Análise e Comparação de Modelos de Previsão de Vazões para o Planejamento Energético, Utilizando Séries Temporais

• Autor(a) principal: XAVIER, Priscila Branquinho
• Data de Publicação: 2009
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Repositório Institucional da UFG
• dARK ID: ark:/38995/001300000dhsq
• Texto Completo: http://repositorio.bc.ufg.br/tede/handle/tde/994
• topic: Séries Temporais, Sazonalidade, modelos(Holt-Winters, PAR, PARMA, ANFIS, SAR); Temporal Series, Seasonality, Models(Holt-Winters,PAR, PARMA, ANFIS); CNPQ::ENGENHARIAS

n the planning of the energetic operation, analysis and forecasts of the flow are very important. A huge difficulty in the forecast of flow is the seasonality presence, due to drought and flood periods in the year. Many scientists, with different methodologies, have been concerned with finding a best model, compared with the utilized by Brazil s system - Markovian Model. The Makovian Model, or selfregressive with order 1, is a Box & Jenkins methodology, and requires data handling to treat non-stationarity, or the use of regular models, requiring a hardly theoretical formulation for the statistical procedures. Therefore, the statistical models, autoregressive model with seasonality and Holt-Winters model, of treatment of temporal series are presented and, carried out the flow s analysis and forecast for three study groups, in two different (historical) horizons. The performance of the models was compared and the results showed that the proposed models presents better adjust than the model adopted by Brazilian system