A study of demand forecasting cashew trade in Cearà through multivariate time series

Detalhes bibliográficos
Autor(a) principal: Diego Duarte Lima
Data de Publicação: 2013
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UFC
Texto Completo: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12185
Resumo: The application of time series in varius areas such as engineering, logistics, operations research and economics, aims to provide the knowledge of the dependency between observations, trends, seasonality and forecasts. Considering the lack of effective supporting methods od logistics planning in the area of foreign trade, the multivariate models habe been presented and used in this work, in the area of time series: vector autoregression (VAR), vector autoregression moving-average (VARMA) and state-space integral equation (SS). These models were used for the analysis of demand forecast, the the bivariate series of value and volume of cashew nut exports from Cearà from 1996 to 2012. The results showed that the model state space was more successful in predicting the variables value and volume over the period that goes from january to march 2013, when compared to other models by the method of root mean squared error, getting the lowest values for those criteria.
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spelling info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisA study of demand forecasting cashew trade in Cearà through multivariate time seriesUm Estudo da previsÃo de demanda da castanha de caju no comÃrcio exterior cearense atravÃs de sÃries temporais multivariadas2013-06-14SÃlvia Maria de Freitas32429959372http://buscatextual.cnpq.br/buscatextual/visualizacv.jsp?id=K4727554D8JuvÃncio Santos Nobre61819009334http://lattes.cnpq.br/4610025058115796 JoÃo Welliandre Carneiro Alexandre1368162http://lattes.cnpq.br/5234277371908895 Jean Mari Felizardo0232001294002017256145Diego Duarte LimaUniversidade Federal do CearÃPrograma de PÃs-GraduaÃÃo em LogÃstica e Pesquisa OperacionalUFCBR LogÃstica portuÃria MÃtodos de previsÃo de demandaforeign trade in cearà demand forecasting methods multivariate time series port logistics PESQUISA OPERACIONALThe application of time series in varius areas such as engineering, logistics, operations research and economics, aims to provide the knowledge of the dependency between observations, trends, seasonality and forecasts. Considering the lack of effective supporting methods od logistics planning in the area of foreign trade, the multivariate models habe been presented and used in this work, in the area of time series: vector autoregression (VAR), vector autoregression moving-average (VARMA) and state-space integral equation (SS). These models were used for the analysis of demand forecast, the the bivariate series of value and volume of cashew nut exports from Cearà from 1996 to 2012. The results showed that the model state space was more successful in predicting the variables value and volume over the period that goes from january to march 2013, when compared to other models by the method of root mean squared error, getting the lowest values for those criteria.A aplicaÃÃo de sÃries temporais em diversas Ãreas como engenharia, logÃstica, pesquisa operacional e economia, tem como objetivo o conhecimento da dependÃncia entre dados, suas possÃveis tendÃncias, sazonalidades e a previsÃo de dados futuros. Considerando a carÃncia de mÃtodos eficazes de suporte ao planejamento logÃstico na Ãrea de comÃrcio exterior, neste trabalho foram apresentados e utilizados os modelos multivariados, na Ãrea de sÃries temporais: auto-regressivo vetorial (VAR), auto-regressivomÃdias mÃveis vetorial (ARMAV) e espaÃo de estados (EES). Estes modelos foram empregados para a anÃlise de previsÃo de demanda, da sÃrie bivaria de valor e volume das exportaÃÃes cearenses de castanha de caju no perÃodo de 1996 à 2012. Os resultados mostraram que o modelo espaÃo de estados foi mais eficiente na previsÃo das variÃveis valor e volume ao longo do perÃodo janeiro à marÃo de 2013, quando comparado aos demais modelos pelo mÃtodo da raiz quadrada do erro mÃdio quadrÃtico, obtendo os menores valores para o referido critÃrio.nÃo hÃhttp://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12185application/pdfinfo:eu-repo/semantics/openAccessporreponame:Biblioteca Digital de Teses e Dissertações da UFCinstname:Universidade Federal do Cearáinstacron:UFC2019-01-21T11:25:23Zmail@mail.com -
dc.title.en.fl_str_mv A study of demand forecasting cashew trade in Cearà through multivariate time series
dc.title.alternative.pt.fl_str_mv Um Estudo da previsÃo de demanda da castanha de caju no comÃrcio exterior cearense atravÃs de sÃries temporais multivariadas
title A study of demand forecasting cashew trade in Cearà through multivariate time series
spellingShingle A study of demand forecasting cashew trade in Cearà through multivariate time series
Diego Duarte Lima
LogÃstica portuÃria
MÃtodos de previsÃo de demanda
foreign trade in cearÃ
demand forecasting methods
multivariate time series
port logistics
PESQUISA OPERACIONAL
title_short A study of demand forecasting cashew trade in Cearà through multivariate time series
title_full A study of demand forecasting cashew trade in Cearà through multivariate time series
title_fullStr A study of demand forecasting cashew trade in Cearà through multivariate time series
title_full_unstemmed A study of demand forecasting cashew trade in Cearà through multivariate time series
title_sort A study of demand forecasting cashew trade in Cearà through multivariate time series
author Diego Duarte Lima
author_facet Diego Duarte Lima
author_role author
dc.contributor.advisor1.fl_str_mv SÃlvia Maria de Freitas
dc.contributor.advisor1ID.fl_str_mv 32429959372
dc.contributor.advisor1Lattes.fl_str_mv http://buscatextual.cnpq.br/buscatextual/visualizacv.jsp?id=K4727554D8
dc.contributor.referee1.fl_str_mv JuvÃncio Santos Nobre
dc.contributor.referee1ID.fl_str_mv 61819009334
dc.contributor.referee1Lattes.fl_str_mv http://lattes.cnpq.br/4610025058115796
dc.contributor.referee2.fl_str_mv JoÃo Welliandre Carneiro Alexandre
dc.contributor.referee2ID.fl_str_mv 1368162
dc.contributor.referee2Lattes.fl_str_mv http://lattes.cnpq.br/5234277371908895
dc.contributor.referee3.fl_str_mv Jean Mari Felizardo
dc.contributor.referee3ID.fl_str_mv 02320012940
dc.contributor.authorID.fl_str_mv 02017256145
dc.contributor.author.fl_str_mv Diego Duarte Lima
contributor_str_mv SÃlvia Maria de Freitas
JuvÃncio Santos Nobre
JoÃo Welliandre Carneiro Alexandre
Jean Mari Felizardo
dc.subject.por.fl_str_mv LogÃstica portuÃria
MÃtodos de previsÃo de demanda
topic LogÃstica portuÃria
MÃtodos de previsÃo de demanda
foreign trade in cearÃ
demand forecasting methods
multivariate time series
port logistics
PESQUISA OPERACIONAL
dc.subject.eng.fl_str_mv foreign trade in cearÃ
demand forecasting methods
multivariate time series
port logistics
dc.subject.cnpq.fl_str_mv PESQUISA OPERACIONAL
dc.description.sponsorship.fl_txt_mv nÃo hÃ
dc.description.abstract.por.fl_txt_mv The application of time series in varius areas such as engineering, logistics, operations research and economics, aims to provide the knowledge of the dependency between observations, trends, seasonality and forecasts. Considering the lack of effective supporting methods od logistics planning in the area of foreign trade, the multivariate models habe been presented and used in this work, in the area of time series: vector autoregression (VAR), vector autoregression moving-average (VARMA) and state-space integral equation (SS). These models were used for the analysis of demand forecast, the the bivariate series of value and volume of cashew nut exports from Cearà from 1996 to 2012. The results showed that the model state space was more successful in predicting the variables value and volume over the period that goes from january to march 2013, when compared to other models by the method of root mean squared error, getting the lowest values for those criteria.
A aplicaÃÃo de sÃries temporais em diversas Ãreas como engenharia, logÃstica, pesquisa operacional e economia, tem como objetivo o conhecimento da dependÃncia entre dados, suas possÃveis tendÃncias, sazonalidades e a previsÃo de dados futuros. Considerando a carÃncia de mÃtodos eficazes de suporte ao planejamento logÃstico na Ãrea de comÃrcio exterior, neste trabalho foram apresentados e utilizados os modelos multivariados, na Ãrea de sÃries temporais: auto-regressivo vetorial (VAR), auto-regressivomÃdias mÃveis vetorial (ARMAV) e espaÃo de estados (EES). Estes modelos foram empregados para a anÃlise de previsÃo de demanda, da sÃrie bivaria de valor e volume das exportaÃÃes cearenses de castanha de caju no perÃodo de 1996 à 2012. Os resultados mostraram que o modelo espaÃo de estados foi mais eficiente na previsÃo das variÃveis valor e volume ao longo do perÃodo janeiro à marÃo de 2013, quando comparado aos demais modelos pelo mÃtodo da raiz quadrada do erro mÃdio quadrÃtico, obtendo os menores valores para o referido critÃrio.
description The application of time series in varius areas such as engineering, logistics, operations research and economics, aims to provide the knowledge of the dependency between observations, trends, seasonality and forecasts. Considering the lack of effective supporting methods od logistics planning in the area of foreign trade, the multivariate models habe been presented and used in this work, in the area of time series: vector autoregression (VAR), vector autoregression moving-average (VARMA) and state-space integral equation (SS). These models were used for the analysis of demand forecast, the the bivariate series of value and volume of cashew nut exports from Cearà from 1996 to 2012. The results showed that the model state space was more successful in predicting the variables value and volume over the period that goes from january to march 2013, when compared to other models by the method of root mean squared error, getting the lowest values for those criteria.
publishDate 2013
dc.date.issued.fl_str_mv 2013-06-14
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
status_str publishedVersion
format masterThesis
dc.identifier.uri.fl_str_mv http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12185
url http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12185
dc.language.iso.fl_str_mv por
language por
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 Federal do CearÃ
dc.publisher.program.fl_str_mv Programa de PÃs-GraduaÃÃo em LogÃstica e Pesquisa Operacional
dc.publisher.initials.fl_str_mv UFC
dc.publisher.country.fl_str_mv BR
publisher.none.fl_str_mv Universidade Federal do CearÃ
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações da UFC
instname:Universidade Federal do Ceará
instacron:UFC
reponame_str Biblioteca Digital de Teses e Dissertações da UFC
collection Biblioteca Digital de Teses e Dissertações da UFC
instname_str Universidade Federal do Ceará
instacron_str UFC
institution UFC
repository.name.fl_str_mv -
repository.mail.fl_str_mv mail@mail.com
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