中南大学学报（自然科学版）2011，Vol.42Issue(12)：3791-3796,6.
基于最大Lyapunov指数的市场出清电价预测
Market clear price forecasting based on maximum Lyapunov exponent
摘要
Abstract
The reconstruction of phase space and the calculation method of maximum Lyapunov exponent were used to analyze the feature of market clear electricity price series. On the basis of chaotic time series, the maximum Lyapunov exponent forecasting model, I.e, a new promoted power clear price forcasting method was proposed. Then, after determination of the electricity price data from January 1 to August 31 in 1999 of certain electricity market was applied to forecast clear electricity price. The results show that the mean absolute error rate between the forecasting results and actual values is 7.234 7% and maximum absolute error rate is 17.017 5% using the maximum Lyapunov exponent forecasting model. Using AR(2) model, the mean absolute error rate between the forecasting results and actual values is S.S40 8% and the maximum absolute error rate is 11.830 0%. In general, compared with the results of the market clear electricity price predicated by AR(2) model, the predication accuracy based on the maximum Lyapunov exponent forecasting mode is slightly lower than that based on AR(2) model, but its time points when the absolute error rate is less than 6% are higher than the latter, which shows that it is feasible to forecast the clear electricity price by the maximum Lyapunov exponent.关键词
混沌/Lyapunov指数/市场出清价/预测Key words
chaos/ Lyapunov exponent/ market clear price/ forecast分类
资源环境引用本文复制引用
杨淑霞,徐琳茜,刘达,韩奇,张丽,丁晖..基于最大Lyapunov指数的市场出清电价预测[J].中南大学学报（自然科学版）,2011,42(12):3791-3796,6.基金项目
中央高校基本科研业务费专项资金资助项目(09MR39) （09MR39）
