This invention proposes a method and
system for monitoring
electricity trading risks based on a multi-source
signal mechanism and a sparse
hybrid expert model. The method includes: collecting historical day-ahead
electricity market price data and
raw data on influencing factors; performing data preprocessing to construct a multi-source fusion
signal from price spread signals and bidding space signals; using a
random forest algorithm for
feature selection; constructing a set of similar day data based on the bidding space
signal and incorporating it into the
training set; using a sparse
hybrid expert model as the model framework, with the price spread signal and bidding space signal as targets, training different prediction models; and searching for an optimal
declaration curve based on the Northern
Eagle optimization
search algorithm by predicting the price spread signal and bidding space signal, using the short-term power prediction curve as a benchmark. This invention effectively solves the problem of insufficient model generalization ability, realizes risk monitoring in
electricity spot trading, and improves the accuracy of electricity spot trading
risk assessment while enhancing the stability of the power
system.