A5075239755- Agricultural and Food Sciences
- Market Dynamics and Volatility
- Energy Load and Power Forecasting
- Business and Management Studies
- Global Energy and Sustainability Research
- Energy and Environment Impacts
- Aviation Industry Analysis and Trends
- Financial Reporting and Valuation Research
- Forecasting Techniques and Applications
- Housing Market and Economics
- Law and Political Science
- Corporate Governance and Law
- Academic Research in Diverse Fields
- Fault Detection and Control Systems
- Environmental Impact and Sustainability
- Electric Power System Optimization
- Advanced Statistical Process Monitoring
- Quality and Supply Management
- Taxation and Legal Issues
- Rural Development and Agriculture
Universidade Federal de Santa Maria
2019-2022
Abstract Renewable sources are responsible for more than half of Brazilian electric generation, which basically correspond to hydropower, biomass and wind sources. This research aimed verify if the Autoregressive Integrated Moving Average (ARIMA) models present good performance in predicting electricity generation from biomass, hydropower power first months COVID-19 pandemic Brazil. The best forecasting adjusted was SARIMA, since this model able identify seasonal effects climatic...
The need to replace nonrenewable sources is a global challenge, especially for emerging countries with financial constraints invest in energy transition. In Brazil, electrical generation predominantly renewable, since the hydraulic source responsible more than half of domestic electricity supply. Other alternative sources, such as biomass, solar, and wind, complement renewable portion Brazilian matrix. However, periods drought climate disturbances threaten stability system increase...
The purpose of this article is to evaluate the application forecasting models along with use residual control charts assess production processes whose samples have autocorrelation characteristics. main objective determine efficiency for individual observations (CCIO) and exponentially weighted moving average (EWMA) when they are applied residuals AR(1) or MA(1) detect outlier in autocorrelated processes. Considering strength sign data series range, were simulated accomplishing 640,000 sets....
The ability to predict the price of stock exchange assets has attracted attention economists and physicists around world, as physical models are useful volatility behaviors. Knowing that is crucial for energy sector planning, research aim was investigate whether Heston pricing model generation, trough steps established by systematic review protocol. In a corpus 25 documents, it possible identify: lots financial studies, demography researches; low level interaction among universities; largest...
A produção e a exportação de celulose são componentes importantes da economia no país. O objetivo desta pesquisa foi prognosticar o preço nos mercados interno externo brasileira avaliar interferência entre médio vendida em atacado exportada pelo Brasil. estudo utilizou dados oriundos do Informativo Florestal Centro Estudos Avançados Economia Aplicada (CEPEA), coletados junho 2008 março 2018. Os modelos Autorregressivos Integrados Médias Móveis (ARIMA) foram utilizados para Brasil e, analisar...
O objetivo deste artigo é identificar qual o melhor modelo de séries temporais que represente comportamento autorregressivo e oscilatório do preço cimento Portland 32, ARIMA ou ARCH. A análise teve como base médio nacional praticado na região Sul país. Os dados foram coletados por meio da Câmara Brasileira Indústria Construção, junho 1994 a janeiro 2018. ajustado para as duas foi volatilidade ARCH (1,0). Conclui-se que, quando houver algum choque produção venda cimento, terá um impacto maior...
This research aims to present a literature review (LR) on control charts for autocorrelated processes, intending contribute the scientific knowledge of process management area. The article was constructed having question defined ex-ante, elaborated based literature, where protocol adapted from Tranfield, Denyer, and Smart (2003) systematized according methodological rigor demanded in review, which resulted composition corpus. corpus evaluated detail using bibliometric packages HistCite,...
Sugar production and exportation are important factors for the Brazilian economy, because Brazil produces largest amount of sugar accounts almost half world´s exports. This research aimed to monitor export from January 2000 April 2019, by means residual control charts with pretreatment autoregressive integrated moving average (ARIMA) models. The data used in study were collected Portal Única website. We opted application ARIMA modeling was not stationarity presented autocorrelated values....