摘要
介绍了门限自回归时间序列模型的一种特殊形式———子集门限自回归模型，给出了模型门限集及回归项子集辨识的点值图法与逐步回归法，并研究该模型在电力负荷短期预报中的应用。子集门限自回归模型可以复现电力负荷的主要特征———季节性趋势，实例表明。
The subset threshold autoregressive (SSTAR) model, which is capable of reproducing the limit cycle behaviour of nonlinear time series, is introduced.The algorithm for identification of SSTAR model is developed and applied to modeling and forecasting of power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR model.
出处
《中国电机工程学报》
EI
CSCD
北大核心
1999年第12期65-69,共5页
Proceedings of the CSEE
关键词
电力负荷
门限自回归模型
预测
辨识
power load
forecasting
subset threshold autoregressive model
identification
