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A Parsimonious Bootstrap Method to Model Natural Inflow Energy Series
Joint Authors
Costa Ferreira, Pedro Guilherme
Cyrino Oliveira, Fernando Luiz
Castro Souza, Reinaldo
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-01-12
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
The Brazilian energy generation and transmission system is quite peculiar in its dimension and characteristics.
As such, it can be considered unique in the world.
It is a high dimension hydrothermal system with huge participation of hydro plants.
Such strong dependency on hydrological regimes implies uncertainties related to the energetic planning, requiring adequate modeling of the hydrological time series.
This is carried out via stochastic simulations of monthly inflow series using the family of Periodic Autoregressive models, PAR(p), one for each period (month) of the year.
In this paper it is shown the problems in fitting these models by the current system, particularly the identification of the autoregressive order “p” and the corresponding parameter estimation.
It is followed by a proposal of a new approach to set both the model order and the parameters estimation of the PAR(p) models, using a nonparametric computational technique, known as Bootstrap.
This technique allows the estimation of reliable confidence intervals for the model parameters.
The obtained results using the Parsimonious Bootstrap Method of Moments (PBMOM) produced not only more parsimonious model orders but also adherent stochastic scenarios and, in the long range, lead to a better use of water resources in the energy operation planning.
American Psychological Association (APA)
Cyrino Oliveira, Fernando Luiz& Costa Ferreira, Pedro Guilherme& Castro Souza, Reinaldo. 2014. A Parsimonious Bootstrap Method to Model Natural Inflow Energy Series. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-450503
Modern Language Association (MLA)
Cyrino Oliveira, Fernando Luiz…[et al.]. A Parsimonious Bootstrap Method to Model Natural Inflow Energy Series. Mathematical Problems in Engineering No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-450503
American Medical Association (AMA)
Cyrino Oliveira, Fernando Luiz& Costa Ferreira, Pedro Guilherme& Castro Souza, Reinaldo. A Parsimonious Bootstrap Method to Model Natural Inflow Energy Series. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-450503
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-450503