电力市场运营模式研究及其出清电价预测
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摘要
当今世界,电力工业体制正在发生深刻的变革,打破垄断、引入竞争,建立统一、规范、开放、有序、竞争的电力市场,成为发展的必然趋势。随着世界各国电力工业改革的发展趋势,我国于上世纪90年代也开始了以打破垄断、引入竞争、放松管制为目标的电力市场化改革。如何合理制定相应的运营模式以及怎样根据电力市场的相关历史数据准确的预测出未来的市场出清电价,对于市场中的各个参与者都具有十分重要的意义。
     本文首先围绕建立区域电力市场交易模式的问题,进行了深入研究。在分析比较了世界上几个典型的电力市场交易模式后,提出了我国区域电力市场交易模式的选择原则,并对我国未来电力市场发展的方向和市场运营模式及可能实施的双边交易方式进行了分析与论述,为我国区域电力市场设计了批发竞争的市场模式。旨在对我国电力市场改革方向与运营方式及在未来市场中为参与者的最优竞价策略进行探索性研究。
     其次本文介绍了电力市场出清电价结算机制,论述了出清电价的形成过程,并分析了出清电价的影响因素。继而根据实际电力市场的出清电价数据对其变化特点和分布特征进行了研究,得出不同时段的出清电价时间序列特性不同,具有不同的变化趋势,提出了分时段预测出清电价的思路。接着对当前较常见的预测方法的优缺点进行了探讨后,提出了出清电价的预测模型。为了提高电价预测的精度,本文提出了以下两个方面的改进:1、在输入因素的选取上,选取更能表征或影响电价变化的因素作为输入向量;2、在输入因素预处理上,对输入向量进行处理使其更有规律性,更能表征电价的变化。
     本文采用最小二乘支持向量机建立了两个预测模型:1、利用相似搜索技术来生成训练集和输入变量,并对次日电价进行实例预测,取得了较好的效果。预测结果表明采用这种模型预测采用相似搜索技术处理后,预测的效果比传统的方法有较大的提高。2、提出采用小波变换和最小二乘支持向量机相结合的电价预测模型。选择合适的小波基和分解尺度,将电价序列分解成一个低频分量和多个高频分量,从而进行电价特征的提取。利用所获得的电价各分量,对电价各分量分别建立最小二乘支持向量机预测模型,最后汇总叠加各分量预测结果得到最终的预测电价。实验结果表明,此模型显著的提高了出清电价预测的精度。
In today's world,a profound transform of electric power industry mechanisms is taking place. Its inevitable trend is breaking monopoly,inducing competition and setting up a uniform, normative,open,orderd and competitive electricity market. China attempted to have a reformation of electric power market in 1990s,breaking the traditional integrative management mode,and carrying out separation of net and plant, transition and distribution. How to establish corresponding elecricity market operation mode rationally and how to use the relative historic data to forecast the future market clearing electricity price is a very meaningful work for every participator in the power market.
     Firstly,The problem of establishing regional electric power market exchange pattern is researched thoroughly in the paper. After compared of several typical electric power market exchange patterns worldwide,the principle of regional power market trading mode is put forward. In this paper, China power market's orientation, structure and possible bilateral exchange manner are analyzed and discussed. And the regional power markets of wholesale competition model in China is designed in the paper. The purpose of this paper is to exploratory research the reformational orientation and the operational manner of China power market and optimal bidding strategies for participants in future market.
     Secondly,The electric power market pricing mechanism is introduced, and the establishment and the influence factors of the electricity price are discussed. According to actual market clearing price's data,vary and distributing character of MCP data is researched.we obtained that different period data of MCP have different time series characteristic,the change of MCP have different trend. So the forecasting MCP idea based on period of time is put forward. Then, analyzed and compared the adventages and disadventages of some current forecasting methods, the forecasting models of market clearing price is proposed. To improve the accurary of price forecasting,two aspects of improvements are proposed:(1)selector of the factors which can show the change of the price sequence accurately;(2)the pretreatment of the input variables.
     Two price forecasting model using Support Vector Machine is proposed: (1)similarity searching technique is applied to building the training set and input variables .The electricity price of next day is forecasted successfully by this model. The precision of forecasting based on similarity searching technique is higher than traditional methods.(2)The forecasting price model based on Wavelet Transform and Support Vector Machine is proposed. Selected of appropriate wavelet basis and decomposition scale, the market clearing price series is decomposed into one low-frequency and some high-frequency sub-series in the wavelet domain,So MCP feature is extracted form the market clearing price series. Using each new component of the original electricity price signal, LSSVM forecasting models for each sub-series is independently set up, then adding up to the forecasting results of all sub-series, the whole forecasted electricity price series are obtained. The results of forecasting show that this model impove the forecasting accurate of MCP remarkablly.
引文
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