Previsão de séries temporais de consumo diário de gás natural no Brasil

Detalhes bibliográficos
Ano de defesa: 2024
Autor(a) principal: Vinicius Claudino Ferraz
Orientador(a): Não Informado pela instituição
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Universidade Federal de Minas Gerais
Brasil
ENG - DEPARTAMENTO DE ENGENHARIA ELÉTRICA
Programa de Pós-Graduação em Engenharia Elétrica
UFMG
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Palavras-chave em Português:
Link de acesso: http://hdl.handle.net/1843/77413
https://orcid.org/0000-0001-5164-4496
Resumo: This work aims to define a short-term forecast model for Natural Gas (NG) consumption in Brazil. NG plays a crucial role in Brazil's energy matrix, impacting several sectors such as industry, electricity generation and residential heating. Forecasting short-term natural gas consumption is essential for regulatory compliance and economic efficiency, especially for distribution companies. The complexity of NG consumption, influenced by economic parameters, meteorological data and calendar factors, presents challenges for accurate predictions. The aim is to fill a gap in the literature of Brazilian studies and limited research on forecasting in Brazil, which highlights the need for localized studies and models, to which it's intended to contribute. The methodology is a comparison of several models such as Regression, ARIMA, Random Forest, Neural Networks and Fuzzy Time Series. The proposed model combines the Yamakawa Neo-Fuzzy-Neuron with the Unscented Kalman Filter (UKF) for daily and weekly prediction of NG consumption. The experimental results highlight the model's improvements over existing approaches. Finally, it is concluded that Yamakawa's adaptive model is always the most efficient, and that it can be used whenever there are two or more time series, since each of them advances independently, then everything comes together in a UKF, which filters the means and standard deviations.