CN111126716A - 一种基于极端梯度提升算法预测电价的系统模型 - Google Patents
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Abstract
电价作为电力市场竞争效率的核心评价指标,随着全球电力市场化的不断发展和电力竞争市场的出现,电价预测变得越来越重要。电价预测与发电商和购电商都是直接利益相关,根据预测的结果调整自己的报价策略牵涉到各方实际利益。电力不同于一般商品,电力需求弹性低,难存储,易受到发电量,输电阻塞等电力系统特有约束的影响。因此,电价数据的随机性给目前的电力企业或者大型用电单位从运营计划到调度方案等方面都带来了许多挑战。本发明提出了一种基于历史天气数据和预测数据,历史电力负荷数据和预测数据,历史电价数据进而预测电力系统系统长期电价变化趋势的系统和方法。本方法应用了极端梯度提升算法,可以极大的提高预测准确度。
Description
技术领域
本发明涉及一种电力系统运行管理技术, 特别涉及一种基于极端梯度提升算法(Extreme Gradient Boosting)的预测电价长期变化趋势的方法。
背景技术
随着全球电力市场化的不断发展,电价在电力市场中的核心地位受到人们越来越多的重视,近年来人们开始对电价进行了比较深入的研究,提出了不少电价预测方法。电价预测就是指:在考虑市场供求关系,市场参与者的市场力,电力成本,以及电力市场体制结构,社会经济形势等重要因素影响的条件下,通过利用数学工具对历史数据进行分析和研究,探索事物之间的内在联系和发展变化规律,在满足一定精度和速度的情况下,对未来电力市场中的电力交易价格进行预测。电价预测除具有与负荷预测一样的周期性特点外,外具有自身的特殊性:它不具备总体上的增长和上升趋势,而是处于不断波动变化之中。一般来说,电价的波动除受到燃料价格,竞价机组可用容量,水力发电量,用电需求弹性,输电阻塞等电力系统特有约束的影响外,还受到电力市场体制结构,社会经济形势,发电商实施市场力等主客观因素影响。因此,电价预测相对负荷预测难度要大,一些用于电力负荷预测的方法也就无法用来进行有效的电价预测,如用点对倍比法,一元线性回归法进行电价预测的结果往往都是不准确的。本发明提出了一种基于极端梯度提升算法 (Extreme GradientBoosting) 预测长期电价变化趋势的系统模型。
发明内容
本发明提出了一种基于历史天气数据和预测数据, 历史电力负荷数据和预测数据, 历史电价数据进而预测电力系统系统长期电价变化趋势的系统和方法。本方法应用了XGBoost算法,可以极大的提高预测准确度,具体流程如图1所示。
附图说明
图1为本发明实施中电价预测的流程图。
图2为本发明实施中样本电力价格曲线图。
图3位本发明实施中基于样本数据的实际电价和预测电价数据示意图。
具体实施方式
步骤一、通过测量或取得历史数据的方式,获得该区域的小时级历史历史气温,工作日, 节假日, 历史用电负荷,样本电力价格曲线图如图2所示。
步骤二、数据准备:,表示用来预测电价的输入数据,包括分别为,温
度,小时,工作日,是否为工作日,负荷,同一时段上一周的负荷,同一时段昨天的负荷,前二
十四小时的平均负荷,同一时段上一周的电价,同一时段昨天的电价,前二十四小时的平均
电价,前一天的峰值电价, 上一周的峰值电价。表示电价数据,也就是实际值,表示数据
量。表示损失函数,用来分析预测值的效果,其中为预测值。目标是目标是为
了优化或者说最小化损失函数,梯度提升算法的思想是迭代生多个(M个)弱的模型,然后将
每个弱模型的预测结果相加,后面的模型基于前面学习模型的的效果生成的,关系如下:
步骤四、迭代生成M个基础学习器。
步骤五、计算
步骤八、预测值更新,
结果如图3所示。
本发明通过一种一种基于极端梯度提升算法(Extreme Gradient Boosting),考虑多种数据自变量,提出一中对电力价格长期变化预测系统。为综合应用新能源发电,保障整体电网用电平稳安全,提供了一套得到有效预测数据的系统。
Claims (1)
1.一种基于极端梯度提升算法预测电价的系统模型其特征在于,包括:
步骤一、通过测量或取得历史数据的方式,获得该区域的小时级历史历史气温,工作日, 节假日, 历史用电负荷,样本电力价格曲线图如图2所示;
步骤二、数据准备:,表示用来预测电价的输入数据,包括分别为,温度,小时,工作日,是否为工作日,负荷,同一时段上一周的负荷,同一时段昨天的负荷,前二十四小时的平均负荷,同一时段上一周的电价,同一时段昨天的电价,前二十四小时的平均电价,前一天的峰值电价, 上一周的峰值电价,表示电价数据,也就是实际值,表示数据量,
目标是目标是为了优化或者说最小化损失函数,梯度提升算法的思想是迭代生多个(M个)弱的模型,然后将每个弱模型的预测结果相加,后面的模型基于前面学习模型的的效果生成的,关系如下:
步骤四、迭代生成M个基础学习器;
步骤五、计算
步骤八、预测值更新,
结果如图3所示。
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Cited By (2)
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CN111507777A (zh) * | 2020-05-09 | 2020-08-07 | 上海积成能源科技有限公司 | 一种基于轻量级梯度提升算法预测电价的系统模型 |
CN111967918A (zh) * | 2020-09-01 | 2020-11-20 | 上海积成能源科技有限公司 | 一种基于支持向量回归算法的预测电价的系统模型 |
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Cited By (2)
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CN111507777A (zh) * | 2020-05-09 | 2020-08-07 | 上海积成能源科技有限公司 | 一种基于轻量级梯度提升算法预测电价的系统模型 |
CN111967918A (zh) * | 2020-09-01 | 2020-11-20 | 上海积成能源科技有限公司 | 一种基于支持向量回归算法的预测电价的系统模型 |
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