Research On The Construction And Application Of Grey Prediction Model Of Energy Price

As the vane of energy market,energy price not only reflects the supply and demand of energy,but also reflects the allocation of resources and the development level of national economy.Accurate prediction of energy prices can more reasonably regulate the allocation of energy market,improve the scientific energy control level of energy users,and promote the healthy development of energy economy.This thesis sets up a grey forecasting model based on the existing energy price market economic model.At the same time,a novel dynamic grey time delay prediction model of energy price is established considering that the energy production department has a certain time lag in regulating and controlling the energy market price information.Finally,the two novel models are applied to the prediction of energy price,and the validity and practicability of the models are verified.The specific research contents are as follows:1.In view of the problem that the current grey prediction models seldom consider the modeling from the actual background,this thesis introduces the dynamic differential equation model of energy price and the delay differential equation model of energy price from the economic model of energy price market.At the same time,the model parameters are analyzed according to the actual situation of the energy system,which provides a theoretical basis for the modeling of the grey prediction model of energy price.2.Aiming at the problem that the current grey prediction model is difficult to reflect the dynamics of the system,this thesis establishes the second-order grey prediction model of energy price on the basis of introducing the dynamic differential equation of energy price by using the grey prediction model modeling mechanism.Then the parameter estimation and approximate reduction of the model are studied,and the background value is optimized by using particle swarm optimization algorithm.Finally,several evaluation indexes are used to illustrate the effectiveness of the model in a practical case,and the results show that the novel model can not only reflect the dynamic problems of the system to a certain extent,but also predict energy prices effectively.3.In order to solve the problem that energy market price information has a certain time lag,this thesis introduces delay parameters into the established differential equation model of energy price,and establishes a dynamic grey delay prediction model of energy price through the modeling mechanism of grey delay prediction model.Based on the second order grey prediction model of energy price,this model can dynamically predict energy price with time delay by considering the time delay term and the first order differential term.At the same time,simulated annealing is used to optimize the background value and time delay parameters.Finally,the model is applied to energy price forecast,and the validity of the model is proved by several evaluation indexes and practical cases.