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。
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 random- ness 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 compen- sation 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.
出处
《计算机仿真》
CSCD
北大核心
2014年第2期206-209,385,共5页
Computer Simulation
基金
中央高校基本科研业务费专项资金项目(11MG49)
关键词
多步预测
误差补偿
风速
时间序列
Multi - step - ahead prediction
Error compensation
Wind speed
Time series
