| 基于时间序列ARMAX模型的短期电价预测方法 |
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| 引用本文： | 王瑞庆,王晛,李渝曾.基于时间序列ARMAX模型的短期电价预测方法[J].华东电力,2009,37(5). |
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| 作者姓名： | 王瑞庆 王晛 李渝曾 |
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| 作者单位： | 1. 安阳师范学院,计算机与信息工程学院,河南,安阳,455002
2. 上海大学,机电工程与自动化学院,上海,200072 |
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| 基金项目： | 国家自然科学基金，安阳师范学院科研培育基金 |
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| 摘 要： | 电力市场环境下,准确的电价预测可为市场参与者制定合理的竞争策略提供重要的参考信息.在对美国PJM电力市场日前电价的各种影响因素和波动规律综合分析的基础上,建立了一个基于ARMAX考虑负荷与电价之间非线性关系的短期电价预测模型.对PJM电力市场2008年1月到4月的历史数据的算例研究表明,该方法能够准确反映电价的变化规律,具有较高的预测准确性.
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| 关 键 词： | 电力市场 电价预测 ARMAX模型 时间序列分析 |
Short-term electricity price forecasting methods based on time series ARMAX models |
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| WANG Rui-qing,WANG Xian,LI Yu-zeng.Short-term electricity price forecasting methods based on time series ARMAX models[J].East China Electric Power,2009,37(5). |
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| Authors: | WANG Rui-qing WANG Xian LI Yu-zeng |
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| Affiliation: | 1.School of Computer & Information Engineering;Anyang Teachers College;Anyang 455002;China;2.College of Mechatronics Engineering and Automation;Shanghai Univ.;Shanghai 200072;China |
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| Abstract: | Under deregulated environment,accurate price forecasting provides crucial information for electricity market participants to make reasonable competing strategies.With comprehensive considerations of the various influencing factors on and the fluctuation rules of the day-ahead electricity price of the United States PJM electricity market,a short-term electricity price forecasting method based on the time series ARMAX model was proposed,in which the non-linear relationship between the load and the day-ahead p... |
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| Keywords: | electricity market electricity price forecast ARMAX time series analysis |
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