电力市场中的电价受众多因素影响,单变量时间序列法已很难提高短期电价的预测精度。针对该问题,文中运用时间序列模型的动态计量方法来预测短期电价。首先建立电价和电量的一般自回归分布滞后模型;然后对电价和电量的时间序列数据进行预处理;在通过平稳性和协整性检验后,建立误差修正模型,最终由Eviews5.0估计出模型的参数。利用此模型对澳大利亚新南喊尔士州电力市场的短期电价进行预测,结果表明此模型具有较高的预测精度。
Due to the influence of various factors on electricity price in electricity market, it is hardly to improve the forecasting accuracy of short-term electricity price by single variable time series method. To solve this problem, the authors propose an approach to forecast short-term electricity price by dynamic economics method in time series model. Firstly, the auto-regressive distributed lag models (ADLM) of electricity price and quantity are built; then the time series data of electricity price and quantity are preprocessed; after the test of stationary and cointegration, an error correction model is established; finally the parameters of the model are evaluated by Eviews 5.0. The short-term electricity prices of Australia NSW electricity market are forecasted by this model, and the results show that the proposed model can offer more accurate short-term electricity price.