火电厂竞价上网智能决策支持系统分析与设计
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摘要
我国的电力工业正经历着由传统的计划经济体制向市场经营模式转变的市场化改革过程。随着“厂网分开、竞价上网”、区域性电力市场试运行等的实施,标志着电力工业的市场化改革逐步进入实质性阶段。这种背景下,发电公司要进入电力市场,必须在公平、公开、公正的环境下参与发电竞价,通过市场竞争来求得自身的生存与发展。
本文试图将智能决策支持系统这一信息系统的新技术,应用到火电厂的发电竞价决策当中,将智能信息技术与各种竞价模型相结合为火电厂竞价决策提供更好的辅助决策支持。
论文从我国电力市场下的基本竞价理论出发,对火电厂发电成本构成对竞价策略的影响、基于电价预测的竞价理论、基于竞价对手策略分析的竞价理论、基于博弈论的竞价理论、以及对合同市场下的竞价理论等各种竞价理论进行了深入分析,探讨了相应的竞价模型。在以上分析的基础上,建立了一种以多库式智能决策支持系统体系结构为基础,同时结合数据仓库、数据挖掘、联机分析处理的智能决策支持系统,对系统进行了详细分析与设计,探讨了将数据仓库、数据挖掘、联机分析处理技术同智能决策支持系统技术有效结合,为火电厂竞价上网提供辅助决策支持的新途径。最后论文论证了本系统能为电厂竞价上网提供有效辅助决策支持。
Recent years, the electric power industries of China have been undergoing massive changes to introduce competition into electric power system. Much effort has been made to restructure the traditional monopoly power industry with objectives of introducing fair competition and improving economic efficiency. Under this background, power plants must participate in the electric power price competition, through participating competitive market to achieve their objective with maximizing significance by means of optimal bidding strategies. Meanwhile, the process of making bidding strategies is very complex and always made promptly. Therefore to accomplish the decision properly, the people who quote the price always need certain information system to support their work. So, it is inevitable for power plants to use advanced information technologies to aid and support to make bidding strategies.
The intelligent decision support system (IDSS) is a kind of dynamic intelligent interactive computer software system; it is a combo of the artificial intelligence (AI) technique and the decision support system (DSS) technique. Compared with other information management systems, the IDSS has the ability of the qualitative analysis and quantitative analysis both, it can aid and support people’s decision perfectly, and has become the new direction of the information system's development.
This paper tries to apply to the IDSS technique to support the bidding strategies' decision, which combines the techniques of the intelligent information and bidding strategies to produce proper bidding strategies decision. A few framework to build optimal bidding strategies for thermal power suppliers in an electricity market are presented first, some optimal technologies, methods and formulations such as optimization auction strategy mould, risk hedging patterns and or so are described, basing on a great many of economy principles and realistic electricity production experiences. Then, basing on all these technologies, a thermal plant bidding IDSS relating with an optimal bidding strategies system that is one of the more coincide with practical conditions than any other else is designed, and the database system, the model database system and the knowledge base system of the IDSS are developed.
本文试图将智能决策支持系统这一信息系统的新技术,应用到火电厂的发电竞价决策当中,将智能信息技术与各种竞价模型相结合为火电厂竞价决策提供更好的辅助决策支持。
论文从我国电力市场下的基本竞价理论出发,对火电厂发电成本构成对竞价策略的影响、基于电价预测的竞价理论、基于竞价对手策略分析的竞价理论、基于博弈论的竞价理论、以及对合同市场下的竞价理论等各种竞价理论进行了深入分析,探讨了相应的竞价模型。在以上分析的基础上,建立了一种以多库式智能决策支持系统体系结构为基础,同时结合数据仓库、数据挖掘、联机分析处理的智能决策支持系统,对系统进行了详细分析与设计,探讨了将数据仓库、数据挖掘、联机分析处理技术同智能决策支持系统技术有效结合,为火电厂竞价上网提供辅助决策支持的新途径。最后论文论证了本系统能为电厂竞价上网提供有效辅助决策支持。
Recent years, the electric power industries of China have been undergoing massive changes to introduce competition into electric power system. Much effort has been made to restructure the traditional monopoly power industry with objectives of introducing fair competition and improving economic efficiency. Under this background, power plants must participate in the electric power price competition, through participating competitive market to achieve their objective with maximizing significance by means of optimal bidding strategies. Meanwhile, the process of making bidding strategies is very complex and always made promptly. Therefore to accomplish the decision properly, the people who quote the price always need certain information system to support their work. So, it is inevitable for power plants to use advanced information technologies to aid and support to make bidding strategies.
The intelligent decision support system (IDSS) is a kind of dynamic intelligent interactive computer software system; it is a combo of the artificial intelligence (AI) technique and the decision support system (DSS) technique. Compared with other information management systems, the IDSS has the ability of the qualitative analysis and quantitative analysis both, it can aid and support people’s decision perfectly, and has become the new direction of the information system's development.
This paper tries to apply to the IDSS technique to support the bidding strategies' decision, which combines the techniques of the intelligent information and bidding strategies to produce proper bidding strategies decision. A few framework to build optimal bidding strategies for thermal power suppliers in an electricity market are presented first, some optimal technologies, methods and formulations such as optimization auction strategy mould, risk hedging patterns and or so are described, basing on a great many of economy principles and realistic electricity production experiences. Then, basing on all these technologies, a thermal plant bidding IDSS relating with an optimal bidding strategies system that is one of the more coincide with practical conditions than any other else is designed, and the database system, the model database system and the knowledge base system of the IDSS are developed.
引文
1. 曾鸣.电力企业计划管理及其技术支持系统.中国电力出版社,2001
2. 毛海军,唐焕文.智能决策支持系统(IDSS)研究进展.小型微型计算机系统,2003(5)
3. 史连军,韩放.中国电力市场的现状与展望.电力市场自动化.2002(10)
4. 文福铨.电力市场中的投标策略.电力系统自动化.2002(14)
5. 管晓宏,赖菲.电力市场中电力供应商竞标策略的选择.电力系统自动化.2000(24)
6. 耿建,王锡凡,陈皓勇等.发电市场的迭代竞价机制.电力系统自动化.2002(26)
7. 马莉,文福拴,A K David.采用分段报价规则的竞价策略.电力系统自动化.2002(26)
8. L.GeerLi, R.Chen, Yokoyama.Pricing and Operarion in Deregulated Electricity Market by Non-cooperative gameJ.Electric Power System Reasearch.2001(17)
9. 吴杰,龙军,王辑祥.电力市场中电厂力的评估与发电竞标策略.中国电力.2003(6)
10. 葛朝强,李扬等.基于风险的火电厂报价策略评估.电网技术.200(11)
11. H L Song, C C Liu, J Lawarrée.Nash Equilibrium Bidding Strategies in a Bilateral Electricity MarketJ . IEEE Transaction on Power Systems.2001(17)
12. J B Park, B H Kim, J H Kim et al.A continuous strategy game transactionon Power SystemJ.IEEEE transaction on Power Systems.2001(16)
13. 黄梯云.智能决策支持系统.电子工业出版社.2001
14. 陈晓宏,高原康彦.一种新的 DSS 概念模型――层次模型的研究.决策与决策支持系统.1997(1)
15. A.Haurie,R.Loulou and G.Savard.A Two-Player Game Model of Power Cogenration in New England . IEEE Transaction on Automatic Control.Vol.37, No.9,SEP.1992
16. A.K.David . Competitive Bidding in Electricity Supply . IEEE Proceddings-C.Vol.140,No.5 SEP.1993
17. 杨东正.火力发电厂竞价上网辅助决策支持系统的研究.华北电力大学(北京).2000.12
18. Charles W.Ritchter,Gerald B.Sheble.Genetic Algorithm Evolution of Utility Bidding Strategies for the Competitive Marketplace . IEEE Transaction on Power Systems.Vol.13,No.1,FEB,1997
19. Charles W.Ritchter, Gerald B.Sheble.Comprehensive Bidding Strategies with Genetic Programming/Finite State Automata.IEEE Transaction on Power Systems.Vol.14,No.4,NOV.1999
20. R.W.Ferroero, J.F.Rivera and S.M.Shahidehpour.Application of Games with Incomplete Information for Pricing Electicity in Deregulated Power Pools.IEEE Transaction on Power Systems.Vol.13,No.1,NOV.1997
21. 杨力俊.电力企业竞价辅助决策支持系统的研究与开发.华北电力大学(北京) 2000.12
22. 曾鸣,刘敏等.上网侧与销售侧峰谷分时电价联动的理论及应用.中国电力.2000(9)
23. 管晓宏,赖菲.电力市场中电力供应商竞价策略的选择.电力系统自动化.2000.10
24. 谢康林,赵京.智能决策支持系统结构框架的研究.上海交通大学学报.1996(6)
25. 黄平,张全寿.IDSS 结构的探讨.决策与决策支持系统.1993(6)
26. 李晓刚.我国运行备用辅助市场的模式与定价研究.电力系统自动化.2000.9
27. 刘严,谭忠富.动态规划方法在电力市场竞价上网中的应用.中国电力.2003(1)
28. 孙燕萍,卢国良,张粒子.电力市场忠的定量决策方法.中国电力.2003(12)
29. 王勇军,康永平.电力市场中购电费用及竞争效率分析.中国电力.2003(6)
30. 任明仑,扬善林,朱卫东.智能决策支持系统:研究现状与挑战.系统工程学报.2002(17)
31. 王锡凡.我国电力市场竞价模型框架探讨.中国电力.2000.11
32. 赵学顺.电力市场竞价策略的探讨硕士学位论文.杭州浙江.2000
33. 聂中.发电公司竞价策略的研究硕士学位论文.华北电力大学(北京).2001.2
34. 管晓宏,赖菲.电力市场中电力供应商竞标策略的选择.电力系统自动化.2000.24
35. 刘少华,李渝曾.考虑电力差价合同的发电厂报价策略研究.电力系统自动化.2000.24
36. 陈文伟.决策支持系统及其开发.清华大学出版社.2000.2
37. 姚建刚,章建,银车来.电力市场运营及其软件开发.中国电力出版社.2003
38. 高洪深.决策支持系统理论、方法、案例.清华大学出版社.2002.3
39. 尹朝庆,尹皓.人工智能与专家系统.中国水利水电出版社.2002.1
40. 杨善林,倪志伟.机器学习与智能决策支持系统.科学出版社.2004.5
41. Dennis Ray, Eileen Cashman, Oprational Risks, Bidding Strategies and Information Policies in Restuctred Power Markets, Decision Support System, Vol. 24 1999
42. E Jordanger K. Sand R Ktistensen, Mothod for Calculaion of Cost of Electrical Power System Losses, Cired2001, 18-21 June 2001, Conference Publication No.482 IEE 2001
43. A K David, F S Wen.Building Optional Strategies for Competitive Power Suppliers.Proceeding of V2 Symposium of Specialist in Eletric Operational and Expansion Planning, 2000
44. 袁虹,何厚存. 联机分析及数据仓库的建模技术.计算机应用研究.1999.12
45. 马丽娜,刘弘,张希林.数据挖掘、OLAP 在决策支持系统中的应用.计算机应用研究.2001.11
46. 周厚冰,汪有杰,殷培光,王明才等.发电厂竞价上网决策支持系统的开发与应用.2001.24
47. 马瑞,颜宏文.基于判定树的电力市场中发电商竞标能力数据挖掘的新思路.电力系统自动化.2002.26
2. 毛海军,唐焕文.智能决策支持系统(IDSS)研究进展.小型微型计算机系统,2003(5)
3. 史连军,韩放.中国电力市场的现状与展望.电力市场自动化.2002(10)
4. 文福铨.电力市场中的投标策略.电力系统自动化.2002(14)
5. 管晓宏,赖菲.电力市场中电力供应商竞标策略的选择.电力系统自动化.2000(24)
6. 耿建,王锡凡,陈皓勇等.发电市场的迭代竞价机制.电力系统自动化.2002(26)
7. 马莉,文福拴,A K David.采用分段报价规则的竞价策略.电力系统自动化.2002(26)
8. L.GeerLi, R.Chen, Yokoyama.Pricing and Operarion in Deregulated Electricity Market by Non-cooperative gameJ.Electric Power System Reasearch.2001(17)
9. 吴杰,龙军,王辑祥.电力市场中电厂力的评估与发电竞标策略.中国电力.2003(6)
10. 葛朝强,李扬等.基于风险的火电厂报价策略评估.电网技术.200(11)
11. H L Song, C C Liu, J Lawarrée.Nash Equilibrium Bidding Strategies in a Bilateral Electricity MarketJ . IEEE Transaction on Power Systems.2001(17)
12. J B Park, B H Kim, J H Kim et al.A continuous strategy game transactionon Power SystemJ.IEEEE transaction on Power Systems.2001(16)
13. 黄梯云.智能决策支持系统.电子工业出版社.2001
14. 陈晓宏,高原康彦.一种新的 DSS 概念模型――层次模型的研究.决策与决策支持系统.1997(1)
15. A.Haurie,R.Loulou and G.Savard.A Two-Player Game Model of Power Cogenration in New England . IEEE Transaction on Automatic Control.Vol.37, No.9,SEP.1992
16. A.K.David . Competitive Bidding in Electricity Supply . IEEE Proceddings-C.Vol.140,No.5 SEP.1993
17. 杨东正.火力发电厂竞价上网辅助决策支持系统的研究.华北电力大学(北京).2000.12
18. Charles W.Ritchter,Gerald B.Sheble.Genetic Algorithm Evolution of Utility Bidding Strategies for the Competitive Marketplace . IEEE Transaction on Power Systems.Vol.13,No.1,FEB,1997
19. Charles W.Ritchter, Gerald B.Sheble.Comprehensive Bidding Strategies with Genetic Programming/Finite State Automata.IEEE Transaction on Power Systems.Vol.14,No.4,NOV.1999
20. R.W.Ferroero, J.F.Rivera and S.M.Shahidehpour.Application of Games with Incomplete Information for Pricing Electicity in Deregulated Power Pools.IEEE Transaction on Power Systems.Vol.13,No.1,NOV.1997
21. 杨力俊.电力企业竞价辅助决策支持系统的研究与开发.华北电力大学(北京) 2000.12
22. 曾鸣,刘敏等.上网侧与销售侧峰谷分时电价联动的理论及应用.中国电力.2000(9)
23. 管晓宏,赖菲.电力市场中电力供应商竞价策略的选择.电力系统自动化.2000.10
24. 谢康林,赵京.智能决策支持系统结构框架的研究.上海交通大学学报.1996(6)
25. 黄平,张全寿.IDSS 结构的探讨.决策与决策支持系统.1993(6)
26. 李晓刚.我国运行备用辅助市场的模式与定价研究.电力系统自动化.2000.9
27. 刘严,谭忠富.动态规划方法在电力市场竞价上网中的应用.中国电力.2003(1)
28. 孙燕萍,卢国良,张粒子.电力市场忠的定量决策方法.中国电力.2003(12)
29. 王勇军,康永平.电力市场中购电费用及竞争效率分析.中国电力.2003(6)
30. 任明仑,扬善林,朱卫东.智能决策支持系统:研究现状与挑战.系统工程学报.2002(17)
31. 王锡凡.我国电力市场竞价模型框架探讨.中国电力.2000.11
32. 赵学顺.电力市场竞价策略的探讨硕士学位论文.杭州浙江.2000
33. 聂中.发电公司竞价策略的研究硕士学位论文.华北电力大学(北京).2001.2
34. 管晓宏,赖菲.电力市场中电力供应商竞标策略的选择.电力系统自动化.2000.24
35. 刘少华,李渝曾.考虑电力差价合同的发电厂报价策略研究.电力系统自动化.2000.24
36. 陈文伟.决策支持系统及其开发.清华大学出版社.2000.2
37. 姚建刚,章建,银车来.电力市场运营及其软件开发.中国电力出版社.2003
38. 高洪深.决策支持系统理论、方法、案例.清华大学出版社.2002.3
39. 尹朝庆,尹皓.人工智能与专家系统.中国水利水电出版社.2002.1
40. 杨善林,倪志伟.机器学习与智能决策支持系统.科学出版社.2004.5
41. Dennis Ray, Eileen Cashman, Oprational Risks, Bidding Strategies and Information Policies in Restuctred Power Markets, Decision Support System, Vol. 24 1999
42. E Jordanger K. Sand R Ktistensen, Mothod for Calculaion of Cost of Electrical Power System Losses, Cired2001, 18-21 June 2001, Conference Publication No.482 IEE 2001
43. A K David, F S Wen.Building Optional Strategies for Competitive Power Suppliers.Proceeding of V2 Symposium of Specialist in Eletric Operational and Expansion Planning, 2000
44. 袁虹,何厚存. 联机分析及数据仓库的建模技术.计算机应用研究.1999.12
45. 马丽娜,刘弘,张希林.数据挖掘、OLAP 在决策支持系统中的应用.计算机应用研究.2001.11
46. 周厚冰,汪有杰,殷培光,王明才等.发电厂竞价上网决策支持系统的开发与应用.2001.24
47. 马瑞,颜宏文.基于判定树的电力市场中发电商竞标能力数据挖掘的新思路.电力系统自动化.2002.26