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Souza, A., Souza, F., Ferreira, N. B. & Menezes, R. (2011). Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues. Gestão da Produção, Operações e Sistemas. Ano 6, Jul-Set/2011 (nº3)
A. M. Souza et al., "Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues", in Gestão da Produção, Operações e Sistemas, vol. Ano 6, Jul-Set/2011, no. nº3, 2011
@article{souza2011_1732223736167, author = "Souza, A. and Souza, F. and Ferreira, N. B. and Menezes, R.", title = "Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues", journal = "Gestão da Produção, Operações e Sistemas", year = "2011", volume = "Ano 6, Jul-Set/2011", number = "nº3", doi = "10.15675/gepros.v0i3.597", url = "https://revista.feb.unesp.br/gepros" }
TY - JOUR TI - Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues T2 - Gestão da Produção, Operações e Sistemas VL - Ano 6, Jul-Set/2011 IS - nº3 AU - Souza, A. AU - Souza, F. AU - Ferreira, N. B. AU - Menezes, R. PY - 2011 SN - 1984-2430 DO - 10.15675/gepros.v0i3.597 UR - https://revista.feb.unesp.br/gepros AB - 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. ER -