TY - JOUR
T1 - Analysis of the flow regime of the Jaguari river by means of stochastic models
AU - Feliciani, Acássio Valente
AU - Souza, Adriano Mendonça
AU - Souza, Francisca Mendonça
AU - Requeijo, José Fernando Gomes
PY - 2013/8/21
Y1 - 2013/8/21
N2 - The main purpose of this study is to analyze the average scheme and the flow variability of the Jaguari River, by means of ARIMA stochastic models (Auto-Regressive Integrated Moving Average), and ARCH models (Auto-Regressive Conditional Heteroscedasticity). SARIMA and ARCH models were employed, which were able to capture the effects of seasonality in the series, revealing periods of higher and lower amplitude of flows. ARCH models showed that although there is a volatility effect, it does not have a high persistence yet, what makes the variability of flow rates rapidly returns to its usual level. Results showed that it is possible by means of SARIMA models (1, 0, 1) (1, 0, 1) 12-ARCH (1) to represent the series generating process of the affluence flows of the Jaguari River, thus helping in the decision-making of the hydroelectric sector and the water resources management.
AB - The main purpose of this study is to analyze the average scheme and the flow variability of the Jaguari River, by means of ARIMA stochastic models (Auto-Regressive Integrated Moving Average), and ARCH models (Auto-Regressive Conditional Heteroscedasticity). SARIMA and ARCH models were employed, which were able to capture the effects of seasonality in the series, revealing periods of higher and lower amplitude of flows. ARCH models showed that although there is a volatility effect, it does not have a high persistence yet, what makes the variability of flow rates rapidly returns to its usual level. Results showed that it is possible by means of SARIMA models (1, 0, 1) (1, 0, 1) 12-ARCH (1) to represent the series generating process of the affluence flows of the Jaguari River, thus helping in the decision-making of the hydroelectric sector and the water resources management.
KW - ARCH
KW - Electricity
KW - Jaguari river
KW - Time series models
UR - http://www.scopus.com/inward/record.url?scp=84881566974&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:84881566974
SN - 0798-1015
VL - 34
JO - Espacios
JF - Espacios
IS - 4
ER -