The invention discloses a power
price prediction method based on an improved
deep belief network, and the method comprises the steps: dividing a
data set and determining the input of
network data according to the characteristics of
electricity price data and the influence factors of
electricity price, and carrying out the data preprocessing of an adopted
data set; for the preprocessed
data set, calculating a
network error by using a second-order
reconstruction error, and determining the number of
layers of the model RBM; optimizing the number of
neuron nodes in the network by using a '3 + 2 '
search algorithm combining a trisection method and a
bisection method; using a BP neural network and an SVR
support vector regression machine used as regression
layers of a DBN network, and using the number of
layers of an RBM and the number of optimized
neuron nodes to construct a DBN-BP model with an optimized structure and the DBN-SVR model with an optimized structure; and predicting the real-time
electricity price data. According to the invention, the DBN model with an optimized structure is established, and different combination improvements are carried out on the regression layer of the network, so that the prediction precision of the DBN is improved, and the application prospect is very good.