Prediction using ARFIMA and FOU models of affluent energy

In this work we study predictions from ARFIMA and FOU models for the weekly data series of affluent energy generated by hydroelectric dams in Uruguay between 1909 and 2012. The estimation of Hurst coefficient suggests modeling through long memory time series. We present two families o...

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Bibliographic Details

Main Author:	Kalemkerian, Juan (author)
Format:	article
Language:	Spanish
Published:	2017
Subjects:	Modelos ARFIMA Ornstein-Uhlenbeck fraccionarios Memoria larga ARFIMA model Fractional Ornstein-Uhlenbeck Long range dependence
Online Access:	http://revistas.um.edu.uy/index.php/ingenieria/article/view/310 https://hdl.handle.net/20.500.12806/2485
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