In a nutshell, the United States speaker the house does not have the power to specifically cancel a state of the union. But she does have the power to prevent the president of the United States from addressing the nation in the House of Representatives.

Either way, it seems a little ludicrous that Pelosi would do this in the midst of a shutdown. To me, it seems logical that you would want to hear from the president of the United States especially in the middle of a shutdown.

Source: Pelosi only gives Trump a bigger audience by canceling State of the Union