Method of Forecast Wind Speed based on Wavelet Analysis And Quantile Regression

摘要：

　　Because of wind speed with the randomness and non-stationary properties,wind power has a great effect when it integrates to power grid.We can only prediction a more accurate wind speed to reduce its harmful of the power grid.However,it is difficult to make more accurately forecast because of its characteristics.This article we discuss a method that wind speed processed by wavelet at first,then giving a different quantile points forecast of each layer of wind speed decomposition using the quantile regression,finally we gain the differential forecast by reconstruction every layers predict.The result shows this method prediction effect is better than quantile regression forecast and ARMA model prediction,especially in the extreme points.

关键词： wavelet decomposition quantile regression ARMA model wind speed

作者: Lv Peng Chengfei Jiang Cui Bingwei

作者单位: Department of Mathematics,North China Electric Power University,Beijing 102206,China

会议类型: 国际会议

会议名称: 2012 2nd International conference on Machinery Electronics and Control Engineering (2012年第二届国际机械电子与控制工程会议(ICMECE 2012))

会议地点: 济南

会议语种:英文

页码: 1205-1209

在线出版日期: 2012-12-29（万方平台首次上网日期，不代表论文的发表时间）