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应用去趋势波动分析法对电力市场中电价时间序列进行分析计算,得到了电价序列长期演变行为的标度指数。根据标度指数的变化特征,揭示出电价序列具有长程幂律相关特性。通过对加州电力市场中电价序列的仿真分析,计算结果验证了该方法的可行性,从而为研究电力市场中电价波动的内在复杂分形机理提供了一种新方法。
By using the trend fluctuation analysis method, the time series of electricity price in electricity market is analyzed and calculated, and the scale index of the long-term evolution of electricity price series is obtained. According to the change characteristics of scale index, it is revealed that the price series have long-range power-law correlation characteristics. Through the simulation analysis of the electricity price series in the California electricity market, the calculation results verify the feasibility of the method and provide a new method for studying the inherent complex fractal mechanism of electricity price fluctuations in the electricity market.