用隐马尔可夫模型预测次日电价

2010 5th IEEE Conference on Industrial Electronics and Applications Pub Date : 2010-07-23 DOI:10.1109/ICIEA.2010.5515281

Jian-hang Zhang, Jingyue Wang, Rui Wang, G. Hou

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引用次数: 7

摘要

次日电价预测对消费者和生产者都至关重要。针对电价时间序列的随机性，提出了一种基于隐马尔可夫模型(HMM)的电价预测模型。讨论了影响电价预测的因素。将该方法应用于电力市场，结果表明了该方法的有效性。

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Forecasting next-day electricity prices with Hidden Markov Models

Next-day electricity prices forecasting is essential to consumers and producers. Due to the stochastic characteristics of the electricity price time series, a novel model of electricity price forecasting is presented based on the Hidden Markov Model (HMM). The factors impacting the electricity price forecasting are discussed. The proposed approach is utilized in an electricity market, the results show the effectiveness.

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2010 5th IEEE Conference on Industrial Electronics and Applications

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