A new approach to identify the structural order of par (p) models
The periodic autoregressive model, a particular structure of the Box & Jenkins family, denoted by PAR (p), is employed to model the series of hydrological streamflow used for estimating the operational costs of the Brazilian hydro-thermal optimal dispatch. Recently, some aspects of this approach...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2011-12-01
|
| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382011000300005&lng=en&tlng=en |