Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil

Detalhes bibliográficos
Autor(a) principal: Pontes, Luc??lia Pontes e
Data de Publicação: 2018
Tipo de documento: Tese
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UCB
Texto Completo: https://bdtd.ucb.br:8443/jspui/handle/tede/2645
Resumo: Forecasting is an important activity that can be developed in any space whose study is associated with the environment of predicting future behavior in relation to the events of interest. The objective of this work is to find through econometric modeling the best prediction model for the series of industrial production and residential electric energy demand in Brazil, using simpler individual models used as baseline (ARIMA), multivariate (ARDL) (VAR) and forecast combination. The best model was obtained through the statistics of the errors, through the performance of accuracy.
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spelling Gutierrez, Carlos Enrique Carrascohttp://lattes.cnpq.br/0881893862643600http://lattes.cnpq.br/3083097288481045Pontes, Luc??lia Pontes e2019-11-07T19:07:45Z2018-12-13PONTES, Luc??lia Pontes e. Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil. 2018. 104 f. Tese (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2018.https://bdtd.ucb.br:8443/jspui/handle/tede/2645Forecasting is an important activity that can be developed in any space whose study is associated with the environment of predicting future behavior in relation to the events of interest. The objective of this work is to find through econometric modeling the best prediction model for the series of industrial production and residential electric energy demand in Brazil, using simpler individual models used as baseline (ARIMA), multivariate (ARDL) (VAR) and forecast combination. The best model was obtained through the statistics of the errors, through the performance of accuracy.Realizar previs??es ?? uma atividade importante que pode ser desenvolvida em qualquer espa??o, cujo estudo esteja associado ao ambiente de prever comportamentos futuros em rela????o aos acontecimentos de interesse. O objetivo deste trabalho ?? encontrar atrav??s de estudos econom??tricos o melhor modelo de previs??o para as s??ries da produ????o industrial e da demanda de energia el??trica residencial no Brasil, utilizando-se de modelos individuais mais simples como baseline (ARIMA), multivariados ARDL, VAR e com combina????o de previs??o. O melhor modelo foi obtido atrav??s das estat??sticas dos erros, utilizando o desempenho de acur??cia, destaque para o modelo combinado por m??nimos quadrados ordin??rios OLS.Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2019-11-07T19:03:08Z No. of bitstreams: 1 LuceliaPontesePontesTese2018.pdf: 2207609 bytes, checksum: 5b6a278bdbd0b01391897b1682761a35 (MD5)Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2019-11-07T19:07:45Z (GMT) No. of bitstreams: 1 LuceliaPontesePontesTese2018.pdf: 2207609 bytes, checksum: 5b6a278bdbd0b01391897b1682761a35 (MD5)Made available in DSpace on 2019-11-07T19:07:45Z (GMT). No. of bitstreams: 1 LuceliaPontesePontesTese2018.pdf: 2207609 bytes, checksum: 5b6a278bdbd0b01391897b1682761a35 (MD5) Previous issue date: 2018-12-13application/pdfhttps://200.214.135.178:8443/jspui/retrieve/7050/LuceliaPontesePontesTese2018.pdf.jpgporUniversidade Cat??lica de Bras??liaPrograma Stricto Sensu em Economia de EmpresasUCBBrasilEscola de Humanidades, Neg??cios e DireitoEnergia el??tricaProdu????o industrialPrevis??o de s??ries temporaisTime series forecastingCNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIAPrevis??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UCBinstname:Universidade Católica de Brasília (UCB)instacron:UCBTHUMBNAILLuceliaPontesePontesTese2018.pdf.jpgLuceliaPontesePontesTese2018.pdf.jpgimage/jpeg5450https://200.214.135.178:8443/jspui/bitstream/tede/2645/4/LuceliaPontesePontesTese2018.pdf.jpgdab8cb9442dff00ff689d0eb57db1243MD54TEXTLuceliaPontesePontesTese2018.pdf.txtLuceliaPontesePontesTese2018.pdf.txttext/plain202454https://200.214.135.178:8443/jspui/bitstream/tede/2645/3/LuceliaPontesePontesTese2018.pdf.txte3071de09f7491d63bac56d4d84029e0MD53LICENSElicense.txtlicense.txttext/plain; charset=utf-81905https://200.214.135.178:8443/jspui/bitstream/tede/2645/1/license.txt75558dcf859532757239878b42f1c2c7MD51ORIGINALLuceliaPontesePontesTese2018.pdfLuceliaPontesePontesTese2018.pdfapplication/pdf2207609https://200.214.135.178:8443/jspui/bitstream/tede/2645/2/LuceliaPontesePontesTese2018.pdf5b6a278bdbd0b01391897b1682761a35MD52tede/26452020-07-07 15:58:49.966TElDRU4/P0EgREUgRElTVFJJQlVJPz8/P08gTj8/Ty1FWENMVVNJVkEKCkNvbSBhIGFwcmVzZW50YT8/Pz9vIGRlc3RhIGxpY2VuPz9hLCB2b2M/PyAoYXV0b3Igb3UgbyB0aXR1bGFyIGRvcyBkaXJlaXRvcyBkZSBhdXRvcikgY29uY2VkZSA/PyBVbml2ZXJzaWRhZGUgQ2F0Pz9saWNhIGRlIEJyYXM/P2xpYSAoVUNCKSBvIGRpcmVpdG8gbj8/by1leGNsdXNpdm8gZGUgcmVwcm9kdXppciwgdHJhZHV6aXIgKGNvbmZvcm1lIGRlZmluaWRvIGFiYWl4byksIGUvb3UgZGlzdHJpYnVpciBhIHN1YSB0ZXNlIG91IGRpc3NlcnRhPz8/P28gKGluY2x1aW5kbyBvIHJlc3VtbykgcG9yIHRvZG8gbyBtdW5kbyBubyBmb3JtYXRvIGltcHJlc3NvIGUgZWxldHI/P25pY28gZSBlbSBxdWFscXVlciBtZWlvLCBpbmNsdWluZG8gb3MgZm9ybWF0b3MgPz91ZGlvIG91IHY/P2Rlby4KClZvYz8/IGNvbmNvcmRhIHF1ZSBhIFVDQiBwb2RlLCBzZW0gYWx0ZXJhciBvIGNvbnRlPz9kbywgdHJhbnNwb3IgYSBzdWEgdGVzZSBvdSBkaXNzZXJ0YT8/Pz9vIHBhcmEgcXVhbHF1ZXIgbWVpbyBvdSBmb3JtYXRvIHBhcmEgZmlucyBkZSBwcmVzZXJ2YT8/Pz9vLgoKVm9jPz8gdGFtYj8/bSBjb25jb3JkYSBxdWUgYSBVQ0IgcG9kZSBtYW50ZXIgbWFpcyBkZSB1bWEgYz8/cGlhIGEgc3VhIHRlc2Ugb3UgZGlzc2VydGE/Pz8/byBwYXJhIGZpbnMgZGUgc2VndXJhbj8/YSwgYmFjay11cCBlIHByZXNlcnZhPz8/P28uCgpWb2M/PyBkZWNsYXJhIHF1ZSBhIHN1YSB0ZXNlIG91IGRpc3NlcnRhPz8/P28gPz8gb3JpZ2luYWwgZSBxdWUgdm9jPz8gdGVtIG8gcG9kZXIgZGUgY29uY2VkZXIgb3MgZGlyZWl0b3MgY29udGlkb3MgbmVzdGEgbGljZW4/P2EuIFZvYz8/IHRhbWI/P20gZGVjbGFyYSBxdWUgbyBkZXA/P3NpdG8gZGEgc3VhIHRlc2Ugb3UgZGlzc2VydGE/Pz8/byBuPz9vIGluZnJpbmdlIGRpcmVpdG9zIGF1dG9yYWlzIGRlIG5pbmd1Pz9tLgoKQ2FzbyBhIHN1YSB0ZXNlIG91IGRpc3NlcnRhPz8/P28gY29udGVuaGEgbWF0ZXJpYWwgcXVlIHZvYz8/IG4/P28gcG9zc3VpIGEgdGl0dWxhcmlkYWRlIGRvcyBkaXJlaXRvcyBhdXRvcmFpcywgdm9jPz8gZGVjbGFyYSBxdWUgb2J0ZXZlIGEgcGVybWlzcz8/byBpcnJlc3RyaXRhIGRvIGRldGVudG9yIGRvcyBkaXJlaXRvcyBhdXRvcmFpcyBwYXJhIGNvbmNlZGVyID8/IFVDQiBvcyBkaXJlaXRvcyBhcHJlc2VudGFkb3MgbmVzdGEgbGljZW4/P2EsIGUgcXVlIGVzc2UgbWF0ZXJpYWwgZGUgcHJvcHJpZWRhZGUgZGUgdGVyY2Vpcm9zIGVzdD8/IGNsYXJhbWVudGUgaWRlbnRpZmljYWRvIGUgcmVjb25oZWNpZG8gbm8gdGV4dG8gb3Ugbm8gY29udGU/P2RvIGRhIHRlc2Ugb3UgZGlzc2VydGE/Pz8/byBvcmEgZGVwb3NpdGFkYS4KCkNhc28gYSB0ZXNlIG91IGRpc3NlcnRhPz8/P28gZGVwb3NpdGFkYSB0ZW5oYSBzaWRvIHJlc3VsdGFkbyBkZSB1bSBwYXRyb2M/P25pbyBvdSBhcG9pbyBkZSB1bWEgYWc/P25jaWEgZGUgZm9tZW50byBvdSBvdXRybyBvcmdhbmlzbW8gcXVlIG4/P28gc2VqYSBhIFVDQiwgdm9jPz8gZGVjbGFyYSBxdWUgcmVzcGVpdG91IHRvZG9zIGUgcXVhaXNxdWVyIGRpcmVpdG9zIGRlIHJldmlzPz9vIGNvbW8gdGFtYj8/bSBhcyBkZW1haXMgb2JyaWdhPz8/P2VzIGV4aWdpZGFzIHBvciBjb250cmF0byBvdSBhY29yZG8uCgpBIFVDQiBzZSBjb21wcm9tZXRlIGEgaWRlbnRpZmljYXIgY2xhcmFtZW50ZSBvIHNldSBub21lIChzKSBvdSBvKHMpIG5vbWUocykgZG8ocykgZGV0ZW50b3IoZXMpIGRvcyBkaXJlaXRvcyBhdXRvcmFpcyBkYSB0ZXNlIG91IGRpc3NlcnRhPz8/P28sIGUgbj8/byBmYXI/PyBxdWFscXVlciBhbHRlcmE/Pz8/bywgYWw/P20gZGFxdWVsYXMgY29uY2VkaWRhcyBwb3IgZXN0YSBsaWNlbj8/YS4KBiblioteca Digital de Teses e Dissertaçõeshttps://bdtd.ucb.br:8443/jspui/
dc.title.por.fl_str_mv Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
title Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
spellingShingle Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
Pontes, Luc??lia Pontes e
Energia el??trica
Produ????o industrial
Previs??o de s??ries temporais
Time series forecasting
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
title_short Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
title_full Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
title_fullStr Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
title_full_unstemmed Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
title_sort Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil
author Pontes, Luc??lia Pontes e
author_facet Pontes, Luc??lia Pontes e
author_role author
dc.contributor.advisor1.fl_str_mv Gutierrez, Carlos Enrique Carrasco
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/0881893862643600
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/3083097288481045
dc.contributor.author.fl_str_mv Pontes, Luc??lia Pontes e
contributor_str_mv Gutierrez, Carlos Enrique Carrasco
dc.subject.por.fl_str_mv Energia el??trica
Produ????o industrial
Previs??o de s??ries temporais
topic Energia el??trica
Produ????o industrial
Previs??o de s??ries temporais
Time series forecasting
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.subject.eng.fl_str_mv Time series forecasting
dc.subject.cnpq.fl_str_mv CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.description.abstract.eng.fl_txt_mv Forecasting is an important activity that can be developed in any space whose study is associated with the environment of predicting future behavior in relation to the events of interest. The objective of this work is to find through econometric modeling the best prediction model for the series of industrial production and residential electric energy demand in Brazil, using simpler individual models used as baseline (ARIMA), multivariate (ARDL) (VAR) and forecast combination. The best model was obtained through the statistics of the errors, through the performance of accuracy.
dc.description.abstract.por.fl_txt_mv Realizar previs??es ?? uma atividade importante que pode ser desenvolvida em qualquer espa??o, cujo estudo esteja associado ao ambiente de prever comportamentos futuros em rela????o aos acontecimentos de interesse. O objetivo deste trabalho ?? encontrar atrav??s de estudos econom??tricos o melhor modelo de previs??o para as s??ries da produ????o industrial e da demanda de energia el??trica residencial no Brasil, utilizando-se de modelos individuais mais simples como baseline (ARIMA), multivariados ARDL, VAR e com combina????o de previs??o. O melhor modelo foi obtido atrav??s das estat??sticas dos erros, utilizando o desempenho de acur??cia, destaque para o modelo combinado por m??nimos quadrados ordin??rios OLS.
description Forecasting is an important activity that can be developed in any space whose study is associated with the environment of predicting future behavior in relation to the events of interest. The objective of this work is to find through econometric modeling the best prediction model for the series of industrial production and residential electric energy demand in Brazil, using simpler individual models used as baseline (ARIMA), multivariate (ARDL) (VAR) and forecast combination. The best model was obtained through the statistics of the errors, through the performance of accuracy.
publishDate 2018
dc.date.issued.fl_str_mv 2018-12-13
dc.date.accessioned.fl_str_mv 2019-11-07T19:07:45Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/doctoralThesis
status_str publishedVersion
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dc.identifier.citation.fl_str_mv PONTES, Luc??lia Pontes e. Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil. 2018. 104 f. Tese (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2018.
dc.identifier.uri.fl_str_mv https://bdtd.ucb.br:8443/jspui/handle/tede/2645
identifier_str_mv PONTES, Luc??lia Pontes e. Previs??o de s??ries temporais: produ????o industrial e demanda de energia el??trica no Brasil. 2018. 104 f. Tese (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2018.
url https://bdtd.ucb.br:8443/jspui/handle/tede/2645
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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 Universidade Cat??lica de Bras??lia
dc.publisher.program.fl_str_mv Programa Stricto Sensu em Economia de Empresas
dc.publisher.initials.fl_str_mv UCB
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Humanidades, Neg??cios e Direito
publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações da UCB
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