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Ethanol is one of the most used fuels in Brazil, which is the second-largest producer of this biofuel in the world. The uncertainty of price direction in the future increases the risk for agents operating in this market and can affect a dependent price chain, such as food and gasoline. This paper uses the architecture of recurrent neural networks—Long short-term memory (LSTM)—to predict Brazilian ethanol spot prices for three horizon-times (12, 6 and 3 months ahead). The proposed model is compared to three benchmark algorithms: Random Forest, SVM Linear and RBF. We evaluate statistical measures such as MSE (Mean Squared Error), MAPE (Mean Absolute Percentage Error), and accuracy to assess the algorithm robustness. Our findings suggest LSTM outperforms the other techniques in regression, considering both MSE and MAPE but SVM Linear is better to identify price trends. Concerning predictions per se, all errors increase during the pandemic period, reinforcing the challenge to identify patterns in crisis scenarios. [ABSTRACT FROM AUTHOR]

This paper presents a big data analytics-based model developed for electric distribution utilities aiming to forecast the demand of service orders (SOs) on a spatio-temporal basis. Being fed by robust history and location data from a database provided by an energy utility that is using this innovative system, the algorithm automatically forecasts the number of SOs that will need to be executed in each location in several time steps (hourly, monthly and yearly basis). The forecasted emergency SOs demand, which is related to energy outages, are stochastically distributed, projecting the impacted consumers and its individual interruption indexes. This spatio-temporal forecasting is the main input for a web-based platform for optimal bases allocation, field team sizing and scheduling implemented in the eleven distribution utilities of Energisa group in Brazil. [ABSTRACT FROM AUTHOR]