Modelo estructural de espacio de estado para la demanda diaria promedio de energía eléctrica en la República Argentina

ABRIL, JUAN CARLOS; BLACONÁ, MARÍA TERESA

Córdoba

Congreso; XXXV Reunión Anual de la Asociación Argentina de Economía Política; 2000

Asociación Argentina de Economía Política

This work show the usefulness of state-space models to adjust and forecast daily time series, ad the tecnic cubic periodic spline regression to model annual seasonality. To the series daily average demand of electricity in Argentina, a structural model is used. This model considers the trend, the weekly and annual seasonal effect, effect of public holidays, two cycles and temperature as explanatory variable. This method gave satisfactory results, both at the adjustment level as well as in the forecasting and interpretability of its components. Alternative methods are recommended when the future temperature values are unknown.