Modeling and forecasting displacements in concrete dam : an ardl bounds testing approach

In this paper is carried out modeling and forecasting of horizontal displacement, in the direction of flow, of a concrete block of Itaipu Hydroelectric Power Plant based on measurements of the direct pendulum and considering the influence of temperature variation and variation reservoir level. The methodology involves the Autoregressive Distributed Lags Model (ARDL) and the Bounds Testing approach Pesaran et al. (2001), which has some advantages over conventional cointegration tests when the time series is stationary (I(0)) and/or integrated of order one (I(1)). The main objective is to present a model for prediction of displacements providing a contribution to the technicians and engineers in decision-making with respect to the monitoring of this block. The Eviews software was used to estimate the model parameters. The analysis confirms the existence of a long-run relationship between the variables. It evaluated correct model specification, independence, normality and homoscedasticity of the residuals and, finally, the stability of the model, as well, the model could be used for prediction purposes. Accuracy measurements RMSE and MAPE were calculated and confidence intervals were built.