5 resultados para Forecasting model
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Resumo:
Coastal low-level jets (CLLJ) are a low-tropospheric wind feature driven by the pressure gradient produced by a sharp contrast between high temperatures over land and lower temperatures over the sea. This contrast between the cold ocean and the warm land in the summer is intensified by the impact of the coastal parallel winds on the ocean generating upwelling currents, sharpening the temperature gradient close to the coast and giving rise to strong baroclinic structures at the coast. During summertime, the Iberian Peninsula is often under the effect of the Azores High and of a thermal low pressure system inland, leading to a seasonal wind, in the west coast, called the Nortada (northerly wind). This study presents a regional climatology of the CLLJ off the west coast of the Iberian Peninsula, based on a 9km resolution downscaling dataset, produced using the Weather Research and Forecasting (WRF) mesoscale model, forced by 19 years of ERA-Interim reanalysis (1989-2007). The simulation results show that the jet hourly frequency of occurrence in the summer is above 30% and decreases to about 10% during spring and autumn. The monthly frequencies of occurrence can reach higher values, around 40% in summer months, and reveal large inter-annual variability in all three seasons. In the summer, at a daily base, the CLLJ is present in almost 70% of the days. The CLLJ wind direction is mostly from north-northeasterly and occurs more persistently in three areas where the interaction of the jet flow with local capes and headlands is more pronounced. The coastal jets in this area occur at heights between 300 and 400 m, and its speed has a mean around 15 m/s, reaching maximum speeds of 25 m/s.
Resumo:
Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Electrónica e Telecomunicações
Resumo:
The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.
Resumo:
Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.
Resumo:
It is important to understand and forecast a typical or a particularly household daily consumption in order to design and size suitable renewable energy systems and energy storage. In this research for Short Term Load Forecasting (STLF) it has been used Artificial Neural Networks (ANN) and, despite the consumption unpredictability, it has been shown the possibility to forecast the electricity consumption of a household with certainty. The ANNs are recognized to be a potential methodology for modeling hourly and daily energy consumption and load forecasting. Input variables such as apartment area, numbers of occupants, electrical appliance consumption and Boolean inputs as hourly meter system were considered. Furthermore, the investigation carried out aims to define an ANN architecture and a training algorithm in order to achieve a robust model to be used in forecasting energy consumption in a typical household. It was observed that a feed-forward ANN and the Levenberg-Marquardt algorithm provided a good performance. For this research it was used a database with consumption records, logged in 93 real households, in Lisbon, Portugal, between February 2000 and July 2001, including both weekdays and weekend. The results show that the ANN approach provides a reliable model for forecasting household electric energy consumption and load profile. © 2014 The Author.