基于马尔科夫修正的中长期电力负荷组合区间预测

Mid-long Term Load Interval Forecasting Based on Markov Modification

针对组合预测效果评价指标的单一化,从损失型和收益型两方面出发,使用熵权法和方差—协方差法对单一预测模型进行权重计算,最后使用马尔科夫转移矩阵对结果进行区间化。该改进的组合预测模型不仅考虑了中长期预测的准确性,还考虑了预测曲线的相似性,预测的区间值更具有实用价值。

In view of the singleness of effect evaluation indexes in combination forecasting,this paper considered both benefit factors and cost factors.The entropy method and the variance-covariance method are adopted to determine the relative importance of these indicators and to get the weight of each single model,then the results are transformed into inteval value based on the Markov transition matrix.This improved combination forecasting model took both prediction accuracy and curve similarity into consideration,and the predicted interval has much more practical application,so the method is more reliable.