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Title: Electrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues
Authors: Souza, A.
Souza, F.
Ferreira, N. B.
Menezes, R.
Keywords: Forecast combination
Electricity supply distribution
Principal component analysis
Issue Date: 2011
Publisher: Departamento de Engenharia de Produção da Faculdade de Engenharia da UNESP
Abstract: The technique of forecast combination (FC) can achieve results superior to those generated by individual forecasting techniques. The purpose of this research is to present a method of FC based on the principal component analysis (PCA) applied to forecast values originating from individual forecasting models such as ARIMA, ARFIMA and SARIMA and their variants. From the PCA, it is possible to weigh up the values from each individual model in order to obtain a linear combination which represents all characteristics of valid models for each supplier. As an example, the FC method proposed was applied in the industrial sector of the three largest electric power suppliers in the State of Rio Grande do Sul, Brazil. The proposed method proved to be very useful since it presented better results than the individual models.
Peer reviewed: yes
ISSN: 1984-2430
Appears in Collections:BRU-RI - Artigos em revistas científicas internacionais com arbitragem científica

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