摘要
电力市场中的电价受众多因素影响,单变量时间序列法已很难提高短期电价的预测精度。针对该问题,文中运用时间序列模型的动态计量方法来预测短期电价。首先建立电价和电量的一般自回归分布滞后模型;然后对电价和电量的时间序列数据进行预处理;在通过平稳性和协整性检验后,建立误差修正模型,最终由Eviews5.0估计出模型的参数。利用此模型对澳大利亚新南威尔士州电力市场的短期电价进行预测,结果表明此模型具有较高的预测精度。
Due to the influence of various factors on electricity price in electricity market, it is hardly to improve the forecasting accuracy of short-term electricity price by single variable time series method. To solve this problem, the authors propose an approach to forecast short-term electricity price by dynamic economics method in time series model. Firstly, the auto-regressive distributed lag models （ADLM） of electricity price and quantity are built; then the time series data of electricity price and quantity are preprocessed; after the test of stationary and cointegration, an error correction model is established; finally the parameters of the model are evaluated by Eviews 5.0. The short-term electricity prices of Australia NSW electricity market are forecasted by this model, and the results show that the proposed model can offer more accurate short-term electricity price.
出处
《电网技术》
EI
CSCD
北大核心
2009年第7期71-76,共6页
Power System Technology
基金
国家自然科学基金资助项目(70571023)~~
关键词
电力市场
电价预测
自回归分布滞后模型(ADLM)时间序列
electricity market electricity price forecasting auto-regressive distributed lag model （ADLM）
time series
作者简介
谭忠富 （1964-）男，．博士后，教授，博士生导师，主要从事电力经济、风险管理理论、企业战略管婵的研究，E-mail：tanzhongfu@sina．com
张金良（1981-）．男，博士研究生，主要从事能源与电力经济的研究。
