the characteristics of periodicity SMP time series have been probed. According to the characteristics of SMP
this paper presents combined forecast method based on wavelet transform. The non stationary time series of SMP is decompo sed into several detailed stationary time series and a smoothed non stationary time series according to the principle of wavelet decomposition. The stationary time series is simulated by using AR(p) method and the non stationary series is simulated by using artificial neural network model. The comparison shows that the error of the simulation adopting this method is smaller than that by using auto-regressive method.
关键词
系统边际电价预测小波分析人工神经网络
Keywords
SMPforecastwavelet transformANN
references
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