考虑经济因素时滞效应的月度负荷预测方法

Study on Mid-Term Electricity Load Forecast Considering Time Lag Effects of Economic Factors

近年来,我国经济结构发生较大规模的调整,经济形势的变化对于负荷的影响愈发显著。针对现有考虑经济因素的预测方法往往存在的适应性、实用性不足的情况,提出了一种既能充分利用现有的经济因素数据,又能有效地考虑经济因素对负荷影响时滞效应的新中长期负荷预测方法框架。其核心是通过季节分解模型消除各种经济因素与负荷数据的季节效应,并以计量经济学的向量误差修正模型来处理多因素间的相关影响,同时考虑多种因素间的时滞效应。最后通过算例分析验证了该方法的有效性与适用性。

As significant changes of economic structure have taken place in China, effects of economic factors on electricity demand become more and more obvious in recent years. In order to enhance accuracy and applicability of existing mid-term load forecast methods, a new electric load forecast method considering time lag effects of economic factors, is proposed. The method takes full consideration of economic factors and integrates time lag effects into forecast. Especially, X-12-ARIMA（autoregressive integrated moving average model） is used to remove seasonal peaks and holiday effects in time series of electric load and economic factors. VEC model is used to deal with long-run connections and time lag relations between electric load and economic factors. Finally, a numerical example is studied to verify effectiveness and applicability of proposed mid-term electric load forecast method, using corresponding data in China.