短期电价预测的组合混沌方法

电力市场中,电价的变化呈现的是一种非线性的、动态开放的过程,传统的方法已很难提高其预测精度。为此,本文提出一种基于小波变换、计量经济学模型和径向基函数网络的组合混沌预测方法。首先利用小波变换将原电价序列分解、重构成概貌序列和细节序列;在此基础上,针对不同的子序列建立不同的模型,并进行预测;最后将所有子序列的预测结果求和,作为最终的预测值。对西班牙电力市场短期电价的预测表明,该方法具有很高的预测精度。

Short Term Electricity Price Forecasting of Combined Chaotic Method

In electricity market,the price changing presented as a nonlinear、dynamic opening process,it is difficult to improve the accuracy of price forecasting by applying traditional methods.Hence a combined chaotic method for short-term electricity price forecasting based on wavelet transform、econometrics time series models and radial basis function is presented in this paper.First,electricity price series is decomposed and reconstructed into approximate series and detailed series.Then,different models are built to forecast the future values for different sub-series.The final forecasted prices are the sum of the predicted approximate prices and detailed prices.This proposed method is applied to forecast the short-term electricity prices in Spanish electricity market,and the results show that it can provide more accurate forecasted prices.