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Avrasya Ekonometri �statistik ve Ampirik Ekonomi DergisiYl:2016 Say: 4 Alan: Ekonometri

Kutluk Kaan SMER
Elektrik Talebi Kaotik Davran?? m? gsterir?
 
Elektrik talep tahmini genellikle bildik dorusal modellerle yaplamayan bir tahmindir. Elektrik talebi verilerinin analizinde kaos teorisi bu zorluklar anlamak amak dncesinden domutur. Bu almada elektrik talep verilerine ilikin kaos teorisi uygulamalar bu zorluklar amak iin amaladk. Balang koullarna hassas bamllk kaotik deterministik modeller elektrik talep verisi grnte rastgele hareketleri anlamada gl bir ara salar. Kararl dorusal sistemler iin kullanlan dorusal yntemler, genellikle dorusal olmayan analizde baarsz olmasna ramen, ancak, sorun hakknda sezgisel bilgiler verir. Bu sebeple dinamik sistemlerin aklayan fark denklemleri bir dorusal olmayan deikene, ngrlemeyen dinamikleri ortaya karabilir. Dzensiz bir koulu ifade eden kaos "balang koullarna hassas bamllk" ile karakterize edilebilir. almada kaosu tespit iin temel test kullanlmtr. BDS testi, korelasyon Boyut testi ve Yapay Sinir A testleri. Bu testlerin sonular saatlik elektrik talebi ile ilgili kaos varl iin kantlar sunmaktadr. Bu almada, zaman serilerine dayanarak elde edilen bir deikenin ayrk veya srekli lmleri kaotik analiz yntemleri yardmyla incelenmitir.

Anahtar Kelimeler: Kaos, dorusal olmayan dinamikler, korelasyon boyutu, Elektrik Talep Verileri


Do Electricity Demand Exhibit Chaotic Behavior?
 
Knowing of the chaos theory by the electric data analysis has caused the understanding of the difficulties of the balance Knowing of the chaos theory by the electric demand has caused the understanding of the difficulties of the balance in Electric demand. The applications of the chaos theory related to electric demand data have aimed to overcome these difficulties. Chaotic deterministic models with sensitive dependence on initial conditions provide a powerful tool in understanding the apparently random movements in electric demand data. Although the linear methods used for stable linear systems, generally fails at the nonlinear analysis, however, they give intuition about the problem. Due to a nonlinear variable in the difference equations describing the dynamic systems, unpredictable dynamics may occur. The chaos that expresses an irregular condition can be characterized by "sensitive dependence on initial conditions". We employ three tests. The BDS test, Correlation Dimension test and the Neural Network test. The results from these tests provide very weak evidence for the presence of chaos in crossing the hourly electric demand. In this study, the methods for the chaotic analysis of the time series, obtained based on the discrete or continuous measurements of a variable are investigated.

Keywords: Chaos, nonlinear dynamics, correlation dimension, Electricity Demand Data


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