| 基于有偏t分布ARMAX模型的短期电价预测 |
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| 引用本文： | 王瑞庆,季文天. 基于有偏t分布ARMAX模型的短期电价预测[J]. 电网与水力发电进展, 2011, 27(2): 19-23 |
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| 作者姓名： | 王瑞庆 季文天 |
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| 作者单位： | 1. 海南软件职业技术学院,软件工程系,海南,琼海,571400;安阳师范学院,计算机与信息工程学院,河南,安阳,455000
2. 海南软件职业技术学院,软件工程系,海南,琼海,571400 |
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| 基金项目： | 河南省教育厅自然科学研究计划（2010B120002） |
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| 摘 要： | 基于正态分布假设的时间序列分析模型不能有效地处理电价的有偏厚尾性,在对电力市场现货电价的影响因素和波动规律综合分析的基础上,提出了一种基于有偏学生t分布ARMAX模型的短期电价预测方法.该方法可同时考虑电价分布的有偏厚尾性、多重周期性及其与负荷之间的非线性相关性.对PJM电力市场历史数据的算例研究表明,该方法计算量小,待估参数少.
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| 关 键 词： | 电价预测 ARMAX模型 有偏t分布 有偏厚尾 |
Short-Term Electricity Price Forecasting Based on ARMAX Model with Skewed Student-t Distribution |
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| WANG Rui-qing and JI Wen-tian. Short-Term Electricity Price Forecasting Based on ARMAX Model with Skewed Student-t Distribution[J]. Advance of Power System & Hydroelectric Engineering, 2011, 27(2): 19-23 |
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| Authors: | WANG Rui-qing and JI Wen-tian |
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| Affiliation: | Department of Software Engineering, Hainan Software Profession Institute, Qionghai 571400, Hainan Province, China;School of Computer and Information Engineering, Anyang Normal University, Anyang 455000, Henan Province, China |
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| Abstract: | The model of time series analysis with normal distribution fails to effectively address the skewness and heavy-tail of electricity spot price. With comprehensive consideration of the various modulating factors and the fluctuation rules of electricity spot price, a short-term electricity price forecasting method based on ARMAX model with skewed student-t distribu- |
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| Keywords: | electricity price forecast ARMAX model skewed student-t distribution skewness heavy-tail |
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