JP7345287B2 - Power trading contract processing device and power trading contract processing method - Google Patents

Description

The present invention relates to a power transaction contract processing device and a power transaction contract processing method that perform bidding contract processing in a supply and demand adjustment market.

Full liberalization of the electricity retail market began in 2016, and the volume of transactions in the wholesale electricity trading market has continued to increase. Electric power transactions in such markets are conducted by computers, and each electric power company participating in the transactions makes a bid via the Internet or the like. In electricity trading, it is necessary to perform execution processing taking into consideration factors such as price and trading volume. Patent Document 1 describes a contract for power trading in which a transaction that maximizes the total trading surplus is sought in the spot market of a power exchange, taking into account constraints on interconnection line free capacity and power transmission amount constraints on DC interconnection equipment. A processing method is disclosed. In the method described in Patent Document 1, an objective function and constraint conditions are set, and a combinatorial optimization problem is solved based on the set objective function and constraint conditions, thereby determining the amount of purchase and sale, the interconnection line power transmission amount, etc. and determines the execution price.

Japanese Patent Application Publication No. 2007-317029

Meanwhile, a supply and demand adjustment market is scheduled to open in 2021. In the supply and demand adjustment market, the adjustment power necessary to offset the difference between supply and demand, or imbalance, that occurs in the electric power system is traded. In the supply and demand adjustment market, bidders such as power generation companies and demand response companies make bids for adjustment capacity, and transmission and distribution companies, which are the procurers of adjustment capacity, choose the bids they want to execute from among the bids. You will have to choose.

When the supply and demand adjustment market opens in 2021, bidders will place bids at the adjustment power price called the ΔkW price. Therefore, the bid will be executed starting from the lowest bid price. The cost that occurs in actual operation, that is, the cost when power is actually adjusted, is scheduled to be settled at actual cost based on the amount of power used for this adjustment and the unit price. The unit price when settled at actual cost is also called kWh price. Therefore, power transmission and distribution companies need to bear both the cost of securing procurement power and the cost of settling the costs based on actual operating results.

Here, in the future, it is planned that the ΔkW price and the kWh price will be specified at the time of bidding, and the power transmission and distribution business will decide on a contract by considering both prices. The method described in Patent Document 1 above considers only one type of price to be bid, and when considering both the ΔkW price and the kWh price, the method described in Patent Document 1 is applied. Can not do it. When considering both the ΔkW price and the kWh price, if there is a proportional relationship between them, the total cost will be lower if a bid with a lower ΔkW price is executed. However, since the ΔkW price and the kWh price can be determined arbitrarily by each bidder, the ΔkW price and the kWh price are not necessarily proportional.

For example, if bidder A and bidder B are bidding, and bidder A's ΔkW price is lower, but bidder B's kWh price is lower, which bidder's bid is executed? Whether the total cost is low depends not only on the ΔkW price and the kWh price, but also on the amount of electricity actually used for adjustment. However, since the amount of electricity actually used for adjustment is uncertain, it is uncertain whether the total cost will be lower if the bid of bidder A or bidder B is agreed to. Therefore, it is not easy to find the optimal combination of bids that will be executed by considering both the ΔkW price and the kWh price. For this reason, a device is desired that can select an appropriate combination of bids to be executed, taking into account both the ΔkW price and the kWh price.

The present invention has been made in view of the above, and aims to provide an electricity transaction contract processing device that is capable of selecting an appropriate combination of bids to be contracted by considering both the ΔkW price and the kWh price. purpose.

In order to solve the above-mentioned problems and achieve the purpose, the power transaction contract processing device according to the present invention has a first price indicating the unit price of power adjustment power and a price that is calculated when the power adjustment is actually performed. and an acquisition unit that acquires bid data including a second price that is a unit price to be used. In addition, the power transaction contract processing device includes a secured amount indicating the amount of regulating power secured by the purchaser who procures the regulating power of electricity, a first price, a second price, and an adjusted amount which is the kWh activation amount. A probability density function that is a function of and indicates the probability that the adjustment amount will actually be adjusted; The expected value of the total cost including the second cost required for settlement at the time of settlement is calculated as a function of the contract amount of the adjustment power corresponding to each bid data, and based on the expected value, the bid data to be contracted is determined. The contracted amount is the amount by which the cost required for adjustment power is calculated by multiplying the first price by the contracted amount .

According to the present invention, an effect is achieved in that an appropriate combination of bids to be executed can be selected in consideration of both the ΔkW price and the kWh price.

A diagram showing a configuration example of a power transaction contract processing device according to Embodiment 1. A diagram showing an example of the configuration of a computer system that implements the power transaction contract processing device of Embodiment 1. A diagram showing an example of the structure of bid data in Embodiment 1. Flowchart illustrating an example of power transaction contract processing procedure according to Embodiment 1 A diagram showing an example of a frequency distribution calculated by the probability density function estimation unit of Embodiment 1 A diagram illustrating an example of a probability density function calculated by the probability density function estimator of Embodiment 1. A diagram showing an example of a cumulative distribution function calculated by the cumulative distribution function calculation unit of the embodiment A diagram showing an example of a screen that accepts input of the maximum cumulative activation probability to be considered in Embodiment 1. A diagram showing an example of the probability density function f(x) of Embodiment 1 given from the outside A diagram showing an example of the probability density function f(x) of Embodiment 1 given from the outside A diagram showing an example of cost function g(x) in Embodiment 1 Conceptual diagram showing characteristics of multiple types of adjustment forces in Embodiment 2 Diagram for explaining accommodation of multiple types of adjustment power between regions in Embodiment 2

DESCRIPTION OF THE PREFERRED EMBODIMENTS Below, a power trade agreement processing device and a power trade agreement processing method according to an embodiment of the present invention will be described in detail based on the drawings. Note that the present invention is not limited to this embodiment.

Embodiment 1.
FIG. 1 is a diagram illustrating a configuration example of a power transaction contract processing device according to Embodiment 1 of the present invention. The power trading contract processing device 1 of this embodiment is a device that performs contract processing for bidded bills in a market for trading power regulation power. An example of a market for trading electricity adjustment power is the supply and demand adjustment market in Japan. Hereinafter, the supply and demand adjustment market in Japan will be explained as an example of a market for trading the adjustment power of electricity, but the market for trading the adjustment power of electricity is not limited to the supply and demand adjustment market. Adjustment capacity is the ability that power transmission and distribution companies secure in case it becomes necessary to increase demand or supply in order to stabilize the power system, and is the ability to adjust supply and demand. It is. Adjustment power is provided, for example, by a power generation company, a demand response company, etc. Adjustment power is also called ΔkW. In the supply and demand adjustment market, bidders such as power generation companies and demand response companies make bids, and bids are determined in response to requests from power transmission and distribution companies. The power transaction contract processing device 1 of this embodiment accepts bids in the supply and demand adjustment market, and performs a contract process of determining bills to be contracted.

As shown in FIG. 1, the power transaction agreement processing device 1 of the present embodiment is connected to the central power dispatch center 2-1, 2-2, the wide area organization system 3, and the weather forecast system 4 via the communication network 5. Connected. Further, the power transaction contract processing device 1 is connected to the purchaser terminal devices 6-1, 6-2 and bidder terminal devices 7-1 to 7-3 via the communication network 8, respectively. Although the communication network 5 and the communication network 8 are shown separately in FIG. 1, the communication network 5 and the communication network 8 may be the same network.

The central power dispatch center 2-1, 2-2 is a system that monitors the supply and demand of electricity and controls generators and the like according to the state of supply and demand in order to stabilize the power system. When the central power dispatch center 2-1 and 2-2 are shown without being distinguished individually, they will be referred to as the central power dispatch center 2 hereinafter. The central power dispatch center 2 is managed by a power transmission and distribution company. Generally, a central power dispatch center includes equipment other than the computer system that monitors the supply and demand of electricity, but in this case, the computer system installed at the central power dispatch center that monitors the supply and demand of electricity is referred to as the central power dispatch center. It will be called command center 2. Generally, each power transmission and distribution company has one or more central dispatch centers 2. Although two central power dispatch centers 2 are illustrated in FIG. 1, the number of central power dispatch centers 2 is not limited to the example shown in FIG. The central power dispatch center 2 periodically transmits grid data indicating the state of the power grid to the power transaction contract processing device 1, for example. The grid data includes data indicating the amount of power actually used (hereinafter also referred to as kWh power generation amount) when power is adjusted by the power transmission and distribution company for each time. The system data may include the amount of kWh activation itself, or may include information for estimating the amount of kWh activation. Moreover, the system data may include information regarding stable supply of electric power, such as generator inspection information.

The wide area organization system 3 is a system managed by the electricity wide area operation promotion organization (hereinafter referred to as the wide area organization), and manages the free capacity of each interconnection line. When transmitting power across regions controlled by a power company, interconnection lines are used to connect the regions. When electricity is traded between regions, the free capacity of interconnection lines needs to be taken into account.

The weather forecast system 4 is a system managed by a business that provides weather forecast services or a business that acquires weather forecast information and provides it to users. Distribute weather data including: The weather forecast system 4 distributes weather data, for example, periodically.

The purchaser terminal devices 6-1 and 6-2 are terminals operated by power transmission and distribution companies that are purchasers of adjustment power. When the procurer terminal devices 6-1 and 6-2 are shown without being individually distinguished, they will be referred to as procurer terminal devices 6 hereinafter. The purchaser terminal device 6 receives input of information necessary for procurement of adjustment power from the purchaser, and transmits the received information to the power transaction contract processing device 1 as procurement data. The procurement data includes identification information indicating the purchaser and setting information for determining the secured amount, which is the amount of adjustment power required for procurement. The secured amount is the amount of adjustment power secured by the purchaser who procures power adjustment power. The setting information for determining the secured amount is, for example, information that indicates the degree of probability to be taken into consideration when determining the secured amount, and is based on the maximum cumulative activation probability to be considered, which will be described later, regarding the kWh activation amount. be. The cumulative activation probability will be discussed later. Note that the setting information for determining the secured amount may be information indicating the secured amount itself. Adjustment power is intended to prepare for cases where the planned supply and demand differs from the actual supply and demand. It is uncertain whether there will be a mismatch in the direction where there is a surplus. For this reason, power transmission and distribution companies have two types of adjustment power: the adjustment power to increase power, and the adjustment power to reduce power, in case there is a power shortage or a shortage of surplus power. It is necessary to ensure both the downward adjustment force and the downward adjustment force. Therefore, the secured amount is determined for each of the upward adjustment force and the downward adjustment force.

The bidder terminal devices 7-1 to 7-3 are terminals operated by bidders that can provide adjustment power to power transmission and distribution companies. When the bidder terminal devices 7-1 to 7-3 are shown without being individually distinguished, they will be referred to as bidder terminal devices 7 hereinafter. The bidder terminal device 7 receives input of information necessary for bidding on adjustment power from a bidder, and transmits the received information to the power transaction contract processing device 1 as bid data. Although FIG. 1 shows two procurer terminal devices 6 and three bidder terminal devices 7, the number of procurer terminal devices 6 and bidder terminal devices 7 is the same as the example shown in FIG. but not limited to.

As shown in FIG. 1, the power trade agreement processing device 1 of this embodiment includes a first communication section 11, a data storage section 12, a processing management section 13, a calculation section 14, a bid data storage section 15, and a second communication section. 16. The calculation unit 14 includes a specification data aggregation unit 21, a contract calculation unit 22, and a result data aggregation unit 23. The contract calculation section 22 includes a probability density function estimation section 31, a cumulative distribution function calculation section 32, a ΔkW contract amount determination section 33, and a contract bid determination section 34. The deal bid determination unit 34 includes a combination search unit 35.

The first communication unit 11 communicates with each of the central power dispatch center 2-1, 2-2, the wide area organization system 3, and the weather forecast system 4 via the communication network 5. The first communication unit 11 acquires system data from the central power dispatch center 2-1, 2-2 and stores it in the data storage unit 12. The first communication unit 11 acquires weather data from the weather forecast system 4 and stores it in the data storage unit 12 . The data storage unit 12 stores system data and weather data.

The second communication unit 16 communicates with each of the procurer terminal device 6 and the bidder terminal device 7 via the communication network 8 . The second communication unit 16 receives procurement data from the procurer terminal device 6 and stores it in the bid data storage unit 15 . The second communication unit 16 receives bid data from the bidder terminal device 7 and stores it in the bid data storage unit 15. That is, the second communication unit 16 is an acquisition unit that acquires bid data. The bid data storage unit 15 stores procurement data and bid data.

The processing management unit 13 manages the entire power trade contract processing in the power trade contract processing device 1 . The calculation unit 14 executes power transaction contract processing. Details of the processing in the calculation unit 14 will be described later.

Here, the hardware configuration of the power transaction contract processing device 1 will be explained. The power trade contract processing device 1 of the present embodiment executes a power trade contract processing program, which is a program in which processing in the power trade contract processing device 1 is described, on the computer system, so that the computer system executes the power trade contract processing program. It functions as a contract processing device 1. FIG. 2 is a diagram showing an example of the configuration of a computer system that implements the power transaction contract processing device 1 of this embodiment. As shown in FIG. 2, this computer system includes a control section 101, an input section 102, a storage section 103, a display section 104, a communication section 105, and an output section 106, which are connected via a system bus 107. There is.

In FIG. 2, the control unit 101 is, for example, a processor such as a CPU (Central Processing Unit), and executes a power trade contract processing program in which processing in the power trade contract processing device 1 of the present embodiment is described. The input unit 102 includes, for example, a keyboard and a mouse, and is used by a user of the computer system to input various information. The storage unit 103 includes various memories such as RAM (Random Access Memory) and ROM (Read Only Memory), and storage devices such as hard disks, and stores programs to be executed by the control unit 101 and necessary information obtained in the process. Store data, etc. The storage unit 103 is also used as a temporary storage area for programs. The display unit 104 is composed of a display, an LCD (liquid crystal display panel), etc., and displays various screens to the user of the computer system. The communication unit 105 is a receiver and a transmitter that perform communication processing. The output unit 106 is a printer or the like. Note that FIG. 2 is an example, and the configuration of the computer system is not limited to the example of FIG. 2.

Here, an example of the operation of the computer system until the power transaction contract processing program of this embodiment becomes executable will be described. In a computer system having the above-mentioned configuration, for example, an electricity transaction contract processing program is loaded from a CD-ROM or DVD-ROM set in a CD-ROM or DVD-ROM (not shown) drive. It is installed in the storage unit 103. Then, when the power trade contract processing program is executed, the power trade contract processing program read from the storage unit 103 is stored in the storage unit 103. In this state, the control unit 101 executes processing as the power transaction contract processing device 1 of this embodiment according to the program stored in the storage unit 103.

In the above description, a CD-ROM or a DVD-ROM is used as a recording medium to provide a program that describes the processing in the power transaction contract processing device 1. Depending on the capacity of the program, for example, a program provided via a transmission medium such as the Internet via the communication unit 105 may be used.

The processing management section 13 and calculation section 14 shown in FIG. 1 are realized by the control section 101 shown in FIG. Further, the data storage section 12 and the bid data storage section 15 are realized by the storage section 103. The first communication section 11 and the second communication section 16 shown in FIG. 1 are realized by the communication section 105 shown in FIG. 2.

The central power dispatch center 2-1, 2-2, wide area agency system 3, weather forecast system 4, procurer terminal devices 6-1, 6-2, and bidder terminal devices 7-1 to 7-3 shown in FIG. Similarly to the power transaction contract processing device 1, this is also realized by a computer system.

Next, the operation of this embodiment will be explained. Contract processing by the power transaction contract processing device 1 is performed every predetermined period. The predetermined period is, for example, four hours, but is not limited to this. The power transaction contract processing device 1 determines the bid to be contracted based on the bids being bid, that is, the received bid data, and the procurement data received from the purchaser terminal device 6, in units of a predetermined period.

Each bidder terminal device 7 generates bid data based on information input by the bidder, and transmits the bid data to the power transaction contract processing device 1. As described above, the bid data is stored in the bid data storage section 15 of the power transaction contract processing device 1. FIG. 3 is a diagram showing an example of the structure of bid data according to the present embodiment. As shown in FIG. 3, the bidding data includes information indicating the bidder (indicated as "Business Operator" in FIG. 3), adjustment power price, adjustment power maximum value, and price at the time of activation of adjustment. The adjustment power price is the unit price of adjustment power, and is also called the ΔkW price. The cost required for adjustment power is calculated by multiplying the ΔkW price, which is the first price, by the contract amount. The maximum adjustment power is the maximum adjustment power that can be provided to bidders. Note that the bid data includes information indicating whether the bid corresponds to upward adjustment power or downward adjustment power. For example, it may be indicated by the plus or minus sign of the maximum adjustment force, or information indicating whether it is an upward adjustment force or a downward adjustment force may be added to the bid data. The second price, the price at the time of activation of the adjustment, is the unit price used for settlement when the adjustment power is used during actual supply and demand, that is, when the amount of electricity is adjusted. In this way, the bid data includes the first price indicating the price of power adjustment power and the second price that is the unit price used for settlement when power adjustment is actually performed. Hereinafter, the actual adjustment of the amount of electric power, that is, the activation of the adjustment, will also be referred to as kWh activation. The price at the time the adjustment is activated is called the kWh price. When the kWh is activated, the electricity transmission and distribution company will pay the bidder a cost equal to the amount of electricity used for adjustment multiplied by the kWh price. Note that the structure of the bid data is not limited to the example shown in FIG. 3, and may include data other than that shown in FIG. 3.

Each procurer terminal device 6 generates procurement data based on information input from the procurer, and transmits the procurement data to the power transaction contract processing device 1 . As described above, the procurement data is stored in the bid data storage section 15 of the power transaction contract processing device 1. The procurer terminal device 6 may transmit the procurement data every predetermined period, or may transmit the procurement data when the procurement data is changed without synchronizing with the predetermined period. Good too.

FIG. 4 is a flowchart illustrating an example of the power transaction contract processing procedure according to the present embodiment. The power trade contract processing device 1 executes the power trade contract process shown in FIG. 4 for each procurement power of each purchaser, such as an upward adjustment power and a downward adjustment power. As shown in FIG. 4, the power transaction agreement processing device 1 acquires bidding data, procurement data, grid data, and weather data (step S1). Specifically, the specification data aggregation unit 21 of the calculation unit 14 reads the system data and weather data from the data storage unit 12. Further, the specification data aggregation unit 21 of the calculation unit 14 reads out procurement data corresponding to the procurer who is the target of contract processing from the bid data storage unit 15, and bid data corresponding to the direction of adjustment power of the target of contract processing. Read out. Then, the specification data aggregation unit 21 passes the read system data and weather data to the probability density function estimation unit 31 of the contract calculation unit 22, and passes the read procurement data and bid data to the ΔkW contract amount determination unit 33.

Here, as described above, the bidder specifies the maximum value of the adjustment power, but when making a contract, the contract amount is determined within the range in which the adjustment power that the purchaser procures from the bidder is equal to or less than the maximum value. Therefore, the contract amount may have less adjustment power than the maximum value. The cost required for adjustment power is determined once the bid to be executed is determined, that is, once the contract amount is determined. On the other hand, the cost required when electricity is actually used for adjustment is the kWh price x amount of electricity used for adjustment, and even if the contracted amount is decided, it is not finalized and the cost is the amount actually used for adjustment. Depends on the amount of electricity. As described above, since the cost required for regulating power and the cost required when electricity is used are different in nature, bidders may decide the ΔkW price and the kWh price by considering various factors. For this reason, the ΔkW price and the kWh price are not necessarily proportional, and there is a possibility that some bidders set the ΔkW price higher, and some bidders set the kWh price higher. Therefore, the power transaction agreement processing device 1 of the present embodiment considers both the ΔkW price and the kWh price and determines the bid to be executed so as to suppress the expected value of the total cost.

Next, the power transaction contract processing device 1 calculates a probability density function from the past performance of the grid data (step S2). Specifically, the probability density function estimating unit 31 of the contract calculation unit 22 uses systematic data for a certain period to obtain a frequency distribution for each kWh activation amount, and calculates a probability density function of the kWh activation amount based on the frequency distribution. calculate. At this time, the probability density function estimation unit 31 divides the systematic data into groups based on the time of the systematic data, with reference to the observation results of the meteorological data corresponding to the time, and calculates a probability density function for each group.

The probability density function estimation unit 31 may perform grouping based on weather such as sunny, cloudy, and rainy weather, or may perform grouping based on temperature, for example. Note that, generally, the regions managed by each purchaser are different, so the probability density function estimating unit 31 performs grouping by referring to weather data of the region corresponding to the purchaser targeted for contract processing. Further, the probability density function estimating unit 31 may perform grouping based on time, season, month, etc., grouping may be performed on weekdays and weekends/holidays, or grouping may be performed on days of the week. You may go. Furthermore, the power transaction contract processing device 1 may also acquire the operating status of each generator as system data, and the probability density function estimating unit 31 may perform grouping according to the operating status of the generators. The probability density function estimation unit 31 may perform grouping by combining the items exemplified above. In general, the more detailed the conditions are set for grouping, the more accurate the prediction will be, but the less data will belong to the same group. Taking these factors into consideration, grouping is performed as appropriate. Note that the probability density function may be determined using all data for a certain period without performing this grouping. When performing grouping, the probability density function estimating unit 31 calculates a probability density function using data of a group to which the period to be processed in the systematic data belongs, based on the time of the period to be processed in the process. Calculate.

FIG. 5 is a diagram showing an example of the frequency distribution calculated by the probability density function estimation unit 31 of this embodiment. In FIG. 5, the horizontal axis shows the amount of kWh activation, and the vertical axis shows the frequency, that is, the number of activations. The broken-line circles shown in FIG. 5 indicate the number of activations calculated by the probability density function estimation unit 31 based on the systematic data. In FIG. 5, the number of activations is calculated in units of 1 MWh. For example, the dashed circle on the far left of Figure 5 indicates the number of times the kWh activation amount was 0 MWh or more and 1 MWh or less, and the second dashed circle from the left indicates the number of times the kWh activation amount was greater than 1 MWh and less than 2 MWh. Indicates the number of times the Note that the unit for calculating the number of activations is not limited to 1MWh.

FIG. 6 is a diagram showing an example of a probability density function calculated by the probability density function estimation unit 31 of this embodiment. The probability density function estimation unit 31 calculates a probability density function f(x) from the frequency distribution data illustrated in FIG. x is the kWh activation amount. For example, the probability density function estimating unit 31 expresses the frequency distribution as a function of x based on the frequency distribution illustrated in FIG. 5 using an arbitrary approximation calculation method such as the least squares method. Since the calculated function indicates the frequency, the value of this function is divided by the total number of activations shown in FIG. 5 and multiplied by 100 to convert the value to a value indicating the probability in %. For example, the probability density function estimation unit 31 can calculate the probability density function f(x) in this manner. As shown in FIG. 6, f(x) is 20% when x is 3MWh. This indicates that 3MWh will be activated, that is, the adjustment amount will be adjusted by 3MWh with a probability of 20%.

Note that the processing in step S2 may be calculated by another system. In this case, the power trade agreement processing device 1 obtains a probability density function from another system. Further, the process of step S2 does not need to be performed in synchronization with the contract process. For example, the probability density function estimation unit 31 calculates a probability density function for each group at an arbitrary timing determined independently of the timing of execution processing, and stores the probability density function for each group in the data storage unit 12. It may be stored in . In this case, in the contract processing, after step S1, the probability density function estimating unit 31 may read the probability density function of the group corresponding to the purchaser and time targeted for the contract processing.

Returning to the explanation of FIG. 4, after step S2, the power trade agreement processing device 1 converts the probability density function into a cumulative distribution function (step S3). Specifically, the cumulative distribution function calculation unit 32 of the contract calculation unit 22 calculates the cumulative distribution function F(x) by calculating the value obtained by integrating the probability density function f(x) calculated in step S2 from 0 to x. do.

FIG. 7 is a diagram showing an example of a cumulative distribution function calculated by the cumulative distribution function calculation unit 32 of this embodiment. The cumulative distribution function F(x) is a function related to the kWh activation amount, that is, the adjustment amount, and is a function that indicates the cumulative activation probability, which is the probability that an adjustment equal to or less than the adjustment amount will actually be performed. The probability density function f(x) shown in FIG. 6 indicates the probability that the amount of kWh activation will be the value x, but the cumulative distribution function F(x) indicates the probability that the amount of kWh activation will be equal to or less than x. As shown in FIG. 7, when x is 3MWh, F(x) is 50%. This indicates that there is a 50% probability that an amount of 3MWh or less will be activated, that is, an adjustment will be made with an adjustment amount of 3MWh or less.

Returning to the explanation of FIG. 4, after step S3, the power trading contract processing device 1 calculates the amount of ΔkW to be contracted from the maximum cumulative activation probability to be considered (step S4). The promised ΔkW amount is the sum of the adjustment power secured by the procurer, and is the secured amount described above. As described above, the maximum cumulative activation probability to be considered is stored in the procurement data as setting information for determining the amount to be secured. That is, the maximum cumulative activation probability to be considered is the value input by the procurer. For example, the processing management unit 13 of the power transaction contract processing device 1 sends information to the purchaser terminal device 6 via the second communication unit 16 to display a screen for accepting input of the maximum cumulative activation probability to be considered. By transmitting , the purchaser terminal device 6 displays a screen that accepts input of the maximum cumulative activation probability.

FIG. 8 is a diagram showing an example of a screen that accepts input of the maximum cumulative activation probability to be considered in this embodiment. The purchaser inputs the maximum cumulative activation probability to be considered by operating the purchaser terminal device 6, and the purchaser terminal device 6 inputs the maximum cumulative activation probability to be considered together with the identification information of the business operator. It is transmitted as data to the power transaction contract processing device 1.

Here, details of the process in step S4 will be explained. In step S4, the ΔkW contract amount determination unit 33 calculates the kWh activation amount corresponding to the maximum cumulative activation probability to be considered based on the cumulative activation probability calculated in step S3, and the calculated kWh activation amount is Let it be the contracted ΔkW amount. For example, as shown in FIG. 7, when the maximum cumulative activation probability to be considered is R%, the ΔkW contract amount determination unit 33 calculates x for which F(x) is R%, and calculates the calculated x Let be the contracted amount of ΔkW. In this way, the promised ΔkW amount, which is the secured amount, is determined based on the maximum cumulative activation probability to be considered specified by the procurer and the cumulative distribution function.

In addition, here we have explained an example in which the setting information for determining the secured amount is the maximum cumulative activation probability to be considered, but the setting information for determining the secured amount is not limited to this, but the setting information for determining the secured amount may be the secured amount itself. It may also be information indicating. In this way, the amount secured, that is, the amount of ΔkW to be contracted, does not have to be calculated based on the cumulative activation probability described above.

Returning to the explanation of FIG. 4, after step S4, the power trade agreement processing device 1 derives a cost function that minimizes the expected value of cost (step S5). Specifically, the combination search unit 35 of the contracted bid determination unit 34 uses the contracted amount of ΔkW, the bid data, and the probability density function f(x) to calculate the cost function g that minimizes the expected value of the cost. Calculate (x). In addition, below, the bid corresponding to each bid data is also simply called a bid. The cost function g(x) is a function determined according to the combination of bids that are candidates for contract and the contract amount corresponding to each bid, and is a function that indicates the total cost borne by the procurer for each kWh activation amount. be.

As the probability density function f(x), the probability density function f(x) calculated in step S2 described above can be used. Note that the probability density function f(x) is not limited to the probability density function f(x) calculated in step S2, that is, the probability density function f(x) calculated from past performance, but, for example, the probability density function f(x) given by the procurer. It is also possible to use a function given from outside the power transaction contract processing device 1, such as . 9 and 10 are diagrams showing examples of the probability density function f(x) of this embodiment given from the outside. In the example shown in FIG. 9, the shape is flat regardless of the amount of kWh activation, and in the example shown in FIG. 10, the probability that the amount of kWh activation is small is high. The shape shown in FIG. 10 means that there is a low possibility that actual adjustment will occur, and indicates that the prediction of power supply and demand is being performed accurately. The method for determining the probability density function f(x) may be different for each purchaser. In other words, for one procurer, a probability density function f(x) based on past performance is used, and for another procurer, a probability density function f(x) specified by the procurer is used. There may be a mixture of methods for determining f(x).

Next, the cost function g(x) will be explained using a mathematical formula. The cost corresponding to each bid data can be expressed by the following equation (1). Here, n is the bid number, which is the number of bids, a _n is the kWh price of the bid with bid number n, x _n is the kWh activation amount of the bid with bid number n, and b _n is the bid number. It is the ΔkW price of the bid of n, and y _n is the contracted amount of the bid of bid number n. P _n is the cost that the procurer pays to the bidder of bid number n when the bid of bid number n is contracted. Note that for each bid, the kWh activation amount must not exceed the contracted amount, so y _n ≧ x _n .

Therefore, the cost function g(x) can be expressed by the following equation (2). Y is the above-mentioned secured amount, that is, the contracted ΔkW amount. x is the total amount of kWh activated by the procurer, and is x shown in FIG. In equation (2), the term including b _n is the first cost required for the procurer to procure the ability to adjust the amount secured, and the term including a _n is the first cost required for settlement when the adjustment is actually performed. The cost is 2.

Here, since the purpose is to minimize the cost borne by the procurer, it is assumed that bid numbers 1, 2, ... are assigned in descending order of _an . That is, it is assumed that _an is arranged in descending order of unit price at the time of kWh activation. This is because when kWh is activated, it is activated and settled in the order of the lowest unit price, so by arranging the kWh in the order of the lowest unit price, calculations can be made on the assumption that the kWh will be activated in the order of the bid number. At this time, the following formula (3) holds true. This is because the kWh price of bid number n-1 is higher than the kWh price of bid number n, so the kWh activation amount x n-1 of bid number _n-1 is the upper limit, that is, the contracted amount of adjustment power y _n-1. This is because if the amount of kWh activation has not been reached, priority should be given to increasing the kWh activation amount of bid number n-1 rather than increasing the kWh activation amount of bid number n. Therefore, if the kWh activation amount x _{n-1 of bid number n-1} is less than the contracted amount y _n-1 , x _n becomes 0.

FIG. 11 is a diagram showing an example of the cost function g(x) of this embodiment. The horizontal axis in FIG. 11 is the kWh activation amount x, that is, the total amount of kWh activation corresponding to each bid that is a candidate for execution. The cost function g(x) has a polygonal line shape as shown in FIG. 11 because the unit price changes for each bid in which the adjustment amount is used when kWh is activated. For example, if the kWh activation amount x is less than or equal to _y1 , only the bidder corresponding to the bid with the bid number 1 needs to use the kWh activation in the actual adjustment. Therefore, in the part where the kWh activation amount x is less than y ₁ , the total cost required for procuring ΔkW and the cost multiplied by the kWh price of the bid with bid number 1 and the kWh activation amount x are calculated as follows: becomes the cost function g(x). When the kWh activation amount x exceeds y ₁ , the kWh price of the bid with bid number 1 is applied next, so the slope of the cost function g(x) is as follows when the kWh activation amount x is less than y ₁ The slope will change.

On the other hand, since the expected cost value is obtained by integrating f(x)g(x) from 0 to Y, the minimum value of the expected cost value can be expressed by the following equation (4). The expected cost value shown in equation (4) is a function of the contracted amount of adjustment power corresponding to the bidding data.

Therefore, y ₁ , y ₂ , . . . may be determined so as to minimize Equation (4). The method for determining y ₁ , y ₂ , ... that minimizes Equation (4) may be to sequentially change the contract amount corresponding to each bid and perform calculations using a round-robin method. , a method to reduce the amount of calculation, such as a search using a binary search tree, may be used. Note that here, we decided to determine y ₁ , y ₂ , ... that minimizes Equation (4), but even if it is not the minimum, it is sufficient if the cost can be suppressed, so for example, by setting a threshold value for the cost, , the search for y ₁ , y ₂ , . . . may be stopped and y ₁ , y ₂ , . . . whose cost is below the threshold value may be determined.

After determining y ₁ , y ₂ , . . . that minimizes the expected value of cost, the combination search unit 35 of the contract bid determination unit 34 determines, based on the determined result, that the bid will contract a bid whose contract amount is not 0. Then, the contracted bills and the corresponding contract amount are output to the result data aggregation unit 23 as a contract result.

As described above, the contract bid determination unit 34 calculates the first cost required for the procurer to procure the ability to adjust the secured amount, based on the secured amount, the ΔkW price, the kWh price, and the probability density function. The expected value of the total cost including the second cost required for settlement when the adjustment is actually performed is determined as a function of the contract amount corresponding to each bid data. Then, the contracted bid determination unit 34 determines the bid data to be contracted based on the expected value.

Returning to the explanation of FIG. 4, after step S5, the result data aggregation unit 23 stores the contract result as contract result data in the bid data storage unit 15, and notifies the processing management unit 13 of the end of the contract process (step S6 ). With this, the contract processing of this embodiment is completed.

After the contract processing is completed, the processing management section 13 reads the contract result data from the bidding data storage section 15 and transmits the contract result data to the procurer terminal device 6 and the bidder corresponding to the contract result data via the second communication section 16. The contract result data is transmitted to the terminal device 7.

In addition, the first communication unit 11 acquires information indicating the free capacity of interconnection lines from the wide area organization system 3 and stores it in the data storage unit 12, and the combination search unit 35 acquires this information from the data storage unit 12. By reading, the notes to be executed may be selected in consideration of the available capacity of the interconnection line. For example, the combination search unit 35 uses the method described above to find a contract result that minimizes the expected value of cost, and then executes this bid to exceed the free capacity of the interconnection line. If it is determined that the free capacity of the interconnection line is exceeded, the bidding result that minimizes the expected value of the cost is determined again using the method described above, excluding the corresponding bid. By repeating these processes, the combination search unit 35 can obtain a contract result that minimizes the expected value of the cost within a range that does not exceed the free capacity of the interconnection line.

Further, the contract processing method of this embodiment can be applied even when a minimum contract amount is imposed on the bid. However, if a minimum contract quantity constraint is added, it becomes difficult to determine y ₁ , y ₂ , etc. that minimize the expected value of cost, so the combination search unit 35 searches for combinations using a branch and bound method or the like. Explore and decide on a deal.

The first communication unit 11 also receives indicators related to stable supply of the power system, such as the voltage and stability of the power system, from the wide-area system 3, the central power dispatch center 2, etc., stores them in the data storage unit 12, and combines them. The search unit 35 may use this information to determine combinations to be contracted such that all indicators related to stable supply of the power system are equal to or higher than a certain reference value. The bid determination unit 34 may further determine the bid data to be contracted based on an index related to stable supply of the electric power system. Further, these indicators regarding stable supply may include probabilities, and the combination search unit 35 may determine a combination of contracts such that a serious accident is less than a certain probability. When considering an index related to stable supply of the electric power system, the combination search unit 35 may search for a combination by adding to the constraint that the index is equal to or higher than a certain reference value. This makes it possible to exclude combinations for which the index does not meet a certain reference value. For example, it is possible that the contracted adjustment power is biased towards a specific region, which may cause indicators such as voltage to fall short of standard value indicators. If the constraint conditions include that an index related to stable supply be equal to or higher than a certain reference value, it is possible to avoid selecting a combination in which the index does not satisfy the reference value.

As described above, the power transaction agreement processing device 1 of the present embodiment uses the secured amount indicating the amount of adjustment power secured by the purchaser who procures power adjustment power, the ΔkW price and the kWh price of each bid, Based on the probability density function that indicates the probability that an adjustment will actually be made for each amount of adjustment, the expected value of the sum of the cost required to procure adjustment power and the cost required for settlement is calculated as a function of the commitment amount of each bid. demand. Then, the power transaction contract processing device 1 determines the bid to be contracted so as to minimize the calculated expected value. Therefore, an appropriate combination of bids to be executed can be selected by considering both the ΔkW price and the kWh price.

Embodiment 2.
Next, a power transaction contract processing method according to the second embodiment will be explained. The configuration of the power transaction contract processing device 1 of this embodiment is the same as that of the first embodiment. Components having the same functions as those in Embodiment 1 will be described with the same reference numerals, and redundant explanations as in Embodiment 1 will be omitted. Hereinafter, differences from Embodiment 1 will be mainly explained.

In order to stabilize the power system, power transmission and distribution companies must procure various types of adjustment power with different response (response speed), up adjustment power, down adjustment power, etc. It is necessary to exercise appropriate adjustment power according to the situation. Generally required adjustment forces include a type of adjustment power called EDC (Economic Load Distribution Control) increase, EDC decrease, LFC (Load Frequency Control) increase, LFC decrease, and GF (Governor Free).

FIG. 12 is a conceptual diagram showing characteristics of a plurality of types of adjustment forces according to the present embodiment. The horizontal axis in FIG. 12 indicates the response speed, and the vertical direction indicates the direction of the adjustment force. Therefore, the power transmission and distribution company can secure the adjustment power required for each type by the method described in the first embodiment. On the other hand, each type of adjustment power can be shared between areas under the jurisdiction of different power transmission and distribution companies. However, due to electrical constraints such as the capacity of interconnection lines, it may be difficult to accommodate all types of adjustment forces.

Therefore, the adjustment power that should be accommodated using interconnection lines is the adjustment power that has the largest price difference between regions under the jurisdiction of different power transmission and distribution companies and has a high probability of activation, that is, the adjustment power that has the highest expected value of cost improvement. It is the ability to adjust. Therefore, it is sufficient to derive a combination that minimizes the expected value of the total procurement cost of all types of adjustment forces while taking electrical constraints into consideration. That is, when the bid data includes bid data of a plurality of different types of adjustment power, and includes bid data in which adjustment power is provided using an interconnection line, the contracted bid determination unit 34 selects the adjustment power of the interconnection line. The bidding data to be executed is determined based on the capacity and the expected value of the total cost of the sum of all types of adjustment power. For example, the deal bid determination unit 34 searches for a combination by adding the following conditions to the constraint conditions.
・The contract amount exceeds the required amount in each region.
・It is possible to accommodate the contracted amount between each region through interconnection lines.
- The amount of interchange shall not exceed the free capacity of the interconnection line.

FIG. 13 is a diagram for explaining accommodation of a plurality of types of adjustment power between regions in this embodiment. It is assumed that power transmission and distribution company a has jurisdiction over region A, and power transmission and distribution company b has jurisdiction over region B. Region A and region B are connected by an interconnection line. At this time, the power transmission and distribution company a and the power transmission and distribution company b need to ensure respective adjustment capabilities for raising EDC, lowering EDC, raising LFC, lowering LFC, and GF. Transmission and distribution company a has EDC increase, EDC decrease, LFC increase, LFC decrease, and the required amount of GF is 50, 30, 10, 8, 2, and power transmission and distribution company b has EDC increase, EDC decrease, LFC Suppose that the required amounts of GF are 30, 20, 6, 5, and 1. In this case, even if the adjustment power of bids in region A is lower than that of region B for all types, transmission/distribution company It is difficult to finance through bidding. Therefore, priority is given to adjustment power that is highly effective in improving costs, and transfers are made from region A to region B. That is, it is only necessary to select a contract so that the expected value of the cost for procuring a plurality of types of adjustment power is minimized within a range that satisfies the constraints on the free capacity of interconnection lines.

As described above, in this embodiment, among the plurality of types of adjustment forces, those with the highest cost improvement effect are prioritized and accommodated between regions. As a result, in this embodiment, it is possible to calculate a contract result that is highly effective in reducing costs, taking into consideration the constraints of the free capacity of interconnection lines.

The configurations shown in the embodiments described above are examples of the contents of the present invention, and can be combined with other known techniques, and the configurations can be modified without departing from the gist of the present invention. It is also possible to omit or change parts.

1 Power transaction contract processing device, 2-1, 2-2 Central power dispatch center, 3 Wide area agency system, 4 Weather forecast system, 5, 8 Communication network, 6-1, 6-2 Procurer terminal device, 7-1 ~7-3 Bidder terminal device, 11 first communication unit, 12 data storage unit, 13 processing management unit, 14 calculation unit, 15 bid data storage unit, 16 second communication unit, 21 specification data aggregation unit, 22 contract calculation unit, 23 result data aggregation unit, 31 probability density function estimation unit, 32 cumulative distribution function calculation unit, 33 ΔkW contract amount determination unit, 34 contract bid determination unit, 35 combination search unit.

Claims (7)

an acquisition unit that acquires bid data including a first price indicating a unit price of power adjustment power and a second price that is a unit price used for settlement when power adjustment is actually performed;
It is a function of the amount secured indicating the amount of adjustment power secured by the purchaser who procures the adjustment power of electricity, the first price, the second price, and the adjustment amount which is the kWh activation amount, and is actually and a probability density function indicating the probability that the adjustment amount will be adjusted. a contracted bid determining unit that determines the expected value of the total cost including the second cost as a function of the contracted amount of adjustment power corresponding to each bid data and determines the bid data to be contracted based on the expected value;
Equipped with
The power transaction contract processing device is characterized in that the contracted amount is an amount by which a cost required for adjustment power is calculated by multiplying the first price by the contracted amount. Based on the probability density function, a cumulative distribution function for determining a cumulative distribution function, which is a function related to the adjustment amount, which is the kWh activation amount, and which is a function indicating the cumulative activation probability, which is the probability that an adjustment equal to or less than the adjustment amount will actually be performed. calculation section,
Equipped with
2. The power transaction contract processing device according to claim 1, wherein the secured amount is determined based on the maximum cumulative activation probability to be considered specified by the purchaser and the cumulative distribution function. The power transaction contract processing device according to claim 1 or 2, wherein the probability density function is calculated based on past results. The power transaction contract processing device according to claim 1 or 2, wherein the probability density function is provided from outside. The power transaction contract processing device according to any one of claims 1 to 4, wherein the contract bid determining unit further determines the bid data to be contracted based on an index related to stable supply of an electric power system. . The bid data includes bid data of a plurality of different types of adjustment power, and includes bid data in which adjustment power is provided using an interconnection line,
2. The contract bid determining unit determines bid data to contract based on the capacity of the interconnection line and the expected value of the total cost of all types of adjustment power. 5. The power transaction contract processing device according to any one of 5 to 5. The power transaction contract processing device
an acquisition step of acquiring bid data including a first price indicating a unit price of power adjustment power and a second price that is a unit price used for settlement when power adjustment is actually performed;
It is a function of the amount secured indicating the amount of adjustment power secured by the purchaser who procures the adjustment power of electricity, the first price, the second price, and the adjustment amount which is the kWh activation amount, and is actually and a probability density function indicating the probability that the adjustment amount will be adjusted. a contracted bid determining step of determining the expected value of the total cost including the second cost as a function of the contracted amount of adjustment power corresponding to each bid data, and determining the bid data to be contracted based on the expected value;
including;
The power transaction contract processing method is characterized in that the contracted amount is an amount by which a cost required for adjustment power is calculated by multiplying the first price by the contracted amount.

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