摘要
随着电力工业市场化的日益深入,电力远期价格的预测日益重要。电力远期价格受实时电价、利率、负荷需求、社会发展等多种因素影响,变化趋势复杂,无法建立一个准确的数学模型进行描述。本文提出了基于自适应滤波算法和改进灰色 GM(1,1)模型的组合新陈代谢预测算法。用此模型进行的预测能不断将系统新信息引入算法,使预测更接近最新的变化趋势。
In the market of power industry, the forecasting of electricity forward price is very important. The electricity forward price is affected by many factors such as real time electricity price, interest rate, power demands, development degree of the society and so on. It is difficult to set up an accurate math model to describe its overall movement tendencies. A metabolism model combined adaptive filtering and improvedGM(1, 1) modal is presented in this paper. This model can input new information continuously into algorithm to foUow the new tendency to gain higher forecasting effects.
出处
《电气自动化》
北大核心
2006年第3期5-7,共3页
Electrical Automation
基金
国家自然科学基金项目(资助号:60274043)
关键词
电力远期价格
灰色理论
自适应滤波
背景值修正
electricity forward price gray theory adaptive filtering correction of background value