Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico

Bibliographic Details
Main Author: Gomes, Victor Silveira
Publication Date: 2018
Format: Master thesis
Language: por
Source: Biblioteca Digital de Teses e Dissertações da UNIFAL
Download full: https://repositorio.unifal-mg.edu.br/handle/123456789/1329
Summary: Brazil’s main source of energy supply is hydroelectric, due mainly to its large hydro capacity. Understanding the flow behavior of its basins is a fundamental factor to optimize the production of this type of energy, but the present historical data are limited, becoming a hindrance to the study, given its importance in the planning of electric energy production. One solution that has been used in the recent literature is the generation of synthetic series. In this work, the following techniques were used for the synthetic generation of the flows of the Água Vermelha and Volta Grande stations: SynTise, model presented in citeonline Denaxas (2015), support vector machines (SVM), multilayer perceptron (MLP), random forest (RF) and the autoregressive model (AR). Synthetic series equivalent to 2000 years were generated for all these reservoirs. The work analyzed four different proposals for the selection of the random component of the AR, MLP, SVM and RF models, which are: through a symmetric probability distribution, through an asymmetric probability distribution, in chronological order and through the estimated residuals. The new random component proposals and the classical selection method, the random selection of the residues, were evaluated for the two stations, as well as SynTise, which was adjusted to generate synthetic monthly series for reservoir flow. The results showed that, for the two stations evaluated, models with random component over time were better options than the classic model of random component randomly selected in all the techniques evaluated. In the comparison between the best results of each technique, it was obtained that for the Volta Grande station, the SVM presented the best results, while for Água Vermelha, the MLP was better among all the models
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spelling Gomes, Victor Silveirahttp://lattes.cnpq.br/8918198224706238Beijo, Luiz AlbertoGonzaga, Flávio BarbieriOhishi, TakaakiSalgado, Ricardo Menezeshttp://lattes.cnpq.br/83148916429656372019-03-01T14:16:39Z2018-06-18GOMES, Victor Silveira. Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico. 2018. 160 f. Dissertação (Mestrado em Estatística Aplicada e Biometria) - Universidade Federal de Alfenas, Alfenas, MG, 2018.https://repositorio.unifal-mg.edu.br/handle/123456789/1329Brazil’s main source of energy supply is hydroelectric, due mainly to its large hydro capacity. Understanding the flow behavior of its basins is a fundamental factor to optimize the production of this type of energy, but the present historical data are limited, becoming a hindrance to the study, given its importance in the planning of electric energy production. One solution that has been used in the recent literature is the generation of synthetic series. In this work, the following techniques were used for the synthetic generation of the flows of the Água Vermelha and Volta Grande stations: SynTise, model presented in citeonline Denaxas (2015), support vector machines (SVM), multilayer perceptron (MLP), random forest (RF) and the autoregressive model (AR). Synthetic series equivalent to 2000 years were generated for all these reservoirs. The work analyzed four different proposals for the selection of the random component of the AR, MLP, SVM and RF models, which are: through a symmetric probability distribution, through an asymmetric probability distribution, in chronological order and through the estimated residuals. The new random component proposals and the classical selection method, the random selection of the residues, were evaluated for the two stations, as well as SynTise, which was adjusted to generate synthetic monthly series for reservoir flow. The results showed that, for the two stations evaluated, models with random component over time were better options than the classic model of random component randomly selected in all the techniques evaluated. In the comparison between the best results of each technique, it was obtained that for the Volta Grande station, the SVM presented the best results, while for Água Vermelha, the MLP was better among all the modelsO Brasil tem como principal fonte de fornecimento de energia a hidroelétrica, devido principalmente à sua grande capacidade hídrica. Entender o comportamento das vazões de suas bacias é um fator fundamental para otimização da produção desse tipo energia, porém os dados históricos presentes são limitados, tornando-se um empecilho para o estudo, dado a importância dele no planejamento da produção de energia elétrica. Uma solução que vem sendo utilizada na literatura recente é a geração de série sintética. Neste trabalho, as seguinte técnicas foram utilizadas para geração sintética das vazões dos postos de Água Vermelha e Volta Grande: o SynTise, modelo apresentado em Denaxas et al. (2015), máquinas de vetores de suporte (SVM), redes neurais multicamadas (MLP), random forest (RF) e o modelo autorregressivo (AR). Foram geradas séries sintéticas equivalentes a 2000 anos em ambos reservatórios. O trabalho analisou quatro diferentes propostas para a seleção do componente aleatória dos modelos AR, MLP, SVM e RF que são: através de uma distribuição de probabilidade simétrica, através de uma distribuição de probabilidade assimétrica, pela ordem cronológica e através dos resíduos estimados. As novas propostas de componentes aleatórios e o método de seleção clássico, a seleção aleatória dos resíduos, foram avaliadas para os dois postos, assim como o SynTise, que foi ajustado para gerar séries sintéticas mensais para vazão dos reservatórios. Os resultados mostraram que, para os dois postos avaliados, modelos com componente aleatória ao longo do tempo foram opções melhores que o modelo clássico de componente aleatória selecionada aleatoriamente em todos as técnicas avaliadas. Na comparação entre os melhores resultados de cada técnicas, obteve-se que para o posto de Volta Grande, o SVM apresentou os melhores resultados, enquanto para Água Vermelha, o MLP foi melhor entre todos os modelos.Programa Institucional de Bolsas de Pós-Graduação - PIB-PÓSapplication/pdfporUniversidade Federal de AlfenasPrograma de Pós-Graduação em Estatística Aplicada e BiometriaUNIFAL-MGBrasilInstituto de Ciências Exatasinfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-nd/4.0/Aprendizado de computadorModelo de MarkovHidrologiaModelos em séries temporaisSérie sintéticaPROBABILIDADE E ESTATISTICA::PROBABILIDADE E ESTATISTICA APLICADASModelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétricoinfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/publishedVersion-8156311678363143599600600600-21048508539903632008119421590424746971reponame:Biblioteca Digital de Teses e Dissertações da UNIFALinstname:Universidade Federal de Alfenas (UNIFAL)instacron:UNIFALGomes, Victor SilveiraLICENSElicense.txtlicense.txttext/plain; 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dc.title.pt-BR.fl_str_mv Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
title Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
spellingShingle Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
Gomes, Victor Silveira
Aprendizado de computador
Modelo de Markov
Hidrologia
Modelos em séries temporais
Série sintética
PROBABILIDADE E ESTATISTICA::PROBABILIDADE E ESTATISTICA APLICADAS
title_short Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
title_full Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
title_fullStr Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
title_full_unstemmed Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
title_sort Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico
author Gomes, Victor Silveira
author_facet Gomes, Victor Silveira
author_role author
dc.contributor.author.fl_str_mv Gomes, Victor Silveira
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/8918198224706238
dc.contributor.advisor-co1.fl_str_mv Beijo, Luiz Alberto
dc.contributor.referee1.fl_str_mv Gonzaga, Flávio Barbieri
dc.contributor.referee2.fl_str_mv Ohishi, Takaaki
dc.contributor.advisor1.fl_str_mv Salgado, Ricardo Menezes
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/8314891642965637
contributor_str_mv Beijo, Luiz Alberto
Gonzaga, Flávio Barbieri
Ohishi, Takaaki
Salgado, Ricardo Menezes
dc.subject.por.fl_str_mv Aprendizado de computador
Modelo de Markov
Hidrologia
Modelos em séries temporais
Série sintética
topic Aprendizado de computador
Modelo de Markov
Hidrologia
Modelos em séries temporais
Série sintética
PROBABILIDADE E ESTATISTICA::PROBABILIDADE E ESTATISTICA APLICADAS
dc.subject.cnpq.fl_str_mv PROBABILIDADE E ESTATISTICA::PROBABILIDADE E ESTATISTICA APLICADAS
description Brazil’s main source of energy supply is hydroelectric, due mainly to its large hydro capacity. Understanding the flow behavior of its basins is a fundamental factor to optimize the production of this type of energy, but the present historical data are limited, becoming a hindrance to the study, given its importance in the planning of electric energy production. One solution that has been used in the recent literature is the generation of synthetic series. In this work, the following techniques were used for the synthetic generation of the flows of the Água Vermelha and Volta Grande stations: SynTise, model presented in citeonline Denaxas (2015), support vector machines (SVM), multilayer perceptron (MLP), random forest (RF) and the autoregressive model (AR). Synthetic series equivalent to 2000 years were generated for all these reservoirs. The work analyzed four different proposals for the selection of the random component of the AR, MLP, SVM and RF models, which are: through a symmetric probability distribution, through an asymmetric probability distribution, in chronological order and through the estimated residuals. The new random component proposals and the classical selection method, the random selection of the residues, were evaluated for the two stations, as well as SynTise, which was adjusted to generate synthetic monthly series for reservoir flow. The results showed that, for the two stations evaluated, models with random component over time were better options than the classic model of random component randomly selected in all the techniques evaluated. In the comparison between the best results of each technique, it was obtained that for the Volta Grande station, the SVM presented the best results, while for Água Vermelha, the MLP was better among all the models
publishDate 2018
dc.date.issued.fl_str_mv 2018-06-18
dc.date.accessioned.fl_str_mv 2019-03-01T14:16:39Z
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dc.identifier.citation.fl_str_mv GOMES, Victor Silveira. Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico. 2018. 160 f. Dissertação (Mestrado em Estatística Aplicada e Biometria) - Universidade Federal de Alfenas, Alfenas, MG, 2018.
dc.identifier.uri.fl_str_mv https://repositorio.unifal-mg.edu.br/handle/123456789/1329
identifier_str_mv GOMES, Victor Silveira. Modelos baseados em aprendizado de máquina para geração de séries sintéticas do setor elétrico. 2018. 160 f. Dissertação (Mestrado em Estatística Aplicada e Biometria) - Universidade Federal de Alfenas, Alfenas, MG, 2018.
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