基于改进GM(1,1)模型的电力市场期货价格的预测

Forecast of Forward Price in Power Market Based on Improved GM(1,1) Model

建立和实现了基于灰色理论的电力市场期货价格的改进GM(1,1)预测模型。从改进θ参数、修正初始条件、等维新息处理等三个方面对原始GM(1,1)模型进行了改进,并利用真实期货价格检验改进GM(1,1)模型的拟合效果。结果表明,改进GM(1,1)模型的预测效果明显好于原始模型,具有较高的预测精度。

We establish and accomplish the improved GM(1,1) forecast model for the forward price in power market,which is based on the grey theory.The original GM(1,1) model is improved by three ways,namely improving parameter θ,rectifying original condition and processing equal dimensions and new information.In addition,the real forward price is used to check the result of the improved GM(1,1) model.The results demonstrate that the improved GM(1,1) model is obviously better than the original model,and it has higher forecast precision.