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基于误差补偿的风速时间序列多步预测
Multi-Step-Ahead Prediction of Wind Speed Time Series Based on Error Compensation
【摘要】 传统的时间序列多步预测策略主要有:直接策略、滚动策略、直接-滚动策略、多输出策略和直接-多输出策略。由于风速具有很强的随机性和非平稳特征,使得在多步预测过程中,随着预测步数的增加,预测误差越来越大。在研究传统的多步预测策略的基础上,提出了一种误差补偿策略,以提高预测精度。采用10min采样的风速数据,进行了试验验证,实验结果表明,改进方法相比于单独多步预测策略具有更小的预测误差。
【Abstract】 Traditional multi-step-ahead prediction method for time series are mainly direct strategy,recursive strategy,direct-recursive strategy,multi-output strategy and direct-multi-output strategy. Due to the randomness and non-stationary characteristics of wind speed,the prediction error grows bigger and bigger with the number of prediction step increases. Based on the study of traditional multi-step-ahead forecasting strategies,a new kind of multi-step-ahead forecasting strategy is put forward to improve the prediction accuracy,which is error compensation strategy. The wind speed data with sampling interval 10 minutes is taken to test the forecasting precision for all the multi-step-ahead forecasting methods. The experimental results show that the error compensation strategy has the smaller forecasting error compared to the prediction strategies without error compensation.
【Key words】 Multi-step-ahead prediction; Error compensation; Wind speed; Time series;
- 【文献出处】 计算机仿真 ,Computer Simulation , 编辑部邮箱 ,2014年02期
- 【分类号】TM614
- 【被引频次】8
- 【下载频次】366