대한전기학회논문지:전력기술부문A (The Transactions of the Korean Institute of Electrical Engineers A)

대한전기학회 (The Korean Institute of Electrical Engineers)
권호 표지

더미변수(Dummy Variable)를 포함하는 다변수 시계열 모델을 이용한 단기부하예측

Short-Term Load Forecasting Using Multiple Time-Series Model Including Dummy Variables

  • 발행 : 2003.08.01
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초록

This paper proposes a multiple time-series model with dummy variables for one-hour ahead load forecasting. We used 11 dummy variables that were classified by day characteristics such as day of the week, holiday, and special holiday. Also, model specification and selection of input variables including dummy variables were made by test statistics such as AIC(Akaike Information Criterion) and t-test statistics of each coefficient. OLS (Ordinary Least Squares) method was used for estimation and forecasting. We found out that model specifications for each hour are not identical usually at 30％ of optimal significance level, and dummy variables reduce the forecasting error if they are classified properly. The proposed model has much more accurate estimates in forecasting with less MAPE (Mean Absolute Percentage Error).

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참고문헌

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