基于在线LASSO VAR和EGARCH模型的风场功率集成概率预测
王鹏, 李艳婷, 张宇
Probabilistic Forecasting of Wind Power Generation Using Online LASSO VAR and EGARCH Model
WANG Peng, LI Yanting, ZHANG Yu
表3
EGARCH模型与其他模型的对比
Tab.3
Comparison of EGARCH and other models
模型
中位数预测
RMSE
K
t
CRPS
EGARCH (1, 1)
8019.4
-40401.8
4057.5
GARCH (1, 1)
8019.4
-40532.8
4070.8
BMA_48
8421.7
-43291.0
4389.9
BMA_24
8936.9
-45535.7
4640.5
KDE
32461.5
-158444
11345.67
QR
14918.7
-70989.3
7201.1
QRF
9182.3
-45429.4
4594.0