Node electricity price prediction method and device

Abstract

The invention provides a node electricity price prediction method and device, and the method comprises the steps of obtaining a historical data set of a target node, constructing a feature library, and dividing the historical data set into a training set and an integration set; training the training set according to a feature library to generate an overall prediction model, training the training set according to an energy component, a blocking component and a network loss component of a historical electricity price according to the feature library to generate three groups of component prediction models, and adding the three groups of component prediction models to obtain a component-based prediction model; constructing a linear programming problem by taking minimization of regression lossas a target according to the integrated set and taking the integrated weight of the overall prediction model and the integrated weight based on the component prediction model as decision variables, solving the optimal integrated weight, and adding the overall prediction model and the integrated weight based on the component prediction model to obtain an electricity price prediction model; and obtaining input features of a target moment and inputting the input features into the electricity price prediction model to obtain predicted electricity price. Therefore, accurate node electricity price prediction can be realized, the economic benefits of participants in the electricity market are improved, and the method has relatively high application value.

Description

technical field [0001] The present application relates to the technical field of electricity price forecasting, in particular to a node electricity price forecasting method and device. Background technique [0002] With the continuous deepening of my country's power system reform, the past settlement mechanism based on electricity quantity and fixed electricity price is gradually changing to a market-oriented direction, and transaction electricity is broken down into multiple markets such as medium and long-term contracts, monthly markets, and spot markets. [0003] At present, the pilot spot market has been carried out in trading centers in many places in my country. According to the operating experience of mature electricity markets in Europe and the United States, the electricity spot market is very active in transactions, and its daily cleared electricity prices have also attracted special attention from market participants. Most of the electricity spot markets in the w...

AI Technical Summary

Problems solved by technology

[0005] Because the nature of node electricity prices is different from that of traditional electricity forecasting, the prediction accuracy of traditional forecasting methods is limited, especially when the electricity price fluctuates greatly.

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