| 基于改进X-12-ARIMA的电煤需求预测模型与实证研究 |
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| 引用本文： | 朱发根. 基于改进X-12-ARIMA的电煤需求预测模型与实证研究[J]. 电力技术, 2014, 0(2): 140-145 |
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| 作者姓名： | 朱发根 |
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| 作者单位： | 国网能源研究院,北京102209 |
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| 基金项目： | 国家电网公司科技资助项目（XM2012020032327）;中能电力工业燃料公司委托资助项目（XM2013020032512） |
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| 摘 要： | 考虑中国春节、端午、中秋等移动假日效应，对美国人口普查局开发的X-12-ARIMA模型进行了改进和实证分析。结果表明，中国电煤消费量具有显著的季节性特征，每年11-12月为消费最高端，7-8月为消费小高峰；基于改进X-12-ARIMA模型对2013年1、2和3月份的电煤需求预测精度分别为96.6%、和95.1%和93.7%，具有较好的短期预测能力。
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| 关 键 词： | X-12-ARIMA模型 电煤需求 季节调整 预测 |
Electrical Coal Demand Forecasting Model and Case Studies Based on Improved X-12-ARIMA |
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| ZHU Fa-gen. Electrical Coal Demand Forecasting Model and Case Studies Based on Improved X-12-ARIMA[J]. , 2014, 0(2): 140-145 |
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| Authors: | ZHU Fa-gen |
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| Affiliation: | ZHU Fa-gen ( State Grid Energy Research Institute, Beijing 102209, China ) |
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| Abstract: | Considering the floating holiday effects of China＇ s Spring Festival, the Dragon Boat Festival and the Mid-Autumn Festival, the improvement and corresponding case studies are put forward on the X-12-ARIMA model developed by the U.S. Census Bureau. The case study results show that electrical coal consumption is characterized by apparent seasonal patterns. Each year the highest peak of the consumption happens in the period of ＂November-December＂ while the small peak appears in the period of ＂July-August＂. As for January, February and March in 2013, the forecasting accuracies of the improved model based on X-12-ARIMA are 96.6%, 95.1% and 93.7%, respectively, which demonstrates its satisfactory performance in short-term forecasting. |
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| Keywords: | X-12-ARIMA model electrical coal demand seasonal adjustment forecast |
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