Box Jenkins Models
Mostrando 25-36 de 39 artigos, teses e dissertações.
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25. MONITORAMENTO DA INSTRUMENTAÇÃO DA BARRAGEM DE CORUMBÁ I POR REDES NEURAIS E MODELOS DE BOX &JENKINS / MONITORING OF THE CORUMBÁ-I DAM INSTRUMENTATION BY NEURAL NETWORKS AND THE BOX &JENKINSNULL MODELS
In this work, artificial neural networks and the Box &Jenkins models (1970) were used for analysis, modeling and forecasts of water discharges and pressure head development in the Corumbá-I dam, owned by Furnas Centrais Elétricas, from the instrumentation data recorded since 1997. Prediction of the probable values can be a powerful tool for early detection
Publicado em: 2003
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26. MODELOS LINEARES E NÃO LINEARES NA MODELAGEM DO PREÇO SPOT DE ENERGIA ELÉTRICA DO BRASIL / USING LINEAR AND NON-LINEAR APPROACHES TO MODEL THE BRAZILIAN ELECTRICITY SPOT PRICE SERIES
In this dissertation, modeling strategies are presented involving linear and non-linear time series models to model the spot price of Brazil`s electrical energy market. It has been used, among the linear models, the modeling approach of Box, Jenkins and Reinsel (1994) i.e., ARIMA(p,d,q) models, and dynamic regression. Among the non-linear ones, the chosen mo
Publicado em: 2003
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27. MODELOS DE INTERVENÇÃO PARA PREVISÃO MENSAL DE CONSUMO DE ENERGIA ELÉTRICA CONSIDERANDO CENÁRIOS PARA O RACIONAMENTO / INTERVENTION MODELS TO FORECAST MONTHLY DEMAND OF ELETRIC ENERGY, CONSIDERING THE RATIONING SCENERY
Nesta dissertação é desenvolvida uma metodologia para previsão de demanda mensal de energia elétrica considerando cenários de racionamento. A metodologia usada consiste em, a partir das taxas de crescimento da série temporal, identificar e eliminar os efeitos do racionamento de energia elétrica através da aplicação de Modelos Lineares Dinâmicos.
Publicado em: 2002
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28. MODELO PARA PREVISÃO DA TEMPERATURA DE CONDUTORES DE LINHAS AÉREAS DE TRANSMISSÃO / MODEL FOR TRANSMISSION LINE CONDUCTORS TEMPERATURE FORECASTING
Transmission lines have a fundamental role in the electric system performance,connecting power sources to load centers. When the transmission system attains it`s transmission capability limit, the system must be expanded, either constructing new lines, or upgrading existing ones. Among the factors that can limit a transmission line transfer capability is the
Publicado em: 2002
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29. AUXÍLIO À ANÁLISE DE SÉRIES TEMPORAIS NÃO SAZONAIS USANDO REDES NEURAIS NEBULOSAS / IDENTIFICATION OF NON-SEASONAL TIME SERIES THROUGH FUZZY NEURAL NETWORKS
It is well known the difficulties associated with the tradicional procedure for model identification of the Box &Jenkins model through the pattern matching of the theoretical and estimated ACF and PACF. The decision on the acceptance of the null hypothesis of zero ACF (or PACF) for a given lag is based on a strong asymptotic result, particularly for the PACF
Publicado em: 2000
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30. REDES NEURAIS E REGRESSÃO DINÂMICA: UM MODELO HÍBRIDO PARA PREVISÃO DE CURTO PRAZO DA DEMANDA DE GASOLINA AUTOMOTIVA NO BRASIL / NEURAL NETWORK AND DYNAMIC REGRESSION: A HYBRID MODEL TO FORECAST THE SHORT TERM DEMAND OF PETROL IN BRAZIL
In this dissertation a short term model to forecast automotive gasoline demand in Brazil is proposed. From the methodology point of view, data is analyzed and a model using a bottom-up strategy is developed. In other words, a simple model is improved step by step until a proper model that sits well the reality is found. Departuring from a univariate model it
Publicado em: 2000
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31. Analise e previsões de vasões utilizando modelos de series temporais, redes neurais e redes neurais nebulosas
Analysis and forecast of seasonal stream flow series are of utmost importance in the operation planning of water resources systems. One of the greatest difficulties in forecasting of those series is the seasonality nature of stream flow series due to wet and dry periods of the year. For a long time, the use of stochastic models, based on the c1assic Box &Jen
Publicado em: 2000
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32. SISTEMA DE PREVISÃO DE CARGA SEMANAL / A SYSTEM TO FORECAST WEEKLY LOAD ELECTRICITY DATA
The goal of this dissertation is to present a quantitative study in time series of weekly electrical charge demand at the southeast region, particulary at Rio de Janeiro and São Paulo. In this work will be analysed the last 7 years, from january 1991 to november of 1997. The next time series were study: LIGHT, CERJ, CESP, CPFL and ELETROPAULO. Aimming to te
Publicado em: 1998
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33. STATE SPACE MODELS: MULTIVARIATE FORMULATION APPLIED TO LOAD FORECASTING / MODELOS EM ESPAÇO DE ESTADO: FORMULAÇÃO MULTIVARIADA APLICADA À PREVISÃO DE CARGA ELÉTRICA
The analysis of time series is, nowadays one of the most important tools in the decision making process, due mainly to the globalization of the world. As an illustration of that we can mention the recent contract signed between NEC/PUC-Rio and CEPEL/Eletrobrás, where time series techniques are to be used in the planning process of the brazilian sector. The
Publicado em: 1996
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34. ARTIFICIAL NEURAL NETWORKS IN TIME SERIES FORECASTING / REDES NEURAIS ARTIFICIAIS NA PREVISÃO DE SÉRIES TEMPORAIS
This dissertation investigates the use of Artificial Neural Nerworks (ANNs) in time series forecastig, especially financial time series, which are typically noisy and with no apparent periodicity. The dissertation covers four major parts: the study of Artificial Neural Networks and time series; the desing of ANNs applied to time series forecasting; the devel
Publicado em: 1994
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35. BOOTSTRAP EM SÉRIES TEMPORAIS / BOOTSTRAP IN TIME SERIES
The bootstrap of B. Efron, what should not be imagined without fast andcheaper computation, can solve several problems free from assumption that the data conform to a bell-shaped curve. This work has the aim to present this computer-intensive technics in the context of Time Series - Box and Jenkins´s Methodology. As we know this methodology own some asympto
Publicado em: 1991
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36. UM ALGORITIMO RECURSIVO PARA A ESTIMACAO DA FACE E DA FCCE NA IDENTIFICAÇÃO DOS MODELOS BOX &JENKINS E TIAO &BOX / A RECURSIVE PROCEDURE FOR THE FACE AND FCCE ESTIMATION IN THE IDENTIFICATION OF THE BOX &JENKINS AND TIAO &BOX MODELS
O objetivo principal deste trabalho é discutir a implementação de um algoritmo recursivo para a estimação da Função de Auto-Correlação Extendida (FACE) para séries univariadas e da Função de Correlação Cruzada Extendida (FCCE) para vetores de séries temporais. Um programa de computador, escrito na Linguagem PL/I foi desenvolvido, utilizando o
Publicado em: 1985