基于小波变换的系统边际电价分析与预测  

Analysis and Forecasting SMP Using Wavelet Transform

作　　者：唐明[1] 马光文[1] 徐刚[1] 

机构地区：[1]四川大学水利水电学院,四川成都610065

出　　处：《四川大学学报（工程科学版）》2007年第4期12-15,共4页Journal of Sichuan University (Engineering Science Edition)

基　　金：国家自然科学基金重点资助项目(50539140)

摘　　要：基于小波变换的系统边际电价(System Marginal Price,SMP)数据分析,根据系统边际电价的特点,建立用于系统边际电价预测的模型。利用小波变换时频局部化功能,将原电价时间序列分解成不同的尺度,对不同尺度上的子序列分别采用人工神经网络和AR模型进行预测,最后将不同尺度预测结果通过小波重构还原,得到系统边际电价预测结果。实例验证表明预测模型能有效提高预测精度,可用于系统边际电价预测。Using wavelet transform, the characteristics of periodicity SMP time series have been probed. According to the characteristics of SMP, this paper presents combined forecast method based on wavelet transform. The nonstationary time series of SMP is decompo-sed into several detailed stationary time series and a smoothed non-stationary time series according to the principle of wavelet decomposition. The stationary time series is simulated by using AR（p） method and the non-stationary series is simulated by using artificial neural network model. The comparison shows that the error of the simulation adopting this method is smaller than that by using auto-regressive method.

关 键 词：系统边际电价 预测 小波分析 人工神经网络 

分 类 号：TM715[电气工程—电力系统及自动化]