Semiparametric prediction models for variables related with energy production

Journal of Mathematics in Industry - Tập 8 - Trang 1-16 - 2018
Wenceslao González-Manteiga1,2, Manuel Febrero-Bande1,2, María Piñeiro-Lamas3
1MODESTYA group, Technological Institute for Industrial Mathematics (ITMATI), Santiago de Compostela, Spain
2Dept. of Statistics, Mathematical Analysis and Optimization, Fac. of Mathematics, Universidade de Santiago de Compostela, Santiago de Compostela, Spain
3CIBER Epidemiología y Salud Pública, Complexo Hospitalario da Universidade de Santiago, Santiago de Compostela, Spain

Tóm tắt

In this paper a review of semiparametric models developed throughout the years thanks to an extensive collaboration between the Department of Statistics and Operations Research of the University of Santiago de Compostela and a power station located in As Pontes (A Coruña, Spain) property of Endesa Generation, SA, is shown. In particular these models were used to predict the levels of sulphur dioxide in the environment of this power station with half an hour in advance. In this paper also a new multidimensional semiparametric model is considered. This model is a generalization of the previous models and takes into account the correlation structure of errors. Its behaviour is illustrated in a simulation study and with the prediction of the levels of two important pollution indicators in the environment of the power station: sulphur dioxide and nitrogen oxides.

Tài liệu tham khảo

Box G, Jenkins M, Reinsel C. Time series analysis: forecasting and control. New York: Wiley; 2008. Buja A, Hastie T, Tibshirani R. Linear smoothers and additive models. Ann Stat. 1989;17:453–510. Engle RF, Granger CWJ. Co-integration and error correction: representation, estimation and testing. Econometrica. 1987;57:251–76. Fernández de Castro B, González-Manteiga W. Boosting for real and functional samples: an application to an environmental problem. Stoch Environ Res Risk Assess. 2008;22(1):27–37. Fernández de Castro B, Guillas S, González-Manteiga W. Functional samples and bootstrap for predicting sulfur dioxide levels. Technometrics. 2005;47(2):212–22. Fernández de Castro B, Prada-Sánchez J, González-Manteiga W, Febrero-Bande M, Bermúdez Cela J, Hernández Fernández J. Prediction of SO2 levels using neural networks. J Air Waste Manage Assoc. 2003;53(5):532–9. Friedman J, Stuetzle W. Projection pursuit regression. J Am Stat Assoc. 1981;76(376):817–23. García-Jurado I, González-Manteiga W, Prada-Sánchez J, Febrero-Bande M, Cao R. Predicting using Box–Jenkins, nonparametric, and bootstrap techniques. Technometrics. 1995;37(3):303–10. Granger C. Co-integrated variables and error-correcting models. PhD thesis, Discussion Paper 83-13. Department of Economics, University of California at San Diego; 1983. Hamilton JD. Time series analysis. vol. 2. Princeton: Princeton University Press; 1994. Johansen S. Statistical analysis of cointegration vectors. J Econ Dyn Control. 1988;12(2):231–54. Mammen E, Linton O, Nielsen J. The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Ann Stat. 1999;27(5):1443–90. Nadaraya EA. On estimating regression. Theory Probab Appl. 1964;9(1):141–2. Prada-Sánchez J, Febrero-Bande M. Parametric, non-parametric and mixed approaches to prediction of sparsely distributed pollution incidents: a case study. J Chemom. 1997;11(1):13–32. Prada-Sánchez J, Febrero-Bande M, Cotos-Yáñez T, González-Manteiga W, Bermúdez-Cela J, Lucas-Domínguez T. Prediction of SO2 pollution incidents near a power station using partially linear models and an historical matrix of predictor-response vectors. Environmetrics. 2000;11(2):209–25. Roca-Pardiñas J, Cadarso-Suárez C, González-Manteiga W. Testing for interactions in generalized additive models: application to SO2 pollution data. Stat Comput. 2005;15(4):289–99. Roca-Pardiñas J, González-Manteiga W, Febrero-Bande M, Prada-Sánchez J, Cadarso-Suárez C. Predicting binary time series of SO2 using generalized additive models with unknown link function. Environmetrics. 2004;15(7):729–42. Speckman P. Kernel smoothing in partial linear models. J R Stat Soc, Ser B, Stat Methodol. 1988;50:413–36. Watson GS. Smooth regression analysis. Sankhya, Ser A. 1964;26:359–72.