基于TRAMO-SEATS的月售电量预测方法及应用
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摘要
为提高月售电量预测准确度,引入TRAMOS-SEATS季节调整方法和Hodrick-Prescott滤波法将月售电量分解为趋势分量、季节分量、循环分量和不规则分量,消除了各分量之间的相互影响。采用ARIMA方法对趋势分量进行预测,采用Holt-Winters加法模型对季节分量进行预测,采用历史同期同类平均值法对循环分量和不规则分量进行预测,最后得到月售电量预测结果。应用实际算例对月售电量进行预测并与实际数据进行对比,验证法方法的正确性与有效性。
To improve the accuracy of monthly electricity sales forecasting,the TRAMO-SEATS seasonal adjustment method and Hodrick-Prescott Filter are applied to decompose monthly electricity sales into trend component, seasonal component,cyclical component and irregular component,in which the mutual influence between each component can be eliminated. The ARIMA method is used to forecast the trend component,the Holt-Winters addictive method the seasonal component and the similar historical average method the cyclical component and irregular component so as to finally achieve the forecasting results of monthly electricity sales. The actual case is used to prove the correctness and effectiveness of the method by comparingtheforecastingmonthlyelectricitysalesandactualsales.
To improve the accuracy of monthly electricity sales forecasting,the TRAMO-SEATS seasonal adjustment method and Hodrick-Prescott Filter are applied to decompose monthly electricity sales into trend component, seasonal component,cyclical component and irregular component,in which the mutual influence between each component can be eliminated. The ARIMA method is used to forecast the trend component,the Holt-Winters addictive method the seasonal component and the similar historical average method the cyclical component and irregular component so as to finally achieve the forecasting results of monthly electricity sales. The actual case is used to prove the correctness and effectiveness of the method by comparingtheforecastingmonthlyelectricitysalesandactualsales.
引文
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[22]吴越强,吴文传,李飞,等.基于鲁棒Holt-Winter模型的超短期配变负荷预测方法[J].电网技术,2014(10):2810-2815.WU Yueqiang,WU Wenchuan,LI Fei.Ultra-short term load forecasting using robust Holt-Winters in distribution network[J],Power System Technology,2014(10):2810-2815.
[23]彭帅英,李广杰,彭文,等.基于改进遗传算法的HoltWinters模型在采空沉陷预测中的应用[J].吉林大学学报(地球科学版),2013(2):515-520.PENG Shuaiying,LI Guangjie,PENG Wen,et al.Mining subsidence forecast method based on improved genetic algorithm and Holt-Winters model[J],Journal of Jilin University(Earth Science Edition),2013(2):515-520.
[2]鲁宝春,赵深,田盈,等.优化系数的NGM(1,1,k)模型在中长期电量预测中的应用[J].电力系统保护与控制,2015(12):98-103.LU Baochun,ZHAO Shen,TIAN Ying,et al.Mid-long term electricity consumption forecasting based on improved NGM(1,1,k)gray model[J].Power System Protection and Control,2015(12):98-103.
[3]孙伟,常虹,赵巧芝.基于量子和声优化的改进DMSFE组合模型及在中长期电量预测中的应用[J].电力系统保护与控制,2014(21):66-73.SUN Wei,CHANG Hong,ZHAO Qiaozhi.Forecasting mid-long term electricity consumption using a quantum harmony search based improved DMSFE combination model[J].Power System Protection and Control,2014(21):66-73.
[4]王允平,黄殿勋,熊浩清,等.智能电网环境下采用关联分析和多变量灰色模型的用电量预测[J].电力系统保护与控制,2012(1):96-100.WANG Yunping,HUANG Dianxun,XIONG Haoqing,et al.Using relational analysis and multi-variable grey model for electricity demand forecasting in smart grid environment[J].Power System Protection and Control,2012(1):96-100.
[5]唐巍,高春成.并行自适应混沌优化方法在中长期电量预测中的应用[J].电网技术,2005(11):30-35.TANG Wei,GAO Chuncheng.Application of parallel adaptive chaotic optimization in middle and long term electricity consumption forecasting[J].Power System Technology,2005(11):30-35.
[6]张友泉.一种基于灰色系统理论的中长期需电量预测模型[J].电网技术,1999(8):47-50.ZHANG Youquan.Middle and long term power consumption forecasting model based on grey system theory[J].Power System Technology,1999(8):47-50.
[7]吉培荣,张玉文,简作群.优选平滑系数的指数平滑法电量预测系统[J].电网技术,1996(6):52-53,56.JI Peirong,ZHANG Yuwen,JIAN Zuoqun.An electricity forecasting system by exponent smoothing method[J].Power System Technology,1996(6):52-53,56.
[8]吴杰,宋国堂,卢志刚,等.基于偏最小二乘回归与比重法的月售电量预测[J].电力系统及其自动化学报,2008(3):66-69.WU Jie,SONG Guotang,LU Zhigang,et al.Forecasting for monthly electricity consumption using partial leastsquare regressive and proportion model[J].Proceedings of the CSU-EPSA,2008(3):66-69.
[9]薛斌,程超,欧世其,等.考虑舒适温度区间和突变量的月售电量预测线性回归模型[J].电力系统保护与控制,2017(1):15-20.XUE Bin,CHENG Chao,OU Shiqi,et al.A linear regression model for forecasting monthly electricity sales considering comfortable temperature range and sudden variable[J].Power System Protection and Control,2017(1):15-20.
[10]周晖,王玮,李晓梅.基于ANN的销售电量预测模型的研究[J].湖南电力,2004(5):1-3.ZHOU Hui,WANG Wei,LI Xiaomei.Study of the model for forecasting vendition kwh using ANN[J].Hunan Electric Power,2004(5):1-3.
[11]张士强,王雯,王健.ARIMA模型在城市年用电量预测中的应用[J].电力需求侧管理,2010(6):31-34.ZHANG Shiqiang,WANG Wen,WANG Jian.Application of ARIMA model in forecasting annual city electricity consumptions[J].Power Demand Side Management,2010(6):31-34.
[12]颜伟,程超,薛斌,等.结合X12乘法模型和ARIMA模型的月售电量预测方法[J].电力系统及其自动化学报,2016(5):74-80.YAN Wei,CHENG Chao,XUE Bin,et al.Forecasting for monthly electricity consumption using X12 multiplication method and ARIMA model[J].Proceedings of the CSU-EPSA,2016(5):74-80.
[13]GOMEZ V,MARAVALL A.Programs TRAMO and SEATS,Instructions for User,Beta Version:November[Z].1997.
[14]李海利.月度CPI的季节调整[D].天津:天津财经大学,2014.
[15]MARAVALL A,PIERCE D A.A prototypical seasonal adjustment model[J].Journal of Time Series Analysis1992,9,177-193.
[16]王桂芝,陆金帅,陈克垚,等.基于HP滤波的气候产量分离方法探讨[J].中国农业气象,2014(2):195-199.WANG Guizhi,LU Jinshuai,CHEN Keyao,et al.Exploration of method in separating climatic output based on HP filter[J].Chinese Journal of Agrometeorology,2014(2):195-199.
[17]姚洪心,武振业,周杰.Hodrick-prescott滤子在中国经济增长周期分析中的运用[J].四川师范大学学报(自然科学版),2002(01):108-110.YAO Hongxin,WU Zhenye,ZHOU Jie.The application of Hodrick-presscott filter in analysis of economic growth circle of China[J].Journal of Sichuan Normal University(Natural Science),2002(01):108-110.
[18]麦鸿坤,肖坚红,吴熙辰,等.基于R语言的负荷预测ARIMA模型并行化研究[J].电网技术,2015(11):3216-3220.MAI Hongkun,XIAO Jianhong,WU Xichen.Research on ARIMA model parallelization in load prediction based on R language[J].Power System Technology,2015(11):3216-3220.
[19]李妮,江岳春,黄珊,等.基于累积式自回归动平均传递函数模型的短期负荷预测[J].电网技术,2009(08):93-97,103.LI Ni,JIANG Yuechun,HUANG Shan,et al.Short-term load forecasting based on ARIMA transfer function model[J].2009(08):93-97,103.
[20]周明,聂艳丽,李庚银,等.基于小波分析的短期电价ARIMA预测方法[J].电网技术,2005(9):50-55.ZHOU Ming,NIE Yanli,LI Gengyin,et al.Wavelet analysis based ARIMA hourly electricity prices forecasting approach[J].Power System Technology,2005(9):50-55.
[21]张丽,闫世锋.Holt-Winters方法与ARIMA模型在中国航空旅客运输量预测中的比较研究[J].上海工程技术大学学报,2006(3):280-283.ZHANG Li,YAN Shifeng.Comparison of Holt-Winters and ARIMA methods for forecasting charge of China airline passengers[J].Journal of shanghai university of engineering science,2006(3):280-283.
[22]吴越强,吴文传,李飞,等.基于鲁棒Holt-Winter模型的超短期配变负荷预测方法[J].电网技术,2014(10):2810-2815.WU Yueqiang,WU Wenchuan,LI Fei.Ultra-short term load forecasting using robust Holt-Winters in distribution network[J],Power System Technology,2014(10):2810-2815.
[23]彭帅英,李广杰,彭文,等.基于改进遗传算法的HoltWinters模型在采空沉陷预测中的应用[J].吉林大学学报(地球科学版),2013(2):515-520.PENG Shuaiying,LI Guangjie,PENG Wen,et al.Mining subsidence forecast method based on improved genetic algorithm and Holt-Winters model[J],Journal of Jilin University(Earth Science Edition),2013(2):515-520.