1. 中国华能集团有限公司山东分公司
2. 华能济南黄台发电有限公司
3. 西安热工研究院有限公司
纸质出版:2026
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谢云明, 许鹏辉, 吴涛, 等. 基于融合全局残差Mamba的短期电价预测方法研究[J]. 热力发电, 2026,(5).
谢云明, 许鹏辉, 吴涛, et al. 基于融合全局残差Mamba的短期电价预测方法研究[J]. Thermal Power Generation, 2026, (5).
谢云明, 许鹏辉, 吴涛, 等. 基于融合全局残差Mamba的短期电价预测方法研究[J]. 热力发电, 2026,(5). DOI: 10.19666/j.rlfd.202511051.
谢云明, 许鹏辉, 吴涛, et al. 基于融合全局残差Mamba的短期电价预测方法研究[J]. Thermal Power Generation, 2026, (5). DOI: 10.19666/j.rlfd.202511051.
【目的】针对传统时间序列预测模型难以同时捕捉跨尺度非线性波动及其长程依赖特征,导致电力现货市场短期电价预测精度不高的问题,提出一种基于融合全局残差Mamba的短期电价预测方法。【方法】该方法首先通过移动平均滤波器将电价序列解耦为趋势项和残差项,并嵌入高维特征空间;随后设计包含变量相关性支路与特征交互支路的并行Mamba编码器,分别从跨变量耦合和特征交互2个维度提取电价序列的局部-全局动态特征;对局部-全局动态特征进行拼接融合,将拼接后的特征引入全局残差学习机制,实现原始异构信息的加性融合,以缓解梯度退化并增强跨尺度特征捕捉能力;最后采用贝叶斯优化算法对模型关键超参数进行寻优。【结果】基于澳大利亚能源市场运营商的实测数据进行24 h电价预测验证,结果表明,所提模型的均方根误差相较于基准Mamba模型与长短时记忆神经网络LSTM模型分别降低了29.22%和35.33%,验证了所提方法在提升短期电价预测精度方面的有效性。【结论】消融实验进一步验证了序列分解模块的核心作用以及变量相关性支路在双分支架构中的关键地位,同时全局残差连接的引入显著提升了模型训练的稳定性与特征表达能力。
[Objective] Traditional time-series forecasting methods often struggle to simultaneously capture crossscale nonlinear fluctuations and long-range temporal dependencies
which leads to limited accuracy in short-term electricity price prediction for spot markets
especially when prices exhibit spikes
volatility clustering
and pronounced non-stationarity. [Methods] To address these challenges
this study proposes a short-term electricity price forecasting framework based on a fused global-residual Mamba model that combines series decomposition
dual-branch selective state-space encoding
and global residual learning to strengthen representation power and improve training stability. First
a moving average filter is applied to the normalized electricity price sequence to decouple it into a trend component and a residual component
separating relatively stable low-frequency movements from high-frequency stochastic variations. The decomposed sequences are concatenated along the temporal dimension and mapped through a high-dimensional embedding layer to obtain a richer latent representation capable of characterizing complex market dynamics. To better reflect the multi-factor formation mechanism of spot prices
the model also incorporates exogenous variables
such as regional load and weather-related information(e.g.
temperature and meteorological conditions). Building on these inputs
a parallel dual-branch Mamba encoder is designed to extract local-to-global dynamic features from complementary perspectives. The variable-correlation branch focuses on learning time-varying interdependencies between electricity prices and exogenous drivers
explicitly modeling cross-variable coupling and market co-movements. In parallel
the feature-interaction branch targets nonlinear transformations and interactions within the embedded feature space; by permuting tensor dimensions so that selective scanning operates along the embedding dimension rather than only along time
it uncovers abstract interaction patterns that conventional temporal scanning may overlook. To integrate heterogeneous information from both branches
their outputs are concatenated and passed to a global residual learning module
which performs additive fusion between the fused representations and the original embedded input. This global residual pathway provides a stable channel for information flow
alleviates gradient degradation in deeper state-space architectures
and enhances the model's ability to capture multi-scale patterns by preserving original signals while enriching them with learned cross-variable and cross-feature dynamics. For robust performance and reduced manual effort
Bayesian optimization is applied under a time-series cross-validation(TSCV) setting to tune key hyperparameters
while training further adopts learning-rate scheduling and early stopping to improve efficiency and stability. [Result]Experiments on real operational data from the Australian Energy Market Operator(AEMO) for 24-hour-ahead forecasting demonstrate clear performance gains: the proposed Residual Mamba reduces RMSE by 29.22% relative to the baseline Mamba model and by 35.33% relative to LSTM
confirming superior accuracy and robustness. [Conclusion]Ablation results further highlight the essential role of the series decomposition module
the importance of the variable-correlation branch in the dual-branch design
and the effectiveness of global residual connections in stabilizing training and improving feature expression for highly volatile spot-market price series.
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