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

作　　者：赵会茹[1] 杨璐[1] 李春杰[1] 马昕[1] 

机构地区：[1]华北电力大学经济与管理学院,北京市昌平区102206

出　　处：《电网技术》2011年第9期193-198,共6页Power System Technology

基　　金：国家自然科学基金项目(70971038)~~

摘　　要：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。It is very important to predict the investment demand of power grid for reasonable input of the funds for power grid construction and reduce the fund cost. For this reason, a co-integration theory and error correction model （ECM） based model to predict the investment demand of power grid is proposed. Based on statistical data of a certain region from 1981 to 2009, the variables are screened in steps by advanced Dicker-Fuller unit root test and Johansen co-integration test, and itis discovered that there is a long-term equilibrium relationship between investment for power grid and peak load of power grid, and then a long-term equilibrium model for them is established and according to the long-term equilibrium model a short-term regulation relationship model for them is constructed to improve the accuracy of short-term prediction. Calculation example shows that the proposed long-term model and short-term model can offer prediction results with higher accuracy.

关 键 词：电网投资 需求预测 协整理论 误差修正模型 

分 类 号：TM71[电气工程—电力系统及自动化]