引用本文:陈曦,$2.采用协整检验的电力系统组合预测建模条件判定方法[J].电力自动化设备,2003,(8):21-24
.Method of cointegration test applying to power system load combination forecast modeling[J].Electric Power Automation Equipment,2003,(8):21-24
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采用协整检验的电力系统组合预测建模条件判定方法
陈曦,$2
作者单位
摘要:
对组合预测方法应用于电力系统短期负荷预测的条件进行了探讨。为了提高电力系统短期负荷预测的精度,运用计量经济学中的协整理论,对组合预测方法进行了研究,并分析了实际的负荷数据,得出应用的条件是:每种预测方法得到的预测值序列与实际负荷值序列之间应该具有协整关系,这是在电力系统短期负荷预测中采用组合预测方法的必要条件。结合实际预测数据,对协整分析方法及相关检验的实现过程进行了详细的计算说明,并对此结论的适用范围进行了介绍。
关键词:  组合预测 协整分析 负荷预测 电力系统
DOI:
分类号:TM715
基金项目:
Method of cointegration test applying to power system load combination forecast modeling
CHEN Xi  DING Ming
Abstract:
The condition of applying combination forecast method to electric power system short-term load forecast is discussed.In order to improve the precision of short-term load forecast,the coin-tegration theory of econometrics is applied in the research of short-term load forecast method and the real data are analyzed.The conclusion has been made that any forecast,used as a part of combination forecast,must cointegrate with the outcome.Otherwise,the precision of the combination forecast model is unpredictable.It is the necessary condition of applying combination forecast method to short-term load forecast.With a calculation example of the real forecasted data,the cointegration analysis and test methods are explained in detail.The applicable range of the conclusion is presented.
Key words:  combination forecast,cointegration analysis,load forecast,power system

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