基于协整理论和误差修正模型的电网投资需求预测研究Research on Prediction to Investment Demand of Power Grid Based on Co-integration Theory and Error Correction Model
赵会茹;杨璐;李春杰;马昕;
摘要(Abstract):
电网投资需求预测对于合理安排电网建设资金的投入、减少资金成本等具有十分重要的意义,提出了一种基于协整理论和误差修正模型的电网投资需求预测模型。以某地区1981—2009年的统计数据为基础,通过ADF单位根检验、Johansen协整检验,逐步筛选变量,发现了电网投资与最大用电负荷之间具有长期均衡关系,并建立了2者的长期均衡模型。在长期均衡模型的基础上,通过误差修正模型构建了2者的短期调节关系模型,以提高短期预测精度。算例分析说明,上述长期均衡模型和短期调节关系模型具有较高的预测精度。
关键词(KeyWords): 电网投资;需求预测;协整理论;误差修正模型
基金项目(Foundation): 国家自然科学基金项目(70971038)~~
作者(Author): 赵会茹;杨璐;李春杰;马昕;
Email:
DOI: 10.13335/j.1000-3673.pst.2011.09.036
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