Examinando por Autor "Méndez Vargas, Raphael"
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- ÍtemModelo de pronóstico para estimar el comportamiento del precio en bolsa de la energía en Colombia(Fundación Universitaria Los Libertadores. Sede Bogotá., ) Gómez Cano, Lucero; Cuellar, Sandra Catalina; Méndez Vargas, Raphael; Sandoval Rodriguez, WilsonThe aim of this work is to propose a statistical model to forecast the price spot of energy in the stock electric market in Colombia, incorporating the effect of some variables that have impact on its formation. To do it, we proceed with a contextualization of the electricity market in Colombia, because its structure and operating model determine the formation of market prices, among which the price spot of energy has the highest volatility. To identify the forecasting model, the Box-Jenkins methodology of time series is used to propose the best SARIMA, SARIMAX and VAR models; with them, the corresponding forecasts are made, the results are analyzed and the best model among the three is chosen, according to the Root-Mean-Square Error (RMSE) goodness of fit test.