【作者】 孙帆；

【导师】 岳超源；

【作者基本信息】 华中科技大学 ， 系统工程， 2007， 硕士

【摘要】 电力市场中电价是关系到资源流动和利益分配的核心因素,电价的确定也是电力市场中最本质、最关键的部分,根据市场需求确定相应的合理电价直接影响到电力市场能否正常的运营。电价预测具有十分重要的意义,目前已提出了时间序列法、人工神经网络、混沌理论等预测方法,但由于电价预测不仅需要考虑电价本身作为时间序列的特性,还需要考虑各种非电价因素(如负荷需求、节假日、供求关系等因素)对电价的影响,特别是人为因素的干扰,这都进一步加大了电价预测的难度和深度。混沌理论己被证明是解决非线性问题的重要的、行之有效的理论方法。混沌动力系统的奇异吸引子所具有的无穷自相似性使混沌理论和分形学自然紧密联系。基于混沌理论的非线性时间序列分析跳出了传统的建立主观模型的局限,通过时间序列的内在规律做出分析与预测。本文在综合考虑影响电价的各种因素下,以电价时间序列的混沌特性为基础,利用多变量时间序列的相空间重构理论并结合人工神经网络的非线性映射能力建立数学模型,提出一种基于Lyapunov指数的混沌神经网络电价短期预测方法,该方法简单、方便,能够较为准确地预测电力交易价格,预测电力交易价格。使用本方法对美国加州实际的系统边际价格进行预测,得到了较好的结果,表明了本方法的有效性。更多还原

【Abstract】 Electricity Price issues are the key problems in the markets and how to price the special commodity-electricity is essential for the smooth market operation. So using the relative historic data in predicting the future electricity Price is a very meaningful work.The neural network technique has gained high recognition in recent twenty years and has acquired abundant accomplishment. BP feed-forward networks can be applied to nonlinear modeling, function pattern association and pattern classification. As to actual problem, there is no system method to solve network architecture and neurons, quite a few experiments must be made. The paper introduces the way to create a network, train a network and simulate a network with MATLAB language. Some cautions are introduced too.Chaotic theory has been proved to be an important and useful theory algorithm. The natural tightly was connected between chaos and Fractal due to the infinite similarities of strange attractor of chaotic dynamic system. Nonlinear time series analysis based on chaotic theory cross through traditional frame of subjective model,draw out Prediction on the inner rules of chaotic time series data.This thesis advances a short-term price forecasting method based on Lyapunov exponent after comprehensively analyzes the relative factors. The method combines with the chaos theory and artificial neural networks and presents an improved BP neural networks model Based on chaotic analysis in the phases pace. Testing on California’s electricity market proves this method’s efficiency.更多还原