电力行业景气分析指标体系构建与景气指数趋势预测

Construction of Index System of Power Industry Prosperity Analysis and Forecast of Prosperity Index Trend

为了对后续电力行业形势的发展进行科学合理分析,引入景气分析的统计方法,从介绍景气分析的概念、现状与分析理论出发,说明了在构建景气分析指标体系时应遵循的原则。通过残缺数据替代补充、敏感性分析、标准归一化等手段对源数据进行预处理,并利用Census X-12法进行季节调整,剔除季节与特定日期影响,最后利用Kalman滤波法实现电力行业景气状态空间模型估计。证明了构建的模型与算法可以实现电力行业景气指数预测的目的,为统筹规划提供了辅助决策的数据基础与技术手段。

In order to scientifically and reasonably analyze the development of situation of the electric power industry,this paper introduces economic analysis,statistical methods to illustrate principles in building the index system for the analysis,starting with the concept of sentiment analysis,present situation and theory.The sensitive analysis of alternative complement,incomplete data,normalization of standards are used to preprocess the source data,the method of Census X-12 in the seasonally adjusted seasonally is used to delete the effect of specific date.Finally,Kalman filtering method is used to realize the power industry boom state space model.It is verified that the model and algorithm constructed in this paper can realize the purpose of forecasting the prosperity index of electric power industry,and provide the data basis and technical means for the overall planning.