安庆师范学院学报（自然科学版）2016，Vol.22Issue(4)：19-22,4.DOI:10.13757/j.cnki.cn34-1150/n.2016.04.006
应用自回归条件异方差模型研究我国水力发电量
Hydropower Generating Capacity Forecasting Based on Auto-Regressive Conditional Heteroskedasticity Model
摘要
Abstract
The regularity of conditional variance variation and the statistical distribution characteristic of residual error of hydropower generating capacity(hgc) in hydropower market are researched. On this basis, by means of leading in the generalized auto-regressive conditional heteroskedasticity (GARCH) model, a GARCH model based on the Normal distribution is proposed to research the variation regularity of HGC. Taking the actual data from HGC market in China as samples, both GARCH model and the proposed GARCH model are tested. The testing results show that the GARCH model can offer good estimation and forecasting results of HGC.关键词
自回归条件异方差/GARCH模型/水力发电量/正态分布Key words
auto-regressive conditional heteroskedasticity/GARCH model/hydropower generating capacity (hgc)/normal distribution分类
管理科学引用本文复制引用
卢维学,杨世娟,鲍志晖..应用自回归条件异方差模型研究我国水力发电量[J].安庆师范学院学报（自然科学版）,2016,22(4):19-22,4.基金项目
黄山学院自然科学研究项目（2015xkj004,2015xkj005）和安徽省教育厅科研项目（KJHS2016B04，KJ2011Z364）。 （）
