电测与仪表2016，Vol.53Issue(17)：12-17,6.
基于 ARMA－GARCH 模型的超短期风功率预测研究
The Ultra short-term prediction of wind power based on ARMA-GARCH model
摘要
Abstract
Wind power prediction is very important to improve the power quality and the safe operation of power sys -tem.The ultra short-term prediction of wind power data is carried out in a wind farm in Chifeng of Inner Mongola based on time series analysis , and the ARMA ( Autoregressive Moving Average ) model of time series is built through the stationary test of data.Through ARCH effect of the residual of ARMA model by Lagrange Multiplier (LM), the corresponding ARMA-GARCH model is set up .Through the comparison of the wind power prediction by using ARMA model , ARMA-ARCH model and ARMA-GARCH model respectively , ARMA-GARCH model possesses higher accura-cy on the residual sequence of the data with the long term correlation .关键词
时间序列/风电功率/预测/ARMA模型/ARCH模型/GARCH模型Key words
time series/wind power/prediction/ARMA Model/ARCH model/GARCH model分类
信息技术与安全科学引用本文复制引用
田波,朴在林,郭丹,王慧..基于 ARMA－GARCH 模型的超短期风功率预测研究[J].电测与仪表,2016,53(17):12-17,6.基金项目
十二五国家科技支撑项目 （）
