Wind power probabilistic forecasting method based on longitudinal moment Markov chain model
A markov chain, wind power prediction technology, 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] 1.1.1.11 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 Let the process be in the state ax at the next moment, that is, assuming that for all states and all n≥0, there is P{X n =a y |X 1 =a 1 , X 2 =a 2 ,...X n-1 =a x} (1)=P{X n -a y |X n-1 -a x},a · ∈ I
[0071] Such random processes are called Markov chains. For a Markov chain, in a given past state X 0 , X1 ,...,X n-1 and the current state X n , the future state X n+1 The conditional distribution of is independent of past states and only depends on the present state.
[0072] P means the process is in state a x The next ...
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