingle A Methodology to forecast air transportation demand with alternative econometric models
Diego Javier Gonzales Vega
Transporte de passageiros
Demanda (Economia)
Previsão
Metodologia
Análise de séries temporais
Transporte aéreo
Brasil
Transportes
title_short A Methodology to forecast air transportation demand with alternative econometric models
title_full A Methodology to forecast air transportation demand with alternative econometric models
title_fullStr A Methodology to forecast air transportation demand with alternative econometric models
title_full_unstemmed A Methodology to forecast air transportation demand with alternative econometric models
title_sort A Methodology to forecast air transportation demand with alternative econometric models
author Diego Javier Gonzales Vega
author_facet Diego Javier Gonzales Vega
author_role author
dc.contributor.none.fl_str_mv Alessandro Vinícius Marques de Oliveira
dc.contributor.author.fl_str_mv Diego Javier Gonzales Vega
dc.subject.por.fl_str_mv Transporte de passageiros
Demanda (Economia)
Previsão
Metodologia
Análise de séries temporais
Transporte aéreo
Brasil
Transportes
topic Transporte de passageiros
Demanda (Economia)
Previsão
Metodologia
Análise de séries temporais
Transporte aéreo
Brasil
Transportes
dc.description.none.fl_txt_mv This thesis presents a methodology using a portfolio of time-series models, from conventional ARMA to a regime-changing framework. The objective is to develop an air transportation demand modeling to inspect potential structural breaks in the Brazilian market, due to solve underlying issues of new demand creation. Out-of-sample forecasting is used to generate comparative metrics aiming at both selection and validation of what we call a "champion model". Results indicate better performance of more complex models such as the fractionally integrated and the Markov-switching models. Ex ante knowledge of the interaction of structural breaks and unit root can prove useful in the modeling analysis. The demand forecast of the champion model is in line with the recent accelerated growth of the Brazilian air transportation market, roughly 7% per year.
description This thesis presents a methodology using a portfolio of time-series models, from conventional ARMA to a regime-changing framework. The objective is to develop an air transportation demand modeling to inspect potential structural breaks in the Brazilian market, due to solve underlying issues of new demand creation. Out-of-sample forecasting is used to generate comparative metrics aiming at both selection and validation of what we call a "champion model". Results indicate better performance of more complex models such as the fractionally integrated and the Markov-switching models. Ex ante knowledge of the interaction of structural breaks and unit root can prove useful in the modeling analysis. The demand forecast of the champion model is in line with the recent accelerated growth of the Brazilian air transportation market, roughly 7% per year.
publishDate 2012
dc.date.none.fl_str_mv 2012-05-30
dc.type.driver.fl_str_mv info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/masterThesis
status_str publishedVersion
format masterThesis
dc.identifier.uri.fl_str_mv http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=2092
url http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=2092
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Instituto Tecnológico de Aeronáutica
publisher.none.fl_str_mv Instituto Tecnológico de Aeronáutica
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações do ITA
instname:Instituto Tecnológico de Aeronáutica
instacron:ITA
reponame_str Biblioteca Digital de Teses e Dissertações do ITA
collection Biblioteca Digital de Teses e Dissertações do ITA
instname_str Instituto Tecnológico de Aeronáutica
instacron_str ITA
institution ITA
repository.name.fl_str_mv Biblioteca Digital de Teses e Dissertações do ITA - Instituto Tecnológico de Aeronáutica
repository.mail.fl_str_mv
subject_por_txtF_mv Transporte de passageiros
Demanda (Economia)
Previsão
Metodologia
Análise de séries temporais
Transporte aéreo
Brasil
Transportes
_version_ 1706809279286083584

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