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中长期电力负荷预测是电力部门制定电力系统发展规划和稳定运行的重要前提.针对影响中长期电力负荷预测精度的多个因素,本文利用逐步回归方法,从众多影响负荷预测精度的关联因子中,对关键的影响因子进行辨识,并提出基于Box-Cox变换分位数回归和核密度估计相结合的概率密度预测方法,得出不同分位点下未来连续几年的概率密度预测结果,实现了对未来年用电量准确波动区间的预测.以安徽省的历史用电量和社会经济数据为例,进行仿真实验.结果表明:该方法不仅实现了中长期电力负荷概率密度预测,而且利用强关联因素提高了中长期电力负荷概率密度预测的精度,有效解决了考虑多因子的中长期电力负荷概率密度预测问题. 相似文献
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Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment 下载免费PDF全文
Fabian Baetje 《Journal of forecasting》2018,37(1):37-63
A variety of recent studies provide a skeptical view on the predictability of stock returns. Empirical evidence shows that most prediction models suffer from a loss of information, model uncertainty, and structural instability by relying on low‐dimensional information sets. In this study, we evaluate the predictive ability of various lately refined forecasting strategies, which handle these issues by incorporating information from many potential predictor variables simultaneously. We investigate whether forecasting strategies that (i) combine information and (ii) combine individual forecasts are useful to predict US stock returns, that is, the market excess return, size, value, and the momentum premium. Our results show that methods combining information have remarkable in‐sample predictive ability. However, the out‐of‐sample performance suffers from highly volatile forecast errors. Forecast combinations face a better bias–efficiency trade‐off, yielding a consistently superior forecast performance for the market excess return and the size premium even after the 1970s. 相似文献
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The paper proposes a simulation‐based approach to multistep probabilistic forecasting, applied for predicting the probability and duration of negative inflation. The essence of this approach is in counting runs simulated from a multivariate distribution representing the probabilistic forecasts, which enters the negative inflation regime. The marginal distributions of forecasts are estimated using the series of past forecast errors, and the joint distribution is obtained by a multivariate copula approach. This technique is applied for estimating the probability of negative inflation in China and its expected duration, with the marginal distributions computed by fitting weighted skew‐normal and two‐piece normal distributions to autoregressive moving average ex post forecast errors and using the multivariate Student t copula. 相似文献
5.
This paper investigates robust model rankings in out‐of‐sample, short‐horizon forecasting. We provide strong evidence that rolling window averaging consistently produces robust model rankings while improving the forecasting performance of both individual models and model averaging. The rolling window averaging outperforms the (ex post) “optimal” window forecasts in more than 50% of the times across all rolling windows. 相似文献
6.
Yaein Baek 《Journal of forecasting》2019,38(4):277-292
This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts. 相似文献
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We investigate the accuracy of capital investment predictors from a national business survey of South African manufacturing. Based on data available to correspondents at the time of survey completion, we propose variables that might inform the confidence that can be attached to their predictions. Having calibrated the survey predictors' directional accuracy, we model the probability of a correct directional prediction using logistic regression with the proposed variables. For point forecasting, we compare the accuracy of rescaled survey forecasts with time series benchmarks and some survey/time series hybrid models. In addition, using the same set of variables, we model the magnitude of survey prediction errors. Directional forecast tests showed that three out of four survey predictors have value but are biased and inefficient. For shorter horizons we found that survey forecasts, enhanced by time series data, significantly improved point forecasting accuracy. For longer horizons the survey predictors were at least as accurate as alternatives. The usefulness of the more accurate of the predictors examined is enhanced by auxiliary information, namely the probability of directional accuracy and the estimated error magnitude. 相似文献
8.
我国经济增长在遭遇前所未有的疫情冲击后进入为期一年的超常快速扩张期,并于2021年2月形成扩张高峰,此后转入经济周期收缩阶段。2020年11月至2021年7月经济运行已恢复至“正常”景气区间,但需求端的恢复弱于供给端。2021年3季度的综合警情指数明显下滑,发出“偏冷”预警信号,且4季度可能继续下行,但物价总体保持稳定。预计全年GDP增长8.1%左右(两年平均增长5.2%左右),全年CPI上涨0.9%左右。建议宏观调控应做好跨周期设计,注意处理好稳增长、防风险和节能环保的关系,提高疫情应对的精准性,适度加大稳增长力度,努力保持经济在合理区间的平稳运行。 相似文献
9.
在传统的风险度量方法中,常见的协方差估计量并未区分资产收益的下侧风险和上侧收益,而一般的下偏矩估计量则存在非对称性和难以加总的缺点.本文引入已实现半协方差矩阵(RSCOV)作为风险度量进行波动率预测和投资组合研究.本文将RSCOV应用于两种常见的风险分散投资策略—风险平价(ERC)策略和全局方差最小(GMV)策略,并将机器学习中的在线加权集成(OWE)算法用于提升已实现波动率预测方法HAR-RV的样本外预测表现.通过研究发现,相比起已有的其他风险衡量方式,仅包含负向波动信息的下半RSCOV能够更好地被用于平衡组内各资产的风险贡献.基于A股市场2011-2018年的高频数据,本文通过实证研究发现,OWE-HARRV在月度预测步长下的效果优于HAR-RV,而下半RSCOV则能够使ERC策略以及GMV策略在保证一定平均收益的同时,降低了组合收益的极端损失. 相似文献
10.
Neural networks (NNs) are appropriate to use in time series analysis under conditions of unfulfilled assumptions, i.e., non‐normality and nonlinearity. The aim of this paper is to propose means of addressing identified shortcomings with the objective of identifying the NN structure for inflation forecasting. The research is based on a theoretical model that includes the characteristics of demand‐pull and cost‐push inflation; i.e., it uses the labor market, financial and external factors, and lagged inflation variables. It is conducted at the aggregate level of euro area countries from January 1999 to January 2017. Based on the estimated 90 feedforward NNs (FNNs) and 450 Jordan NNs (JNNs), which differ in variable parameters (number of iterations, learning rate, initial weight value intervals, number of hidden neurons, and weight value of the context unit), the mean square error (MSE), and the Akaike Information Criterion (AIC) are calculated for two periods: in‐the‐sample and out‐of‐sample. Ranking NNs simultaneously on both periods according to either MSE or AIC does not lead to the selection of the ‘best’ NN because the optimal NN in‐the‐sample, based on MSE and/or AIC criteria, often has high out‐of‐sample values of both indicators. To achieve the best compromise solution, i.e., to select an optimal NN, the preference ranking organization method for enrichment of evaluations (PROMETHEE) is used. Comparing the optimal FNN and JNN, i.e., FNN(4,5,1) and JNN(4,3,1), it is concluded that under approximately equal conditions, fewer hidden layer neurons are required in JNN than in FNN, confirming that JNN is parsimonious compared to FNN. Moreover, JNN has a better forecasting performance than FNN. 相似文献