基于博弈论和改进PageRank的电力市场出清方式评价方法
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摘要
电力市场现行的出清方式主要有边际统一出清和高低匹配出清,不同的出清方式会影响市场结构和市场参与方的报价策略。文章介绍了2种出清方式的模型,并提出了一套出清方式评价指标体系,从市场结构、市场安全性、市场经济性、社会福利和环境友好性这5个方面对2种出清方式进行全面评价。提出的评价方法首先基于博弈论确定综合权重,避免了单一使用层次分析法或熵权法的片面性。此外,将改进后的PageRank法用于电力市场出清方式的评价问题,考虑不同评价指标之间的作用关系得到转移权重,对综合权重加以修正,得到准确可靠的评价结果。最后,采用西北—山东跨区电量交易全年各月集中竞价的数据作为算例对提出的评价方法进行验证。算例结果表明,提出的评价指标体系可以整体地反映2种出清方式在各方面的优劣性,提出的评价方法具备有效性和准确性。
Current clearing models of electricity market mainly include marginal clearing and high-low matching clearing. Clearing models may have influence on the structure of the electricity market and the bidding strategies of market participants. In this paper, two clearing models are introduced and an appraisement index system is proposed. The proposed evaluation method evaluates two clearing models from various aspects including market structure, market security, market economy, social welfare and environmental friendliness. First, it determines the comprehensive weight according to game theory, which avoids the one-sidedness caused by only using AHP or entropy method. In addition, for the reason that the traditional evaluation method neglects the influence among the indexes, an improved PageRank method is used to provide evaluation scheme, which considers the relationship among different indexes and obtains the transfer weights. Then the comprehensive weights can be revised to achieve a precise and reliable evaluation result. Finally, the monthly Northwest-Shandong cross-regional electricity trading data of the centralized bidding is studied to prove the effectiveness of the proposed method. The case studies show that the appraisement index system can reflect the advantages and disadvantages of the two clearing models comprehensively and accurately.
Current clearing models of electricity market mainly include marginal clearing and high-low matching clearing. Clearing models may have influence on the structure of the electricity market and the bidding strategies of market participants. In this paper, two clearing models are introduced and an appraisement index system is proposed. The proposed evaluation method evaluates two clearing models from various aspects including market structure, market security, market economy, social welfare and environmental friendliness. First, it determines the comprehensive weight according to game theory, which avoids the one-sidedness caused by only using AHP or entropy method. In addition, for the reason that the traditional evaluation method neglects the influence among the indexes, an improved PageRank method is used to provide evaluation scheme, which considers the relationship among different indexes and obtains the transfer weights. Then the comprehensive weights can be revised to achieve a precise and reliable evaluation result. Finally, the monthly Northwest-Shandong cross-regional electricity trading data of the centralized bidding is studied to prove the effectiveness of the proposed method. The case studies show that the appraisement index system can reflect the advantages and disadvantages of the two clearing models comprehensively and accurately.
引文
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[13] 李刚,焦亚菲,刘福炎,等.联合采用熵权和灰色系统理论的电力大数据质量综合评估[J].电力建设,2016,37(12):24-31.LI Gang,JIAO Yafei,LIU Fuyan,et al.Comprehensive evaluation of big data quality in power systems with entropy weight and grey system theory[J].Electric Power Construction,2016,37(12):24-31.
[14] 周建国,王潇炜.基于博弈论和灰色关联度的区域电力市场运营效果评价指标体系[J].电网技术,2007,31(10):69-73.ZHOU Jianguo,WANG Xiaowei.Game theory and gray incidence degree based appraisement index system for operation effect of regional electricity market[J].Power System Technology,2007,31(10):69-73.
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[17] 王锡凡,王秀丽,陈皓勇.电力市场基础[M].西安:西安交通大学出版社,2008:19-22.
[18] 刘敦楠,李瑞庆,陈雪青,等.电力市场监管指标及市场评价体系[J].电力系统自动化,2004,28(9):16-21.LIU Dunnan,LI Ruiqing,CHEN Xueqing,et al.Surveillance indices and evaluating system of electricity market[J].Automation of Electric Power Systems,2004,28(9):16-21.
[19] 陈衍泰,陈国宏,李美娟.应用合作博弈确定组合评价权重系数的方法研究[J].中国管理科学,2005,13(3):89-94.CHEN Yantai,CHEN Guohong,LI Meijuan.Research on determining weights of combination evaluation method using cooperative games[J].Chinese Journal of Management Science,2005,13(3):89-94.
[20] 马志远,刘锋,沈沉,等.PageRank改进算法的电网脆弱线路快速辨识(一):理论基础[J].中国电机工程学报,2016,36(23):6363-6370.MA Zhiyuan,LIU Feng,SHEN Chen,et al.Rapid identification of vulnerable lines in power grid using modified PageRank algorithm,part I:Theoretical foundation[J].Proceedings of the CSEE,2016,36(23):6363-6370.
[21] 尚超,丁坚勇,谢登,等.跨区电网输电交易中偏差电量处理方法[J].电力建设,2014,35(12):127-130.SHANG Chao,DING Jianyong,XIE Deng,et al.Deviation electric quantity processing method in cross-regional grids transmission trading[J].Electric Power Construction,2014,35(12):127-130.
[22] 西北— 山东跨区电量交易全年各月集中竞价数据[EB/OL][2018-09-29].https://pan.baidu.com/s/1PYspNJ4F6 NlLx7xx8NGmoA.
[2] 王林,李晨,刘嘉佳,等.基于复式竞价撮合的电力市场交易模式设计与实践[J].电力系统自动化,2018,42(24):188-197.WANG Lin,LI Chen,LIU Jiajia,et al.Design and practice of electricity market trading mode based on compound bidding matchmaking[J].Automation of Electric Power Systems,2018,42(24):188-197.
[3] 包铭磊,丁一,邵常政,等.北欧电力市场评述及对我国的经验借鉴[J].中国电机工程学报,2017,37(17):4881-4892.BAO Minglei,DING Yi,SHAO Changzheng,et al.Review of Nordic electricity market and its suggestions for China[J].Proceedings of the CSEE,2017,37(17):4881-4892.
[4] 张龙,曾鸣,沈红宇,等.不同电力体制改革背景下国际标杆电网评价体系研究及借鉴[J].电力建设,2015,36(11):148-153.ZHANG Long,ZENG Ming,SHEN Hongyu,et al.International benchmarking grid assessment systems research and reference under different electricity system reform background[J].Electric Power Construction,2015,36(11):148-153.
[5] 周明,严宇,丁琪,等.国外典型电力市场交易结算机制及对中国的启示[J].电力系统自动化,2017,41(20):1-8.ZHOU Ming,YAN Yu,DING Qi,et al.Transaction and settlement mechanism for foreign representative power markets and its enlightenment for Chinese power market[J].Automation of Electric Power Systems,2017,41(20):1-8.
[6] YAN X,CHOWDHURY N A.Mid-term electricity market clearing price forecasting using multiple least squares support vector machines[J].IET Generation Transmission & Distribution,2014,8(9):1572-1582.
[7] ABBASPOURTORBATI F,CONEJO A J,WANG J H,et al.Pricing electricity through a stochastic non-convex market-clearing model[J].IEEE Transactions on Power Systems,2017,32(2):1248-1259.
[8] 王蓓蓓,李扬,万秋兰.需求弹性对统一出清电价下发电容量持留的影响[J].电网技术,2005,29(14):10-14.WANG Beibei,LI Yang,WAN Qiulan.Influence of demand elasticity on withholding generation capacity under uniform clearing pricing[J].Power System Technology,2005,29(14):10-14.
[9] 宋嗣博,郭红霞,杨苹,等.基于节点边际电价的电力市场分区策略研究[J].电力建设,2017,38(9):132-138.SONG Sibo,GUO Hongxia,YANG Ping,et al.Electricity market partitioning strategy based on locational marginal price[J].Electric Power Construction,2017,38(9):132-138.
[10] FARASHBA SHI-A S M,HU W H,CHEN Z.Comparative study between two market clearing schemes in wind dominant electricity markets[J].IET Generation Transmission & Distribution,2015,9(15):2215-2223.
[11] 荆朝霞,朱继松.月度电量集中竞价市场规则的仿真实验分析[J].电力系统自动化,2017,41(24):42-48.JING Zhaoxia,ZHU Jisong.Simulation experiment analysis on market rules for monthly centralized bidding[J].Automation of Electric Power Systems,2017,41(24):42-48.
[12] 黄伟,李玟萱,李宁坤,等.基于Bertrand模型的2类售电企业定价策略[J].电力建设,2016,37(3):76-81.HUANG Wei,LI Wenxuan,LI Ningkun,et al.Pricing strategy for two kinds of electricity retail companies based on Bertrand model[J].Electric Power Construction,2016,37(3):76-81.
[13] 李刚,焦亚菲,刘福炎,等.联合采用熵权和灰色系统理论的电力大数据质量综合评估[J].电力建设,2016,37(12):24-31.LI Gang,JIAO Yafei,LIU Fuyan,et al.Comprehensive evaluation of big data quality in power systems with entropy weight and grey system theory[J].Electric Power Construction,2016,37(12):24-31.
[14] 周建国,王潇炜.基于博弈论和灰色关联度的区域电力市场运营效果评价指标体系[J].电网技术,2007,31(10):69-73.ZHOU Jianguo,WANG Xiaowei.Game theory and gray incidence degree based appraisement index system for operation effect of regional electricity market[J].Power System Technology,2007,31(10):69-73.
[15] LANGVILLE A N,MEYER C D.Google’s PageRank and beyond:The science of search engine rankings[M].Princeton,N J:Princeton University Press,2011.
[16] 李稚楹,杨武,谢治军.PageRank算法研究综述[J].计算机科学,2011,38(S1):185-188.LI Zhiying,YANG Wu,XIE Zhijun.Research on PageRank algorithm[J].Computer Science,2011,38(S1):185-188.
[17] 王锡凡,王秀丽,陈皓勇.电力市场基础[M].西安:西安交通大学出版社,2008:19-22.
[18] 刘敦楠,李瑞庆,陈雪青,等.电力市场监管指标及市场评价体系[J].电力系统自动化,2004,28(9):16-21.LIU Dunnan,LI Ruiqing,CHEN Xueqing,et al.Surveillance indices and evaluating system of electricity market[J].Automation of Electric Power Systems,2004,28(9):16-21.
[19] 陈衍泰,陈国宏,李美娟.应用合作博弈确定组合评价权重系数的方法研究[J].中国管理科学,2005,13(3):89-94.CHEN Yantai,CHEN Guohong,LI Meijuan.Research on determining weights of combination evaluation method using cooperative games[J].Chinese Journal of Management Science,2005,13(3):89-94.
[20] 马志远,刘锋,沈沉,等.PageRank改进算法的电网脆弱线路快速辨识(一):理论基础[J].中国电机工程学报,2016,36(23):6363-6370.MA Zhiyuan,LIU Feng,SHEN Chen,et al.Rapid identification of vulnerable lines in power grid using modified PageRank algorithm,part I:Theoretical foundation[J].Proceedings of the CSEE,2016,36(23):6363-6370.
[21] 尚超,丁坚勇,谢登,等.跨区电网输电交易中偏差电量处理方法[J].电力建设,2014,35(12):127-130.SHANG Chao,DING Jianyong,XIE Deng,et al.Deviation electric quantity processing method in cross-regional grids transmission trading[J].Electric Power Construction,2014,35(12):127-130.
[22] 西北— 山东跨区电量交易全年各月集中竞价数据[EB/OL][2018-09-29].https://pan.baidu.com/s/1PYspNJ4F6 NlLx7xx8NGmoA.