A centralized electricity spot market day-ahead price forecasting method and system

Abstract

The present invention discloses a centralized electricity spot market day-ahead price prediction method and system, including: setting the operating status of thermal power units in each time period according to information disclosed by a trading center; designing a quotation scheme for thermal power units in the entire network in each time period based on the operating status of the thermal power units; comprehensively considering the output constraints of frequency modulation units, system rotating reserve constraints and minimum positive / negative reserve constraints based on the quotation scheme, and predicting the clearing electricity price of system electric energy; the data automation processing technology provided by the present invention can help traders quickly process data for analysis, and the automatic processing and analysis technology for clearing results is conducive to traders to timely adjust bidding strategies, providing accurate and reliable judgment basis for market-oriented trading decisions.

Description

Technical Field

[0001] The present invention relates to the technical field of power market price forecasting, and in particular to a centralized power spot market day-ahead price forecasting method and system. Background Art

[0002] The market-oriented reform of the power industry has been launched worldwide, and some pilot areas in my country have already carried out long-term spot operation. In the market environment, electricity is traded as a special commodity due to its unique characteristics of light-speed transmission, real-time balance, homogeneity, and inability to store in large quantities. The price of electricity naturally becomes the core element in the power market. Market participants all use the ever-changing market electricity price as a reference for electricity trading and settlement, and the electricity price directly affects the benefits of market participants. However, the electricity price in the power market has high volatility and randomness, which brings risks to the benefits of power trading. All parties in the market hope to accurately predict the electricity price for a certain period of time in the future in order to choose their own trading strategies and estimate the maximum benefits. Electricity price forecasting is a new research direction developed in recent years. The urgent need of reality has made electricity price forecasting based on actual quotations a research hotspot.

[0003] The spot market electricity price forecasting system is based on market boundary information such as load information disclosed by the trading center, wind and solar power forecasts, and non-market unit output forecasts. It combines the quotation characteristics of thermal power units and follows the market equilibrium analysis method to achieve the goal of making the day-ahead market price forecast consistent with the market clearing results, providing a practical basis for judging the company's bidding strategy in the spot market. Summary of the invention

[0004] The purpose of this section is to summarize some aspects of embodiments of the present invention and briefly introduce some preferred embodiments. Some simplifications or omissions may be made in this section and the specification abstract and the invention title of this application to avoid blurring the purpose of this section, the specification abstract and the invention title, and such simplifications or omissions cannot be used to limit the scope of the present invention.

[0005] In view of the above-mentioned problems, the present invention is proposed.

[0006] A first aspect of an embodiment of the present invention provides a method for predicting the day-ahead price in a centralized electricity spot market, comprising: setting the operating status of thermal power units in each time period according to information disclosed by a trading center; designing a quotation scheme for thermal power units in the entire network in each time period based on the operating status of the thermal power units; based on the quotation scheme, comprehensively considering the output constraints of frequency regulation units, system rotating reserve constraints, and minimum positive / negative reserve constraints, predicting the clearing electricity price of system electric energy.

[0007] As a preferred solution of the centralized power spot market day-ahead price forecasting method described in the present invention, the design of the quotation scheme of the thermal power units in the whole network in each time period includes:

[0008] According to the planned maintenance time of thermal power units in the entire network disclosed by the trading center, the operation status of thermal power units in 24 periods is set;

[0009] Determine the coal price level in each region based on the geographical distribution of thermal power units in the entire network, obtain the coal consumption of each unit in the entire network by combining the energy consumption levels of thermal power units of different types and capacity levels, and calculate the variable cost and marginal cost of the unit based on the operating status of the thermal power unit;

[0010] Design the quotation plan for the output of thermal power units in the entire network in various time periods according to the principle of equal consumption and slight increase rate.

[0011] As a preferred solution of the centralized power spot market day-ahead price forecasting method described in the present invention, in the process of designing the quotation scheme, the power balance constraint of the entire network, the total output constraint of the unit, the power range constraint of the unit and the minimum output constraint of the unit are considered, and the formula is expressed as follows:

[0012]

[0013]

[0014] 0≤P i,b,t ≤u i,t P max,i,b,t

[0015] P i,t ≥u i,t P min,i,t

[0016] Among them, P i,t represents the output of unit i in period t, D t represents the load in period t, P i,b,t represents the output of unit i in the bth section and the tth period, u i,t Indicates the operating status of unit i in period t, P max,i,b,t represents the upper power limit of unit i in the bth period of time, P min,i,t It represents the minimum technical output of unit i in period t.

[0017] As a preferred solution of the centralized power spot market day-ahead price forecasting method described in the present invention, the setting of the output constraint of the frequency-modulating unit includes:

[0018] According to the comprehensive frequency regulation performance indicators and detailed assessment results of thermal power units of different grades, the frequency regulation performance indicators of units with frequency regulation capabilities in the entire network are comprehensively ranked from low to high;

[0019] Combined with the frequency regulation demand for each period announced by the trading center, the frequency regulation winning units and the winning capacity are calculated using the equilibrium analysis method;

[0020] If the frequency regulation capacity of the winning unit meets the frequency regulation demand, the market clearing price and the forecast results of each unit’s winning bid will be output, and then the output of the corresponding unit in the electric energy market will be constrained and restricted;

[0021] If the frequency regulation capacity of the winning unit is less than the frequency regulation demand, the frequency regulation capacity of other units will be called according to the frequency regulation performance index until the frequency regulation demand of the entire network is met.

[0022] As a preferred solution of the centralized electricity spot market day-ahead price forecasting method described in the present invention, the setting of the system spinning reserve constraint includes:

[0023] Taking into account the impact of external power transmission, all operating thermal power units in the entire network must reserve a certain amount of rotating standby capacity. The reserved capacity will be allocated according to the installed capacity share ratio of the thermal power units in the entire network, thereby imposing constraints on the output upper limit of the thermal power units in the entire network.

[0024] As a preferred solution of the centralized electricity spot market day-ahead price forecasting method described in the present invention, the setting of the minimum positive / negative reserve constraint includes:

[0025] Calculate the difference between the operating capacity of the thermal power units in the entire network and the predicted load demand of the system at 96 o'clock one by one, and compare the difference with the minimum positive reserve of the system. If the difference is less than the system demand, the system clearing price at the corresponding time point is set as the spot market clearing upper limit price in subsequent calculations;

[0026] The constraint of the minimum positive reserve of the system is:

[0027]

[0028] Among them, P max,i,t represents the maximum technical output of unit i in period t, P t正 Indicates the minimum positive reserve requirement of the system;

[0029] The difference between the ignition bidding space at each time point and the sum of the lowest operating outputs of the operating units in the entire network is calculated, and the difference is compared with the system's minimum negative reserve. When the system's minimum negative reserve is insufficient, the system clearing price at the corresponding time point is set as the spot market clearing lower limit price in subsequent calculations;

[0030] The constraint of the minimum negative reserve of the system is:

[0031]

[0032] Among them, P t负 represents the minimum negative reserve requirement of the system;

[0033] After the system's minimum positive / negative reserve constraints are met, the cumulative power generation capacity will be matched with the thermal power bidding space one by one to obtain the system clearing price and marginal pricing units at each time point.

[0034] As a preferred solution of the centralized power spot market day-ahead price forecasting method described in the present invention, the forecasting of the clearing price of system electric energy includes:

[0035] Under the premise of comprehensively considering the combination of units in multiple time periods, the output constraints of frequency-regulated units, the system spinning reserve constraints and the minimum positive / negative reserve constraints, the output of thermal power units in the entire network in each time period is sorted from low to high according to the electricity energy quotation, and accumulated one by one. After the accumulation, it is matched one by one with the system load demand to obtain the system pre-clearing price at each time point and the average pre-clearing price for the whole day;

[0036] The regulated electricity price is calculated based on the supply and demand situation of the day, and it is determined whether the average pre-clearing price for the whole day meets the conditions for triggering regulation. If the conditions for triggering regulation are met, the regulated capacity with potential market power is calculated, and the regulated capacity quotation is replaced by the approved cost quotation. The market is cleared again based on the adjusted quotation. If the regulatory conditions are met, the clearing price at each time point and the output of each unit are output.

[0037] A second aspect of an embodiment of the present invention provides a centralized power spot market day-ahead price forecasting system, comprising:

[0038] A status setting unit, used to set the operating status of thermal power units in each period according to the information disclosed by the trading center;

[0039] A scheme design unit, used for designing a quotation scheme for the thermal power units in the entire network in various time periods based on the operating status of the thermal power units;

[0040] The electricity price prediction unit is used to predict the clearing electricity price of system electric energy by comprehensively considering the output constraint of the frequency regulation unit, the system spinning reserve constraint and the minimum positive / negative reserve constraint based on the bidding plan.

[0041] According to a third aspect of an embodiment of the present invention, a device is provided, the device comprising:

[0042] processor;

[0043] a memory for storing processor-executable instructions;

[0044] The processor is configured to call the instructions stored in the memory to execute the method described in any embodiment of the present invention.

[0045] According to a fourth aspect of an embodiment of the present invention, a computer-readable storage medium is provided, on which computer program instructions are stored, including:

[0046] When the computer program instructions are executed by a processor, a method according to any embodiment of the present invention is implemented.

[0047] Compared with the prior art, the present invention has the following beneficial effects:

[0048] The present invention provides a centralized electricity spot market day-ahead price forecasting method and system, which innovatively designs the whole-network thermal power unit quotation scheme and frequency modulation quotation scheme, and forecasts the clearing electricity price of system electric energy under the premise of considering various constraints that may affect the price; the data automation processing technology provided by the present invention can help traders quickly process data for analysis, and the automatic processing and analysis technology of clearing results is conducive to traders to timely adjust the bidding strategy, providing accurate and reliable judgment basis for market-oriented trading decisions. BRIEF DESCRIPTION OF THE DRAWINGS

[0049] In order to more clearly illustrate the technical solutions of the embodiments of the present invention, the following briefly introduces the drawings required for describing the embodiments. Obviously, the drawings described below are only some embodiments of the present invention. For ordinary technicians in this field, other drawings can be obtained based on these drawings without creative labor. Among them:

[0050] Figure 1 A spot price prediction design flow chart of a centralized power spot market day-ahead price prediction method provided by the present invention;

[0051] Figure 2 A frequency modulation system clearing flow chart of a centralized power spot market day-ahead price forecasting method provided by the present invention;

[0052] Figure 3 A system clearing flow chart considering positive and negative reserve constraints for a centralized electricity spot market day-ahead price forecasting method provided by the present invention;

[0053] Figure 4 A flow chart of electric energy clearing considering safety constraints for a centralized electric power spot market day-ahead price forecasting method provided by the present invention;

[0054] Figure 5 A schematic diagram of the regional division of the Jiangxi power grid for a centralized power spot market day-ahead price prediction method provided by the present invention;

[0055] Figure 6 A comparison chart of the predicted price and the day-ahead clearing price curve of a centralized electricity spot market day-ahead price prediction method provided by the present invention;

[0056] Figure 7 A comparison chart of the 11-day predicted price and the day-ahead clearing price curve of a centralized electricity spot market day-ahead price prediction method provided by the present invention. DETAILED DESCRIPTION

[0057] In order to make the above-mentioned purposes, features and advantages of the present invention more obvious and easy to understand, the specific implementation methods of the present invention are described in detail below in conjunction with the drawings of the specification. Obviously, the described embodiments are part of the embodiments of the present invention, but not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by ordinary persons in the art without creative work should fall within the scope of protection of the present invention.

[0058] In the following description, many specific details are set forth to facilitate a full understanding of the present invention, but the present invention may also be implemented in other ways different from those described herein, and those skilled in the art may make similar generalizations without violating the connotation of the present invention. Therefore, the present invention is not limited to the specific embodiments disclosed below.

[0059] Secondly, the term "one embodiment" or "embodiment" as used herein refers to a specific feature, structure, or characteristic that may be included in at least one implementation of the present invention. The term "in one embodiment" that appears in different places in this specification does not necessarily refer to the same embodiment, nor does it refer to a separate or selective embodiment that is mutually exclusive with other embodiments.

[0060] The present invention is described in detail with reference to schematic diagrams. When describing the embodiments of the present invention, for the sake of convenience, the cross-sectional diagrams showing the device structure will not be partially enlarged according to the general scale, and the schematic diagrams are only examples, which should not limit the scope of protection of the present invention. In addition, in actual production, the three-dimensional dimensions of length, width and depth should be included.

[0061] At the same time, in the description of the present invention, it should be noted that the directions or positional relationships indicated by the terms "upper, lower, inner and outer" are based on the directions or positional relationships shown in the drawings, and are only for the convenience of describing the present invention and simplifying the description, rather than indicating or implying that the device or element referred to must have a specific direction, be constructed and operated in a specific direction, and therefore cannot be understood as limiting the present invention. In addition, the terms "first, second or third" are only used for descriptive purposes and cannot be understood as indicating or implying relative importance.

[0062] In the present invention, unless otherwise clearly specified and limited, the terms "install, connect, connect" should be understood in a broad sense, for example: it can be a fixed connection, a detachable connection or an integral connection; it can also be a mechanical connection, an electrical connection or a direct connection, or it can be indirectly connected through an intermediate medium, or it can be the internal communication of two components. For ordinary technicians in this field, the specific meanings of the above terms in the present invention can be understood according to specific circumstances.

[0063] Example 1

[0064] Reference Figure 1 to Figure 4 As an embodiment of the present invention, a method for predicting the day-ahead price of a centralized electricity spot market is provided. On the basis of achieving economic dispatch, full consideration is given to safety constraints such as the power balance constraint of the entire network, the output constraint of the unit (including the total output constraint of the unit, the power range constraint of the unit, the minimum output constraint of the unit), the minimum positive and negative reserve constraint of the system, and the output constraint of the frequency-modulating unit, so as to finally achieve a relatively accurate short-term price prediction. The present invention does not require multiple people to operate. After the corresponding procedures and parameters are designed according to the process, only the relevant quotation information needs to be input, and the system marginal electricity price of the entire network at 96 points in time and the output of all units in the entire network will be automatically calculated within 1 minute. Specifically, the following steps are included:

[0065] S1: According to the planned maintenance time of thermal power units in the entire network disclosed by the trading center, set the operating status of thermal power units in 24 periods.

[0066] S2: Design the quotation scheme of the thermal power units in the whole network in various time periods based on the operating status of the thermal power units. It should be noted that:

[0067] The coal price level in each region is determined based on the geographical distribution of thermal power units in the entire network. The coal consumption of each unit in the entire network is obtained by combining the energy consumption levels of thermal power units of different types and capacity levels. The variable cost and marginal cost of the unit are calculated based on the operating status of the thermal power unit.

[0068] The quotation scheme for the output of thermal power units in the entire network in various time periods is designed according to the principle of equal consumption slight increase rate, providing a price reference basis for subsequent load allocation.

[0069] Furthermore, in the process of designing the quotation scheme, the power balance constraint of the entire network, the total output constraint of the unit, the power range constraint of the unit and the minimum output constraint of the unit are considered, and the formula is expressed as follows:

[0070]

[0071]

[0072] 0≤P i,b,t ≤u i,t P max,i,b,t

[0073] P i,t ≥u i,t P min,i,t

[0074] Among them, P i,t represents the output of unit i in period t, which is the variable to be optimized. t represents the load in period t, P i,b,t represents the output of unit i in the bth section and the tth period, u i,t represents the operating status of unit i in period t, which is a {0,1} binary variable to be optimized. max,i,b,t represents the upper power limit of unit i in the bth period of time, P min,i,t It represents the minimum technical output of unit i in period t.

[0075] S3: Based on the bidding plan, the clearing price of system electric energy is predicted by comprehensively considering the output constraints of frequency regulation units, system spinning reserve constraints and minimum positive / negative reserve constraints. It should be noted that:

[0076] like Figure 2 As shown in the figure, the setting of frequency regulation unit output constraint includes:

[0077] According to the comprehensive frequency regulation performance indicators and detailed assessment results of thermal power units of different grades, the frequency regulation performance indicators of units with frequency regulation capabilities in the entire network are comprehensively ranked from low to high;

[0078] Combined with the frequency regulation demand for each period announced by the trading center, the frequency regulation winning units and the winning capacity are calculated using the equilibrium analysis method;

[0079] If the frequency regulation capacity of the winning unit meets the frequency regulation demand, the market clearing price and the forecast results of each unit’s winning bid will be output, and then the output of the corresponding unit in the electric energy market will be constrained and restricted;

[0080] If the frequency regulation capacity of the winning unit is less than the frequency regulation demand, the frequency regulation capacity of other units will be called according to the frequency regulation performance index until the frequency regulation demand of the entire network is met.

[0081] Furthermore, the setting of system spinning reserve constraints includes:

[0082] Taking into account the impact of external power transmission, all operating thermal power units in the entire network must reserve a certain amount of rotating standby capacity. The reserved capacity will be allocated according to the installed capacity share ratio of the thermal power units in the entire network, thereby imposing constraints on the output upper limit of the thermal power units in the entire network.

[0083] Further, such as Figure 3 As shown, the setting of the minimum positive / negative spare constraint includes,

[0084] Calculate the difference between the operating capacity of the thermal power units in the entire network and the predicted load demand of the system at 96 o'clock one by one, and compare the difference with the minimum positive reserve of the system. If the difference is less than the system demand, the system clearing price at the corresponding time point will be set as the spot market clearing upper limit price in subsequent calculations;

[0085] Specifically, the minimum positive reserve constraint of the system is:

[0086]

[0087] Among them, P max,i,t represents the maximum technical output of unit i in period t, P t正 Indicates the minimum positive reserve requirement of the system;

[0088] The difference between the ignition bidding space at each time point and the sum of the lowest operating outputs of the operating units in the entire network is calculated, and the difference is compared with the system's minimum negative reserve. When the system's minimum negative reserve is insufficient, the system clearing price at the corresponding time point is set as the spot market clearing lower limit price in subsequent calculations;

[0089] Specifically, the constraint of the system's minimum negative reserve is:

[0090]

[0091] Among them, P t负 represents the minimum negative reserve requirement of the system;

[0092] After the system's minimum positive / negative reserve constraints are met, the cumulative power generation capacity will be matched with the thermal power bidding space one by one to obtain the system clearing price and marginal pricing units at each time point.

[0093] Further, such as Figure 4 As shown, the forecast of the clearing price of system electric energy includes:

[0094] Under the premise of comprehensively considering the combination of units in multiple time periods, the output constraints of frequency-regulated units, the system spinning reserve constraints and the minimum positive / negative reserve constraints, the output of thermal power units in each time period of the entire network is sorted from low to high according to the electricity energy quotation, and accumulated one by one. After accumulation, they are matched one by one with the system load demand to obtain the system pre-clearing price at each time point and the average pre-clearing price for the whole day;

[0095] The regulated electricity price is calculated based on the supply and demand situation of the day, and it is determined whether the average pre-clearing price for the whole day reaches the triggering conditions for regulation. If the triggering conditions for regulation are reached, the regulated capacity with potential market power is calculated, and the regulated capacity quotation is replaced by the approved cost quotation. The market is cleared again based on the adjusted quotation. If the regulatory conditions are met, the clearing price at each time point and the output of each unit are output.

[0096] It should be noted that this embodiment establishes a spot auxiliary service decision-making system, automatically links to the data interface opened by the trading center, automates the processing of disclosed information, and quickly calculates the required auxiliary decision-making information such as the operating status of the entire network units, the capacity of the operating units, the thermal bidding space, the D-day full-day load rate, the minimum positive / negative reserve satisfaction, etc., to provide a basis for subsequent price forecasts.

[0097] It should be noted that by studying and judging the bidding strategy of thermal power units in the entire network, combined with the actual possible bidding situation, a bidding plan for thermal power units in the entire network was formulated, and the system price forecast was carried out on this basis. Using Python software for programming, the market clearing price on D-1 was predicted according to the market equilibrium method, taking into account the frequency regulation output constraints, rotation reserve constraints, positive / negative reserve constraints, etc. At the same time, the regulatory electricity price restrictions were also taken into account, and the bidding plan was continuously adjusted in a closed loop, and the final clearing results were processed and analyzed to help traders adjust the bidding strategy plan in real time.

[0098] It should be noted that in order to prevent power generators with market power from manipulating market prices and raising quotations, which would lead to large deviations in forecast data, after the preliminary calculation of the average price for the whole day, the predicted average price will be compared and analyzed with the regulatory electricity price, and the quotation plan will be adjusted in a closed loop, which will significantly improve the accuracy of price forecasts. First, based on previous clearing data, the units that are easily constrained by grid sections, located in the load receiving area, and have large unit capacity are listed separately. When formulating the quotation plan, physical retention / economic retention is considered to improve their quotations. If it is determined in the subsequent comparative analysis that there may be behavior of exercising market power, the quotation will be recalculated after being verified at cost until it meets the market regulatory price and is output.

[0099] It should be noted that in the electric energy clearing system considering safety constraints, since the cumulative output after segmentation based on the bids of each unit in each output section is matched with the load forecast, it is not only possible to calculate the system clearing price and the average price of the entire network at each time point, but also to accurately obtain the output size of the corresponding marginal units and units at each time point. After automatically accumulating the winning output of each section of the unit, the system will automatically calculate the predicted power generation progress of all units of each power generation group on D-1 (compared with the capacity share).

[0100] From the above, the beneficial effects of the present invention are:

[0101] The present invention provides a centralized electricity spot market day-ahead price forecasting method and system, which innovatively designs the whole-network thermal power unit quotation scheme and frequency modulation quotation scheme, and forecasts the clearing electricity price of system electric energy under the premise of considering various constraints that may affect the price; the data automation processing technology provided by the present invention can help traders quickly process data for analysis, and the automatic processing and analysis technology of clearing results is conducive to traders to timely adjust the bidding strategy, providing accurate and reliable judgment basis for market-oriented trading decisions.

[0102] The second aspect of the present invention is disclosed,

[0103] A centralized electricity spot market day-ahead price forecasting system is provided, comprising:

[0104] A status setting unit, used to set the operating status of thermal power units in each period according to the information disclosed by the trading center;

[0105] The scheme design unit is used to design the quotation scheme of the thermal power units in the whole network in various time periods based on the operating status of the thermal power units;

[0106] The electricity price prediction unit is used to predict the clearing electricity price of system electric energy by comprehensively considering the output constraints of frequency regulation units, system spinning reserve constraints and minimum positive / negative reserve constraints based on the bidding plan.

[0107] The third aspect of the present invention is disclosed,

[0108] Provided is a device comprising:

[0109] processor;

[0110] a memory for storing processor-executable instructions;

[0111] The processor is configured to call instructions stored in the memory to execute any one of the aforementioned methods.

[0112] The fourth aspect of the present invention is disclosed,

[0113] A computer-readable storage medium is provided, on which computer program instructions are stored, including:

[0114] When the computer program instructions are executed by a processor, any of the above methods is implemented.

[0115] The present invention may be a method, an apparatus, a system and / or a computer program product. The computer program product may include a computer-readable storage medium carrying computer-readable program instructions for executing various aspects of the present invention.

[0116] A computer-readable storage medium may be a tangible device that can hold and store instructions used by an instruction execution device. A computer-readable storage medium may be, for example, but not limited to, an electrical storage device, a magnetic storage device, an optical storage device, an electromagnetic storage device, a semiconductor storage device, or any suitable combination of the foregoing. More specific examples of computer-readable storage media (a non-exhaustive list) include: a portable computer disk, a hard disk, a random access memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), a static random access memory (SRAM), a portable compact disk read-only memory (CD-ROM), a digital versatile disk (DVD), a memory stick, a floppy disk, a mechanical encoding device, such as a punch card or a raised structure in a groove on which instructions are stored, and any suitable combination of the foregoing. As used herein, a computer-readable storage medium is not to be interpreted as a transient signal per se, such as a radio wave or other freely propagating electromagnetic wave, an electromagnetic wave propagating through a waveguide or other transmission medium (e.g., a light pulse through a fiber optic cable), or an electrical signal transmitted through a wire.

[0117] Example 2

[0118] Reference Figure 5 to Figure 7 This is the second embodiment of the present invention. This embodiment is different from the first embodiment in that it provides a verification test of a centralized electricity spot market day-ahead price prediction method and system to verify and illustrate the technical effects used in this method.

[0119] This embodiment divides the Jiangxi power grid into regions according to the concentration areas of thermal power units. Figure 5 As shown, it is divided into five regions: northern Jiangxi, eastern Jiangxi, central Jiangxi, western Jiangxi, and southern Jiangxi. This embodiment selects the price forecast from the 6th to the 15th of a certain month for analysis. Table 1 shows the summary table of the forecast price from the 6th to the 15th and the market clearing price data of the day before, unit: yuan / kWh, Figure 6 This is a comparison chart of the predicted price and the day-ahead clearing price curve.

[0120] Table 1: Summary of forecast prices from 6th to 15th and market clearing prices on the day before.

[0121] date 6th 7th 8th 9th 10th 11th Predicting Prices 644.8 513.1 482.4 458.3 469.1 596.7 Day-ahead clearing price 664.1 508.6 465.4 476.2 516.1 661.4 Accuracy 97.08％ 99.12％ 96.33％ 96.24％ 90.88％ 90.22％ date 12th 13th 14th 15th average / Predicting Prices 482.5 487.9 537.2 473.9 514.6 / Day-ahead clearing price 474.9 526.3 542.2 498.4 533.3 / Accuracy 98.40％ 92.69％ 99.08％ 95.09％ 96.48％ /

[0122] As shown in Table 1, the average daily accuracy during the test period reached 96.48%, and the day with the highest deviation was on the 11th. Figure 7Shown is a comparison chart of the predicted price on the 11th and the price curve for clearing the previous day; in addition, the predicted average price for the whole day was 596.7 yuan / kWh, and the actual average price for clearing was 661.4 yuan / kWh. The main reason was that before clearing on D-1, the dispatching agency made a second adjustment to the wind and solar output forecasts, and the output of new energy was reduced compared with the previous forecast, while the output of thermal power increased, resulting in a higher actual clearing price.

[0123] From the above, it can be seen that the method provided by the present invention can help traders quickly process data for analysis, and the automatic processing and analysis technology of clearing results is conducive to traders to adjust bidding strategies in time, providing accurate and reliable judgment basis for market-oriented trading decisions.

[0124] It should be noted that the above embodiments are only used to illustrate the technical solutions of the present invention rather than to limit it. Although the present invention has been described in detail with reference to the preferred embodiments, those skilled in the art should understand that the technical solutions of the present invention may be modified or replaced by equivalents without departing from the spirit and scope of the technical solutions of the present invention, which should all be included in the scope of the claims of the present invention.

Claims

1. A centralized electricity spot market day-ahead price forecasting method, characterized in that: include: Set the operating status of thermal power units in each period according to the information disclosed by the trading center; Designing a quotation scheme for the thermal power units in the entire network at various time periods based on the operating status of the thermal power units; In the process of designing the quotation scheme, the power balance constraint of the whole network, the total output constraint of the unit, the power range constraint of the unit and the minimum output constraint of the unit are considered, and the formula is expressed as follows: Among them, P i,t represents the output of unit i in period t, D t represents the load in period t, P i,b,t represents the output of unit i in the bth section and the tth period, u i,t Indicates the operating status of unit i in period t, P max,i,b,t represents the upper power limit of unit i in the bth period of time, P min,i,t It represents the minimum technical output of unit i in period t; Based on the bidding scheme, the clearing price of system electric energy is predicted by comprehensively considering the output constraint of the frequency regulation unit, the system spinning reserve constraint and the minimum positive / negative reserve constraint; The setting of the output constraint of the frequency regulating unit includes: According to the comprehensive frequency regulation performance indicators and detailed assessment results of thermal power units of different grades, the frequency regulation performance indicators of units with frequency regulation capabilities in the entire network are comprehensively ranked from low to high; Combined with the frequency regulation demand for each period announced by the trading center, the frequency regulation winning units and the winning capacity are calculated using the equilibrium analysis method; If the frequency regulation capacity of the winning unit meets the frequency regulation demand, the market clearing price and the forecast results of each unit’s winning bid will be output, and then the output of the corresponding unit in the electric energy market will be constrained and restricted; If the frequency regulation capacity of the winning unit is less than the frequency regulation demand, the frequency regulation capacity of other units will be used in order of the frequency regulation performance index until the frequency regulation demand of the entire network is met; The setting of the system spinning reserve constraint includes: Considering the impact of external power transmission, all operating thermal power units in the entire network must reserve a certain amount of rotating reserve capacity. The reserved capacity is allocated according to the installed capacity share ratio of the thermal power units in the entire network, thereby constraining the output upper limit of the thermal power units in the entire network. The setting of the minimum positive / negative reserve constraint includes: Calculate the difference between the operating capacity of the thermal power units in the entire network and the predicted load demand of the system at 96 o'clock one by one, and compare the difference with the minimum positive reserve of the system. If the difference is less than the system demand, the system clearing price at the corresponding time point is set as the spot market clearing upper limit price in subsequent calculations; The constraint of the minimum positive reserve of the system is: Among them, P max,i,t represents the maximum technical output of unit i in period t, P t正 Indicates the minimum positive reserve requirement of the system; The difference between the ignition bidding space at each time point and the sum of the lowest operating outputs of the operating units in the entire network is calculated, and the difference is compared with the system's minimum negative reserve. When the system's minimum negative reserve is insufficient, the system clearing price at the corresponding time point is set as the spot market clearing lower limit price in subsequent calculations; The constraint of the minimum negative reserve of the system is: Among them, P t负 represents the minimum negative reserve requirement of the system; After the system minimum positive / negative reserve constraints are met, the cumulative power generation capacity is matched with the thermal bidding space one by one to obtain the system clearing price and marginal pricing unit at each time point; The forecasting of the clearing electricity price of the system electric energy includes: Under the premise of comprehensively considering the combination of units in multiple time periods, the output constraints of frequency-regulated units, the system spinning reserve constraints and the minimum positive / negative reserve constraints, the output of thermal power units in the entire network in each time period is sorted from low to high according to the electricity energy quotation, and accumulated one by one. After the accumulation, it is matched one by one with the system load demand to obtain the system pre-clearing price at each time point and the average pre-clearing price for the whole day; The regulated electricity price is calculated based on the supply and demand situation of the day, and it is determined whether the average pre-clearing price for the whole day meets the conditions for triggering regulation. If the conditions for triggering regulation are met, the regulated capacity with potential market power is calculated, and the regulated capacity quotation is replaced by the approved cost quotation. The market is cleared again based on the adjusted quotation. If the regulatory conditions are met, the clearing price at each time point and the output of each unit are output.

2. The centralized electricity spot market day-ahead price forecasting method according to claim 1, characterized in that: The design of the quotation scheme for the thermal power units in the whole network at various time periods includes: According to the planned maintenance time of the thermal power units in the whole network disclosed by the trading center, the operation status of the thermal power units in 24 periods is set; Determine the coal price level in each region based on the geographical distribution of thermal power units in the entire network, obtain the coal consumption of each unit in the entire network by combining the energy consumption levels of thermal power units of different types and capacity levels, and calculate the variable cost and marginal cost of the unit based on the operating status of the thermal power unit; Design the quotation plan for the output of thermal power units in the entire network in various time periods according to the principle of equal consumption and slight increase rate.

3. A system for implementing the centralized electricity spot market day-ahead price forecasting method as claimed in any one of claims 1 to 2, characterized in that: include: A status setting unit, used to set the operating status of thermal power units in each period according to the information disclosed by the trading center; A scheme design unit, used for designing a quotation scheme for the thermal power units in the entire network in various time periods based on the operating status of the thermal power units; The electricity price prediction unit is used to predict the clearing electricity price of system electric energy by comprehensively considering the output constraint of the frequency regulation unit, the system spinning reserve constraint and the minimum positive / negative reserve constraint based on the bidding plan.

4. A device, characterized in that: The device comprises, processor; a memory for storing processor-executable instructions; The processor is configured to call the instructions stored in the memory to execute the method according to any one of claims 1 to 2.

5. A computer-readable storage medium having computer program instructions stored thereon, characterized in that: When the computer program instructions are executed by a processor, the method according to any one of claims 1 to 2 is implemented.

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