GUSTAVO MODENESI MODELO DE PREVISÃO DE ... - PRO - USP

ABSTRACT
Natural gas has been increasing its share in Brazilian energetic matrix in the last
years, becoming a fundamental piece of Brazilian economy and development.
Due to some market characteristics, the increase of natural gas supply can only be
realized a long period after its decision has been taken, may it be because of the time it takes
to develop gas fields, to construct gas pipelines or to construct regaseification plants, in the
Liquefied Natural gas case (this one the only short time option to increase gas supply, but
that has volume restraints).
Therefore it is vital to know in advance the future demand of natural gas, in a way that
it allows the elaboration, analysis, choice and execution of plans to increase supply.
This work aims to develop and discuss forecast models for Brazilian demand of
natural gas, firstly for the short and medium term (1 to 5 years), which can work as
references and bases for long term predictions to be made by sector specialists.
To accomplish that, it will be used Holt’s, explanatory regression and auto-regression
methods for each one of the portions of Brazilian natural gas demand: Transport sector,
Energetic sector, Industrial sector, Residential sector and Commercial/Public sector.
Once elaborated the models they will be critically analyzed face to criteria such as
size of the errors, number of data included in the model, R 2 , amplitude of prediction intervals,
respect to models’ subjacent hypothesis and alignment of outputs comparing to other models.