Thailand's Prime Minister Yingluck Shinawatra has confirmed that a general election will go ahead on 2 February, despite a warning that it could end in chaos.

In a separate part of an army complex in Bangkok where Ms Yingluck was meeting Election Commission officials, shots were fired in a group of anti-government protesters.

Two people were injured.

"We have to go forward with the election. The Election Commission will organise the election under the framework of the constitution and try to avoid any violence," Deputy Prime Minister Pongthep Thepkanchana told a news conference.

Ms Yingluck had called the snap election in the hope of confirming her hold on power and putting an end to the protests in the capital.

The demonstrations began in November in an attempt to force Ms Yingluck from office.

The protests are the latest eruption in a political conflict that has gripped Thailand for eight years.

The unrest is starting to hurt growth and investor confidence in southeast Asia's second-largest economy.

The conflict broadly pits Bangkok's middle class and royalist establishment against the mainly poor, rural backers of Ms Yingluck and her brother, ousted former prime minister Thaksin Shinawatra.

The protesters have rejected the election, which Ms Yingluck's ruling party looks set to win, and prevented advance voting in many parts of Bangkok and the south on Sunday.

The commission has been pressing for a delay in the election because of the unrest and wants it delayed by up to four months.

Ten people have been killed since the protests began and hundreds have been wounded.

The latest shooting was where about 500 anti-government protesters had gathered at the Army Club compound in Bangkok where Ms Yingluck held a cabinet meeting before meeting the Election Commission. 

The protesters want to suspend what they say is a fragile democracy destabilised by former telecoms tycoon Mr Thaksin, whom they accuse of nepotism and corruption.

They want to eradicate the political influence of his family by altering electoral arrangements in ways they have not spelt out.

The Election Commission has argued that the country is too unsettled to hold an election now.

It also points out that candidates have been unable to register in some constituencies, meaning there would not be a quorum to open parliament even if voting went ahead.

"We believe chaos will ensue ... Our new recommendation is to hold elections within three or four months," Somchai Srisutthiyakorn, a member of the Election Commission, told reporters as he went into the meeting.

As the protest movement drags on into its third month, the government has issued an ultimatum to leaders that they face arrest by Thursday if they do not give up areas of Bangkok they have taken over.