Abstract
Linear Procedures for Time Series Modeling, recently introduced in the Brazilian Electrical Sector by ELETROBRAS through the Coordinating Group for the Interconnected Operation of the Power System - GCOI, are presented for the following model sub-classes: Univariate Autoregressive Moving Average (ARMA), ARMA Exogenous or Transfer Function (ARMAX or TF), Seemingly Unrelated or Contemporaneous ARMA (SURARMA or CARMA), Multivariate or Vectorial ARMA (MARMA or VARMA) and MARMA Exogenous (MARMAX). The methodology and the algorithms here proposed had, as a cornerstone, the works of Professor Hannan, developed alone or with other researchers after 1980 and is a real application of inflows forecasting, which takes a very important place in the Brazilian Electrical Operation Planning.
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References
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© 1994 Springer Science+Business Media Dordrecht
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Sales, P.R.H., de B. Pereira, B., Vieira, A.M. (1994). Linear Procedures for Time Series Analysis in Hydrology. In: Hipel, K.W., McLeod, A.I., Panu, U.S., Singh, V.P. (eds) Stochastic and Statistical Methods in Hydrology and Environmental Engineering. Water Science and Technology Library, vol 10/3. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3083-9_9
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DOI: https://doi.org/10.1007/978-94-017-3083-9_9
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