The Application of Time Series Seasonal Multiplicative Model and GARCH Error Amending Model on Forecasting the Monthly Peak Load

摘要：

This paper describes the basic principle of seasonal multiplicative model in time series and the GARCH model, applies the former to forecast the monthly peak load, and then uses the latter to amend the forecasting error. Calculating the real data of a regional power grid, results show the forecasting precision and effect of the error modifying model.

关键词： GARCH model error amending multiplicative model in time series monthly peak load forecasting

作者: Niu Dongxiao ZhangYunyun Liu Jinpeng

作者单位: School of Economy Management, North China Electric Power University, 102206, China

会议类型: 国际会议

会议名称: 2009 International Forum on Computer Science-Technology and Applications(2009年国际计算机科学技术与应用论坛 IFCSTA 2009)

会议地点: 重庆

会议语种:英文

页码: 1098-1101

在线出版日期: 2009-12-25（万方平台首次上网日期，不代表论文的发表时间）