Tese

Um framework para a previsão de cenários com o uso de sistemas híbridos neurogenéticos para compra e venda de energia elétrica no mercado futuro

In the context of time series forecasting, is great the interest in studies of forecasting methods of time series that can identify existing structures and patterns in historical data, allowing generate the next patterns of the series. The proposal defended in this thesis is the development of a...

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Autor principal: CONDE, Guilherme Augusto Barros
Grau: Tese
Idioma: por
Publicado em: Universidade Federal do Pará 2014
Assuntos:
Acesso em linha: http://repositorio.ufpa.br/jspui/handle/2011/4598
Resumo:
In the context of time series forecasting, is great the interest in studies of forecasting methods of time series that can identify existing structures and patterns in historical data, allowing generate the next patterns of the series. The proposal defended in this thesis is the development of a framework that uses the full potential of forecasting techniques (neural networks) with the optimization techniques (genetic algorithms) in a hybrid system that well enjoy the advantages of each of these techniques to the generation of future scenarios that can show, in aaddition to normal forecasts based on historical values, alternative pathways of the curves of time series analyzed.