论文标题
关于建模和预测风能生产的协整
On cointegration for modeling and forecasting wind power production
论文作者
论文摘要
这项研究评估了对非常短期和短期风能预测的协整自回归模型（VAR）模型的性能。包括六种风能生产时间序列的德国数据集的初步结果表明，考虑到各个系列之间的潜在协整关系可以在短期时间范围内改善预测。
This study evaluates the performance of cointegrated vector autoregressive (VAR) models for very short- and short-term wind power forecasting. Preliminary results for a German data set comprising six wind power production time series indicate that taking into account potential cointegrating relations between the individual series can improve forecasts at short-term time horizons.
