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Estatística
Título: HYBRID VERSUS PURE MODELS: AN ANALYSIS OF PREDICTION PERFORMANCE USING BRAZILIAN STREAMFLOW
Autor: ANA PAULA SANTOS DELFINO
Colaborador(es): FERNANDO LUIZ CYRINO OLIVEIRA - Orientador
Catalogação: 06/DEZ/2018 Língua(s): PORTUGUESE - BRAZIL
Tipo: TEXT Subtipo: THESIS
Notas: [pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio.
[en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio.
Referência(s): [pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=35793&idi=1
[en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=35793&idi=2
DOI: https://doi.org/10.17771/PUCRio.acad.35793
Resumo:
The Brazilian electricity sector is strongly dependent on hydropower and the accurate prediction of streamflow series is essential for planning and risk management. Recently, hybrid models, which combine prediction and data preprocessing techniques, have stood out. However, in the literature there is no consensus on the predictive superiority of these hybrid models versus their pure version. This paper aims to contribute to the literature with the evaluation of prediction performance suitability of pure and hybrid models for monthly stationary and non - stationary series of streamflow. For this, models were constructed using Artificial Neural Network and ARIMA forecasting techniques coupled with the Singular Spectrum Analysis (SSA) and Seasonal and Trend decomposition based on Loess (STL) data pre-processing techniques. As a result, this study shows that pure models obtained a better performance for the Belo Monte (stationary series), already hybrid models were the best for the Sobradinho (non-stationary series).
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