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基于协整理论和误差修正模型的网投资需求预测研究

赵会茹 杨璐 李春杰 马昕

电网技术2011,Vol.35Issue(9):193-198,6.
电网技术2011,Vol.35Issue(9):193-198,6.

基于协整理论和误差修正模型的网投资需求预测研究

Research on Prediction to Investment Demand of Power Grid Based on Co-integration Theory and Error Correction Model

赵会茹 1杨璐 1李春杰 1马昕1

作者信息

  • 1. 华北电力大学经济与管理学院,北京市昌平区102206
  • 折叠

摘要

Abstract

It is very important to predict the investment demand of power grid for reasonable input of the funds for power grid construction and reduce the fund cost. For this reason, a co-integration theory and error correction model (ECM) based model to predict the investment demand of power grid is proposed. Based on statistical data of a certain region from 1981 to 2009, the variables are screened in steps by advanced Dicker-Fuller unit root test and Johansen co-integration test, and it is discovered that there is a long-term equilibrium relationship between investment for power grid and peak load of power grid, and then a long-term equilibrium model for them is established and according to the long-term equilibrium model a short-term regulation relationship model for them is constructed to improve the accuracy of short-term prediction. Calculation example shows that the proposed long-term model and short-term model can offer prediction results with higher accuracy.

关键词

电网投资/需求预测/协整理论/误差修正模型

Key words

grid investment/demand forecasting/co-integration theory/error correction model (ECM)

分类

信息技术与安全科学

引用本文复制引用

赵会茹,杨璐,李春杰,马昕..基于协整理论和误差修正模型的网投资需求预测研究[J].电网技术,2011,35(9):193-198,6.

基金项目

国家自然科学基金项目(70971038). (70971038)

电网技术

OA北大核心CSCDCSTPCD

1000-3673

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