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Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia

Author

Listed:
  • JUAN DAVID VELÁSQUEZ
  • CARLOS JAIME FRANCO
  • HERNÁN ALONSO GARCÍA

Abstract

RESUMENEn este artículo se compara el desempeno de un modelo ARIMA, un perceptron multicapa y una red neuronal autorregresiva para pronosticar la demanda mensual de electricidad en Colombia para el siguiente mes adelante. Los datos disponibles fueron divididos en dos conjuntos, el primero para estimar los parámetros del modelo y el segundo para la capacidad de predicción por fuera de la muestra de calibración. Los resultados revelan que la red neuronal autorregresiva es capaz de pronosticar la demanda con mayor precisión que los otros dos modelos cuando la totalidad de los datos es considerada.

Suggested Citation

  • Juan David Velásquez & Carlos Jaime Franco & Hernán Alonso García, 2009. "Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia," Estudios Gerenciales, Universidad Icesi, September.
    • Handle: RePEc:col:000129:006358
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    More about this item

    Keywords

    Demanda; pronóstico; redes neuronales; ARIMA.;
    All these keywords.

    JEL classification:

    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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