最优组合预测方法在电价预测中的应用

电价是电力市场中的核心因素，电价预测是各个市场参与方共同关注的一项重要工作。为了提高电价预测的准确性，文章引入组合预测模型，将几个单一电价预测模型有机地结合起来，综合各个预测模型的优点，得出更为准确的预测结果。通过使组合预测误差平方和最小，以确定各个单一预测方法的权重系数。用美国加利福尼亚州电力市场日均历史电价进行预测校验，算例分析结果说明了该组合预测方法的有效性。

Application of Optimal Combined Forecasting Method in Electricity Prices Forecasting

The electricity prices are the key factors of electricity markets.The electricity price forecasting is an important task which each market member concerns.To improve the accuracy of electricity price forecasting,the paper presents a combined forecasting method,which combines several single electricity price forecasting models together organically,and integrates the advantages of them to get more exact forecasting results.The optimal weight coefficients are determined by minimizing the sum of squared errors.California history daily average prices are applied to test the proposed approach.The result of the example analysis illustrates the validity of the combined forecasting method.