摘要
在电力市场中,电价预测对市场参与者具有非常重要的意义。该文检验了GM(1,2)灰色模型在现货电价预测中的应用效果。在对GM(1,2)模型进行修正的基础上,分别建立了计及负荷因子的预测模型和计及预测时刻前一小时电价的预测模型,并对模型进行了等维新息处理。对美国PJM电力市场的峰荷时段、腰荷时段和低谷时段的LMP实时电价分别进行了预测。预测结果表明,计及预测时刻前一小时电价的预测模型具有较好的预测效果。
In power market, it is important for market participants to accurately forecast the electricity price. This paper tests the performance of GM( 1,2) model on spot price forecasting. The GM( 1,2) model is improved to forecast the spot price. The factors of load or the price an hour before forecasted time are introduced in the forecasting model. The equal-dimension and new-information method is also used in this model. It has been used to forecast the LMP at low load period, medium load period and peak load period in American PJM power market. The results show that the improved GM( 1,2) model with the price an hour before forecasted time work reasonably well.
出处
《继电器》
CSCD
北大核心
2006年第1期46-49,共4页
Relay