Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/29059
Title: Combinação de previsões: uma abordagem usando wavelets
Other Titles: A wavelet approach to combining forecasts
Authors: Sáfadi, Thelma
Veloso, Manoel Vitor de Souza
Guimarães, Paulo Henrique Sales
Keywords: Análise de wavelet
Combinação de previsões
Programação matemática
Séries temporais
Modelagem SARIMA
Vazão de afluentes
SARIMA models
Mathematical programming
Times series
Wavelet decomposition
Flow of atributes
Issue Date: 18-Apr-2018
Publisher: Universidade Federal de Lavras
Citation: AHMED, M. L. O. S. Combinação de previsões: uma abordagem usando wavelets. 2018. 54 p. Dissertação (Mestrado em Estatística e Experimentação Agropecuária)-Universidade Federal de Lavras, Lavras, 2018.
Abstract: The reason behind the importance of accurate forecasting of flow of tributaries lies in the fact that they are crucial to hydrological resources planning, which directly impacts many aspects of the economic and social activities. In this work, a hybrid method of combining times series forecasts is applied. Wavelet analysis is implemented, together with SARIMA models and multi-objective nonlinear mathematical programming. At first, the time series to be analyzed is decomposed via Maximal Overlap Discrete Wavelet Transform (MODWT) up to a certain level of resolution. Subsequently, SARIMA models are used to, individually, model and generate forecasts for every wavelet component. In the last stage, mathematical optimization is used to generate forecasts for the original time series in the form of the optimal linear combination of the wavelet components’ forecasts, previously obtained by SARIMA models. The method was applied to the time series of the monthly flow of tributaries of Samuel’s dam in the state of Rondônia. In terms of predictive gains, pure SARIMA model produced better results.
URI: http://repositorio.ufla.br/jspui/handle/1/29059
Appears in Collections:Estatística e Experimentação Agropecuária - Mestrado (Dissertações)

Files in This Item:
File Description SizeFormat 
DISSERTAÇÃO_Combinação de previsões - uma abordagem usando wavelets.pdf2,53 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.