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SARIMA Model for Forecasting Malaysian Electricity Generated

Time-series extrapolation which is also known as univariate time series forecasting relies on quantitative methods to analyse data for the variable of interest. Pure extrapolation is based only on values of variable being forecast. We are interested in forecasting the electricity generated for Mal...

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Main Authors: Ismail, Zuhaimy, Mahpol, Khairil Asmani
Format: Article
Language:English
Published: 2005
Subjects:
QC Physics
Online Access:http://eprints.utm.my/id/eprint/51/1/200521206.pdf
http://eprints.utm.my/id/eprint/51/
http://161.139.72.2/oldfs/images/stories/matematika/200521206.pdf
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spelling my.utm.512015-08-12T03:24:40Z http://eprints.utm.my/id/eprint/51/ SARIMA Model for Forecasting Malaysian Electricity Generated Ismail, Zuhaimy Mahpol, Khairil Asmani QC Physics Time-series extrapolation which is also known as univariate time series forecasting relies on quantitative methods to analyse data for the variable of interest. Pure extrapolation is based only on values of variable being forecast. We are interested in forecasting the electricity generated for Malaysia. The Tenaga Nasional Berhad (TNB) operates an electricity network with the largest capacity of over 7100MW that accounts for over 62% of the total power generation of Peninsular Malaysia. The rest of the power is generated by other Independent Power Producer (IPP). A forecasting model has been developed which identifies seasonal factors in the time-series. Seasonality often accounts for the major part of time series data. In this paper we examine the forecasting performance of Box-Jenkins methodology for SARIMA models and ARIMA models to forecast future electricity generated for Malaysia. We employ the data on the electricity generated at Power Plant to forecast future electricity demand. The error statistics of forecast between the models for a month ahead are presented and the behaviour of data is also observed. 2005 Article PeerReviewed application/pdf en http://eprints.utm.my/id/eprint/51/1/200521206.pdf Ismail, Zuhaimy and Mahpol, Khairil Asmani (2005) SARIMA Model for Forecasting Malaysian Electricity Generated. Matematika, 21 (2). pp. 143-152. ISSN 0127-8274 http://161.139.72.2/oldfs/images/stories/matematika/200521206.pdf
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
language English
topic QC Physics
spellingShingle QC Physics
Ismail, Zuhaimy
Mahpol, Khairil Asmani
SARIMA Model for Forecasting Malaysian Electricity Generated
description Time-series extrapolation which is also known as univariate time series forecasting relies on quantitative methods to analyse data for the variable of interest. Pure extrapolation is based only on values of variable being forecast. We are interested in forecasting the electricity generated for Malaysia. The Tenaga Nasional Berhad (TNB) operates an electricity network with the largest capacity of over 7100MW that accounts for over 62% of the total power generation of Peninsular Malaysia. The rest of the power is generated by other Independent Power Producer (IPP). A forecasting model has been developed which identifies seasonal factors in the time-series. Seasonality often accounts for the major part of time series data. In this paper we examine the forecasting performance of Box-Jenkins methodology for SARIMA models and ARIMA models to forecast future electricity generated for Malaysia. We employ the data on the electricity generated at Power Plant to forecast future electricity demand. The error statistics of forecast between the models for a month ahead are presented and the behaviour of data is also observed.
format Article
author Ismail, Zuhaimy
Mahpol, Khairil Asmani
author_facet Ismail, Zuhaimy
Mahpol, Khairil Asmani
author_sort Ismail, Zuhaimy
title SARIMA Model for Forecasting Malaysian Electricity Generated
title_short SARIMA Model for Forecasting Malaysian Electricity Generated
title_full SARIMA Model for Forecasting Malaysian Electricity Generated
title_fullStr SARIMA Model for Forecasting Malaysian Electricity Generated
title_full_unstemmed SARIMA Model for Forecasting Malaysian Electricity Generated
title_sort sarima model for forecasting malaysian electricity generated
publishDate 2005
url http://eprints.utm.my/id/eprint/51/1/200521206.pdf
http://eprints.utm.my/id/eprint/51/
http://161.139.72.2/oldfs/images/stories/matematika/200521206.pdf
_version_ 1643643022321123328
score 13.211869

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