期刊文献+

遗传BP神经网络的煤价预测与煤价风险规避策略 被引量:11

Coal price forecasting based on GABP neural network and risk resistance strategy
下载PDF
导出
摘要 分析了影响煤炭市场价格的因素,然后建立了基于遗传算法的BP网络模型,对秦皇岛港煤炭市场价格进行了预测,通过实证分析和预测误差评价指标比较,基于遗传算法的BP神经网络模型相比普通BP神经网络模型预测在煤炭市场价格应用中能有效降低预测误差。最后提出了在当前市场煤价高位运行情况下发电企业如何最大限度降低煤价风险的对策。 First analyzed the factors influencing coal price. Then forecasted Qinhuangdao port coal price based on the GABP (Genetic Algorithm Back-Propagation) neural network model, tested by error evaluating indicator, GABP neural network model was advanced in coal price prediction compared by ordinary BP neural network model. Finally proposed risk resistance strategy for generation enterprises to cope with the fluctuation of coal price.
出处 《华北电力大学学报(自然科学版)》 CAS 北大核心 2009年第6期75-80,共6页 Journal of North China Electric Power University:Natural Science Edition
基金 国家自然科学基金资助项目(70671042) 教育部人文社科基金(07JA790092) 中国电机工程学会电力青年科技创新项目
关键词 煤炭价格 GABP 风险规避策略 coal price GABP risk resistance strategy
  • 相关文献

参考文献11

  • 1王立杰,刘志东.经济时间序列分析技术在煤炭价格预测中的应用[J].煤炭学报,2001,26(1):109-112. 被引量:13
  • 2谢守祥,谭清华,宋阳.影响煤炭价格因素的相关性分析与检验[J].统计与决策,2006,22(22):57-60. 被引量:37
  • 3Kaboudan, M A. Compumetric forecasting of crude oil prices [C]. The Proceedings of IEEE Congress on Evolutionary Computation, 2001, 283 - 287.
  • 4Shambora W E, Rossiter R. Are there exploitable inefficiencies in the futures market for oil? [J]. Energy Economics 2007, 29, 18-27.
  • 5Yu L, Lai K K, Wang S Y, et al. Oil price forecasting with an EMD- based multiscale neural network learning paradigm [ C]. Lecture Notes in Computer Science 2007, 925 - 932.
  • 6宁云才,张东日,李祥仪.国际煤炭市场价格预测的复合小波神经网络模型研究及应用[J].煤炭经济研究,2001(6):17-19. 被引量:7
  • 7Mirmirani S, I.i H C. A comparison of VAR and neural networks with genetic algorithm in forecasting price of oil [ J ]. Advances in Econometrics, 2004, 19 : 203 - 223.
  • 8Yu L, Wang S Y, Lai K K. Forecasting crude oil price with an EMD -- based neural network ensemble learning paradigm [J]. Energy Economics. 2008, 30: 2623- 2635.
  • 9Wang S Y, Yu L, Lai K K. A novel hybrid AI system framework for crude oil price forecasting [C]. Lecture Notes in Computer Science 2004, 233 - 242.
  • 10Zhang G Q, Patuwo E B, Hu M Y. Forecesting with artificial neural networks: the state of the art [J]. International Journal of Forecasting, 1998, 14 ( 1 ) : 35 - 62.

二级参考文献23

共引文献288

同被引文献77

引证文献11

二级引证文献26

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部