混沌理论在"价格钉"预测中的应用

“价格钉”是电能价格随时间变化过程中出现的一种波动现象。对“价格钉”形成的机理、影响因素及表现形式进行了研究,在分析其产生原因的基础上,利用负荷和电价之间的相关性,提出了一种基于混沌理论和神经网络的电价预测模型,并对其进行了改进。模型分析及实际算例表明,该模型可大大减少网络的训练次数,提高预测精度。

Application of Chaos Theory in "Price Spike" Forecast

"Price spike" is a kind of fluctuation phenomena appeared in the process of electricity price changing with time.This paper deals with the mechanism,influencing factors and expressing patterns of "price spike" formation.On the basis of analysis of genesis cause,a predicting model for electricity price based on the chaos theory and neural network is suggested using the correlation between loading and electricity price,and the model is improved.The model analysis and real calculation examples indicate that this model can greatly reduce the training times of network,improve the prediction accuracy.