CONSUMO DE ENERGIA ELÉTRICA NO BRASIL: UMA ABORDAGEM COMBINANDO AS MODELAGENS LOESS E SARIMA
CONSUMO DE ENERGIA ELÉTRICA NO BRASIL: UMA ABORDAGEM COMBINANDO AS MODELAGENS LOESS E SARIMA
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DOI: https://doi.org/10.22533/at.ed.7242428052
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Palavras-chave: Consumo; Previsão; Loess; Sarima.
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Keywords: Consumption; Forecast; Loess; Sarima.
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Abstract: The purpose of this study is to apply a combined approach of Loess and SARIMA models to model a time series, aiming to compare the forecasts of electricity consumption in Brazil with the actual values observed during the period. The data used were extracted from the IPEA database and consist of monthly records of electricity consumption in Gigawatt-hours in Brazil, covering the period from January 1976 to April 2023. All analyses and procedures were conducted using the R software. The time series in question is non-stationary and exhibits seasonal patterns. Therefore, the first step was to apply the Loess Model with a smoothing parameter , with the aim of removing the trend. Subsequently, modeling was performed using the Box and Jenkins approach. The SARIMA model proved to be the most suitable, resulting in the combination of the two models to produce the forecasts. The forecasts generated by the chosen model were in close proximity to the actual data, demonstrating the effectiveness of the model.
- Cleber Bisognin
- Caroline Lopes Gonçalves
- Luciane Flores Jacobi