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基于加权平均一阶发散度的混沌序列预测法

Forecasting method of chaotic sequence based on weighted average first-order divergence degree

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【作者】 岳毅宏韩文秀王健

【Author】 YUE Yi-hong, HAN Wen-xiu, WANG Jian(School of Management, Tianjin University, Tianjin 300072, China)

【机构】 天津大学管理学院天津大学管理学院 天津300072天津300072天津300072

【摘要】 深入分析了基于最大Lyapunov指数预测法产生误差的根源。在此基础上定义了一个新的变量:加权平均一阶发散度,并基于该变量提出了一种新的混沌序列预测方法。首先从理论上对该方法的基本原理进行了系统论述,并指出了加权平均一阶发散度所具有的一些显著特点。然后总结了所提预测方法的算法过程。最后将新方法应用于电力系统的负荷预测中,得到了理想的预测结果。通过分析和比较,验证了其有效性。

【Abstract】 The error cause of the forecasting method based on maximal Lyapunov exponent is thoroughly analyzed. On this basis, a new variable called weighted average first-order divergence degree is defined. Based on this variable, a novel forecasting method of chaotic sequence is proposed. Firstly, its principle is demonstrated systematically from the theoretical aspect, and some remarkable characteristics of weighted average first-order divergence degree are pointed out. Then, arithmetic procedure of the proposed forecasting method is summarized. In the end, this method is applied to the forecasting of short-term load, and the results are ideal. The analytic and comparison results prove its validity.

【基金】 国家自然科学基金资助课题(79970043)
  • 【文献出处】 系统工程与电子技术 ,Systems Engineering and Electronics , 编辑部邮箱 ,2004年05期
  • 【分类号】O415.5
  • 【被引频次】13
  • 【下载频次】149
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