基于递归图的电价信号复杂度描述

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.

Complexity Description of Power Price Signals Based on Methods of Recurrence Plots

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.