电力系统边际电价的混沌特性及预测  

THE CHAOTIC PROPERTY OF SYSTEM MARGINAL PRICE AND ITS FORECASTING

作　　者：刘广建[1] 胡三高[1] 戴俊良[1] 

机构地区：[1]华北电力大学,北京102206

出　　处：《中国电机工程学报》2003年第5期6-8,175,共4页Proceedings of the CSEE

摘　　要：采用非线性系统理论对电力系统历史边际电价数据序列进行了特征分析,根据边际电价时间序列具有分数维D2及最大Lyapunov 指数l1大于零,发现电力系统边际电价具有混沌特性。按照本文给出的相空间近邻等距方法,对某电网实际电价数据进行了预测,结果与实际相符,为电力系统电价预测提供了一种新的预测方法。The characteristic of the marginal price of the history data of power systems is analyzed with the theory of nonlinear system. The system marginal price has a chaotic property. Since the fractional correlation dimension D2 and maximum Lyapunov exponent l1 are positive. The actual data of an electric network is forecasted based on the method of the equidistance in the neighborhood of the phase space. The results of the forecast are correspondent to the practically recorded data. It can be a new way to forecast the system marginal price.

关 键 词：电力系统 边际电价 混沌特性 电价预测 电网 电力市场 非线性系统理论 

分 类 号：TM73[电气工程—电力系统及自动化] F407.61[经济管理—产业经济]