电价的混沌特性分析及其预测模型研究RESEARCH ON CHAOTIC CHARACTERISTICS OF ELECTRICITY PRICE AND ITS FORECASTING MODEL
杨洪明,段献忠
摘要(Abstract)：
在电力市场环境下,电价取决于众多因素的共同作用,它的演化过程呈十分复杂的不规则运动。为了揭示这种貌似随机的演化过程的内在规律,作者首先借助混沌理论,对电价的混沌特性进行了验证。在由电价单变量时间序列重构的相空间上,提取了吸引子的分形维数和Lyapunov指数,表明电价具有混沌特性;并且通过替代数据检验法进一步验证了电价的这种混沌行为,从而为借助混沌理论来进行电价的短期预测提供了依据。然后,采用电价及其相关因素构成的多变量时间序列重构了更为准确的相空间,通过跟踪相空间中相邻相点的演化趋势,建立起基于递归神经网络的全局和局域电价预测模型,并对NewEngland市场的电价进行了成功的预测。
关键词(KeyWords)： 电价预测;混沌;电力市场
基金项目(Foundation): 教育部高等学校优秀青年教师教育与科研基金资助项目
作者(Author): 杨洪明,段献忠
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