Wind Power Probabilistic Prediction Method Based on Longitudinal Time Markov Chain Model
A technology of markov chain and wind power forecasting, applied in forecasting, data processing applications, instruments, etc., can solve problems such as processing, unpredictable error correction, etc.
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[0068] The present invention will be further described below in conjunction with the accompanying drawings and embodiments.
[0069] 1.1.1.1 1 Traditional Markov chain and probability transition matrix
[0070] Let time and state be discrete random processes {X n =X(n), the state space of n=0,1,2,...} is I={a 1 , a 2 ,...}, a.∈R. Assume that as long as the process is in state a at the current moment x , there is a fixed probability P x,y put the process in state a at the next instant x , that is, assuming that for all states and all n≥0, we have
[0071] P { X n = a y | X 1 = a 1 ...
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