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تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima
[Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Using SARIMA Models]

Author

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  • CHIKHI, Mohamed
  • Benguesmi, Tarek

Abstract

الملخص : يهدف هذا المقال إلى تحليل السلوك الدوري لمبيعات الكهرباء ذات التوتر المنخفض الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية خلال الفترة الممتدة من يناير 2006 إلى فبراير 2013 باستخدام نماذج SARIMA في عملية التنبؤ و أظهرت النتائج أن النموذج المقترح يتفوق على نموذج السير العشوائي مما قادنا إلى إثبات قابلية السلسلة للتنبؤ على المدى القصير، كما توصلنا في هذه الدراسة إلى أن هناك أثر التقلبات الشهرية على عملية التنبؤ من جهة وعلى عملية اتخاذ القرار من جهة أخرى. السبب في ذلك يعود إلى احتكار مؤسسة سونلغاز على سوق الكهرباء في الجزائر وغياب الميزة التنافسية. Abstract : This paper aims to analyze the cyclical behavior of electricity sales (low-tension) oriented housing sector in the presence of seasonal fluctuations from January, 2006 to February, 2013 using the SARIMA models. The forecasting results show that the proposed model has better performance over the random walk model for short horizons and the informational shocks have transitory effects on electricity sales. We find also that the monthly fluctuations affect the forecasting and the decision-making because the SONELGAZ Company monopolizes the electricity market in Algeria and there is no competitive advantage.

Suggested Citation

  • CHIKHI, Mohamed & Benguesmi, Tarek, 2013. "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Us," MPRA Paper 84385, University Library of Munich, Germany, revised 2013.
    • Handle: RePEc:pra:mprapa:84385
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    References listed on IDEAS

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    1. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
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    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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