Electricity consumption and economic change analysis method based on time sequence
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A technology of change analysis and time series, applied in the field of power grids, can solve problems such as complex endogenous relationships, ignoring the endogenous response between variables, etc., and achieve the effect of getting rid of dependence
Pending Publication Date: 2022-02-08
GUANGZHOU POWER SUPPLY BUREAU GUANGDONG POWER GRID CO LTD
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[0003] The purpose of the present invention is to solve the problem that the social and economic indicators are numerous and complicated, the variables will interact with each other, and the endogenous relationship is complicated, and the existing general research methods of electricity consumption, such as the unary time series analysis and multiple regression analysis, do not consider the endogenous relationship between the variables. problem, a time series-based analysis method of electricity consumption and economic changes is proposed
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Embodiment 1
[0045] In the process of studying electricity consumption and various economic indicators, there may be simultaneity between different variables, and both independent variables and dependent variables may be endogenous. For example, the stable development of society will bring about the growth of economic indicators of various industries and population density. growth, resulting in an increase in electricity consumption.
[0046] The production, transmission and consumption of electricity are completed in an instant at the same time, making it difficult to store electricity on a large scale. At the same time, electricity is an important means of production in the development of the national economy and an indispensable means of subsistence in people's lives. Therefore, there is a dynamic and endogenous relationship between social electricity consumption and some variables of social and economic development.
[0047] This application introduces a dynamic multi-equation model a...
specific Embodiment approach
[0048] The method for analyzing electricity consumption and economic changes based on time series, combined with figure 1 , the specific implementation is as follows:
[0049] Step S1: Design a dynamic multi-equation system model. This patent integrates the idea of vector autoregressive model in multivariate time series analysis, and defines a dynamic multi-equation model. Specifically include the following sub-steps:
[0050] Step S1.1: define a dynamic multi-equation model, as shown in formula (1);
[0051] Step S1.2: For the completeness of the equation, assume that the joint distribution of the residuals of the equation is normal, as shown in equation (2), in the equation system, all endogenous variables are on the left side of the equation, and all given lags The variables are all on the right side of the equation;
[0052] Step S1.3: using a vector to represent the equation system, the simplified expression is shown in formula (3);
[0053] Step S1.4: abbreviate for...
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Abstract
The invention relates to an electricity consumption and economic change analysis method based on a time sequence, and belongs to the technical field of power grids. The method comprises the following steps: 1) establishing a vector autoregression model in fusion multivariate time sequence analysis; 2) setting a model lag time length by taking a year as a period, and obtaining monthly data of cross-year electricity consumption and related economic indexes through a statistical yearbook disclosed by an electric power electricity consumption information acquisition system and a regional statistical bureau in which the electric power electricity consumption information acquisition system is located; 3) according to the sample data, obtaining an estimated value of consistency by using least square estimation; calculating a covariance matrix through samples of all observed values; and 4) performing causal test, and evaluating the relationship between each economic index and the electricity consumption by using F test. According to the method, electricity consumption and economic change conditions are regarded as multivariate time sequence variables, and a vector autoregression model is used for analyzing an endogenous mechanism of simultaneous mutual influence between the variables; the quantitative judgment method for determining the dynamic influence between the variables by using the sample data gets rid of dependence on correlation coefficients.
Description
technical field [0001] The invention relates to a method for analyzing power consumption and economic changes based on time series, and belongs to the technical field of power grids. Background technique [0002] The social electricity consumption is closely related to the regional economic activities, and the two are positively correlated. Current studies on electricity consumption generally use univariate time series analysis and multiple regression analysis, without considering the endogenous influence between variables. However, there are many and complicated social and economic indicators, and there are many variables under the economy and electricity. The variables will affect each other, the endogenous relationship is complicated, and the variables are all monthly statistical data, which belongs to the problem of multivariate time series analysis. Contents of the invention [0003] The purpose of the present invention is to solve the problem that the social and eco...
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