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| Author(s): |
Ricardo Luis dos Reis
Total Authors: 1
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| Document type: | Doctoral Thesis |
| Press: | São Carlos. |
| Institution: | Universidade de São Paulo (USP). Instituto de Ciências Matemáticas e de Computação (ICMC/SB) |
| Defense date: | 2013-03-08 |
| Examining board members: |
Marinho Gomes de Andrade Filho;
Rosangela Ballini;
Ricardo Sandes Ehlers;
Luis Aparecido Milan;
Thelma Sáfadi
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| Advisor: | Marinho Gomes de Andrade Filho |
| Abstract | |
This work addresses the problem of forecasting and generation series monthly average streamflows. It is noteworthy that the importance of forecasting future values of the series of monthly streamflows as well as the generation of synthetic series are fundamental for planning the operation of Brazilian hydroelectric systems. These series have a periodic behavior on average, variance and autocorrelation function and therefore it is considered for standard series periodic autoregressive models PAR(pm). At the forecast classical analysis of the prediction error is made in function of the prediction horizon. In this study, the forecasting errors are calculated in the original scale of the series of streamflow, depending on the model parameters adjusted and evaluated for forecasting horizons h ranging from 1 to 12 months. These errors are compared with estimates of the variances of the streamflows for the month is provided. Regarding the bayesian prediction, we adopt the models Normal, Log-Normal and t-Student in estimation procedures and, then, is a study of the performance of these models using the mean square error, mean absolute error and mean absolute percentage error. In relation to generation, a Log-Normal multivariate model with three parameters and a Log-Normal generalized model were developed and analyzed using the Kullback-Leibler criterion. As a result there has been an assessment of the predictive power, in months, the adjusted models for each month, the choice of the Log-Normal model in the procedures for bayesian analysis and the model used to generate synthetic series of monthly streamflows provided evidence that point as an alternative model adopted in the Brazilian electric sector (AU) | |
| FAPESP's process: | 09/09424-2 - Transformed Generalized Periodic Autoregressive TGPAR(pm)Model |
| Grantee: | Ricardo Luis dos Reis |
| Support Opportunities: | Scholarships in Brazil - Doctorate |