Forecast Models
Mostrando 13-24 de 159 artigos, teses e dissertações.
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13. Using Common Features to Understand the Behavior of Metal-Commodity Prices and Forecast them at Different Horizons
The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual horizons. The data to be used consists of metal-commodity prices in a monthly frequency from 1957 to 2012 from the International Financial Statistics of the IMF on individual metal series. We will also employ the (relative
Escola de Pós-Graduação em Economia da FGV. Publicado em: 03/01/2013
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14. Daily counting of manufactured units sent for quality control: a bayesian approach
This paper presents the statistical modeling for daily counting statistics of units that arrive for quality inspection at a food company. Different Poisson regression models were considered in order to analyze the data collected, with a Bayesian focus. The main objective was to forecast the daily average count based on co-variables such as days of the week.
Pesqui. Oper.. Publicado em: 16/07/2013
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15. Verificação da previsão do tempo em São Paulo com o modelo operacional WRF / Review of weather in São Paulo with the WRF Operational Model.
Forecasts of daily maximum and minimum temperatures and rainfall performed by the operational numerical weather prediction WRF (Weather Research Forecasting) model in the São Paulo are evaluated. Initial and boundary conditions provided by the 00UTC Global Forecast System (GFS) Model and WRF run for 72 hours, with two nested grids (with horizontal grid spac
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/11/2012
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16. A Methodology to forecast air transportation demand with alternative econometric models
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 generat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/05/2012
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17. THE DEMAND FOR RESIDENTIAL ELECTRICITY IN BRAZIL: 2011-2020 / A DEMANDA POR ENERGIA ELÉTRICA RESIDENCIAL NO BRASIL: 2011-2020
This work aims to quantify the relations between the electricity demand and some of its determinants in the Residential sector of Brazil. To begin with a short discussion is carried out on the Residential energy consumption in the country throughout the last four decades so as to get to know the residential consumption within a wider context. After, we adopt
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 10/05/2012
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18. Avaliação do acoplamento explícito entre simulação de reservatório e sistema de produção / Evaluation of explicit coupling between reservoir simulator and production facilities system
Various methodologies to model the coupling of reservoirs and production systems have been applied in the oil industry in recent years due to the need to model properly the integrated solution of models that represent the flow of fluids through the reservoir to the surface. These methodologies are used to forecast production of multiple reservoirs, sharing p
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 03/05/2012
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19. The Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that a
Escola de Pós-Graduação em Economia da FGV. Publicado em: 24/04/2012
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20. A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data
It is well known that cointegration between the level of two variables (labeled Yt and yt in this paper) is a necessary condition to assess the empirical validity of a present-value model (PV and PVM, respectively, hereafter) linking them. The work on cointegration has been so prevalent that it is often overlooked that another necessary condition for the PVM
Escola de Pós-Graduação em Economia da FGV. Publicado em: 24/02/2012
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21. Verificación de los pronosticos del modelo BRAMS centrado en la region subtropical de Sudamerica
The aim of this work is to verify the forecasts generated in the Department of Atmospheric Sciences and Ocean, University of Buenos Aires with the Brazilian model Regional Atmospheric Modeling System (BRAMS). Since year 2006, every day two different forecasts that extend for 72 hours have been performed using two nested grids with an horizontal resolution of
Rev. bras. meteorol.. Publicado em: 2012-09
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22. Um problema de interação oceano-atmosfera-biosfera: alterações potenciais na vegetação da América do Sul devidas ao aquecimento global
One of the expected consequences of global warming is change in the distribution and structure of vegetation. Few studies have evaluated the dynamic behavior of tropical vegetation against a backdrop of elevated CO2, with mixed results for the vegetation in South America. One possibility to explain the opposite results are different patterns of sea surface t
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/10/2011
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23. BIAS DETECTION IN DEMAND FORECASTING / DETECÇÃO DE VIÉS NA PREVISÃO DE DEMANDA
The purpose of this dissertation is to propose two new methods for detection of biases in demand forecasting. These methods are adaptations of two statistical process control techniques, the EWMA control chart and the CUSUM control chart (or CUSUM algorithm), to the context of the detection of biases in demand forecasting. The performance of the proposed met
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 14/09/2011
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24. FORECASTING OF JUDICIAL CONTINGENCY IN ELECTRIC SECTOR COMPANIES: AN APPROACH VIA DYNAMIC REGRESSION AND EXPONENTIAL SMOOTHING / PREVISÃO DE CONTINGÊNCIA JUDICIAL EM EMPRESAS DO SETOR ELÉTRICO: UMA ABORDAGEM VIA REGRESSÃO DINÂMICA E AMORTECIMENTO EXPONENCIAL
The aim of this dissertation is to develop short term models to forecast the number of judicial process in electric sector companies. From the methodology point of view, data is analyzed and models using bottom-up strategy is developed. In other words, a simple model is improved step by step until a proper model that fits well the reality is found. From a un
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 26/08/2011