EMD-Based Time Series Prediction and Its Application

被引：0

作者：

Zhai Yongjie ^{[1
]}

Guo Shuqin ^{[1
]}

Huang Baohai ^{[1
]}

Han Pu ^{[1
]}

机构：

[1] N China Elect Power Univ, Sch Control Sci & Engn, Baoding 071003, Peoples R China

来源：

SYSTEMS, ORGANIZATIONS AND MANAGEMENT: PROCEEDINGS OF THE 3RD WORKSHOP OF INTERNATIONAL SOCIETY IN SCIENTIFIC INVENTIONS | 2009年

关键词：

EMD; Time series; short-term load forecasting; System Identification Toolbox;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A new method for short-term load forecasting was presented in this paper. Firstly, the power load series was decomposed into intrinsic mode functions (IMF) based on the characteristics of power load series such as periodic randomness and instability. Then, according to the traits of each IMF, System Identification Toolbox of Mat lab 7.0 was used in selecting models (AR, MA or ARMA), setting orders, realizing forecasting and reconstructing the predictive values. The simulation was carried out with the data from EUNITE competition and the results showed that this method could achieve a high level of precision in forecasting.

引用

页码：255 / 262

页数：8

共 50 条

[1] EMD-Based Predictive Deep Belief Network for Time Series Prediction: An Application to Drought Forecasting
Agana, Norbert A.
Homaifar, Abdollah
[J]. HYDROLOGY, 2018, 5 (01)
[2] A weighted EMD-based prediction model based on TOPSIS and feed forward neural network for noised time series
Wang Jun
Tang Lingyu
Luo Yuyan
Ge Peng
[J]. KNOWLEDGE-BASED SYSTEMS, 2017, 132 : 167 - 178
[3] Application of wavelet and EMD-based denoising to phonocardiograms
Gavrovska, Ana
Slavkovic, Marijeta
Reljin, Irini
Reljin, Branimir
[J]. 2013 INTERNATIONAL SYMPOSIUM ON SIGNALS, CIRCUITS AND SYSTEMS (ISSCS), 2013,
[4] Does restraining end effect matter in EMD-based modeling framework for time series prediction? Some experimental evidences
Xiong, Tao
Bao, Yukun
Hu, Zhongyi
[J]. NEUROCOMPUTING, 2014, 123 : 174 - 184
[5] Prediction of chaotic time series based on EMD method
Yang, Yong-Feng
Ren, Xing-Min
Qin, Wei-Yang
Wu, Ya-Feng
Zhi, Xi-Zhe
[J]. Wuli Xuebao/Acta Physica Sinica, 2008, 57 (10): : 6139 - 6144
[6] Prediction of chaotic time series based on EMD method
Yang Yong-Feng
Ren Xing-Min
Qin Wei-Yang
Wu Ya-Feng
Zhi Xi-Zhe
[J]. ACTA PHYSICA SINICA, 2008, 57 (10) : 6139 - 6144
[7] EMD-Based signal filtering
Boudraa, Abdel-Ouahab
Cexus, Jean-Christophe
[J]. IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2007, 56 (06) : 2196 - 2202
[8] Retail Time Series Prediction Based on EMD and Deep Learning
Mou, Shucheng
Ji, Yang
Tian, Chujie
[J]. PROCEEDINGS OF 2018 INTERNATIONAL CONFERENCE ON NETWORK INFRASTRUCTURE AND DIGITAL CONTENT (IEEE IC-NIDC), 2018, : 425 - 430
[9] A hybrid EMD-based time-frequency analysis strategy
Qian Li
Xu Guoping
Yang Ning
[J]. ADVANCED MATERIALS AND COMPUTER SCIENCE, PTS 1-3, 2011, 474-476 : 89 - +
[10] Research on wavelet ridge demodulation and twice EMD-based fault identification method and its application
Hebei Provincial Key Laboratory of Heavy Machinery Fluid Power Transmission and Control, Yanshan University, Qinhuangdao 066004, China
不详
[J]. Yi Qi Yi Biao Xue Bao, 2013, 5 (1131-1138):

← 1 2 3 4 5 →