灰参数Verhulst模型在电力期货价格预测中的应用  

Application of Grey Parameter Verhulst Model in Power Electricity Price Forecasting

作　　者：毛承雄[1] 高翔[1] 

机构地区：[1]华中科技大学电气与电子工程学院,湖北武汉430074

出　　处：《水电能源科学》2005年第3期80-82,i007,共4页Water Resources and Power

摘　　要：针对GM(1,1)模型对于期货电价按照“S”形曲线增长或增长处于饱和阶段时预测误差较大的局限性,建立了预测电力期货的灰色Verhulst模型,并对参数α的变化规律进行了Verhulst模型预测。将改进的灰参数Verhulst模型运用于电力期货价格预测实例中,取得了较好的结果。GM(1,1)model is unperfect, when the price increase s according to the curve with shape of alphabet S or the increment of price is i n the saturation stage, the price forecasting error by GM(1,1) model will be bigger. Pointing to this feature, the grey Verhulst model was established to for ecast the power price. And another Verhulst model was established to forecast th e change of the parameter α. Good result was obtained when the Verhulst model w ith grey parameter was applied in the practical example in the paper.

关 键 词：期货电价预测 灰色VERHULST模型 灰参数 

分 类 号：TM715[电气工程—电力系统及自动化] N941.5[自然科学总论—系统科学]