Forecasting Energy Consumption using Vector Autoregression and Genetic Planning

碩士 === 國立交通大學 === 工業工程與管理系所 === 101 === After three oil crises, the international energy situation is now characterized by volatility, rising energy prices, and heightened societal attention to issues related to energy. Accurate predict is a nation's annual energy consumption would enable help...

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Main Authors: Lin, Po-Heng, 林柏亨
Other Authors: Tong, Lee-Ing
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/22425591254582313690
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spelling ndltd-TW-101NCTU50310822015-10-13T23:10:50Z http://ndltd.ncl.edu.tw/handle/22425591254582313690 Forecasting Energy Consumption using Vector Autoregression and Genetic Planning 應用向量自我迴歸及遺傳規劃法建構能源消耗預測模型 Lin, Po-Heng 林柏亨 碩士 國立交通大學 工業工程與管理系所 101 After three oil crises, the international energy situation is now characterized by volatility, rising energy prices, and heightened societal attention to issues related to energy. Accurate predict is a nation's annual energy consumption would enable help government to develop a policy of energy resources. Most studies constructed energy consumption prediction models for using univariate time series model. However, univariate time series model does not consider other variables such as some economic indice. When energy consumption are affected significently by other variables, the result of univariate time series model will be inaccurate. Because the energy consumption is tied up with the economic growth, this study will focus on predict energy consumption using the economic Indicators. This study utilizes economic indicators, such as population and total exportd and their lag effects as input data, and the energy consumption data as the output variable to build a Vector Autoregression model for predicting energy consumption. In addition, genetic Programming is employed to build a residual prediction model to enhance the forecasting accuracy. Finally, a hybrid energy consumption prediction model is developed by combining the Vetor Autoregression model and residual prediction model. The energy consumption data in Taiwan from 1979~2010 are utilized to demonstrate the effectiveness of the proposed method. Tong, Lee-Ing Li, Rong-Kwei 唐麗英 李榮貴 2013 學位論文 ; thesis 24 zh-TW
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description 碩士 === 國立交通大學 === 工業工程與管理系所 === 101 === After three oil crises, the international energy situation is now characterized by volatility, rising energy prices, and heightened societal attention to issues related to energy. Accurate predict is a nation's annual energy consumption would enable help government to develop a policy of energy resources. Most studies constructed energy consumption prediction models for using univariate time series model. However, univariate time series model does not consider other variables such as some economic indice. When energy consumption are affected significently by other variables, the result of univariate time series model will be inaccurate. Because the energy consumption is tied up with the economic growth, this study will focus on predict energy consumption using the economic Indicators. This study utilizes economic indicators, such as population and total exportd and their lag effects as input data, and the energy consumption data as the output variable to build a Vector Autoregression model for predicting energy consumption. In addition, genetic Programming is employed to build a residual prediction model to enhance the forecasting accuracy. Finally, a hybrid energy consumption prediction model is developed by combining the Vetor Autoregression model and residual prediction model. The energy consumption data in Taiwan from 1979~2010 are utilized to demonstrate the effectiveness of the proposed method.
author2 Tong, Lee-Ing
author_facet Tong, Lee-Ing
Lin, Po-Heng
林柏亨
author Lin, Po-Heng
林柏亨
spellingShingle Lin, Po-Heng
林柏亨
Forecasting Energy Consumption using Vector Autoregression and Genetic Planning
author_sort Lin, Po-Heng
title Forecasting Energy Consumption using Vector Autoregression and Genetic Planning
title_short Forecasting Energy Consumption using Vector Autoregression and Genetic Planning
title_full Forecasting Energy Consumption using Vector Autoregression and Genetic Planning
title_fullStr Forecasting Energy Consumption using Vector Autoregression and Genetic Planning
title_full_unstemmed Forecasting Energy Consumption using Vector Autoregression and Genetic Planning
title_sort forecasting energy consumption using vector autoregression and genetic planning
publishDate 2013
url http://ndltd.ncl.edu.tw/handle/22425591254582313690
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