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Master's Dissertation
DOI
https://doi.org/10.11606/D.11.2015.tde-07042015-102815
Document
Author
Full name
Valiana Alves Teodoro
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
Piracicaba, 2015
Supervisor
Committee
Savian, Taciana Villela (President)
Ozaki, Vitor Augusto
Santos, Rosimeire Cavalcante dos
Title in Portuguese
Modelos de séries temporais para temperatura em painéis de cimento-madeira
Keywords in Portuguese
Comparação de séries
Modelo ARIMA
Painéis particulados
Abstract in Portuguese
Por meio do monitoramento da evolução da temperatura da mistura cimento-madeira, pode-se utilizar esta informação como uma série temporal. O objetivo deste estudo foi utilizar modelos de séries temporais para descrever as séries de temperatura do experimento constituído por diferentes espécies associadas a resíduos de Candeia na produção de painéis particulado e compara-las duas a duas para averiguar se foram geradas pelo mesmo processo estocástico. Inicialmente foi realizado um estudo para avaliar a estacionariedade das séries utilizando o correlograma e o teste da raiz unitária de Dickey-Fuller, na qual todas as séries apresentaram não estacionariedade, para o tratamento de 25% Candeia e Eucalipto com tratamento prévio de água foi dita uma série I(2) e pelos critérios AIC, BIC e MAPE o melhor modelo foi ARIMA(2, 2, 2), para o tratamento de 50% Candeia e Eucalipto também com tratamento prévio de água foi dita uma série I(1) e pelos critérios o melhor modelo foi ARIMA(4, 2, 2), para o tratamento de 75% Candeia e Eucalipto com tratamento prévio de água foi dita uma série I(1) com o modelo ARIMA(5, 1, 0), e para o tratamento de 25% Candeia e Eucalipto sem tratamento prévio de água foi dita uma série I(1) com o modelo ARIMA(2, 1, 2). Em relação à comparação das séries temporais contempladas neste trabalho é possível concluir que as mesmas são diferentes entre si, ou seja, não foram geradas pelo mesmo processo estocástico.
Title in English
Time series models for temperature cement-wood panels
Keywords in English
ARIMA model
comparison of series
particulate panels
Abstract in English
By monitoring the temperature evolution of the cement-wood mixture, one can utilize this information as a time series. The objective of this study was to utilize time series models to describe the temperature series from an experiment, consisting of different species associated to Candeia residuals in the production of particleboard panels, and do a pairwise comparison to verify if they were generated from the same stochastic process. Initially it was realized the Dickey-Fuller unit root test to verify series stationarity, which indicated that all series were not stationary. For the 25% Candeia and Eucalyptus treatment with previous water treatment the series was best modelled by an ARIMA(2, 2, 2) as evidenced by the AIC, BIC and MAPE criteria. For the 50% Candeia and Eucalyptus treatment also with previous water treatment the series was best modelled by an ARIMA(4, 2, 2) as indicated by the same criteria. Finally for the 75% Candeia and Eucalyptus treatment with previous water treatment and the 25% Candeia and Eucalyptus treatment without previous water treatment the best models were the ARIMA(5, 1, 0) and the ARIMA(2, 1, 2) respectively. In relation to the comparison of the time series contemplated in this study it is possible to conclude that they are different, that is, they were not generated by the same stochastic process.
 
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Publishing Date
2015-04-14
 
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