中文摘要：

为了提高风电场风电功率实时预测精度,并为风电场输出功率的合理调度提供参考依据,提出了一种基于滚动的自回归积分滑动平均模型（ARIMA）和支持向量机（SVM）相结合的卡尔曼融合预测模型。通过对风电功率序列进行分析得出ARIMA模型,用其作为卡尔曼滤波的状态方程。再用SVM预测得出观测方程,用卡尔曼滤波将二者结合起来实现融合多步预测。具体的实例分析中采用了国家能源局的评价指标对预测精度进行评价。通过预测结果可以看出,融合预测算法中可以实现预测误差相互抵消的状况,减少了误差累积,提高了预测的精度。

英文摘要：

In order to improve wind farm wind power real-time predictive accuracy,provide a reference for rational management of wind farm output power,this paper presents a combination based on rolling autoregressive integrated moving average model（ ARIMA） and support vector machine（ SVM） of Kalman fusion prediction model.By analyzing the sequence of wind power,obtaine ARIMA model,using it as a Kalman filter equations of state. Then SVM prediction derives observations equations. Kalman filtering combines the two methods to achieve integration of multi-step prediction.Finally,the paper gives specific examples of analysis used in the analysis of the evaluation of the National Energy Board to evaluate the prediction accuracy.By predicting the results we can see that the fusion algorithm can predict the prediction error cancel each situation,reducing the accumulation of errors and improve the accuracy of prediction.