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Probability prediction method and device suidesk for electric power spot price

A technology of probabilistic forecasting and forecasting methods, applied in market forecasting, data processing applications, instruments, etc., can solve problems such as inappropriate analysis of distribution characteristics, and achieve the effect of promoting healthy development and ensuring stable operation

Pending Publication Date: 2020-08-11
STATE GRID CORP OF CHINA +1
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Problems solved by technology

This priori method has artificial assumptions, so it is not suitable for analyzing the distribution characteristics of spot electricity price simulation prediction errors without prerequisites. The limitations of the forecast error method suitable for analyzing the spot price of electricity have not yet been disclosed

Method used

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  • Probability prediction method and device suidesk for electric power spot price
  • Probability prediction method and device suidesk for electric power spot price
  • Probability prediction method and device suidesk for electric power spot price

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specific Embodiment 1

[0035] Based on the above system, a specific implementation of the method provided in the present disclosure is further described through the following specific embodiment, so that those skilled in the art may be suitable for improvement. Such as figure 2 As shown, in a specific embodiment of obtaining the probability prediction interval of the prediction method F within 24 hours from the current time to the future time, that is, in the specific embodiment of the probability prediction interval of 24 hours on the D+1 day, the configuration is The module U0 of the forecasting method F outputs the forecast sequence for the next 24 hours through the spot electricity price data of the past 24 hours, that is, the real sequence.

[0036] Assuming that the spot price sequence in this embodiment has a spot price at intervals of one hour, the specific solution process of the disclosed probability prediction interval is as follows.

[0037] Step 10, select the prediction method F tha...

specific Embodiment 2

[0067] In this embodiment, the data of 200 hours in the AECO region of the PJM power market in 2008 is taken as an input sample, and the confidence interval is selected as 95%, that is, m=0.95, and the regression prediction provided by the disclosure is performed. The result of the probability prediction interval obtained is as follows image 3 As shown, the predicted value 1 shows the upper envelope of the probability prediction interval, and the predicted value 2 shows the lower envelope of the probability prediction interval. It can be clearly observed from the figure that the probability prediction result of the 95% confidence interval can envelop all real price values, which verifies the effectiveness of the probability prediction method for electricity spot price proposed in this patent, thus paving the way for spot quotation and risk control. image 3 It also shows a data display method of the present disclosure, that is, the upper envelope sequence and the lower envelop...

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Abstract

The invention provides a probability prediction method suidesk for an electric power spot price. The invention discloses an electric power spot market prediction method, belongs to the technical fieldof electric power spot market analysis, and aims to obtain two prediction sequences of a price object based on one prediction method, calculate and output a probability prediction interval of a timeperiod corresponding to a second prediction sequence according to quantile regression analysis of a difference value between a first prediction sequence and a real sequence of the same time period. The invention also provides an output device and visualized output data, and the output data comprises part or all of the data of the probability prediction interval obtained by the method. And a storage device that can read stored data for constituting data showing the probabilistic prediction interval acquired by the method of the present disclosure. According to the method and the device, the prediction result of the electric power spot price with the ideal confidence interval can be obtained, and the electric power spot price prediction interval under the specific confidence level is output.

Description

technical field [0001] The disclosure belongs to the technical field of electric power spot market analysis, and in particular relates to a method and equipment for predicting electric power spot prices. Background technique [0002] The marketization of electricity, that is, the establishment of an electricity market system, is the direction of rapid development of the world's electricity industry. In a well-developed and complete power market system, the power spot market is an essential core link. The power spot market can fully reflect the marginal power generation cost and power supply demand, so as to more clearly highlight the power price signal. In order to analyze the spot price of electricity in the electricity spot market, that is, the spot electricity price, in order to achieve the technical purpose of regulating the supply and demand of electricity, ensuring the smooth operation of the market, and promoting the sustainable and healthy development of power compa...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q30/02G06Q50/06G06F17/18
CPCG06F17/18G06Q30/0201G06Q30/0202G06Q30/0206G06Q50/06
Inventor 王强赵瑞娜杨立波王晓蔚马斌鲁鹏曹欣吕昊梁华洋苏玉京胡聪
Owner STATE GRID CORP OF CHINA
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