LINEAR PROFILE MONITORING ADAPTED TO CONSTRUCT EARLY WARNING SYSYTEM IN ECONOMICS: A PILOT STUDY FROM ENERGY SECTOR

Öz

In this study, control charts for monitoring linear profiles are adopted to early warning system (EWS) to see if global crises can be detected before they occur so that preventive actions can be taken by the policy makers. For this purpose, the relation between the annual gross domestic product (GDP) and energy consumption of G8 and big emerging countries through the years 1980-2012 is observed. Phase I analysis indicated that the model parameters are autocorrelated through time. Thus, the Shewhart and EWMA charts for linear profile monitoring are adopted to take this into account and found that EWMA is better. It is seen that the 2[1]008 global crisis can be detected whereas relatively local Asian crisis cannot. This is the first study that integrates linear profile monitoring schemes to EWS and that takes into account the correlation among profiles with different explanatory variables (x-values) for each profile.

Anahtar Kelimeler

• Crisis,Energy,Linear Profiles,Monitoring,Control Chart

DOĞRUSAL PROFİLLERE DAYALI KONTROL ŞEMALARININ EKONOMİDE ERKEN UYARI SİSTEMİ OLUŞTURMAK İÇİN UYARLANMASI: ENERJİ SEKTÖRÜNDE BİR PİLOT ÇALIŞMA

Öz

Bu çalışmada, küresel krizleri öngörebilmek ve dolayısıyla karar alıcılar tarafından önleyici aksiyonlar alınabilmesi amacıyla erken uyarı sistemi oluşturmak üzere doğrusal profil için kontrol şemaları adapte edilmiştir. Bu doğrultuda, gayri safi yurt içi hasıla (GSYH) ile G8 ve gelişmekte olan büyük ülkelerin 1980-2012 yıllarındaki enerji tüketimi arasındaki ilişki incelenmiştir. Faz I analizi model parametrelerinin zaman içinde otokorelasyon içerdiğini göstermiştir. Dolayısıyla, bu otokorelasyonu dikkate alan, doğrusal profiller için Shewhart ve EWMA şemaları kullanılmış ve EWMA şemasının daha iyi olduğu tespit edilmiştir. 2008 küresel krizinin tespit edilebildiği ancak yerel Asya krizinin tespit edilemediği görülmüştür. Bu çalışma, hem doğrusal profillerin izlenmesi için geliştirilen kontrol şemalarını erken uyarı sistemi oluşturmak amacıyla kullanan hem de açıklayıcı değişkenlerin (x-değerleri) profilden profile çeşitlilik arz etmesi ile profiller arası korelasyonu da dikkate alan ilk çalışmadır. 

Anahtar Kelimeler

• Kriz,Enerji,Doğrusal Profil,İzleme,Kontrol Şeması

Kaynakça

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