田波,朴在林,郭丹,王慧.基于ARMA-GARCH模型的超短期风功率预测研究[J].电测与仪表,2016,53(17):. tianbo,Piao zailin,guo dan,wang hui.The Wind Power Ultra Short-term Model Based on ARMA-GARCH[J].Electrical Measurement & Instrumentation,2016,53(17):.
基于ARMA-GARCH模型的超短期风功率预测研究
The Wind Power Ultra Short-term Model Based on ARMA-GARCH
Wind power forecasting is very important to improve the power quality and the safe operation of power systems. Ultra short term forecasting of wind power date of a wind farm in Chifeng Inner Mongola based on time series analysis, by applying the Eviews software through the stationary test, the ARMA (Autoregressive Moving Average) model of time series is built. Through ARCH effect of the residual of ARMA model by Lagrange Multiplier (LM), the corresponding ARMA-GARCH model is set up. Through the analysis of the wind power forecasting by using ARMA model, ARMA-ARCH model and ARMA-GARCH model respectively. ARMA-GARCH model possesses higher accuracy on the residual sequence of the data has the long term correlation.
