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电网技术  2007 

考虑外生变量的广义自回归条件异方差日前电价预测模型

, PP. 44-48

Keywords: 电力市场,日前电价预测,外生变量,自回归滑动平均,广义自回归条件异方差

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Abstract:

利用广义自回归条件异方差模型预测电价,并在该模型中引入周用电比率作为外生变量,以增加模型对外界影响的响应。采用上述方法对美国PJM电力市场2004年12月份的日前电价进行预测,结果表明该方法对高峰时段电价的预测精度明显高于与之对比的其他模型,整体预测精度也好于对比模型。

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