CN109409978B - Electric power spot market concentrated bidding loss sharing algorithm based on improved Shapley value - Google Patents

Electric power spot market concentrated bidding loss sharing algorithm based on improved Shapley value Download PDF

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CN109409978B
CN109409978B CN201810990287.5A CN201810990287A CN109409978B CN 109409978 B CN109409978 B CN 109409978B CN 201810990287 A CN201810990287 A CN 201810990287A CN 109409978 B CN109409978 B CN 109409978B
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郭小璇
苗增强
黄柳强
韦远康
韩帅
秦丽娟
莫东
张旻钰
吴宛潞
林溪桥
曾博
吴引航
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Abstract

The invention relates to the technical field of electric power spot markets, in particular to an electric power spot market concentrated bidding network loss allocation algorithm based on an improved Shapley value; the method can give consideration to the requirements of market members on visualization of a calculation method and the requirements of combining a sharing algorithm with a network loss contribution rate, reflects the actual contribution of a power plant to network loss by adopting the improved Shapley value, simplifies the algorithm by improving the Shapley value algorithm, and ensures that the calculation process is more intuitive and easy to understand.

Description

Electric power spot market concentrated bidding loss sharing algorithm based on improved Shapley value
Technical Field
The invention relates to the technical field of electric power spot markets, in particular to an electric power spot market concentrated bidding network loss allocation algorithm based on an improved Shapley value.
Background
The electric power spot market is the key point of the current electric power market innovation, and the centralized bidding trading mode is the most common trading mode in the electric power spot market. In the mode, the power plant declares power capacity and quotation according to power demand at a certain moment, the power dispatching mechanism takes power grid operation economy as a target, comprehensively considers various constraints such as network transmission and the like, decides winning power of each power plant, and further determines the price of the clear power. The distribution of the network loss is an important problem in the electric power spot market, the reduction of the network loss is an important decision basis in the electric power spot market, and however, the distribution of the network loss generated around the transaction is an important problem affecting the fairness of the clearing result.
Although the academic community researches numerous network loss allocation algorithms such as power flow tracking and Shapley value, from the practical implementation point of view, the proportion allocation is still the most common network loss allocation method in the practical implementation process. The basic idea of the proportion sharing method is that the power plant proportionally shares the network loss according to the standard capacity of the power plant. Under the proportion sharing mode, the higher the bid amount in the power plant, the higher the distributed network loss is, and the contribution rate of the network loss is inconsistent. Therefore, the method cannot reflect the real network loss influence factors of the power plant, is not beneficial to realizing resource optimization configuration by adjusting network loss allocation, and improves the operation efficiency of the power grid.
Although algorithms such as power flow tracking and Shapley value proposed by academia are closely combined with power grid operation, the calculation process is closely combined with the power grid operation technology, so that the algorithms are not beneficial to market members to know the physical principle of the algorithms and are difficult to actually implement.
Disclosure of Invention
In order to solve the problems, the invention provides a concentrated bidding network loss allocation algorithm for the electric power spot market based on an improved Shapley value, which has the following specific technical scheme:
a power spot market concentrated bidding loss sharing algorithm based on an improved Shapley value comprises the following steps:
(1) and (3) counting the actual network loss, wherein the actual network loss is the difference value between the grid-connected power of all power plants merged into the power transmission network and the power supply load and the external power transmission load of the power transmission network at the moment, and is specifically represented as follows:
Figure BDA0001780628720000011
wherein the content of the first and second substances,
Figure BDA0001780628720000012
for the actual network loss at the time t,
Figure BDA0001780628720000013
for the power plant i to surf the internet at time t,
Figure BDA0001780628720000014
for the supply load of the grid at time t,
Figure BDA0001780628720000015
for the external power transmission load of the power transmission network at the moment t, NG is the total number of power plants in the system;
(2) calculating theoretical network loss; the theoretical network loss refers to the network loss generated by the theoretical calculation of system operation determined according to the clear result;
(3) constructing a default trading scene of each power plant, and calculating the theoretical transmission loss of each power plant under the default trading scene
Figure BDA0001780628720000021
(4) Calculating the improved sharley value of each power plant in the following specific way:
Figure BDA0001780628720000022
Sifor improved Shapley values of power plant i, as SiWhen the value is 1, the theoretical transmission network loss of the power plant i before and after the power plant i participates in market trading is not changed; when S isiThe value is more than 1, and the larger value indicates that although the power price of the power plant i has higher competitiveness, the power plant i has larger negative influence on the transmission network loss, and the participation in market trading leads to the increase of the transmission network loss; when S isiThe value is less than 1, and the smaller the value is, the power plant i has stronger competitiveness and can reduce the transmission network loss when participating in market trading; (5) judging whether the scheduling execution meets the requirements or not, and calculating a network loss penalty value;
judging whether the execution of a scheduling mechanism meets requirements or not according to the actual execution condition of each power plant; the power plant output deviation index is specified as an evaluation standard of a dispatching regulation of a dispatching organization, and is defined as follows:
Figure BDA0001780628720000023
wherein the content of the first and second substances,
Figure BDA0001780628720000024
respectively outputting clear bid and winning power for the actual output and the trade of the power plant i at the moment t, wherein delta is the output deviation index of the power plant; specifying a power plant output deviation limit δlimIf delta is less than or equal to deltalimIf the network loss change influenced by the scheduling operation can be accepted; when delta > deltalimAnd then, considering that the dispatching operation has influence on the network loss and deviates from the result of clearing the trade, namely, the electric power can be punished according to the actual scale regulation of the electric power market
Figure BDA00017806287200000210
(6) Calculating the network loss share of the power plant;
after the influence generated in the scheduling operation process is proposed, the rest part of the network loss is allocated, and the allocated network loss power can be represented as follows:
Figure BDA0001780628720000025
wherein the content of the first and second substances,
Figure BDA0001780628720000026
in order to obtain the network loss to be shared,
Figure BDA0001780628720000027
for the actual network loss at the time t,
Figure BDA0001780628720000028
a scheduling network loss apportionment value generated by scheduling operation deviation;
network loss sharing of power plant
Figure BDA0001780628720000029
The sharing is carried out by considering the Shapley value on the basis of the following steps:
Figure BDA0001780628720000031
wherein the content of the first and second substances,
Figure BDA0001780628720000032
the network loss of the power plant i is shared.
Preferably, in the step (3), a default trading scenario of each power plant is constructed, and the theoretical grid loss of each power plant under the default trading scenario is calculated
Figure BDA0001780628720000033
The method specifically comprises the following steps:
(1) constructing a default trading scenario for power plant i:
constructing a default trading scene of the power plant i, namely the trading scene after the declaration of the power plant i on the electric power and the electricity price is removed;
(2) calculating a clearing result under a default trading scene:
under the default trading scene, trading and clearing again according to the trading and clearing principle of the power spot market, and calculating the winning power and the power grid purchase price of each power plant;
(3) calculating theoretical network loss under a default trading scene:
according to the winning power of each power plant in the default trading scene, firstly, the power grid load flow under the clearing result is calculated to obtain parameters such as voltage amplitude, phase angle and the like of each node in the default trading scene, and the theoretical network loss of the power plant i in the default scene is calculated by utilizing a method for calculating the theoretical network loss
Figure BDA0001780628720000034
Preferably, the method for calculating the theoretical network loss specifically comprises:
Figure BDA0001780628720000035
wherein the content of the first and second substances,
Figure BDA0001780628720000036
for the theoretical loss calculated from the outcome, NB is the total number of nodes, V, of the transmission networki、VjRespectively representing the voltage amplitudes of a node i and a node j in the power transmission network, j belongs to i and represents that the node i is connected with the node j through a power transmission line, GijIs the conductance of the transmission line, thetaijIs a two-node voltage Vi、VjThe difference in phase angle of (c).
The invention has the beneficial effects that: the method can give consideration to the requirements of market members on visualization of a calculation method and the requirements of combining a sharing algorithm with a network loss contribution rate, reflects the actual contribution of a power plant to network loss by adopting the improved Shapley value, simplifies the algorithm by improving the Shapley value algorithm, and ensures that the calculation process is more intuitive and easy to understand.
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FIG. 1 is a schematic flow chart of the present invention.
Detailed Description
For a better understanding of the present invention, reference is made to the following detailed description taken in conjunction with the accompanying drawings in which:
as shown in fig. 1, a power spot market concentrated bidding network loss apportionment algorithm based on improved sharey value includes the following steps:
s1: and (4) counting the actual network loss, wherein the trade target in the electric power spot market is the electric power at a certain moment in actual operation, so that the network loss in the electric power spot market only needs to be considered for distribution. The actual grid loss is a difference value between the grid power of all power plants incorporated into the power transmission network and the power supply load and the external power transmission load of the power transmission network at the moment, and is specifically represented as follows:
Figure BDA0001780628720000041
wherein the content of the first and second substances,
Figure BDA0001780628720000042
for the actual network loss at the time t,
Figure BDA0001780628720000043
for the power plant i to surf the internet at time t,
Figure BDA0001780628720000044
for the supply load of the grid at time t,
Figure BDA0001780628720000045
for the outgoing electrical load of the grid at time t, NG is the total number of power plants in the system. The online power, the power supply load of the power transmission network at the moment and the external power transmission load of all the power plants can be directly inquired and obtained by the EMS system.
S2: calculating theoretical network loss; the theoretical network loss refers to the network loss generated by the theoretical calculation of system operation determined according to the clear result; the loss can be obtained through calculation and analysis based on an alternating current power flow model, a calculation formula of the loss is a common formula in power system analysis, specifically, an alternating current power flow calculation module is called according to a clearing result to obtain node voltage amplitude and phase angle data under the clearing result, and the formula is called on the basis to calculate the network loss. The method for calculating the theoretical network loss specifically comprises the following steps:
Figure BDA0001780628720000046
wherein the content of the first and second substances,
Figure BDA0001780628720000047
for the theoretical loss calculated from the outcome, NB is the total number of nodes, V, of the transmission networki、VjRespectively representing the voltage amplitudes of a node i and a node j in the power transmission network, j belongs to i and represents that the node i is connected with the node j through a power transmission line, GijIs the conductance of the transmission line, thetaijIs a two-node voltage Vi、VjThe difference in phase angle of (c).
S3: constructing a default trading scene of each power plant, and calculating the theoretical transmission loss of each power plant under the default trading scene
Figure BDA0001780628720000048
The default transaction scene refers to a transaction result obtained by executing a clearing process after electric power and electricity price declared by a certain power plant are removed from a transaction clearing. And (4) sequencing and numbering the power plants, and calculating the default trading scene and the theoretical transmission loss under the scene according to the sequence.
S31: constructing a default trading scenario for power plant i:
constructing a default trading scene of the power plant i, namely the trading scene after the declaration of the power plant i on the electric power and the electricity price is removed;
s32: calculating a clearing result under a default trading scene:
under the default trading scene, trading and clearing again according to the trading and clearing principle of the power spot market, and calculating the winning power and the power grid purchase price of each power plant;
it should be noted that, the declared power of a certain power plant is rejected when the supply is greater than the demand, and the situation that the declared power of the power plant is smaller than the power purchasing demand of the system does not occur. However, the power generation plant has large market power in some special scenes, and the power supply and the demand are not required after the power generation plant declares that the power is rejected.
S32: calculating theoretical network loss under a default trading scene:
according to the bid power of each power plant in the default trading scene, the same method as the step S2 is adopted, firstly, the power grid load flow under the clearing result is calculated, parameters such as the voltage amplitude value, the phase angle and the like of each node in the default trading scene are obtained, and the theoretical network loss of the power plant i in the default scene is calculated and obtained by the method for calculating the theoretical network loss
Figure BDA0001780628720000051
The method for calculating the theoretical network loss is specifically shown in step S2.
S4: calculating the improved Shapley value of each power plant, wherein the theoretical loss of the power plant under the default trading scene is compared with the theoretical loss of the power plant under the trading scene without default processing
Figure BDA0001780628720000052
The amount of change can be regarded as the degree of contribution of the power plant to the grid loss of the power transmission network. The specific calculation method is as follows:
Figure BDA0001780628720000053
Sifor improved Shapley values of power plant i, as SiWhen the value is 1, the theoretical transmission network loss of the power plant i before and after the power plant i participates in market trading is not changed; when S isiThe value is more than 1, and the larger value indicates that although the power price of the power plant i has higher competitiveness, the power plant i has larger negative influence on the transmission network loss, and the participation in market trading leads to the increase of the transmission network loss; when S isiThe value is less than 1, and the smaller the value is, the power plant i has stronger competitiveness and can reduce the transmission network loss when participating in market trading.
For market power plants with the possibility of interfering with the normal operation of the market due to their market handling capabilities, their sharley value is specified as the maximum of all the remaining power plants to further weaken their market control, in reference to the united states PJM power market practice.
S5: judging whether the scheduling execution meets the requirements or not, and calculating a network loss penalty value;
it should be noted that the reason for the difference between the theoretical loss and the actual loss is complicated. In the electric power spot market, a grid dispatching authority purchases electricity on behalf of a user. According to different market subjects, the method can be divided into two categories, namely a scheduling mechanism and a power plant. Judging whether the execution of a scheduling mechanism meets requirements or not according to the actual execution condition of each power plant; the power plant output deviation index is specified as an evaluation standard of a dispatching regulation of a dispatching organization, and is defined as follows:
Figure BDA0001780628720000054
wherein the content of the first and second substances,
Figure BDA0001780628720000061
respectively outputting clear bid and winning power for the actual output and the trade of the power plant i at the moment t, wherein delta is the output deviation index of the power plant; specifying a power plant output deviation limit δlimIf delta is less than or equal to deltalimIf the network loss change influenced by the scheduling operation can be accepted; when delta > deltalimAnd then, considering that the dispatching operation has influence on the network loss and deviates from the result of clearing the trade, namely, the electric power can be punished according to the actual scale regulation of the electric power market
Figure BDA0001780628720000062
The criterion for penalizing the electric power is given manually according to the actual conditions of each power grid, and can be generally determined according to the principle of linear increment, namely:
Figure BDA0001780628720000063
wherein alpha isDIs a linear penalty coefficient, and generally takes the value of 0.2-0.3MW-1
However, it should be noted that the penalty power needs to be analyzed more carefully, and if the power plant is deviated due to a power plant side reason such as an unplanned shutdown of the power plant, the power plant assumes the penalty; otherwise, the power grid company of the dispatching organization bears the penalty.
S6: calculating the network loss share of the power plant;
after the influence generated in the scheduling operation process is proposed, the rest part of the network loss is allocated, and the allocated network loss power can be represented as follows:
Figure BDA0001780628720000064
wherein the content of the first and second substances,
Figure BDA0001780628720000065
in order to obtain the network loss to be shared,
Figure BDA0001780628720000066
for the actual network loss at the time t,
Figure BDA0001780628720000067
a scheduling network loss apportionment value generated by scheduling operation deviation;
network loss sharing of power plant
Figure BDA0001780628720000068
The sharing is carried out by considering the Shapley value on the basis of the following steps:
Figure BDA0001780628720000069
wherein the content of the first and second substances,
Figure BDA00017806287200000610
the network loss of the power plant i is shared.
The present invention is not limited to the above embodiments, which are merely preferred embodiments of the present invention, and the present invention is not limited thereto, and any modifications, equivalents and improvements made within the spirit and principle of the present invention should be included in the protection scope of the present invention.

Claims (3)

1. A concentrated bidding loss sharing algorithm for a power spot market based on an improved Shapley value is characterized in that: the method comprises the following steps:
(1) and (3) counting the actual network loss, wherein the actual network loss is the difference value between the grid-connected power of all power plants merged into the power transmission network and the power supply load and the external power transmission load of the power transmission network at the moment, and is specifically represented as follows:
Figure FDA0003093144280000011
wherein, Pt S,RFor the actual network loss at the time t,
Figure FDA0003093144280000012
for the power plant i at the moment t, Pt G,RFor supplying the grid with a load, P, at time tt W,RFor the external power transmission load of the power transmission network at the moment t, NG is the total number of power plants in the system;
(2) calculating theoretical network loss; the theoretical network loss refers to the network loss generated by the theoretical calculation of system operation determined according to the clear result;
(3) constructing a default trading scene of each power plant, and calculating the theoretical transmission loss of each power plant under the default trading scene
Figure FDA0003093144280000013
(4) Calculating the improved sharley value of each power plant in the following specific way:
Figure FDA0003093144280000014
Pt S,Tfor theoretical net losses, S, calculated from the clearing resultsiFor improved Shapley values of power plant i, as SiWhen the value is 1, the theoretical transmission network loss of the power plant i before and after the power plant i participates in market trading is not changed; when S isiValues greater than 1, and a larger value indicates that although the electricity price of the power plant i is competitive, the power plant i has a large negative effect on the grid loss of the power transmission network, and the participation in market trading leads to the increase of the grid loss; when S isiThe value is less than 1, and the smaller the value is, the power plant i has competitiveness and can reduce the transmission network loss when participating in market trading;
(5) judging whether the scheduling execution meets the requirements or not, and calculating a network loss penalty value;
judging whether the execution of a scheduling mechanism meets requirements or not according to the actual execution condition of each power plant; the power plant output deviation index is specified as an evaluation standard of a dispatching regulation of a dispatching organization, and is defined as follows:
Figure FDA0003093144280000015
wherein the content of the first and second substances,
Figure FDA0003093144280000016
respectively outputting clear bid and winning power for the actual output and the trade of the power plant i at the moment t, wherein delta is the output deviation index of the power plant; specifying a power plant output deviation limit δlimIf delta is less than or equal to deltalimIf the network loss change influenced by the scheduling operation can be accepted; when delta > deltalimAnd then, considering that the dispatching operation has influence on the network loss and deviates from the result of clearing the trade, namely, the electric power P can be punished according to the actual scale regulation of the electric power markett D
(6) Calculating the network loss share of the power plant;
after the influence generated in the scheduling operation process is proposed, the rest part of the network loss is allocated, and the allocated network loss power is represented as follows:
Pt S,F=Pt S,R-Pt D; ④
wherein, Pt S,FFor the loss of the network to be amortized, Pt S,RIs the actual network loss at time t, Pt DA scheduling network loss apportionment value generated by scheduling operation deviation;
network loss sharing of power plant requires that the network loss P to be sharedt S,FBased on the above, the sharley value is considered for distribution, and is expressed as:
Figure FDA0003093144280000021
wherein the content of the first and second substances,
Figure FDA0003093144280000022
the network loss of the power plant i is shared.
2. The electric power spot market concentrated bidding network loss sharing algorithm based on the improved sharley value according to claim 1, wherein: constructing a default trading scenario of each power plant in the step (3), and calculating the theoretical transmission loss of each power plant under the default trading scenario
Figure FDA0003093144280000023
The method specifically comprises the following steps:
(1) constructing a default trading scenario for power plant i:
constructing a default trading scene of the power plant i, namely the trading scene after the declaration of the power plant i on the electric power and the electricity price is removed;
(2) calculating a clearing result under a default trading scene:
under the default trading scene, trading and clearing again according to the trading and clearing principle of the power spot market, and calculating the winning power and the power grid purchase price of each power plant;
(3) calculating theoretical network loss under a default trading scene:
according to the winning power of each power plant in the default trading scene, firstly, the power grid load flow under the clearing result is calculated to obtain the voltage amplitude and the phase angle parameter of each node in the default trading scene, and the theoretical network loss of the power plant i in the default scene is calculated by utilizing a method for calculating the theoretical network loss
Figure FDA0003093144280000024
3. The electric power spot market concentrated bidding network loss sharing algorithm based on the improved sharley value according to claim 1 or 2, wherein: the method for calculating the theoretical network loss specifically comprises the following steps:
Figure FDA0003093144280000031
wherein, Pt S,TFor the theoretical loss calculated from the outcome, NB is the total number of nodes, V, of the transmission networki、VjRespectively representing the voltage amplitudes of a node i and a node j in the power transmission network, j belongs to i and represents that the node i is connected with the node j through a power transmission line, GijIs the conductance of the transmission line, thetaijIs a two-node voltage Vi、VjThe difference in phase angle of (c).
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