Furnas Dam

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Furnas Dam,

c.390 ft (120 m) high, at the junction of the Rio Grande and Sapucaí rivers, SE Brazil, in Minas Gerais state; completed 1962. It has a 620-sq mi (1,606-sq km) reservoir. It includes large hydroelectric facilities and is the center of an extensive regional electrical grid serving the industrial centers of São Paulo, Rio de Janeiro, and Belo Horizonte.
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In this section we consider an analysis of the Furnas dam hydroelectric hydrological time series dataset, introduced in Section 1, assuming seasonal autoregressive conditional heteroscedastic models.
In order to determine the forecasting performance of the proposed Gamma seasonal model, we fit this model to the first 910 observed values of the Furnas dam hydrological time series, in order to predict the temporal behavior over the 50 last months.