应用去趋势波动分析法对电力市场中电价时间序列进行分析计算,得到了电价序列长期演变行为的标度指数。根据标度指数的变化特征,揭示出电价序列具有长程幂律相关特性。通过对加州电力市场中电价序列的仿真分析,计算结果验证了该方法的可行性,从而为研究电力市场中电价波动的内在复杂分形机理提供了一种新方法。
The detrended fluctuation analysis (DFA) method is applied to analyse the electricity price series in electricity market and the scale index is obtained, which is a parameter to depict the long term evolutionary behaviour of the electricity price series. According to the changes of the scale index, it is shown that the electricity price series displays long-range power-law correlation characteristics. Simulated analysis of the electricity price series data of California electricity market shows that the DFA is effective and thus a new method is provided to study the complex internal fraetual mechanism of electricity price fluctuation.