National Natural Science Funds of ChinaNational Natural Science Foundation of China (NSFC) [31071328]; Key Project Fund of Science and Technology Program of Hunan Province [2011GK2024]; Ministry of Education Doctoral Research Fund Project of China [20114320110001]
机构署名：
本校为第一且通讯机构
院系归属：
理学院
信息科学技术学院
东方科技学院
摘要：
A new model is proposed to investigate the structure of electricity price in different time periods. A popular method - the multifractal detrended fluctuation analysis (MF-DFA) method is employed to analyze the features achieved from three types of electricity price data after filtering some trends by Fourier detrended fluctuation function. Twelve multifractal parameters are calculated and selected as the characteristic indicators for comparison. Moreover, the minimum number of indicators is determined so that the discriminant accuracy reaches maximum based on Fisher's linear discriminant algo...
