改进灰色模型预测电力现货与中长期市场价格

Price Forecasting of Electric Power Spot, Medium and Longterm Market Based on Improved Grey Model

随着电力工业改革的深入,电力系统将逐渐打开需求侧,电力用户不得不面对电力市场中角色的变化,并对电价进行初步长期预测。为了考虑现货市场与长期合约市场之间的关系,本文建立了一个改进的多电价格灰色模型来综合预测这两个市场的价格;并采用灰色求解优化算法,充分利用数据的各个信息,提高了预测精度;以残差、相关等级、平均方差比和误差概率作为测试指标。测试结果表明,多电价灰色预测模型及其改进模型具有较高的精度,改进后的模型具有较强的适应性,扩展了应用范围。

With the reform deepening of power industries,the power system will gradually open up its demand sides,and power users will have to face changes in the role of the power market,and make preliminary longterm predictions of electricity prices.In order to consider the relationship between the spot market and the long-term contract market,this paper establishes a multi-price gray model to comprehensively predict the prices of these two markets;further study the structure of the background value,and improve the multi-price gray model;and use grey solving optimization algorithm,make full use of the various data information and improve the prediction accuracy and residual,Correlation grades,average variance ratios and error probabilities are used as test indicators.Test results show that the multi-electricity gray prediction model and its improved model have higher accuracy,and the improved model has stronger adaptability and extends the application range.