Time Series Analysis for Predicting Hydroelectric Power Production: The Ecuador Case
Abstract
:1. Introduction
2. Methods
2.1. Box-Jenkins and Box-Tiao Methods
2.2. Time Series Analysis Process
2.2.1. Series Transformation
2.2.2. Stationary Evaluation
2.2.3. Model Identification
2.2.4. Model Estimation
2.2.5. Model Validation
2.2.6. Model Forecast
2.3. Measures of Accuracy
3. Data
3.1. Ecuadorian Hydroelectric System
3.2. Rainfall and Watersheds in Ecuador
3.3. Regions of Study and Dataset
- Napo, with an area of 59,505 km2 fed by 15 rivers.
- Pastaza, with an area of 23,190 km2 fed by 11 rivers.
- Santiago with an area 24,920 km2 fed by four rivers.
3.4. Time Series
- Monthly gross production (MGP) of hydroelectric systems [GWh];
- Average monthly precipitation (AMP) in Napo watershed [mm];
- AMP in Pastaza watershed [mm];
- AMP in Santiago watershed [mm];
- Total average monthly precipitation (TAMP) in the three considered watersheds [mm]
4. Experiments and Discussion
4.1. Exploratory Data Analysis and Series Transformation
4.2. Hydroelectric Energy Generation Modeled with ARIMA
4.3. Hydroelectric Energy Generation Modelled with ARIMAX
4.4. Comparison and Discussion
5. Conclusions
Author Contributions
Funding
Acknowledgments
Conflicts of Interest
References
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Electric Company | Hydropower Station | Watershed | Production [GWh] | Percentage of Total Production [%] |
---|---|---|---|---|
CELEC [49]–Hidropaute [50] | Mazar | Santiago | 6851.61 | 43.32 |
Molino | ||||
Sopladora | ||||
CELEC–Coca Codo Sinclair [51] | Quijos | Napo | 3264.01 | 20.64 |
Manduriacu | ||||
Coca Codo Sinclair | ||||
CELEC–Hidroagoyán [52] | Agoyán | Pastaza | 2413.73 | 15.26 |
Pucará | ||||
San Francisco | ||||
CELEC–Hidronación [53] | Baba | Guayas | 1209.89 | 7.65 |
Elecaustro [54] | Ocaña 1 | Santiago | 427.99 | 2.71 |
Machángara | ||||
Saucay | ||||
TOTAL | 89.58 |
Model Identification | |||
AR(1) | MA(1) | SAR(1) | |
Coefficients | 0.65 | −0.98 | 0.38 |
Standard Deviation | 0.06 | 0.02 | 0.07 |
Model Estimation | |||
Penalized Likelihood Criteria | AIC | BIC | |
Values | 2392.85 | 2405.86 | |
Model Validation | |||
The model presents atypical values? | NO | ||
Significance level | α = 0.05 | ||
Box-Ljung Test | |||
H0 | p-Values | Validation | |
MGP series is uncorrelated | 0.735 | There is significant evidence that MGP series is uncorrelated | |
Box-Ljung Test with Squared Residuals | |||
H0 | p-Values | Validation | |
MGP series residuals have constant variance | 0.957 | There is significant evidence that MGP series residuals have constant variance | |
Jarque-Bera Test | |||
H0 | p-Values | Validation | |
MGP series residuals have constant variance | 0.215 | There is significant evidence that MGP series residuals are normal | |
Equation of the Model | |||
Xt = 0.65Xt−1 + εt − 0.98εt−1 + 0.38 Xt−12 |
Model Identification | ||||
Models | AR(1) | MA(1) | SAR(1) | XREG |
MGP-AMPPASTAZA ARIMAX (1,1,1)(1,0,0)12 | ||||
Coefficients | 0.66 | −0.96 | 0.40 | 0.80 |
Standard Deviation | 0.06 | 0.02 | 0.07 | 0.28 |
MGP-AMPNAPO ARIMAX (1,1,1)(1,0,0)12 | ||||
Coefficients | 0.66 | −0.97 | 0.38 | 0.22 |
Standard Deviation | 0.06 | 0.02 | 0.08 | 0.10 |
MGP-AMPSANTIAGO ARIMAX (1,1,1)(1,0,0)12 | ||||
Coefficients | 0.66 | −0.97 | 0.38 | 1.21 |
Standard Deviation | 0.07 | 0.02 | 0.08 | 0.21 |
MGP-AMP ARIMAX (1,1,1)(1,0,0)12 | ||||
Coefficients | 0.65 | −0.96 | 0.37 | 0.25 |
Standard Deviation | 0.07 | 0.02 | 0.08 | 0.06 |
Model Estimation | ||||
Penalized Likelihood Criteria | MGP-AMPPASTAZA | MGP-AMPNAPO | MGP-AMPSANTIAGO | MGP-AMP |
AIC | 2237.40 | 2237.85 | 2213.66 | 2230.85 |
BIC | 2253.34 | 2256.36 | 2229.60 | 2246.78 |
Model Validation | ||||
Models | Outliers | Assumption Tests | p-Values | |
MGP-AMPPASTAZA | AO and IO were not detected | Box-Ljung | 0.44 | |
Box-Ljung test with squared residuals | 0.74 | |||
Jarque-Bera | 0.43 | |||
MGP-AMPNAPO | AO and IO were not detected | Box-Ljung | 0.50 | |
Box-Ljung test with squared residuals | 0.70 | |||
Jarque-Bera | 0.38 | |||
MGP-AMPSANTIAGO | AO and IO were not detected | Box-Ljung | 0.55 | |
Box-Ljung test with squared residuals | 0.83 | |||
Jarque-Bera | 0.35 | |||
MGP-TAMP | AO and IO were not detected | Box-Ljung | 0.56 | |
Box-Ljung test with squared residuals | 0.69 | |||
Jarque-Bera | 0.06 | |||
Equation of the Models | ||||
MGP-AMPPASTAZA | Xt = 0.66Xt−1 + εt − 0.96εt−1 + 0.40Xt−12 +0.80XREG | |||
MGP-AMPNAPO | Xt = 0.66Xt−1 + εt − 0.97εt−1 + 0.38Xt−12 +0.22XREG | |||
MGP-AMPSANTIAGO | Xt = 0.66Xt−1 + εt − 0.97εt−1 + 0.38Xt−12 +1.21XREG | |||
MGP-TAMP | Xt = 0.65Xt−1 + εt − 0.96εt−1 + 0.37Xt−12 +0.25XREG |
Models | MAE (GWh) | MAPE (%) | MASE |
---|---|---|---|
MGP-ARIMA | 101.08 | 14.32 | 0.68 |
MGP-AMPPASTAZA ARIMAX | 71.13 | 10.21 | 0.55 |
MGP-AMPNAPO ARIMAX | 70.81 | 10.17 | 0.57 |
MGP-AMPSANTIAGO ARIMAX | 91.63 | 13.31 | 0.62 |
MGP-TAMP ARIMAX | 97.00 | 13.88 | 0.65 |
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Barzola-Monteses, J.; Mite-León, M.; Espinoza-Andaluz, M.; Gómez-Romero, J.; Fajardo, W. Time Series Analysis for Predicting Hydroelectric Power Production: The Ecuador Case. Sustainability 2019, 11, 6539. https://doi.org/10.3390/su11236539
Barzola-Monteses J, Mite-León M, Espinoza-Andaluz M, Gómez-Romero J, Fajardo W. Time Series Analysis for Predicting Hydroelectric Power Production: The Ecuador Case. Sustainability. 2019; 11(23):6539. https://doi.org/10.3390/su11236539
Chicago/Turabian StyleBarzola-Monteses, Julio, Mónica Mite-León, Mayken Espinoza-Andaluz, Juan Gómez-Romero, and Waldo Fajardo. 2019. "Time Series Analysis for Predicting Hydroelectric Power Production: The Ecuador Case" Sustainability 11, no. 23: 6539. https://doi.org/10.3390/su11236539