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A power market bidding forecasting method based on adaptive filtering is presented

An adaptive filtering and power market technology, applied in market forecasting, data processing applications, instruments, etc., can solve problems such as not being able to predict power market quotations

Inactive Publication Date: 2019-03-26
HANGZHOU ZHONGHENG ELECTRIC CO LTD
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

However, there is currently no method capable of predicting electricity market quotes

Method used

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  • A power market bidding forecasting method based on adaptive filtering is presented
  • A power market bidding forecasting method based on adaptive filtering is presented
  • A power market bidding forecasting method based on adaptive filtering is presented

Examples

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Embodiment

[0062] Embodiment: a kind of electric power market quotation prediction method based on adaptive filtering in this embodiment, such as figure 1 shown, including the following steps:

[0063] S1: Establish a forecasting model for clearing electricity prices in the electricity market, the formula is as follows:

[0064]

[0065] Satisfy the following constraints: E(ω k )=0, E(υ k )=0,

[0066]

[0067]

[0068] Among them, X k is the state of Kalman filtering, indicating the clearing electricity price of the electricity market at time k; H k is the observation matrix; ω k is the system noise; υ k is the observation noise; Y k is the observation sequence of the state, indicating the clearing price of the electricity market observed at time k; Φ k is the state transition matrix; system noise ω k and observation noise υ k Both are Gaussian white noise, satisfying the condition that the mean value is 0; Q k is the covariance of the system noise, and Q is selected...

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Abstract

The invention discloses an electric power market quotation prediction method based on adaptive filtering. The utility model comprises the following steps: S1, establishing a power market clearing price prediction model; 2, selecting that clearing price data of one month before the forecast regional electric power market, calculating the average value of the clearing price k at each trade time in aday, fitting the average value of the clearing price with the time t, and fitting a state transition matrix; S3, estimating the covariance of the observation noise, and substituting the estimated covariance of the observation noise into the power market clearing price prediction model; S4, estimating a state transition matrix, and substituting the estimated state transition matrix into a power market clearing price prediction model; S5: Repeating Step S3 S4 Number of times set; S6, outputting the clearing price estimation value of the electric power market at the time of k; S7: Step S2-S7 Estimating the clearing price estimate at each time before the power market day. The invention can predict the clearing price of the electric power market according to the historical data of the transaction, so as to facilitate the bidding of the power generation company.

Description

technical field [0001] The invention relates to the technical field of electricity price forecasting, in particular to an adaptive filtering-based electricity market quotation forecasting method. Background technique [0002] In a competitive electricity market that implements electricity commercialization, electricity market participants will adopt certain strategies to participate in electricity market transactions in order to ensure their own interests are maximized. According to the principle of setting the market-clearing electricity price, if the power generators participating in the electricity market transaction can accurately predict the electricity market-clearing electricity price, and quote at a price slightly lower than the electricity market-clearing electricity price, all power generation capacity can be guaranteed. Can participate in electricity market transactions to ensure the maximization of their own interests. However, there is currently no method capab...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q30/02G06Q50/06
CPCG06Q30/0206G06Q30/0283G06Q50/06
Inventor 丁亮姜淏予葛泉波
Owner HANGZHOU ZHONGHENG ELECTRIC CO LTD
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