Medium-and-long-term power market risk assessment method based on machine learning

Abstract

The invention discloses a medium-and-long-term power market risk assessment method based on machine learning. The method comprises the steps of collecting the power market risk related data, the system operation constraint condition data and the quotation data; establishing a medium-and-long-term power market risk assessment index system according to the acquired data, performing quantitative analysis on the hazard degree of the typical risk events occurring in the medium-and-long-term power market, and performing division according to the total hazard amount; carrying out data evaluation on the obtained data by using a Delphi method to obtain the medium and long term power market risk evaluation data; evaluating the medium and long term power market risks based on machine learning, establishing a general comprehensive evaluation model for the medium and long term power market risks, and learning according to existing market risk evaluation data to establish a learning machine; and feeding back a calculation result of the established medium-and-long-term market risk assessment learning machine, and assessing the medium-and-long-term market risk. According to the invention, an effective risk early warning effect can be provided for the market operators.

Description

technical field [0001] The invention belongs to the technical field of electric power market, and in particular relates to a medium and long-term electric power market risk assessment method based on machine learning. Background technique [0002] As the basic industry of the national economy and the people's livelihood, the electric power industry has become the top priority of the power supply security and stability. The introduction of competition mechanism in electricity trading and the establishment of an electricity market, along with the gradual and orderly advancement of electricity market reforms, not only bring opportunities to participants in electricity trading, but also bring a series of risks to society and the economy. Development has serious implications and entails enormous losses for all involved. [0003] Generally, electricity market risk refers to the probability of loss and the degree of possible loss caused by market participants within a certain time...

AI Technical Summary

Problems solved by technology

[0006] 3) The risk nature of the medium and long-term power market has dual nature of profit and loss

For example, the separation of the power grid and the power generation side, the opportunity is to motivate both parties to improve production and management efficiency, and the risk is to increase transaction costs

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