基于最优窗宽核密度估计的短期负荷区间预测.docVIP

第**卷 第***期 电测与仪表 Vol.** No.*** 201*年 第**期 Electrical Measurement Instrumentation Dec.201* PAGE PAGE 1 基于最优窗宽核密度估计的短期负荷区间预测* 赵兴昌，张宇献，邢作霞 （沈阳工业大学，沈阳 110870） 摘要：针对确定性短期负荷预测难以满足电力需求中可变性决策问题，提出一种基于最优窗宽高斯核密度估计的短期负荷区间预测方法。该方法利用最小二乘支持向量机对负荷进行确定性预测，根据对历史负荷相对误差特征的统计分析，采用核密度估计方法及最优窗宽选择，对各区域内的相对误差建立密度函数，实现短期负荷的区间预测。以浙江某地区的负荷数据为例，给出了不同置信度下的负荷区间预测，将所提出的方法与固定窗宽的负荷区间预测效果做比对，在相同置信度下所提出方法的区间覆盖率有明显提高并且区间宽度有所降低。 关键词：短期负荷区间预测；核密度估计；最优窗宽；置信区间；最小二乘支持向量机 中图分类号：TM715 文献标识码：A 文章编号：1001-1390（2019）00-0000-00 Short-term load interval prediction based on kernel density estimation with optimal window width Zhao Xingchang1, Zhang Yuxian2, Xing Zuoxia2 (1. School of Information Science and Engineering, Shenyang University of Technology, Shenyang 110870, China. 2. School of Electrical Engineering, Shenyang University of Technology, Shenyang 110870, China.) Abstract：The deterministic load prediction is difficult to meet the variability decision in power demand. A short-term load interval prediction method based on Gaussian kernel density estimation with optimal window width is presented in this paper. The deterministic load prediction is carried out by least squares support vector machine, then, on the premise of characteristic statistics of historical load relative error, the kernel density estimation method is used to select the Gauss kernel function and the optimal window width is used to establish the density function for the relative error in each region. Taking the load data in one area of Zhejiang as an example, the results of load intervals prediction are given under different confidence levels. The proposed prediction with optimal window width is compared with the load prediction with fixed window width, the interval coverage of the proposed intervals prediction is obviously improved and the interval width is reduced under the same confidence