基于ARMA-ARCH模型的风电场风速预测研究

Wind Speed Forecast for Wind Farms Based on ARMA-ARCH Model

风速预测对风电场规划设计和电力系统的运行都具有重要意义。对采样时间为15 min的风速时间序列建立自回归移动平均(ARMA)模型,利用拉格朗日乘数法检验ARMA模型残差的自回归条件异方差(ARCH)效应,建立ARMA-ARCH模型。分别使用ARMA模型和ARMA-ARCH模型对风速时间序列进行短期预测,并比较两者精度。结果表明,ARMA-ARCH模型具有更高的预测精度,具有一定的实用价值。

Wind speed forecasting is very important to the planning of wind speed plants and the operation of power systems. By applying the Eviews software, the ARMA（Autoregressive Moving Average） model of wind speed time series is built .Through ARCH （Autoregressive Conditional Heteroscedasticity）effect tests of the residual of ARMA model by Lagrange multiplier, the corresponding ARMA-ARCH model is set up. The wind speed series are forecasted by using ARMA model and ARMA-ARCH model respectively. Forecasting precision of ARMA model and ARMA-ARCH model are compared. The results show that ARMA-ARCH model possesses higher accuracy and is of certain practical value.