Soft Computing and Energy Time Series

Transcription

1 Sf mpug d gy Tm S 1 duc A mpvm f chlgcl pc cl lvl c b chvd by m ly d pdc f h fuu bhv. Th pp dl wh h ulz f f cmpug fx b h pdc f gy m. W c fd pplc f h pdc by h cl pduc f gy, h, c. 2 Applc f Sf mpug Th pplc f f cmpug pd gh wh h dvlpm f kwldg h bch f mhmcl ly. Th m fx b h pdc f gy m. Th ul fm g ly, dymc mdl, fuzzy lgc, fcl ul wk, gc lghm, ch ly, hybd mdl, dymcl mul d h c b ppld f h pup. O f h pbl mhdlg f m ly d pdc hw fgu 1. A B Rg Aly Mvg Avg, c. M N O f m M g h T ymc Mdl ARMA Mdl, c. F Fuzzy Lgc c G Afcl Nul Nwk H Gc Alghm M h Aly TAR, ARFMA Mdl, c. J Hybd Sym FL, ANN, GA, h, c. K Smul ffl q.: y + y + y = 0 L Oh lph Mhd, u, c. k g P c v l u l P c Fgu 1: Sf cmpug d mhdlgy f pdc f m

2 Th dcp fllw: A fm Th vlu dlg wh h hy f gy m mgh b bd fm mug dvc d db wh vu mplg. Sm fm c b cvd fm w,.g.: wh fc, chg f ucu f ym c b fud fm h dcum d. Th m c b pcd by m f mhmc ly wh h dvg. B Mg mg m h clfc, mplg, g, clg, upplm d fm f d. mg c clud vfc d mpl vlu. h T A h pu ly culd b ud h mhd f dmg whh h m dmc, fcl dm. Hvg pvd h h m puly dm, h ch wh h m dm h fuu dvlpm lv. W c b dppd wh h ul f cc ly. Hu xp dc, whh h m mlly dbud, h lg mmy, whh h m d p (p) vg (fcg) m. Th fcl dm c b ud f h pup,. Oh pbly u h Lypuv xp, whch dm h g f pdcbly f m. f h m dm d h gd pdcbly h ubl cu h ly. Rg Aly pbl mk clcul f pdc f m by m f g ly. pbl lyz m p-ml wy. ymc Mdl pbl mk clcul f pdc f m by m f h dymc mdl pd by m f l d l ARMA (Augv gd Mvg Avg) mdl d by vu yp f mh mdl. F Fuzzy Lgc Ah pbl clcul h f d dfc f pdc f m by m f fuzzy lgc. Th d pdc f m clculd h b f fuzzy ul. Th pc f fuzzfc, fuzzy fc d dfuzzfc ud. G Afcl Nul Nwk Yu c mk clcul f pdc f m by m f h fcl ul wk. Th gmd d hypblc g m b h b f fuc f pdc. H Gc Alghm Ah pbl clcul h f h d dfc f pdc f m by m f gc lghm. Th d pdc clculd h b f lgcl ul wh h mxmum pf bg chd by m f pmlz.

3 h Aly Th ch ly p h clcul d vlu f Hu d Lypuv xp md c ). Th TAR (Thhld Augv) mdl d ARFMA (Augv Fcl gd Mvg Avg) mdl c b md h c. J Hybd Sym Th hybd ym c b cd by h cmb f fuzzy lgc, fcl ul wk, gc lghm d h hy f ch. Th c b vu cmb wh h u fuzzy- gc ch h m cmplcd. K Smul Th mul h pc h dcb h bhv f h lyzd ym by m f dffl qu. Th ym c b dcbd mchcl hydulc lccl hml pduc - fcl ym. L Oh Oh upu c b bd h uv fcg, lph mhd d. Th lph mhd bl u vlu h kwldg f ly d bd h cl f fluc ld h dc mkg pc wh h dvg d ddvg. M c Mkg Pc u pbl cdcy upu fm h ly pp pply h fuzzy lgc f h vlu. All h pu pcd h fm f vgu dcp by m f fuzzy ul. N vlu cy vlu d cmp h ul f pdc wh h cul vlu p ml wy. Th quly f pdc mdl c b vlud, f xmpl by m f MAP. Th wy pbl chg h wgh f dvdul ly. Th dc mkg pc dymc wh h cuu d l vlu bcm cy. O l Pc Th pdcd vlu c b ud f cl pc f ym. 3 Th c Mkg Pc Th dc mkg pc m ch h b pdc. c b d p ml wy by clcul f M Avg Pdc (MAP) f N vlu h fm (1) by h fmul. MAP = N = 1 ( P R ) N / R 100 [%] (1) wh P pdcd vlu R l vlu N umb f vlu Th mll pdc dc h mhd whch h b ud f pdc, h h mhd c b ud f h cc f pdcd vlu.

4 Bd h w c vlu h lbly f pdc pc. Th m f lbly h b md by m f fuzzy lgc fllwg m. Th fgu 2. p h chm f fuzzy lgc dc mkg pc, wh h ymbl f dvdul ly,,,f,g,h,,j,k,l ud f pu d M f upu. Fuzzfc Fuzzy fc f uzzfc F G H Fuzzy Rul c Mkg M J K L Fg. 2. Schm f fuzzy lgc dc mkg pc Th vlu f pdc fm g ly, dymc mdl, fuzzy lgc, fcl ul wk, gc lghm, ch ly, hybd ym, mul d h mhd dc h lbly f h pdc d h pu f fuzzy lgc h fm: up hgh, vy hgh, hgh, mdum, lw, vy lw, up lw lbly. All h pu f fuzzy lgc pcd by fuzzy ul. Th fuzzy ul h fm (2): f A h B. (2) Th vlu f pdc fm vu ly h b ud f g h wgh cludd fuzzy ul. Th ly wh m (l) ccu pdc hv hgh (lw) wgh h vlu f lbly f pdc. Th upu f fuzzy ul pducd h fm f cl g fm 0% +100% (fm z mxmum lbly) v fv g: vy mll, mll, mdum, hgh, vy hgh lbly. Th fgu 3. p f h pbl mpl wy f dc mkg pc. Th ll pu md bv v ld. Th ul f dc mkg pc pducd h fm f cl v fv g.

5 Fgu 3: gy m dc mkg pc Th ul f vlu f lbly c b mululy ud f h chc f h b mhd whch h b ud f pdc gh wh h cc f pdcd vlu fm h pdc d ly. Th fdbck ply h mp ul. 4 clu Th cc ly d vlu gv u h cc w f pdc f gy m. Th lm f f cmpug bl u mpv h quly f cl f h pc. Th pdc pc cmplcd h w fcd u h b mhd f ly. Th cc u h.