Use este identificador para citar ou linkar para este item:
http://repositorio.ufla.br/jspui/handle/1/50664
Título: | Modeling the commercial electricity demand in Santa Catarina, using the Box-Jenkins methodology |
Palavras-chave: | Electricity demand Time series Box-Jenkins Models Forecasting Demanda de eletricidade Séries temporais Modelos Box-Jenkins |
Data do documento: | Jun-2021 |
Editor: | International Journal of Development Research |
Citação: | MATTOS, V. L. D. de et al. Modeling the commercial electricity demand in Santa Catarina, using the Box-Jenkins methodology. International Journal of Development Research, [S. l.], v. 11, n. 6, p. 48190-48197, June 2021. DOI: 10.37118/ijdr.22265.06.2021. |
Resumo: | The present study was carried out to make forecasts of the monthly commercial electricity demand in the state of Santa Catarina. Historical data from January 2004 to December 2019 were used, with data from the last year being considered in the model validation process. After the exploratory analysis based on descriptive measures, graphs and hypothesis tests, several other techniques were employed in the various stages of the Box-Jenkins methodology: identification, estimation, diagnosis and forecast. The SARIMA (1,1,1) (1,1,1)12 was selected as the one with the best performance according to some goodness-of-fit measures. In this model process, we identify some issues in the stationarity tests and in the use of both autocorrelation and partial autocorrelation functions used in the model identification. Nonetheless, other techniques, such as maximum likelihood estimation process, Ljung-Box, Jarque-Bera and ARCH for diagnostics and RMSE, MAPE and MAE as goodness-of-fit measures performed reasonable well, as expected. Only a few parameter values (zero up to three) of the Box-Jenkins models were considered in the model estimation stage. Practical implications: The fitted model can be used to provide electricity demand forecasting in the state of Santa Catarina, that may assist the planning of the electricity sector. Further, it may be used as subsidies on the development and improvement of public policies given that there is a great. In addition to fitting a proper model to represent the monthly commercial electricity demand in the State of Santa Catarina, we have identified some drawbacks in the applied methodology. Further studies may be performed to provide a better methodology and/or approach in order to obtain better and more accurateforecasts. |
URI: | http://repositorio.ufla.br/jspui/handle/1/50664 |
Aparece nas coleções: | DES - Artigos publicados em periódicos |
Arquivos associados a este item:
Arquivo | Descrição | Tamanho | Formato | |
---|---|---|---|---|
ARTIGO_Modeling the commercial electricity demand in Santa Catarina, using the Box-Jenkins methodology.pdf | 438,27 kB | Adobe PDF | Visualizar/Abrir |
Este item está licenciada sob uma Licença Creative Commons