洛阳师范学院学报
洛暘師範學院學報
락양사범학원학보
Journal of Luoyang Teachers College
2013年
2期
11~15
,共null页
递归图 定量递归分析 电价信号 复杂度
遞歸圖 定量遞歸分析 電價信號 複雜度
체귀도 정량체귀분석 전개신호 복잡도
recurrence plot; recurrence quantification analysis; power price signal; complexity
为有效描述电价的波动特性,规避电力市场风险,引入递归图及其定量递归分析法对美国加州电力市场电价信号的进行研究.研究表明电灾期与非电灾期的递归图有明显不同的结构特征,电价信号的定量递归分析中的特征量变化进一步反映了这种差异.因此,采用递归图作为电价序列的定性分析工具是有效的,用递归分析法描述电价信号复杂度是可行的.
為有效描述電價的波動特性,規避電力市場風險,引入遞歸圖及其定量遞歸分析法對美國加州電力市場電價信號的進行研究.研究錶明電災期與非電災期的遞歸圖有明顯不同的結構特徵,電價信號的定量遞歸分析中的特徵量變化進一步反映瞭這種差異.因此,採用遞歸圖作為電價序列的定性分析工具是有效的,用遞歸分析法描述電價信號複雜度是可行的.
위유효묘술전개적파동특성,규피전력시장풍험,인입체귀도급기정량체귀분석법대미국가주전력시장전개신호적진행연구.연구표명전재기여비전재기적체귀도유명현불동적결구특정,전개신호적정량체귀분석중적특정량변화진일보반영료저충차이.인차,채용체귀도작위전개서렬적정성분석공구시유효적,용체귀분석법묘술전개신호복잡도시가행적.
In order to describe the fluctuating character of power price and hedge the market risk, Methods of recurrence plots and recurrence quantification analysis are introduced, we study the power price signals of the pow- er market of California America with the two methods. The experiment result shows that recurrence plots of power price signals in different periods have obvious differences in structures, and recurrence quantification analysis ulte- riorly reflects the differences in value and graph. Therefore, recurrence plot as a qualitative analysis tool of power price time series is effective, recurrence quantification analysis to describe the complexity of power price signals is feasible.