Based on the fact that using GM(1,1) model to the high waving peak load has low precision on simu lation and forecast, a novel combinatorial forecasting algorithm based on Markov chain is proposed in this paper. Deliberate on the features of Markov theory which can reflects the influence on random factors and extend to the stochastic process which is dynamic and fluctuating is considered! And it is seamless integrated with GM (1,1)model. On the one hand, this paper uses Markov chain to correct the future residual of electrical load, on the other hand, the state transition matrix of Markov is adopted to forecast the sign of future residual. This method make up the fundamental disadvantages of GM( 1,1) model. And the results of the load forecasting in dicate the feasibility of the proved method.%针对灰色预测模型对随机波动性较大的数据序列拟合较差、预测精度较低的情况,提出了一种基于马尔科夫灰色残差修正的预测模型,该模型考虑到马尔科夫理论中转移概率可以反映随机因素的影响、适用于随机波动较大的动态过程的特点,将其与灰色预测模型进行有机结合.文中一方面利用马尔科夫链对电力负荷的未来残差值进行修正；另一方面运用马尔科夫状态转移矩阵对未来残差值的符号进行判定.该方法弥补了灰色预测模型的固有缺陷.预测结果表明该方法在提高组合预测精度上具有可行性.
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