Short Term Forecasting
Mostrando 1-12 de 32 artigos, teses e dissertações.
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1. ARTIFICIAL NEURAL NETWORK AND WAVELET DECOMPOSITION IN THE FORECAST OF GLOBAL HORIZONTAL SOLAR RADIATION
This paper proposes a method (denoted by WD-ANN) that combines the Artificial Neural Networks (ANN) and the Wavelet Decomposition (WD) to generate short-term global horizontal solar radiation forecasting, which is an essential information for evaluating the electrical power generated from the conversion of solar energy into electrical energy. The WD-ANN meth
Pesqui. Oper.. Publicado em: 2015-04
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2. INVENTORY MANAGEMENT OF PIECES OF UNIFORMS IN THE BRAZILIAN NAVY / GERENCIAMENTO DE ESTOQUE DE PEÇAS DE UNIFORMES NA MARINHA DO BRASIL
The objective of this dissertation is to develop and establish an inventory management method for uniforms through IT solutions that can be used by all inventory managers at uniform distribution points. With this in mind, studies were conducted on techniques for material classification, short term demand forecasting, inventory management (continuous review m
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 15/06/2012
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3. 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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4. TIME¿FREQUENCY MODEL FOR SHORT TERM WIND SPEED FORECASTING / MODELO TEMPO-FREQUÊNCIA PARA PREVISÃO DE CURTO PRAZO DE VELOCIDADE DE VENTO
A quantidade de energia gerada através de energia eólica está aumentando no mundo todo. O Brasil tem um enorme potencial devido a sua localização geográfica e governo brasileiro dá claros sinais de que está propenso a investir neste tipo de energia. Previsões precisas de velocidade vento são essenciais para a operação planejamento do sistema elé
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 31/08/2011
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5. 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
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6. Assimilação de dados com redes neurais artificiais em modelo de circulação geral da atmosfera / Data assimilation with artificial neural networks in atmospheric general circulation model
Weather forecasting systems require a model for the time evolution and an estimate of the current state of the system. The numerical weather prediction (NWP) incorporates the equations of atmospheric dynamics with physical process and it can predict the future state of the atmosphere. Data assimilation provides such an initial estimate of the atmosphere wher
Publicado em: 2010
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7. TEMPORAL ANALYSIS OF COMMODITY COPPER PRICES´S USING THE BOX &JENKINS MODEL / ANÁLISE TEMPORAL DOS PREÇOS DA COMMODITY COBRE USANDO O MODELO BOX &JENKINS
This paper studies the behavior of copper prices following the Box &Jenkins model. The dissertation aims to test the validity of this model in explaining the behavior of this commodity. Copper presents one of the most liquid contract among commodities which may increase the information within its price dynamics. This paper is structured as follows: the first
Publicado em: 2009
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8. Real-time optimization of water supply system operation / Otimização energética em tempo real da operação de sistemas de abastecimento de água
This work presents a computational model for real-time optimization of water-distribution networks operation. An integrated software tool has been developed which is composed of three main modules: (i) a hydraulic simulator that performs the extended period simulation of the system (EPANET); (ii) a short-term demand-forecasting model, based on the moving Fou
Publicado em: 2009
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9. Precipitation forecast aided by weather radar for early warning system of urban floods / Previsão de chuva com auxílio de radar de tempo visando a um sistema de alerta antecipado de cheias em áreas urbanas
To reduce human and material losses during floods it is feasible to concisely study the rainfall forecast as the main part of an early warning system. The use of weather radar information, when linked to physically-based forecast models, can contribute for monitoring and forecasting of intense rainfall episodes. Thus, the rainfall forecast, based on using of
Publicado em: 2009
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10. How informative are interest rate survey-based forecasts?
This paper studies the information content of survey-based predictions for the Brazilian short-term interest rate. We perform vector autoregression analysis to test for the dynamic relationship between market expectations of interest rates and spot interest rates, and a single regression forecasting approach. Empirical results suggest that surveys may be use
BAR - Brazilian Administration Review. Publicado em: 2008-12
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11. TIME SERIES APPLIED TO OPERATION PLANNING OF THE NATIONAL INTERCONNECTED ELECTRIC SYSTEM / SÉRIES TEMPORAIS APLICADAS AO PLANEJAMENTO DA OPERAÇÃO DO SISTEMA INTERLIGADO NACIONAL - SIN
The natural vocation of Brazil for the hydroelectricity made the National Interconnected Electric System ¿ NIS to be developed with strong predominance of hydroelectric origin creation. However, choosing for a hydroelectricity base you have to deal with significant uncertainness associated to the rivers inflows and all hydrographical basins of the country.
Publicado em: 2008
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12. Previsão da taxa de juros nominal no Brasil: uma avaliação comparativa entre curva de reação, modelos ARMA e VAR / An assessment of the performance of the central banks reaction function, ARMA and VAR models to forecast the nominal interest rate in Brazil
This work studies alternative econometric specifications potentially suitable for forecasting the nominal interest rate in Brazil. The group of evaluated models includes the Central Bank reaction function, a univariate time-series model and four different VAR specifications. The results show that the reaction function and the univariate time-series model pre
Publicado em: 2008