class: center, middle, inverse, title-slide .title[ # Seminário — séries temporais
] .subtitle[ ## Vendas no Varejo em Lojas de Artigos Esportivos. ] .author[ ### Márcio Roger Piagio
] .date[ ### 23 de abril de 2023 ] --- <head> <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/animate.css/4.1.1/animate.min.css" /> </head> <style type="text/css"> .panelset { --panel-tab-foreground: currentColor; --panel-tab-active-foreground: darkslategrey; --panel-tab-hover-foreground: #d22; --panel-tabs-border-bottom: #ddd; --panel-tab-inactive-opacity: 0.3; --panel-tab-font-family: Roboto, Menlo, Consolas, Monaco, Liberation Mono, Lucida Console, monospace;\ } </style> <center><h1 class="animate__animated animate__rubberBand">Descrição do banco de dados.</h1></center> .panelset[ .panel[.panel-name[Apresentação] - Frequência: Mensal. - Tempo da série: janeiro de 2000 até Dezembro de 2022. - Quatidade de observações: 276. - Unidades: Milhões de dólares. - Separado para teste: 12 observações de janeiro de 2022 até Dezembro de 2022 - Fonte: <https://www.census.gov/> ] .panel[.panel-name[Dados] <div class="animate__animated animate__lightSpeedInRight">
</div> ] .panel[.panel-name[Gráfico da Série] <div class="animate__animated animate__fadeInTopLeft">
</div> ] .panel[.panel-name[Tendência e Sazonalidade] <div class="animate__animated animate__fadeInBottomRight"> <img src="index_files/figure-html/unnamed-chunk-7-1.png" style="display: block; margin: auto 0 auto auto;" /> </div> ] ] --- <center><h1 class="animate__animated animate__swing">Identificando o Modelo</h1></center> .panelset[ .panel[.panel-name[FAC] <div class="animate__animated animate__fadeInTopRight">
</div> ] .panel[.panel-name[Série(log, dif)] <div class="animate__animated animate__fadeInBottomLeft">
</div> ] .panel[.panel-name[FAC(log, dif)] <div class="animate__animated animate__zoomInUp">
</div> ] .panel[.panel-name[Série(log, dif, dif[12])] <div class="animate__animated animate__zoomInRight">
</div> ] .panel[.panel-name[FAC(dif[12])] <div class="animate__animated animate__zoomInLeft">
</div> ] .panel[.panel-name[FACP(dif[12])] <div class="animate__animated animate__zoomInDown">
</div> ] ] --- <center><h1 class="animate__animated animate__wobble">SARIMA(0,1,2)(0,1,1)<sub>12</sub></h1></center> .panelset[ .panel[.panel-name[Estimativas] <div class="animate__animated animate__flipInX"> <style type="text/css"> .tg {border-collapse:collapse;border-spacing:0;} .tg td{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-a1d7{background-color:#efefef;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-dzn6{background-color:#2F4F4F;border-color:#c0c0c0;color:#ffffff;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-uxnu{background-color:#ffffff;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:left;vertical-align:top} .tg .tg-q854{background-color:#ffffff;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-dzn6"><span style="font-weight:bold;background-color:darkslategrey">Coef</span></th> <th class="tg-dzn6"><span style="font-weight:bold;background-color:darkslategrey">ma<sub>1</sub></span></th> <th class="tg-dzn6"><span style="font-weight:bold;background-color:darkslategrey">ma<sub>2</sub></span></th> <th class="tg-dzn6"><span style="font-weight:bold;background-color:darkslategrey">sma<sub>1</sub></span></th> </tr> </thead> <tbody> <tr> <td class="tg-uxnu"></td> <td class="tg-q854">-0.2647</td> <td class="tg-q854">-0.3494</td> <td class="tg-q854">-0.7848</td> </tr> <tr> <td class="tg-a1d7">s.e.</td> <td class="tg-a1d7">0.0580</td> <td class="tg-a1d7">0.0550</td> <td class="tg-a1d7">0.0473</td> </tr> <tr> <td class="tg-q854" colspan="2">sigma<sup>2</sup> = 0.002908:</td> <td class="tg-q854" colspan="2">log likelihood = 372.44</td> </tr> <tr> <td class="tg-a1d7">AIC=-736.8</td> <td class="tg-a1d7" colspan="2">AICc=-736.72</td> <td class="tg-a1d7">BIC=-722.78</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Análise de resíduos] <div class="animate__animated animate__flipInY"> <style type="text/css"> .tg {border-collapse:collapse;border-spacing:0;} .tg td{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-a1d7{background-color:#efefef;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-dzn6{background-color:#2F4F4F;border-color:#c0c0c0;color:#ffffff;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-q854{background-color:#ffffff;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-dzn6">Teste</th> <th class="tg-dzn6">Estatística</th> <th class="tg-dzn6">Valor P</th> </tr> </thead> <tbody> <tr> <td class="tg-q854">Estacionaridade (KPSS)</td> <td class="tg-q854">0.12144</td> <td class="tg-q854">0.1</td> </tr> <tr> <td class="tg-a1d7">Independência (Box-Pierce)</td> <td class="tg-a1d7">18.972</td> <td class="tg-a1d7">0.124</td> </tr> <tr> <td class="tg-q854">Independência (Ljung-Box)</td> <td class="tg-q854">19.809</td> <td class="tg-q854">0.1001</td> </tr> <tr> <td class="tg-a1d7">Normalidade (Shapiro-Wilk)</td> <td class="tg-a1d7">0.81369</td> <td class="tg-a1d7"><0.001</td> </tr> <tr> <td class="tg-q854">Normalidade (Jarque Bera)</td> <td class="tg-q854">2283.9</td> <td class="tg-q854"><0.001</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Gráfico de resíduos] <div class="animate__animated animate__bounceInUp"> <embed src="arq/3.png" width="1150px" height="500px"/> </div> ] .panel[.panel-name[FACP dos resíduos] <div class="animate__animated animate__bounceInUp">
</div> ] .panel[.panel-name[Série estimada] <div class="animate__animated animate__lightSpeedInLeft">
</div> ] ] --- <center><h1 class="animate__animated animate__wobble">AUTO-ARIMA -- SARIMA(1,0,2)(1,1,1)<sub>12</sub></h1></center> .panelset[ .panel[.panel-name[Estimativas] <div class="animate__animated animate__flipInX"> <style type="text/css"> .tg {border-collapse:collapse;border-spacing:0;} .tg td{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-a1d7{background-color:#efefef;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-dzn6{background-color:#2F4F4F;border-color:#c0c0c0;color:#ffffff;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-0ve6{background-color:#2f4f4f;border-color:#c0c0c0;color:#ffffff;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-q854{background-color:#ffffff;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-dzn6">Coef</th> <th class="tg-dzn6">ar<sub>1</sub></th> <th class="tg-0ve6">ma<sub>1</sub></th> <th class="tg-0ve6">ma<sub>2</sub></th> <th class="tg-0ve6">sar<sub>1</sub></th> <th class="tg-0ve6">sma<sub>1</sub></th> <th class="tg-dzn6">drift</th> </tr> </thead> <tbody> <tr> <td class="tg-q854"></td> <td class="tg-q854">0.9643</td> <td class="tg-q854">-0.2466</td> <td class="tg-q854">-0.3263</td> <td class="tg-q854">-0.0423</td> <td class="tg-q854">-0.7709</td> <td class="tg-q854">0.0666</td> </tr> <tr> <td class="tg-a1d7">s.e.</td> <td class="tg-a1d7">0.0226</td> <td class="tg-a1d7">0.0635</td> <td class="tg-a1d7">0.0986</td> <td class="tg-a1d7">0.0986</td> <td class="tg-a1d7">0.0035</td> <td class="tg-a1d7">0.0008</td> </tr> <tr> <td class="tg-q854" colspan="4">sigma2 = 0.002887:</td> <td class="tg-q854" colspan="3">log likelihood = 376.53</td> </tr> <tr> <td class="tg-a1d7" colspan="3">AIC=-739.06</td> <td class="tg-a1d7" colspan="2">AICc=-738.6</td> <td class="tg-a1d7" colspan="2">BIC=-714.36</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Análise de resíduos] <div class="animate__animated animate__flipInY"> <style type="text/css"> .tg {border-collapse:collapse;border-spacing:0;} .tg td{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-a1d7{background-color:#efefef;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-dzn6{background-color:#2F4F4F;border-color:#c0c0c0;color:#ffffff;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-q854{background-color:#ffffff;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-dzn6">Teste</th> <th class="tg-dzn6">Estatística</th> <th class="tg-dzn6">Valor P</th> </tr> </thead> <tbody> <tr> <td class="tg-q854">Estacionaridade (KPSS)</td> <td class="tg-q854">0.099099</td> <td class="tg-q854">0.1</td> </tr> <tr> <td class="tg-a1d7">Independência (Box-Pierce)</td> <td class="tg-a1d7">20.598</td> <td class="tg-a1d7">0.05659</td> </tr> <tr> <td class="tg-q854">Independência (Ljung-Box)</td> <td class="tg-q854">21.501</td> <td class="tg-q854">0.04351</td> </tr> <tr> <td class="tg-a1d7">Normalidade (Shapiro-Wilk)</td> <td class="tg-a1d7">0.81806</td> <td class="tg-a1d7"><0.001</td> </tr> <tr> <td class="tg-q854">Normalidade (Jarque Bera)</td> <td class="tg-q854">2083</td> <td class="tg-q854"><0.001</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Gráfico de resíduos] <div class="animate__animated animate__bounceInUp"> <embed src="arq/4.png" width="1150px" height="500px"/> </div> ] .panel[.panel-name[FACP dos resíduos] <div class="animate__animated animate__bounceInUp">
</div> ] .panel[.panel-name[Série estimada] <div class="animate__animated animate__lightSpeedInLeft">
</div> ] ] --- <center><h1 class="animate__animated animate__fadeInBottomRight">Modelos de Suavização Exponencial </h1></center> .panelset[ .panel[.panel-name[ETS(M,Ad,M)] <div class="animate__animated animate__flipInX"> <center>
</center> </div> ] .panel[.panel-name[Série estimada] <div class="animate__animated animate__lightSpeedInLeft">
</div> ] .panel[.panel-name[HW Aditivo] <div class="animate__animated animate__flipInX"> <center>
</center> </div> ] .panel[.panel-name[Série estimada] <div class="animate__animated animate__lightSpeedInLeft">
</div> ] .panel[.panel-name[HW Multiplicativo] <div class="animate__animated animate__flipInX"> <center>
</center> </div> ] .panel[.panel-name[Série estimada] <div class="animate__animated animate__lightSpeedInLeft">
</div> ] ] --- <center><h1 class="animate__animated animate__fadeInUpBig">Série com intervenção</h1></center> .panelset[ .panel[.panel-name[Estimativas] <div class="animate__animated animate__flipInX"> <style type="text/css"> .tg {border-collapse:collapse;border-color:#93a1a1;border-spacing:0;border-style:solid;border-width:1px;} .tg td{background-color:#fdf6e3;border-color:#93a1a1;border-style:solid;border-width:0px;color:#002b36; font-family:Arial, sans-serif;font-size:14px;overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{background-color:darkslategrey;border-color:#93a1a1;border-style:solid;border-width:0px;color:#fdf6e3; font-family:Arial, sans-serif;font-size:14px;font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-e4rb{background-color:#efefef;border-color:#9b9b9b;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-juur{background-color:#efefef;border-color:#9b9b9b;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-lw0b{background-color:#ffffff;border-color:#9b9b9b;color:#000000;font-family:Arial, Helvetica, sans-serif !important; font-size:18px;text-align:center;vertical-align:top} .tg .tg-xhcn{background-color:darkslategrey;border-color:#9b9b9b;font-family:Arial, Helvetica, sans-serif !important;font-size:26px; font-weight:bold;text-align:center;vertical-align:top} .tg .tg-i2cn{background-color:#efefef;border-color:#9b9b9b;color:#000000;font-family:Arial, Helvetica, sans-serif !important; font-size:18px;text-align:center;vertical-align:top} .tg .tg-huqt{background-color:#ffffff;border-color:#9b9b9b;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-o9zd{background-color:#ffffff;border-color:#9b9b9b;color:#000000;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-xhcn"></th> <th class="tg-xhcn">ar<sub>1</sub></th> <th class="tg-xhcn">ar<sub>2</sub></th> <th class="tg-xhcn">ma<sub>1</sub></th> <th class="tg-xhcn">ma<sub>2</sub></th> <th class="tg-xhcn">ma<sub>3</sub></th> <th class="tg-xhcn">sma<sub>1</sub></th> <th class="tg-xhcn">mar<sub>2020</sub></th> <th class="tg-xhcn">abr<sub>2020</sub></th> <th class="tg-xhcn">jun<sub>2020</sub></th> <th class="tg-xhcn">set<sub>2020</sub></th> <th class="tg-xhcn">abr<sub>2021</sub></th> </tr> </thead> <tbody> <tr> <td class="tg-huqt"></td> <td class="tg-huqt">-1.1563</td> <td class="tg-huqt">-0.9434</td> <td class="tg-huqt">0.8109</td> <td class="tg-lw0b">0.3711</td> <td class="tg-huqt">-0.3548</td> <td class="tg-huqt">-0.6415</td> <td class="tg-huqt">-0.1957</td> <td class="tg-huqt">-0.5318</td> <td class="tg-o9zd">0.1398</td> <td class="tg-o9zd">0.0857</td> <td class="tg-o9zd">0.1464</td> </tr> <tr> <td class="tg-e4rb">s.e.</td> <td class="tg-e4rb">0.0366</td> <td class="tg-e4rb">0.0297</td> <td class="tg-e4rb">0.0758</td> <td class="tg-i2cn">0.0954</td> <td class="tg-e4rb">0.0812</td> <td class="tg-e4rb">0.0613</td> <td class="tg-e4rb">0.0341</td> <td class="tg-e4rb">0.0297</td> <td class="tg-juur">0.0299</td> <td class="tg-juur">0.0287</td> <td class="tg-juur">0.0327</td> </tr> <tr> <td class="tg-huqt" colspan="4">sigma² = 0.001306</td> <td class="tg-lw0b" colspan="4">log likelihood = 473.67</td> <td class="tg-huqt" colspan="4">aic = -923.34</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Análise de resíduos] <div class="animate__animated animate__flipInY"> <style type="text/css"> .tg {border-collapse:collapse;border-spacing:0;} .tg td{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-a1d7{background-color:#efefef;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} .tg .tg-dzn6{background-color:#2F4F4F;border-color:#c0c0c0;color:#ffffff;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-h0bk{background-color:#FFF;border-color:#c0c0c0;color:#93A1A1;font-size:18px;text-align:center;vertical-align:top} .tg .tg-q854{background-color:#ffffff;border-color:#c0c0c0;color:#000000;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-dzn6">Teste</th> <th class="tg-dzn6">Estatística</th> <th class="tg-dzn6">Valor P</th> </tr> </thead> <tbody> <tr> <td class="tg-q854">Estacionaridade (KPSS)</td> <td class="tg-q854">0.10276</td> <td class="tg-q854">0.1</td> </tr> <tr> <td class="tg-a1d7">Independência (Box-Pierce)</td> <td class="tg-a1d7">11.134</td> <td class="tg-a1d7">0.3472</td> </tr> <tr> <td class="tg-q854">Independência (Ljung-Box)</td> <td class="tg-q854">11.617</td> <td class="tg-q854">0.3115</td> </tr> <tr> <td class="tg-a1d7">Normalidade (Shapiro-Wilk)</td> <td class="tg-a1d7">0.98398</td> <td class="tg-a1d7">0.004663</td> </tr> <tr> <td class="tg-q854">Normalidade (Jarque Bera)</td> <td class="tg-q854">4.0201</td> <td class="tg-q854">0.134</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Gráfico de resíduos] <div class="animate__animated animate__bounceInUp"> <embed src="arq/2.png" width="1150px" height="500px"/> </div> ] .panel[.panel-name[FACP dos resíduos] <div class="animate__animated animate__bounceInUp">
</div> ] .panel[.panel-name[Série estimada] <div class="animate__animated animate__lightSpeedInLeft">
</div> ] ] --- <center><h1 class="animate__animated animate__rubberBand">Comparação de modelos </h1></center> .panelset[ .panel[.panel-name[Métricas de desempenho] <div class="animate__animated animate__flipInX"> <style type="text/css"> .tg {border-collapse:collapse;border-spacing:0;} .tg td{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; overflow:hidden;padding:10px 5px;word-break:normal;} .tg th{border-color:black;border-style:solid;border-width:1px;font-family:Arial, sans-serif;font-size:14px; font-weight:normal;overflow:hidden;padding:10px 5px;word-break:normal;} .tg .tg-s1h2{background-color:#efefef;border-color:#c0c0c0;font-size:18px;font-weight:bold;text-align:center;vertical-align:top} .tg .tg-frgn{background-color:#efefef;border-color:#c0c0c0;font-size:18px;text-align:center;vertical-align:top} .tg .tg-u9x0{background-color:#2F4F4F;border-color:#c0c0c0;color:#FFF;font-size:26px;font-weight:bold;text-align:center; vertical-align:top} .tg .tg-af71{background-color:#ffffff;border-color:#c0c0c0;font-size:18px;font-weight:bold;text-align:center;vertical-align:top} .tg .tg-mp7g{background-color:#ffffff;border-color:#c0c0c0;font-size:18px;text-align:center;vertical-align:top} </style> <table class="tg"> <thead> <tr> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">Modelo</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">ME</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">RMSE</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">MAE</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">MPE</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">MAPE</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">MASE</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">ACF1</span></th> <th class="tg-u9x0"><span style="font-weight:bold;color:#FFF;background-color:#2F4F4F">Theil’s U</span></th> </tr> </thead> <tbody> <tr> <td class="tg-af71">SARIMA(0,1,2)(0,1,1)<sub>12</sub></td> <td class="tg-mp7g">-136.02</td> <td class="tg-mp7g">232.2</td> <td class="tg-mp7g">187.2</td> <td class="tg-mp7g">-2.262</td> <td class="tg-mp7g">3.203</td> <td class="tg-mp7g">0.8117</td> <td class="tg-mp7g">0.225</td> <td class="tg-mp7g">0.1997</td> </tr> <tr> <td class="tg-s1h2">SARIMA(1,0,2)(1,1,1)<sub>12</sub></td> <td class="tg-frgn">94.617</td> <td class="tg-frgn">172.6</td> <td class="tg-frgn">109.4</td> <td class="tg-frgn">1.796</td> <td class="tg-frgn">1.986</td> <td class="tg-frgn">0.4744</td> <td class="tg-frgn">-0.016</td> <td class="tg-frgn">0.1546</td> </tr> <tr> <td class="tg-af71">ETS(M,Ad,M)</td> <td class="tg-mp7g">208.31</td> <td class="tg-mp7g">292.8</td> <td class="tg-mp7g">262.0</td> <td class="tg-mp7g">3.932</td> <td class="tg-mp7g">4.624</td> <td class="tg-mp7g">1.1361</td> <td class="tg-mp7g">0.129</td> <td class="tg-mp7g">0.2615</td> </tr> <tr> <td class="tg-s1h2">Holt - Winters Aditivo</td> <td class="tg-frgn">129.11</td> <td class="tg-frgn">252.7</td> <td class="tg-frgn">209.1</td> <td class="tg-frgn">1.847</td> <td class="tg-frgn">3.633</td> <td class="tg-frgn">0.9070</td> <td class="tg-frgn">-0.058</td> <td class="tg-frgn">0.2087</td> </tr> <tr> <td class="tg-af71">Holt - Winters Multiplicativo</td> <td class="tg-mp7g">161.35</td> <td class="tg-mp7g">214.3</td> <td class="tg-mp7g">170.6</td> <td class="tg-mp7g">2.908</td> <td class="tg-mp7g">3.075</td> <td class="tg-mp7g">0.7401</td> <td class="tg-mp7g">-0.006</td> <td class="tg-mp7g">0.1895</td> </tr> <tr> <td class="tg-s1h2">Série com intervenção</td> <td class="tg-frgn">-66.05</td> <td class="tg-frgn">236.5</td> <td class="tg-frgn">175.5</td> <td class="tg-frgn">-0.912</td> <td class="tg-frgn">2.964</td> <td class="tg-frgn">0.7375</td> <td class="tg-frgn">-0.058</td> <td class="tg-frgn">0.2068</td> </tr> </tbody> </table> </div> ] .panel[.panel-name[Gráfico de comparação de modelos] <div class="animate__animated animate__bounceInUp">
</div> ] ] --- class: inverse, center, middle # <center> **Conclusão ** </center> <br><br><br><br><br><br><br><br><br><br><br><br><br><br><br><br><br><br><br> --- class: inverse, center, middle # <center> **Conclusão ** </center> <br><br><br><br><br><br><br><br><br> <center><h1 class="animate__animated animate__lightSpeedInLeft"> O modelo que deteve as melhores métricas de desempenho foi SARIMA(1,0,2)(1,1,1)<sub>12</sub> proposto por auto-arima, mas contrariando o pressupostos de independência dos resíduos.</h1></center> <br><br><br><br> --- class: inverse, center, middle # <center> **Conclusão** </center> <br><br><br><br> <center><h1 class="animate__animated animate__hinge"> O modelo que deteve as melhores métricas de desempenho foi SARIMA(1,0,2)(1,1,1)<sub>12</sub> proposto por auto-arima, mas contrariando o pressupostos de independência dos resíduos.</h1></center> <center><h1 class="animate__animated animate__rotateInUpRight"> O modelo Holt - Winters Multiplicativo tem a segundo melhor desempenho entre os modelos, com RMSE = 214.3 e Theil’s U = 0.1895.</h1></center> <br><br><br><br><br><br><br><br><br> --- class: inverse, center, middle # <center> **Conclusão** </center> <br><br><br><br> <center><h1 class="animate__animated animate__hinge"> O modelo Holt - Winters Multiplicativo tem a segundo melhor desempenho entre os modelos, com RMSE = 214.3 e Theil’s U = 0.1895.</h1></center> <center><h1 class="animate__animated animate__rotateInUpRight"> O modelo SARIMA(2,1,3)(0,1,1)<sub>12</sub> com intervenção apresentou adequação favorável não contrariando os pressupostos, com as métricas de desempenho (RMSE = 236.541 e Theil’s U = 0.207) com destaque no AIC=-923.34.</h1></center> <br><br><br><br><br><br><br><br><br>