Un modelo state space para la producción de energía en España

In this paper a model state space is estimated for the Monthly Spanish total production and distribution of energy, for the period January 2013 to January 2021. After a brief presentation of these models state space, the estimated model is used for prediction. To enhance the utility of these mode...

Descripción completa

Guardado en:
Detalles bibliográficos
Autor principal: Alonso Rodríguez, Agustín
Formato: Artículo
Idioma:Castellano
Publicado: 2022
Materias:
Modelos state space
Filtro de Kalman
estado filtrado
estado suavizado
ARIMA
tslm
ets
paquete KFAS
paquete forecast
precisión de las predicciones
State space models
Kalman Filter
filtered state
smoothed state
KFAS statistical package
forecast
statistical package
accuracy of forecasts
Acceso en línea:https://dialnet.unirioja.es/servlet/oaiart?codigo=8244525
Fuente:Anuario jurídico y económico escurialense, ISSN 1133-3677, Nº. 55, 2022, pags. 225-244
Etiquetas: Añadir etiqueta
Sin etiquetas: Sea el primero en etiquetar este registro
Un modelo state space para la producción de energía en España
Sumario: In this paper a model state space is estimated for the Monthly Spanish total production and distribution of energy, for the period January 2013 to January 2021. After a brief presentation of these models state space, the estimated model is used for prediction. To enhance the utility of these models, its predictions are compared with those generated with other models used in Time Series Analysis.

Ejemplares similares