Spot price prediction method and device

A forecasting method and electricity price technology, applied in forecasting, marketing, instruments, etc., can solve problems such as increased uncertainty of spot electricity price and loss of benefits

Pending Publication Date: 2020-07-10
BEIJING HONGHUI INT ENERGY TECH DEV CO LTD +1
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Problems solved by technology

However, with the continuous deepening of reforms in the future, the uncertainty of spot electricity prices will increase. How to accurately evaluate the uncertaint

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  • Spot price prediction method and device
  • Spot price prediction method and device

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Embodiment Construction

[0022] The technical solutions in the embodiments of the present application will be described below with reference to the drawings in the embodiments of the present application.

[0023] It should be noted that like numerals and letters denote similar items in the following figures, therefore, once an item is defined in one figure, it does not require further definition and explanation in subsequent figures. Meanwhile, in the description of the present application, the terms "first", "second" and the like are only used to distinguish descriptions, and cannot be understood as indicating or implying relative importance.

[0024] In the embodiment of the present application, the electricity price in the spot market is simulated and predicted by using a mean regression model with seasonality and jump characteristics, and the model is checked under actual probabilities using historical electricity prices. The risk market price is to profit from the futures price. Monte Carlo simu...

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Abstract

The embodiment of the invention relates to a spot price prediction method and device, and the method comprises the steps: building a mean regression model which is provided with a seasonal part and ajump part; calibrating the mean regression model under an actual probability condition according to historical electricity price data to obtain a calibration model; and performing Monte Carlo simulation prediction of risk assessment according to the calibration model and the risk market price to obtain spot price. According to the embodiment of the invention, by establishing the regression model with the deterministic seasonal part and the jumping part, the comprehensive influence of deterministic factors and random factors on the electricity price can be considered during electricity price prediction, so spot electricity price prediction is more reasonable and accurate.

Description

technical field [0001] The present application relates to an electricity price prediction method, in particular to a spot electricity price prediction method and device. Background technique [0002] In recent years, with the continuous deepening of China's power system reform, a large number of electricity sales companies have been established in various provinces and cities across the country. As a major participant in the electricity market, the electricity retail company's main business is to purchase electricity from the electricity market and sell it to users. Therefore, the decision on the proportion of electricity purchased from different markets and the choice of electricity sales plan are key factors in the decision-making process of the electricity retail company. the core issue. However, with the continuous deepening of reforms in the future, the uncertainty of spot electricity prices will increase. How to accurately evaluate the uncertainty of prices and make o...

Claims

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Application Information

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IPC IPC(8): G06Q10/04G06Q30/02G06Q50/06G06F17/18
CPCG06Q10/04G06Q30/0283G06Q50/06G06F17/18
Inventor 秦坤王佳良沈庆生汪大春李光军姜炜
Owner BEIJING HONGHUI INT ENERGY TECH DEV CO LTD
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