基于组合模型的能源需求预测

:2009-07-27:,,*(No.2006BAD20B06)基于组合模型的能源需求预测*周扬吴文祥胡莹刘秀香(,100101),,,,BPGM,:¹,,200819601.39t202025615.26t,1.81%;20082628.64t20203532.60t,1.36%;ºBPGM(1,1),/0,,,;;BP;TK01A1002-2104(2010)04-0063-06doi:10.3969/j.issn.1002-2104.2010.04.011,,,,,BESONDESONPILOT[1-4];:;,[5][6,7],,,::GMBP[8,9]GM(1,1)(GM-PLS)[10];[11];AHPGM(1,1)[12];GM(1,1)ANN[13]BP,GM(1,1)GM(1,1)GMGM(1,1)BP,BPGM,15,1预测模型的建立和分析1.1灰色GM(1,1)模型GM(1,1),{X0(i)}i=1,2,,,n,X(1)(i)=Eik=1X(0)(k)i=1,2,,,n(1)dP[X]+aP[X]=u(2)dP[X],P[X],i,(2)X(1)-X(1)(i-1)+12a[X(1)(i)+X(1)(i-1)]=ui=2,3,,,n(3)(1)(2)(3)#63##2010204CHINAPOPULATION,RESOURCESANDENVIRONMENTVol.20No.42010X(0)(i)+12a[X(1)(i)+X(1)(i-1)]=ui=2,3,,,n(4)Yn=X(0)(2)X(0)(3),X(0)(n),B=-12[X(1)(2)+X(1)(1)]1-12[X(1)(3)+X(1)(2)]1,-12[X(1)(n)+X(1)(n-1)]1,A=auYn=BA(5)A=(BTB)-1BTYn(6)X(1)(t)=[X(0)(1)-ua]e-a(t-1)+ua(7)GM(1,1),,,GM(1,1),,:|a|;,;,1.2动态等维灰数递补GM(1,1)模型GM(1,1),GM(1,1):¹GM(1,1);º,,;»GM(1,1),,,,,,:(1)GM(1,1),;(2)GM(1,1)x(0)(n+1);(3)x(0)(n+1),x(0)(1),:X(0)=[x(0)(2),x(0)(n-1),x(0)(n),x(0)(n+1)](8),;(4)(9)GM(1,1),,,2,GM(1,1),,,,[14],,,[14],GM(1,1)GM(1,1),,GM(1,1),,[15]1.3基于滑动平均法改进的GM(1,1)模型GM(1,1),,,,,GM(1,1)[16],,:x(0)t,t=1,2,3,,,nxc(0)t,xc(0)(t)=x(0)(t-1)+2x(0)(t)+x(0)(t+1)4GM(1,1)au,,GM(1,1)1.4无偏GM(1,1)模型,,,auGM(1,1),GM(1,1),GM(1,1),,1.5BP神经网络模型,,,WH,BP[17]BP,,#64##20104,S,Sf(x)=1/[1+exp(-x)]BP,,:Oj=f(Enk=0wjk#Ok),Oi=f(Enj=0wij#Oj)wio=Hi,wjo=Hj,,E=12Emk=1(yk-ck)2(9),yk;ck;mwijwjk,(9)E[9]:BP,BP,,BP1.6BP网络与GM(1,1)组合预测模型,,,,,BP-GM(GDP),,,,,BPGM(1,1),BPGM,:¹GM(1,1)GM(1,1)GMGM,4;º4BP,BP,GMBP(1),4,2BPGDP1Fig.1Topologicalstructureofcombinationforecastingmodelofgrayneuralnetwork3,,,m=3,n=1[18]:s=0.43m2+0.12n2+2.54m+0.77n+0.35+0.51,s,mn,s=77126,,0.004,,2实例分析2.1模型精度检验及误差分析1995-2002,GDP,2Fig.2Errorcompassionofforecastingmodelsbasedoncoalconsumption#65#:1(2003-2006)Tab11Comparisonofforecastingerrorsofcoalandoilconsumption(2003-2006)YearGM(1,1)DynamicGreyModelSlidingAverageGM(1,1)UnbiasedGM(1,1)CombinationForecastingCoalOilCoalOilCoalOilCoalOilCoalOil20030.0750.1080.0750.1080.0910.1200.0800.1120.0430.04620040.1870.1350.1890.1390.2050.1500.1920.1390.0040.03820050.2370.2400.2390.2420.2580.2560.2420.2440.0210.02020060.2310.2100.2270.2160.2560.2290.2350.2130.0560.0122Tab12Errorsofdifferentcombinationmodels104tonsofSCEYearActualValueGM-PLSGM-ANNAHP-GMBP-GMPredictValueErrorPredictValueErrorPredictValueErrorPredictValueError20031705.021543.75-0.1621861.360.1561584.47-0.1211626.73-0.07820062293.192503.870.2112116.58-0.1772431.360.1382320.670.0273Fig.3Errorcompassionofforecastingmodelsbasedinoilconsumption,23,,2003-2006,1Matlab7.11,2,3,,GM(1,1),,BP4BP-GM(1,1),,,,,2006(GM-PLSGM(1,1)ANNAHPGM(1,1)),BP-GM(1,1),(2)2.2数值预测,1995-200615,41995-2006GDP,GM(1,1)15GDP,2,6BP,BP,BP15(3)3,10,200819601.39t202025615.26t,1.82%;20082628.64t20203585.67t,1.36%,15,,#66##20104315()Tab13DemandofthecoalandoilinJiangsuProvinceinthenextfifteenyears104tonsofSCEYearCoalOilYearCoalOil200718757.072453.07201522145.623294.13200819601.392628.64201622743.243344.81200920146.282782.43201723434.373395.13201020483.682910.88201824188.713440.51201120742.923016.44201924935.873484.86201220970.143105.06202025615.263532.6201321259.933177.51202126168.493585.67201421645.763238.833结论与展望GMBP,BP-GM(1,1)BPGM,,,,,GMBP,,,,,/0,,:,,,(编辑:王爱萍)(Reference)[1]WeigendAS.TimeSeriesAnalysisandPredictionUsingGatedExpertswithApplicationtoEnergyDemandForecasts[J].AppliedArticialIntelligence,1996,10(6):583-624.[2]GevorgianV,KaiserM.FuelDistributionandConsumptionSimulationintheRepublicofArmenia[J].Simulation,1998,71(3):154-167.[3]JohnAsafu-Adjaye.TheRelationshipbetweenEnergyConsumption,EnergyPriceAdEconomicGrowth:TimeSeriesEvidencefromAsianDevelopingCountries[J].EnergyEconomics,2000,22(6):615-625.[4]SoytasU,SariR.EnergyConsumptionandGDP:CausalityRelationshipinG-7CountriesandEmergingMarkets[J].EnergyEconomics,2003,25(1):33-37.[5].[M].:,1992.[DengJulong.GrayForecastandDecision-making[M].Wuhan:PressofHuazhongUniversityofScienceandTechnology,1992.][6].[J].,2004,22(3):71-73.[FangWeihua.ApplicationofArtificialNeuralNetworkModeltoHydroelectricEnergy[J].HydroelectricEnergy,2004,22(3):71-73.][7],,.[J].:,2005,22(1):92-97.[WuJiansheng,ZhouYoujunJinLong.TheNeuralNetworkandItsResearchDevelopment[J].JournalofGuangxiTeachersCollege,2005,22(1):92-97.][8],,,.GM(1,1)[J].,2005,(1):110-113.[LiLiang,SunTingrong,HuangQiang,etal.CombinedEnergyForecastingModelofGrayGM(1,1)andNeuralNetworks[J].EnergyResearch&Utilization,2005,(1):110-113.][9],,,.GMBP[J].,2006,24(2):1-4.[FuJiafeng,CaiGuotian,ZhangLei,etal.CombinationForecastingModelofChinaEnergyConsumptionBasedonGrayModelandBack-PropagationNetwork[J].WaterResourcesandPower,2006,24(2):1-4.][10],,,.GM-PLS[J].,2006,(25):287-289.[ZhangXiaomei,ZhangShushen,ZhangYun,etal.CombiningGreyModelwithPartialLeastSquaresRegression[J].JournalofLiaoningTechnicalUniversity,2006,(25):287-289.][11],,.[J].,2003,23(3):24-30.[LuQi,GuPeiliang,QiuShiming.TheConstructionandApplicationofCombinationForecastingModelinChineseEnergyConsumptionSystem[J].SystemsEngineering-theory&Practice,2003,23(3):24-30.][12