本文選題：季節(jié)性結(jié)構(gòu)時間序列模型　切入點：電力消費特征　出處：《華僑大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：在我國,電力消費是能源消費的主要方式。一方面,電力消費通常具有周期性和趨勢性兩種特征,如何合理并準(zhǔn)確刻畫電力消費特征,一直以來是經(jīng)濟(jì)核算部門和一些科研機(jī)構(gòu)的重要研究課題之一。另一方面,在“十三五”電力規(guī)劃期間,國內(nèi)電力消費情況面臨許多嚴(yán)峻挑戰(zhàn)。當(dāng)務(wù)之急是對未來的電力需求進(jìn)行預(yù)測,如何準(zhǔn)確地預(yù)測我國電力消費需求,實現(xiàn)經(jīng)濟(jì)平穩(wěn)增長,同樣也是一個重要研究課題之一。在這種大背景下,本文從一個新視角對我國電力消費特征就測度和預(yù)測兩個方面進(jìn)行討論。本文從成分分解和狀態(tài)空間模型的角度,詳細(xì)介紹四種靜態(tài)STM的基本構(gòu)造方法理論,并應(yīng)用于我國電力消費需求特征場景,對2005年至2016年我國電力季度消費需求進(jìn)行特征測度,評選出最優(yōu)的靜態(tài)STM。之后在其基礎(chǔ)上進(jìn)行推廣,構(gòu)造固定參數(shù)形式的STM+βX模型和時變參數(shù)形式的tSTM+β_1X,應(yīng)用于我國電力消費需求預(yù)測場景,對2016年電力消費做出預(yù)測。最后對比STM+X和靜態(tài)STM,基于最優(yōu)模型選取指標(biāo),從擬合效果和預(yù)測精度兩個維度比較這幾種STM的模型效果。本文的主要結(jié)論主要有:第一,通過構(gòu)造Ⅰ(1)和Ⅰ(2)過程兩種趨勢成分形式,季節(jié)虛擬變量和季節(jié)三角函數(shù)兩種季節(jié)成分形式,通過兩兩組合構(gòu)造出四種狀態(tài)空間形式的靜態(tài)STM模型,利用極大似然法對超參數(shù)進(jìn)行估計,刻畫出四種我國電力消費需求特征。這四種靜態(tài)STM較好地刻畫了我國電力消費特征,表明我國電力消費具有趨勢性和季節(jié)性兩種特征。根據(jù)四種誤差評估指標(biāo)結(jié)果,發(fā)現(xiàn)Ⅰ(2)過程趨勢成分加時變季節(jié)三角函數(shù)的季節(jié)成分組合的靜態(tài)STM模型,能夠非常好地刻畫我國電力消費的季節(jié)性特征。第二,在特征測度方面得到最優(yōu)的靜態(tài)STM模型的基礎(chǔ)上,對模型進(jìn)行推廣,得到固定參數(shù)形式的STM+βX和時變參數(shù)形式的tSTM+β_1X兩種狀態(tài)模型框架下的季節(jié)性STM+X模型,引入經(jīng)濟(jì)增長和氣候因素兩種外生變量,先利用極大似然法對超參數(shù)進(jìn)行估計,再利用這兩種STM+X模型刻畫電力消費特征。這兩種STM+X也同時能很好的刻畫出我國電力消費需求特征,根據(jù)四種誤差評估指標(biāo)結(jié)果,發(fā)現(xiàn)時變參數(shù)形式的tSTM+β_1X在擬合和預(yù)測兩方面都具有顯著的優(yōu)勢,即電力消費在預(yù)測方面的最優(yōu)模型為Ⅰ(2)過程趨勢成分加時變季節(jié)三角函數(shù)組合的時變參數(shù)tSTM+β_1X模型。第三,實證研究結(jié)果表明,我國電力消費需求具有穩(wěn)定的內(nèi)在增長趨勢,同時容易受到外部沖擊的影響。此外,我國電力消費需求還具有明顯的季節(jié)效應(yīng),受全球氣候變暖的影響,這種季節(jié)效應(yīng)還存在顯著的季節(jié)擴(kuò)張性。第四,實證研究結(jié)果表明,我國電力消費還受我國宏觀經(jīng)濟(jì)內(nèi)生性發(fā)展和我國氣候條件程度決定。同時,經(jīng)濟(jì)增長和氣候條件對我國電力消費需求存在一定的沖擊效應(yīng),且這種沖擊效應(yīng)是時變的。
[Abstract]:In China, electricity consumption is the main way of energy consumption. On the one hand, electricity consumption usually has two characteristics: periodicity and trend. It has always been one of the important research topics for economic accounting departments and some scientific research institutions. On the other hand, during the 13th Five-Year Plan, The domestic electric power consumption is facing many severe challenges. The urgent task is to forecast the future power demand, how to accurately forecast our country's electricity consumption demand, and how to realize the steady economic growth. It is also one of the important research topics. Under this background, this paper discusses the measurement and prediction of the characteristics of power consumption in China from a new perspective. This paper introduces in detail the basic construction method theory of four static STM, and applies them to the feature scenario of electric power consumption demand in our country, and measures the characteristics of our country's electric power quarterly consumption demand from 2005 to 2016. The optimal static STM is selected. Then the STM 尾 X model with fixed parameters and the tSTM 尾 1X with time-varying parameters are constructed on the basis of this model, which is applied to the power consumption demand prediction in China. Finally, compared with STM X and static STM, the model effects of these STM are compared from two dimensions of fitting effect and prediction precision based on the optimal model selection index. The main conclusions of this paper are as follows: first, By constructing two kinds of trend component forms, seasonal virtual variable and seasonal trigonometric function, the static STM model of four state space forms is constructed by constructing two kinds of trend component forms in the process of 鈪，

本文編號：1627026