988 resultados para Forecasting methods


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Brazil is the largest sugarcane producer in the world and has a privileged position to attend to national and international market places. To maintain the high production of sugarcane, it is fundamental to improve the forecasting models of crop seasons through the use of alternative technologies, such as remote sensing. Thus, the main purpose of this article is to assess the results of two different statistical forecasting methods applied to an agroclimatic index (the water requirement satisfaction index; WRSI) and the sugarcane spectral response (normalized difference vegetation index; NDVI) registered on National Oceanic and Atmospheric Administration Advanced Very High Resolution Radiometer (NOAA-AVHRR) satellite images. We also evaluated the cross-correlation between these two indexes. According to the results obtained, there are meaningful correlations between NDVI and WRSI with time lags. Additionally, the adjusted model for NDVI presented more accurate results than the forecasting models for WRSI. Finally, the analyses indicate that NDVI is more predictable due to its seasonality and the WRSI values are more variable making it difficult to forecast.

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The desire to know the future is as old as humanity. For the tourism industry the demand for accurate foretelling of the future course of events is a task that consumes considerable energy and is of great significance to investors. This paper examines the issue of forecasting by comparing forecasts of inbound tourism made prior to the political and economic crises that engulfed Indonesia from 1997 onwards with actual arrival figures. The paper finds that current methods of forecasting are not able to cope with unexpected crises and other disasters and that alternative methods need to be examined including scenarios, political risk and application of chaos theory. The paper outlines a framework for classifying shocks according to a scale of severity, probability, type of event, level of certainty and suggested forecasting tools for each scale of shock. (C) 2003 Elsevier Science Ltd. All rights reserved.

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The purpose of this study is to adapt and combine the following methods of sales forecasting: Classical Time-Series Decomposition, Operationally Based Data and Judgmental Forecasting for use by military club managers.

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This paper evaluates the performances of prediction intervals generated from alternative time series models, in the context of tourism forecasting. The forecasting methods considered include the autoregressive (AR) model, the AR model using the bias-corrected bootstrap, seasonal ARIMA models, innovations state space models for exponential smoothing, and Harvey’s structural time series models. We use thirteen monthly time series for the number of tourist arrivals to Hong Kong and Australia. The mean coverage rates and widths of the alternative prediction intervals are evaluated in an empirical setting. It is found that all models produce satisfactory prediction intervals, except for the autoregressive model. In particular, those based on the biascorrected bootstrap perform best in general, providing tight intervals with accurate coverage rates, especially when the forecast horizon is long.

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Ecological forecasting is difficult but essential, because reactive management results in corrective actions that are often too late to avert significant environmental damage. Here, we appraise different forecasting methods with a particular focus on the modelling of species populations. We show how simple extrapolation of current trends in state is often inadequate because environmental drivers change in intensity over time and new drivers emerge. However, statistical models, incorporating relationships with drivers, simply offset the prediction problem, requiring us to forecast how the drivers will themselves change over time. Some authors approach this problem by focusing in detail on a single driver, whilst others use ‘storyline’ scenarios, which consider projected changes in a wide range of different drivers. We explain why both approaches are problematic and identify a compromise to model key drivers and interactions along with possible response options to help inform environmental management. We also highlight the crucial role of validation of forecasts using independent data. Although these issues are relevant for all types of ecological forecasting, we provide examples based on forecasts for populations of UK butterflies. We show how a high goodness-of-fit for models used to calibrate data is not sufficient for good forecasting. Long-term biological recording schemes rather than experiments will often provide data for ecological forecasting and validation because these schemes allow capture of landscape-scale land-use effects and their interactions with other drivers.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Short-term load forecasting of power system has been a classic problem for a long time. Not merely it has been researched extensively and intensively, but also a variety of forecasting methods has been raised. This thesis outlines some aspects and functions of smart meter. It also presents different policies and current statuses as well as future projects and objectives of SG development in several countries. Then the thesis compares main aspects about latest products of smart meter from different companies. Lastly, three types of prediction models are established in MATLAB to emulate the functions of smart grid in the short-term load forecasting, and then their results are compared and analyzed in terms of accuracy. For this thesis, more variables such as dew point temperature are used in the Neural Network model to achieve more accuracy for better short-term load forecasting results.

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This thesis is a study of three techniques to improve performance of some standard fore-casting models, application to the energy demand and prices. We focus on forecasting demand and price one-day ahead. First, the wavelet transform was used as a pre-processing procedure with two approaches: multicomponent-forecasts and direct-forecasts. We have empirically compared these approaches and found that the former consistently outperformed the latter. Second, adaptive models were introduced to continuously update model parameters in the testing period by combining ?lters with standard forecasting methods. Among these adaptive models, the adaptive LR-GARCH model was proposed for the fi?rst time in the thesis. Third, with regard to noise distributions of the dependent variables in the forecasting models, we used either Gaussian or Student-t distributions. This thesis proposed a novel algorithm to infer parameters of Student-t noise models. The method is an extension of earlier work for models that are linear in parameters to the non-linear multilayer perceptron. Therefore, the proposed method broadens the range of models that can use a Student-t noise distribution. Because these techniques cannot stand alone, they must be combined with prediction models to improve their performance. We combined these techniques with some standard forecasting models: multilayer perceptron, radial basis functions, linear regression, and linear regression with GARCH. These techniques and forecasting models were applied to two datasets from the UK energy markets: daily electricity demand (which is stationary) and gas forward prices (non-stationary). The results showed that these techniques provided good improvement to prediction performance.

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In this article there are considered problems of forecasting economical macroparameters, and in the first place, index of inflation. Concept of development of synthetical forecasting methods which use directly specified expert information as well as calculation result on the basis of objective economical and mathematical models for forecasting separate “slowly changeable parameters” are offered. This article discusses problems of macroparameters operation on the basis of analysis of received prognostic magnitude.

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The mobile networks market (focus of this work) strategy is based on the consolidation of the installed structure and the optimization of the already existent resources. The increasingly competition and aggression of this market requires, to the mobile operators, a continuous maintenance and update of the networks in order to obtain the minimum number of fails and provide the best experience for its subscribers. In this context, this dissertation presents a study aiming to assist the mobile operators improving future network modifications. In overview, this dissertation compares several forecasting methods (mostly based on time series analysis) capable of support mobile operators with their network planning. Moreover, it presents several network indicators about the more common bottlenecks.

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The importance of modelling correlation has long been recognised in the field of portfolio management, with largedimensional multivariate problems increasingly becoming the focus of research. This paper provides a straightforward and commonsense approach toward investigating a number of models used to generate forecasts of the correlation matrix for large-dimensional problems.We find evidence in favour of assuming equicorrelation across various portfolio sizes, particularly during times of crisis. During periods of market calm, however, the suitability of the constant conditional correlation model cannot be discounted, especially for large portfolios. A portfolio allocation problem is used to compare forecasting methods. The global minimum variance portfolio and Model Confidence Set are used to compare methods, while portfolio weight stability and relative economic value are also considered.

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Large sized power transformers are important parts of the power supply chain. These very critical networks of engineering assets are an essential base of a nation’s energy resource infrastructure. This research identifies the key factors influencing transformer normal operating conditions and predicts the asset management lifespan. Engineering asset research has developed few lifespan forecasting methods combining real-time monitoring solutions for transformer maintenance and replacement. Utilizing the rich data source from a remote terminal unit (RTU) system for sensor-data driven analysis, this research develops an innovative real-time lifespan forecasting approach applying logistic regression based on the Weibull distribution. The methodology and the implementation prototype are verified using a data series from 161 kV transformers to evaluate the efficiency and accuracy for energy sector applications. The asset stakeholders and suppliers significantly benefit from the real-time power transformer lifespan evaluation for maintenance and replacement decision support.

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采用多种科学预测方法与财政经济实际相结合的方式建立了一个综合的财政收支系统动力学模型.这个模型集中了时间序列分析模型,灰色系统预测模型的参数综合性强和系统动力学模型结构分明,用动态反馈方式预测系统发展变化的特点,对东北两大城市预算内财政收支“八五”计划指标进行了全面定量的预测与分析,得到了很好的应用效果。

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Productivity prediction is a serious factor to oil reservoir management and working out economic plans so that it is paid great attention to all the time. Gudao Oil Field, which has been yielding more than 100 million tons of crude oil accumulatively since it was put into developing in 1970's as a complete set of oil field, now entering double extra high water-bearing period after productivity construction, stable production and depletion stage. It's main layer series of development is thought to be type of channel sand reservoir in east China. Form channel sand reservoir in upper Guantao Group of Shengli Oil Field, there are several large oil fields such as Gudao, Gudong and Chengdao etc. with almost one-third reserves of whole Shengli Oil Field. It is considered the common characteristics in this area would be that the layer is less developed, the sand distribution is sporadic, the connectivity is weak, the heterogeneity is strong in plane, the oil layer is unconsolidated with big porosity, high permeability and serious sanding, and the oil is heavy. Because of the restricted factors to productivity of this kind of reservoir, it is very significant to study the productivity prediction this kind of reservoir. By selecting the upstream fluvial reservoir in Guantao Group of Neogene system as researching object, the author studied the forecasting technology with heterogeneous reservoir. Firstly, the author constructed the 3D subtle geological model quantificationally through researching exploitation geology in the way of combination of dynamic and static methods. Secondly, by the aid of dynamic material obtained while producing, the author analyzed the oil distribution law and influencing factors, then finished dynamic oil reservoir description on the basis of static oil reservoir description. Thirdly, via comparing and analyzing all the forecasting methods of productivity existed, the author developed a set of method to forecast productivity of single well and oil field which fit to channel sand reservoir. At last, under the support of ORACLE database, with the advanced computer technology, the author programmed the software called 'Channel Sand Reservoir Prediction System'. Up to now, this system has been putting into use in Gudao Oil Field and very successful.