基于分时段多模型的短期电价预测

基于分时段时间序列多模型的短期电价预测方法对美国PJM电力市场2006年全年电价数据进行分析,预测2007年1月1日到7日的一周内每小时的电价,将全年电价数据按照时段划分为24个子序列(PJM电力市场电价是以小时出清),分别对每个时段的子序列建立不同的模型进行分析,算例的研究结果显示,平均绝对百分误差在10%以内,能够用于电力市场短期电价预测。

Short-term price forecast models based on period-decoupled price sequence

The method which is based on period-decoupled price sequence was used to analyze the price data of PJM electricity market of 2006 to predict the hourly price from Jan 1th to 7th of 2007.With the method,the full yearly data were divided into 24 sub-sequences by hour,and relevant models for each period were constructed.The calculation example shows that the MAPE is around 10% and the model can be applied for short-term price forecast.