907 resultados para Box-Jenkis forecasting
Resumo:
This paper presents several forecasting methodologies based on the application of Artificial Neural Networks (ANN) and Support Vector Machines (SVM), directed to the prediction of the solar radiance intensity. The methodologies differ from each other by using different information in the training of the methods, i.e, different environmental complementary fields such as the wind speed, temperature, and humidity. Additionally, different ways of considering the data series information have been considered. Sensitivity testing has been performed on all methodologies in order to achieve the best parameterizations for the proposed approaches. Results show that the SVM approach using the exponential Radial Basis Function (eRBF) is capable of achieving the best forecasting results, and in half execution time of the ANN based approaches.
Resumo:
Wind speed forecasting has been becoming an important field of research to support the electricity industry mainly due to the increasing use of distributed energy sources, largely based on renewable sources. This type of electricity generation is highly dependent on the weather conditions variability, particularly the variability of the wind speed. Therefore, accurate wind power forecasting models are required to the operation and planning of wind plants and power systems. A Support Vector Machines (SVM) model for short-term wind speed is proposed and its performance is evaluated and compared with several artificial neural network (ANN) based approaches. A case study based on a real database regarding 3 years for predicting wind speed at 5 minutes intervals is presented.
Resumo:
Baseado no relatório realizado para a unidade lectiva “Métodos de Análise Prospectiva” do Programa Doutoral em Avaliação de Tecnologia, 2011
Resumo:
Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.
Resumo:
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
Resumo:
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
Resumo:
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
Resumo:
Thesis submitted in partial fulfillment of the requirements for the Degree of Doctor of Statistics and Information Management
Resumo:
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
Resumo:
The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.
Resumo:
Nestlé’s Dynamic Forecasting Process: Anticipating Risks and Opportunities This Work Project discusses the Nestlé’s Dynamic Forecasting Process, implemented within the organization as a way of reengineering its performance management concept and processes, so as to make it more flexible and capable to react to volatile business conditions. When stressing the importance of demand planning to reallocate resources and enhance performance, Nescafé Dolce Gusto comes as way of seeking improvements on this forecasts’ accuracy and it is thus, by providing a more accurate model on its capsules’ sales, as well as recommending adequate implementations that positively contribute to the referred Planning Process, that value is brought to the Project
Resumo:
In this work I propose an additional test to be implemented in EDP’s residential electricity use feedback trials, under InovCity’s project scope. The proposed product to be tested consists of an interface between the smart meter and the television, through a set-top box. I provide a theoretical framework of the importance of feedback, an analysis of results from past studies involving smart metering, and a detailed description of my proposal. The results of a self-developed questionnaire related to the proposal and segmentation issues are also analyzed. Finally, general conclusions are drawn and potential future improvements and challenges are presented.
Resumo:
The design of anchorage blisters of internal continuity post-tensioning tendons of bridges built by the cantilever method, presents some peculiarities, not only because they are intermediate anchorages but also because these anchorages are located in blisters, so the prestressing force has to be transferred from the blister the bottom slab and web of the girder. The high density of steel reinforcement in anchorage blisters is the most common reason for problems with concrete cast in situ, resulting in zones with low concrete compacity, leading to concrete crushing failures under the anchor plates. A solution may involve improving the concrete compression and tensile strength. To meet these requirements a high-performance fibre reinforced self-compacting mix- ture (HPFRC) was used in anchorage corner blisters of post-tensioning tendons, reducing the concrete cross-section and decreasing the reinforcement needed. To assess the ultimate capacity and the adequate serviceability of the local anchorage zone after reducing the minimum concrete cross-section and the confining reinforcement, specified by the anchorage device supplier for the particular tendon, load transfer tests were performed. To investigate the behaviour of anchorage blisters regarding the transmission of stresses to the web and the bottom slab of the girder, and the feasibility of using high performance concrete only in the blister, two half scale models of the inferior corner of a box girder existing bridge were studied: a reference specimen of ordinary reinforced concrete and a HPFRC blister specimen. The design of the reinforcement was based in the tensile forces obtained on strut-and-tie models. An experimental program was carried out to assess the models used in design and to study the feasibility of using high performance concrete only in the blister, either with casting in situ, or with precast solutions. A non-linear finite element analysis of the tested specimens was also performed and the results compared.