CN114444883A - Retail market risk monitoring, prevention and control early warning method for electricity selling company - Google Patents

Retail market risk monitoring, prevention and control early warning method for electricity selling company Download PDF

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CN114444883A
CN114444883A CN202111648252.1A CN202111648252A CN114444883A CN 114444883 A CN114444883 A CN 114444883A CN 202111648252 A CN202111648252 A CN 202111648252A CN 114444883 A CN114444883 A CN 114444883A
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刘斌
孙田旭
丁文娇
杨东源
谢蒙飞
王帮灿
马高权
贾毓功
李岚欣
杨喆麟
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Abstract

The invention relates to a retail market risk monitoring, prevention and early warning method for an electricity selling company, and belongs to the technical field of electricity selling settlement risk monitoring. According to the method, historical power consumption data of users of the power selling company are automatically acquired, the super-parameter optimization is carried out on a deep learning model by using a random fractal intelligent search algorithm, and then monthly transaction capacity of the power selling company is predicted based on the model, so that effective reference is provided for accurate control of retail transaction prediction capacity of the power selling company. Meanwhile, based on the predicted retail transaction capacity, a self-adaptive daily transaction risk grading early warning prevention and control mode is provided in consideration of a zero-price difference calculation mode of the current retail electric power market, the early warning prevention and control mode is linked with a power consumption value, corresponding early warning grades and early warning measures are automatically matched, early warning references are provided for risk management of power grid enterprises, the operation settlement risks of power grid companies can be effectively prevented and controlled, the market operation efficiency is optimized, and the stable and ordered development of multi-market main bodies in the retail electric power market is guaranteed.

Description

Retail market risk monitoring, prevention and control early warning method for electricity selling company
Technical Field
The invention belongs to the technical field of electric sales settlement risk monitoring, and particularly relates to a risk monitoring, prevention and control early warning method for retail markets of electric sales companies.
Background
In recent years, with the continuous deepening of the electric power market reformation, the vitality of the market main body at the electricity selling side is continuously enhanced, and important support is provided for the flourishing development of the electric power market. However, on the electricity selling side, emerging electricity selling companies also face multiple uncertain factors such as market user demand change, electric energy price fluctuation and unstable self-operation conditions, and further cause market risks. Meanwhile, as the market openness degree is continuously increased, the settlement main body of the retail electric power market is changed, under the background of the existing market environment and policies, the settlement risk of the power grid company in the retail market is changed from the single main body settlement risk of the power selling company-the power grid company into the multi-main-body settlement risk coupled with the multiple settlement risks of the power plant-the retail user-the power selling company-the power grid company, the settlement risk is greatly increased, higher requirements are put on the settlement risk control capability of the power grid company, and meanwhile, the control of the settlement risk and the development of the electric power market are further restricted by the relative shortage of the existing market risk monitoring technology. Therefore, how to overcome the defects of the prior art is a problem which needs to be solved urgently in the technical field of the current electricity selling settlement risk monitoring.
Disclosure of Invention
Aiming at the current situation that the settlement risk of a power grid enterprise in the current retail electric power market is changed from single-main-body settlement risk to multi-main-body settlement risk coupled with multiple risks, and the problems of information lag, insufficient main-body benefit guarantee dimension, lack of effective risk control measures and the like of the power grid enterprise in the traditional risk management, the invention designs the retail market risk monitoring, controlling and early warning method of the power selling company combined with the deep learning technology, which takes the income difference of wholesale price-retail price as a judgment condition, intelligently optimizes the multi-level risk control measures based on the rights and interests guarantee visual angle of a central counterparty of the power grid company, reduces the operation settlement risk of the power grid company, optimizes the market operation efficiency, improves the market operation guarantee capability, and promotes the stable and orderly development of the multi-market main body in the retail electric power market.
In order to achieve the purpose, the technical scheme adopted by the invention is as follows:
a retail market risk monitoring, prevention and control early warning method for an electricity selling company comprises the following steps:
the method comprises the following steps that (1) historical electricity consumption data of a user corresponding to an electricity selling company, and temperature, humidity and day type data of a place where the user is located are obtained;
step (2), arranging the historical electricity consumption data obtained in the step (1) according to time sequence to serve as a historical electricity consumption time sequence, carrying out normalization processing, and then decomposing the normalized historical electricity consumption time sequence into K sub-modal components by adopting a VMD method;
step (3), carrying out nonlinear mapping processing on the temperature, humidity and day type data obtained in the step (1);
step (4), taking the value of the normalized historical power consumption quantum modal component in the previous B months, the temperature, humidity and day type data subjected to the nonlinear mapping processing in the previous B months as the input of the LSTM model, taking the value of the normalized historical power consumption quantum modal component in the current month as the output of the LSTM model, and training the LSTM model of each sub-modal component to obtain the LSTM power consumption prediction model of each sub-modal component; b is more than or equal to 1;
step (5), historical electricity consumption is calculatedThe value of the sub-model component in the previous B months, the temperature, the humidity and the day type data processed by the nonlinear mapping of the B months are used as input, the input is input into the LSTM power consumption prediction model of the corresponding component obtained in the step (4), the normalized power consumption prediction value of each component is obtained, then the normalized power consumption prediction value of each component is subjected to reverse normalization, accumulation is carried out, and the current-month power consumption prediction value Q is obtainedcapacity
Step (6), according to the predicted value Q of the electricity sold in the monthcapacityCalculating zero price difference delta P of retail market batches of daily electricity selling companies;
and (7) tracking the retail transaction risk of the market based on the daily calculated retail market batch zero-valent difference calculation result delta P, and matching the corresponding early warning levels and early warning measures to finish the retail market risk tracking and early warning.
Further, it is preferable that, in the step (1), the obtained historical power consumption data is subjected to a stationarity check, and if the assumed result is rejected, the data is subjected to data cleansing.
Further, preferably, the specific method for data cleaning is as follows: processing abnormal values and missing values; and taking the abnormal value as a missing value, uniformly processing the two types of abnormal values, and interpolating the missing value by adopting a quadratic spline interpolation method.
Further, it is preferable that, in the step (1), the types of days include working days, saturdays, sundays and holidays in four seasons of spring, summer, autumn and winter.
Further, preferably, in the step (3), a specific method of the nonlinear mapping processing of the temperature, humidity and day type data is as follows:
1) for the temperature:
the lower temperature threshold is set astThe upper limit temperature threshold is set to
Figure BDA0003444286990000021
Setting the temperature factor tnThe pre-mapping value is xnThe mapped value is ynWhen is coming into contact with
Figure BDA0003444286990000022
Then, a normalization method is adopted for processing; when in use
Figure BDA0003444286990000023
Or t<tAnd then, processing by adopting a mapping relation function:
firstly, the average value of the user electricity consumption corresponding to each temperature is counted in the obtained user historical electricity consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the temperature-electricity consumption average value, the fitting goodness of three fitting curves and the before-mapping value is respectively calculated, namely, the coefficient is determined
Figure BDA0003444286990000024
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA0003444286990000025
The calculation is as follows:
Figure BDA0003444286990000026
wherein x isiFor the value before the i-th mapping,
Figure BDA0003444286990000027
represents the mean of the values before the mapping,
Figure BDA0003444286990000028
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
2) for the humidity:
the lower limit humidity threshold is set asrThe upper limit humidity threshold is set to
Figure BDA0003444286990000029
Setting the humidity factor rnThe pre-mapping value is unMapped value is wnWhen is coming into contact with
Figure BDA00034442869900000210
When the method is used, a normalization method is adopted for processing, and when r is used, the method is used for processingn<r0When is coming into contact with
Figure BDA00034442869900000211
Or r<rAnd then, processing by adopting a mapping relation function:
firstly, the average value of the power consumption of the user corresponding to each humidity in the obtained historical power consumption data set of the user is counted, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the humidity-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure BDA00034442869900000212
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA00034442869900000213
The calculation is as follows:
Figure BDA00034442869900000214
wherein u isiFor the value before the i-th mapping,
Figure BDA00034442869900000215
represents the mean of the values before the mapping,
Figure BDA00034442869900000216
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
3) for day type data:
day type data fnMappingThe front value is hnThe mapped value is znAnd processing by adopting a mapping relation function:
firstly, the average value of the user power consumption corresponding to each day type is counted in the obtained user historical power consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the day type-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure BDA0003444286990000031
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA0003444286990000032
The calculation is as follows:
Figure BDA0003444286990000033
wherein h isiFor the value before the i-th mapping,
Figure BDA0003444286990000034
represents the mean of the values before the mapping,
Figure BDA0003444286990000035
representing the ith mapped value.
Further, preferably, in the step (4), a random fractal search algorithm SFS is adopted to perform optimization solution on LSTM parameters, wherein the parameters include the number of hidden layer nodes, the time step and the learning rate;
in the step (2), K in the VMD method is determined by adopting a random fractal search algorithm SFS.
Further, preferably, in step (6), the specific method for calculating the zero-price difference of the daily retail market lot is as follows:
calculating and calculating the zero-price difference of the daily retail market batch according to the latest daily wholesale transaction and retail transaction data
Figure BDA0003444286990000036
Figure BDA0003444286990000037
Wherein,
Figure BDA0003444286990000038
indicating the retail income of the electricity-selling company,
Figure BDA0003444286990000039
indicating the wholesale cost of the electricity selling company,
Figure BDA00034442869900000310
the calculation method is as follows:
Figure BDA00034442869900000311
wherein N isretailIndicating the number of retail customers of the electricity-selling company,
Figure BDA00034442869900000312
represents the retail market transaction price of the electricity consumer i,
Figure BDA00034442869900000313
representing the electricity consumption of the retail market of the electricity consumer i;
Figure BDA00034442869900000314
the calculation method is as follows:
Figure BDA00034442869900000315
wherein Q iscapacityIndicating the predicted value of the electricity usage in the current month,
Figure BDA00034442869900000316
electric selling deviceThe electricity consumption is wholesale in the month of the department,
Figure BDA00034442869900000317
indicating the current monthly wholesale transaction average price of the electricity selling company, PdIndicating the monthly deviation electricity reference price, xioShowing the penalty factor xi of the electricity selling company for the excess electricityuPenalty coefficient, Q, indicating low power consumption for electricity selling companyoverThe calculation value of the potential electricity overuse amount of the electricity selling company is represented by the following calculation method:
Figure BDA00034442869900000318
Quthe calculation value of the potential power consumption shortage of the power selling company is represented by the following calculation method:
Figure BDA00034442869900000319
Qunderthe method is characterized in that a potential scarce assessment electric quantity measurement value of an electricity selling company is represented, and the calculation mode is as follows:
Figure BDA0003444286990000041
deviation electric quantity reference price PdThe calculation formula is as follows:
Figure BDA0003444286990000042
in the formula, QClean and superhairFor clean energy power plant monthly total clean super power generation quantity, QThermal power super power generationFor the monthly integral net excess power generation quantity, P, of the thermal power plantThermal power hanging plateFor regulating the electric quantity for thermal power, the price of the tag is unified, P0And showing the up-regulation service reference price of the region.
Further, preferably, in the step (7), the retail market transaction risk is tracked for the daily retail market batch zero-valent difference calculation result, and the corresponding early warning level and early warning measure are matched, and the specific method is as follows:
if the daily retail market batch zero-price difference is less than 0 and the loss of retail income reaches the performance guarantee amount alphariskIn which α isriskIf the current is less than 1, triggering first-level early warning, and sending an operation attention letter to the power selling company by the power grid company to remind the power selling company to pay attention to self settlement risk;
if the daily retail market batch zero-price difference is less than 0, and the loss of retail income reaches the beta of the performance guarantee fund amountriskIn which α isrisk<βriskIf the number is less than 1, triggering second-stage early warning, and sending an operation inquiry letter to the power selling company by the power grid company;
if the daily retail market batch zero-price difference is less than 0, and the loss of retail income reaches the gamma of the performance guarantee fund amountriskIn which phi isrisk≤γrisk<1Uφrisk>βriskTriggering a third-level early warning, sending a risk warning letter to the power selling company by the power grid company, taking a settlement suspension measure, and implementing the settlement recovery according to the next day after the completion of the subsidy payment and performance guarantee;
if the daily retail market batch zero-price difference is less than 0, and the loss of retail income reaches gamma of the performance bond guarantee fund amountriskWherein r isriskAnd (3) triggering a fourth-level early warning, taking a fusing measure by a power grid company, immediately taking a settlement suspending measure for an electric selling company, and deducting a market credit point P of the electric selling companyscoreWhen P isscore≥NriskThen, the corresponding market admission settlement period limiting measures are carried out on the electricity selling company, namely, the time period is separated after the completion guarantee fund is subsidized
Figure BDA0003444286990000043
The later process can settle accounts with the power grid company again; wherein N isriskRepresenting a market credit point risk threshold, alpha, set by the grid companyrisk、βrisk、γrisk、ΓriskRespectively represents the proportion of the retail yield loss to the performance bond guarantee fund when the first, second, third and fourth-level early warning are triggered, phiriskShow the contribution of retail profit loss when triggering the third-level early warningApproximately guarantee the lower limit ratio of gold.
The normalization process is not particularly limited in the present invention, and a maximum-minimum normalization method is preferably used.
In the invention, the mapping relation function is determined by taking the determined coefficient closest to 1 as an index, namely the determined coefficient of which function of the three functions is closest to 1, and the function is the mapping relation function.
The invention combines the current situation of market settlement, starts from the perspective of guaranteeing the rights and interests of a central counterparty of a power grid company, sets up the benefits of all parties of a market main body, designs a risk monitoring, preventing and early warning method for the retail market of the power selling company based on a deep learning technology, introduces a random fractal search intelligent optimization algorithm as a super-parameter optimization mode based on the electric quantity prediction of electric power retail users considering a plurality of influence factors, provides complete full-flow refined multi-level risk monitoring of the electric power retail trade market 'prediction-settlement-early warning', effectively reduces the settlement risk of the retail electric power market, and provides effective support for the risk control of the electric power market.
Compared with the prior art, the invention has the beneficial effects that:
according to the method, the super-parameter optimization is performed on the deep learning model by using the random fractal intelligent search algorithm based on the historical power consumption data of the users of the power selling company automatically acquired by the system, and then the monthly transaction capacity of the power selling company is predicted based on the model, so that effective reference is provided for accurate control of the retail transaction prediction capacity of the power selling company. Meanwhile, based on the predicted retail transaction capacity, a current retail electric power market batch zero-price difference calculation mode is considered, a self-adaptive fine daily transaction risk grading early warning prevention and control mode is provided, the mode is linked with a power consumption predicted value, corresponding early warning grades and early warning measures are automatically matched, early warning references are provided for power grid enterprise risk management, the operation settlement risk of a power grid company can be effectively prevented and controlled, the market operation efficiency is optimized, and the stable and ordered development of multi-market main bodies in the retail electric power market is guaranteed.
Drawings
FIG. 1 is a schematic diagram of a VMD-LSTM-SFS algorithm model in the present invention;
fig. 2 is a schematic flow chart of the risk monitoring, prevention, control and early warning method for the retail market of the electricity selling company.
Detailed Description
The present invention will be described in further detail with reference to examples.
It will be appreciated by those skilled in the art that the following examples are illustrative of the invention only and should not be taken as limiting the scope of the invention. The examples do not specify particular techniques or conditions, and are performed according to the techniques or conditions described in the literature in the art or according to the product specifications. The materials or equipment used are not indicated by manufacturers, and all are conventional products available by purchase.
Problem definition
With the deep advance of the reform of the electric power system, the reform of the settlement of the power selling companies and the power grid is orderly advanced all over the country. In the original mode, the electric power selling company and each market main body in the retail electric power market settle accounts in a mode that the electric power selling company settles the electric power transmission and distribution fee, the retail electric energy fee and the wholesale electric energy fee with the power grid company, the retail electric power users and the power plant respectively, the electric power selling company is in a core settlement position, the electric power grid company only has the retail settlement relationship of the electric power transmission and distribution price with the electric power selling company, and the electric power grid retail settlement risk is smaller and more single. In a new mode, the state clearly requires that a power grid company and market main bodies such as an electricity selling company, a retail user, a power plant and the like perform power price and electricity price settlement, the power grid enterprise performs settlement with the electricity selling company after uniform collection, the retail market settlement main body is changed from a single electricity selling company into a multi-market main body, settlement risks are greatly increased, the conventional settlement risk supervision measures mainly take monthly batch zeroth order risk monitoring as a main measure, the monthly batch zeroth order is calculated in a trial mode in the beginning of the next month to determine final batch zeroth order, and further the risk control is performed on the electricity selling company. The monitoring time scale is mainly monthly, daily risk monitoring is assisted, monthly risks can be better controlled by quantitative calculation, but the problem of overlong time period exists, the daily staring risk monitoring can shorten the monitoring time scale, the monitoring efficiency is greatly increased, and the market operation stability is improved. Therefore, on one hand, for the electricity selling company, the accurate prediction of the monthly transaction capacity is the key to whether the transaction mechanism can accurately calculate the batch zeroth order difference yield, and further the self power grid settlement risk is controlled; on the other hand, for power grid enterprises, the accuracy of zero price difference and risk prevention, control and early warning under a refined time scale are the key points for managing market risks. Specifically, in the invention, based on historical power consumption data of users of the power selling company automatically acquired by the system, a random fractal intelligent search algorithm is used for carrying out hyper-parameter optimization on a deep learning model, and then monthly transaction capacity of the power selling company is predicted based on the model. The core flow of the technical scheme is as follows:
acquiring historical power consumption data of a user corresponding to an electricity selling company, and temperature, humidity conditions and day type data of a place where the user is located;
the retail transaction system of the transaction mechanism obtains historical electricity consumption data of the electricity selling company in the beginning of each month, the system can obtain corresponding data of the electricity selling company independently or in batches, and the data of the electricity selling quantity of each user of the corresponding electricity selling company is obtained through automatic matching according to the number of the user of the agent of the electricity selling company. Meanwhile, the system automatically collects the temperature and humidity conditions and the day type data of the local city where the user is located, and stores the data into the database. And (4) performing stability test on the obtained historical power consumption data according to the obtained historical power consumption data, and selecting a KPSS test method to test the data stability. If the assumed result is rejected, i.e. the time sequence is not stable or the trend is not stable, the data is subjected to data cleaning, and abnormal values and missing values are processed firstly. And taking the abnormal value as a missing value, uniformly processing the two types of abnormal values, and interpolating the missing value by adopting a quadratic spline interpolation method.
Arranging the obtained historical electricity consumption data according to time sequence to serve as a historical electricity consumption time sequence and carrying out normalization processing, and then decomposing the normalized historical electricity consumption time sequence into K sub-modal components by adopting a VMD method;
processing the normalized time sequence by using a non-recursive and variational modal decomposition method by using a VMD (virtual machine tool), and decomposing the time sequence f into K submodes, wherein K is determined by a random fractal search algorithm (SFS) in step (four) as a hyper-parameter (preferably K is 15), namely a finite bandwidth modal function { u } uk(t) }, K1, 2, 3, K, for each sub-modal function uk(t), calculating corresponding analytic signals by using Hilbert transform, and obtaining corresponding single-side frequency spectrums as follows:
Figure BDA0003444286990000061
for each mode function uk (t), the center frequency ω of each single-component am fm signal corresponding theretokIndex term of (2)
Figure BDA0003444286990000062
Aliasing, changing to its corresponding base band:
Figure BDA0003444286990000063
solving the signal bandwidth of the submode according to a Gaussian smoothing method for mediating signals, wherein an objective function is as follows:
Figure BDA0003444286990000064
wherein, { uk}={u1,...,uK};{ωk}={ω1,...,ωK};{uk}、{ωkCorrespondingly decomposing the kth modal component and the center frequency respectively; δ (t) is a dirac function; the operation is convolution, t represents time, and j is an imaginary unit;
and converting the problem into an unconstrained variational optimization problem by adopting a secondary penalty factor alpha and a Lagrange multiplier lambda (t):
Figure BDA0003444286990000071
pair sub-mode
Figure BDA0003444286990000072
Frequency of
Figure BDA0003444286990000073
And lagrange multiplier λn+1And performing alternate updating, wherein the final solution is as follows:
Figure BDA00034442869900000716
Figure BDA0003444286990000074
wherein,
Figure BDA0003444286990000075
respectively represent
Figure BDA0003444286990000076
f(t)、ui(t), λ (t), i ≠ k, n denotes the number of iterations.
Setting the precision epsilon of the termination condition of the iterative computationbCalculation accuracy εcThe following were used:
Figure BDA0003444286990000077
if epsilonc<εbThe model stops iterating, otherwise, the loop calculation is continued.
Thirdly, carrying out nonlinear mapping processing on the obtained temperature, humidity and day type data;
because the temperature, humidity and day type data have great influence on the electricity consumption of the user, for example, under general conditions, the electricity consumption in weekends and holidays is obviously smaller than that in working days and electricity consumption, the electricity consumption in hot seasons or cold seasons with high temperature has great influence on the electricity consumption of the user, and the unit dimensions of all the influence factors are different, and therefore, a nonlinear mapping method is adopted to map all the different influence factors to a certain interval.
Firstly, the temperature is divided into three categories of higher, moderate and lower, and the lower limit temperature threshold of the category boundary is set astThe upper limit temperature threshold is set to
Figure BDA0003444286990000078
Setting the temperature factor tkThe pre-mapping value is xkThe mapped value is ykThen the configurable non-linear mapping relationship vector is [ t ]k,xk,yk]. Similarly, the humidity is divided into three categories of higher humidity, moderate humidity and lower humidity, and the lower humidity threshold of the category is set asrThe upper limit humidity threshold is set to
Figure BDA0003444286990000079
Setting the humidity factor rkThe pre-mapping value is ukMapped value is wkThen the configurable non-linear mapping relationship vector is [ rk,uk,wk]. For the daily type, because the daily electricity consumption of the users is not uniformly distributed in the year and the seasonal influence is obvious, i interval dimensions are firstly divided in the year, the electricity consumption behaviors of the users are clustered and distributed in different time intervals, the characteristics are described in each interval, and the characteristic labels are given
Figure BDA00034442869900000710
Such as weekdays, weekends, and holidays. Therefore, the nonlinear mapping relation vector formed by the mapping pre-value dk and the mapping post-value zk of each feature in the interval is set as
Figure BDA00034442869900000711
The mapping relationship is determined as follows:
1) for the temperature:
the lower temperature threshold is set totThe upper limit temperature threshold is set to
Figure BDA00034442869900000712
Setting the temperature factor tnThe pre-mapping value is xnThe mapped value is ynWhen is coming into contact with
Figure BDA00034442869900000713
Then, a normalization method is adopted for processing; when in use
Figure BDA00034442869900000714
Or t <tWhen (t in Table 1)1~tnDEG C), processing by adopting a mapping relation function:
TABLE 1
Figure BDA00034442869900000715
Figure BDA0003444286990000081
Firstly, the average value of the user electricity consumption corresponding to each temperature is counted in the obtained user historical electricity consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the temperature-electricity consumption average value, the fitting goodness of three fitting curves and the before-mapping value is respectively calculated, namely, the coefficient is determined
Figure BDA0003444286990000082
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA0003444286990000083
The calculation is as follows:
Figure BDA0003444286990000084
wherein xi is the ith pre-mapping value,
Figure BDA0003444286990000085
represents the mean of the values before the mapping,
Figure BDA0003444286990000086
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and carrying out normalization processing on the value in a corresponding interval to obtain a post-mapping value;
2) for the humidity:
the lower limit humidity threshold is set asrThe upper limit humidity threshold is set to
Figure BDA0003444286990000087
Setting the humidity factor rnThe pre-mapping value is unMapped value is wnWhen is coming into contact with
Figure BDA0003444286990000088
When the method is used, a normalization method is adopted for processing, and when r is used, the method is used for processingn<r0When is coming into contact with
Figure BDA0003444286990000089
Or r <rWhen (r in Table 2)1~rn) And processing by adopting a mapping relation function:
TABLE 2
Figure BDA00034442869900000810
Firstly, the average value of the power consumption of the user corresponding to each humidity in the obtained historical power consumption data set of the user is counted, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the humidity-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure BDA00034442869900000811
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA00034442869900000812
The calculation is as follows:
Figure BDA0003444286990000091
wherein ui is the ith pre-map value,
Figure BDA0003444286990000092
represents the mean of the values before the mapping,
Figure BDA0003444286990000093
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
3) for day type data:
day type data fnThe pre-mapping value is hnThe mapped value is znAnd processing by adopting a mapping relation function:
TABLE 3
Figure BDA0003444286990000094
Figure BDA0003444286990000101
Wherein,
Figure BDA0003444286990000102
Figure BDA0003444286990000103
respectively showing the working day, saturday, sunday and holiday (calculated according to the longest day of 7) in four seasons of spring, summer, autumn and winter.
Firstly, the average value of the user electricity consumption corresponding to each day type (as shown in table 3) is counted in the obtained user historical electricity consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the day type-electricity consumption average value, the goodness of fit of three fitting curves and the value before mapping is respectively calculated, namely, the coefficient is determined
Figure BDA0003444286990000104
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA0003444286990000105
The calculation is as follows:
Figure BDA0003444286990000106
wherein h isiFor the value before the i-th mapping,
Figure BDA0003444286990000107
represents the mean of the values before the mapping,
Figure BDA0003444286990000108
representing the ith mapped value.
Dividing a data set into a training set and a testing set, optimizing the number of hidden layer nodes, time step length and learning rate of the LSTM by using a random fractal search algorithm SFS, substituting an optimal parameter solution set into each sub-mode training set of the LSTM through an optimization algorithm, and establishing a VMD-SFS-LSTM sub-mode prediction model;
and dividing a data set (including historical electricity consumption data, temperature, humidity and day type data) D into a training set M and a testing set T according to a 6: 4 ratio, wherein M, T test distribution is consistent with D so as to improve the adaptability of a subsequent model. Training by using a training set M to construct an LSTM power consumption prediction model; the method specifically comprises the following steps:
taking the value of the normalized historical power consumption quantum modal component in the previous A month, the temperature, the humidity and the day type data subjected to nonlinear mapping processing in the A month as the input of an LSTM model, taking the value of the normalized historical power consumption quantum modal component in the current month as the output of the LSTM model, and training the LSTM model of each sub-modal component to obtain an LSTM power consumption prediction model of each sub-modal component; a is more than or equal to 1;
when an LSTM neural network model is established, a random fractal search algorithm SFS is used for carrying out optimization solution on LSTM parameters, wherein the parameters comprise hidden layer node numbers, time step lengths, learning rates and sub-module component numbers K, the category numbers of the parameters are regarded as individual dimension numbers d in a population in the optimization algorithm, each dimension respectively comprises the hidden layer node numbers, the time step lengths, the learning rates and the sub-module numbers, the constraint condition is that each parameter is positive, and the node numbers, the time step lengths and the sub-module component numbers are integers.
The parameter optimization process is as follows:
first, group initialization
In the d-dimensional function optimization problem, each solution in the feasible search space is an individual with a d-dimensional search vector. The upper and lower boundaries of each individual during the optimization are defined as UB and LB, respectively, and epsilon is a random number subject to uniform distribution over the interval 0, 1. Therefore, the initialization equation for the j-th dimension component of the ith individual in each population can be expressed as follows:
Pi(j)=LB+ε×(UB-LB)
② fractal diffusion
Gaussian distribution is adopted as a random walk mode in the fractal diffusion process:
GW1=Gaussian(μBP,σ)+(ε×BP-ε′×Pi)
GW2=Gaussian(μP,σ)
in which epsilon and epsilon' are both intervals [0, 1]]Random numbers obeying uniform distribution; pi and BP represent the location and best individual, respectively, of individual i in the population; mu.sBP、μPAnd sigma are Gaussian parameters and respectively represent | BP |, | PiAnd standard deviation, where the standard deviation σ can be expressed as:
Figure BDA0003444286990000111
in the formula,
Figure BDA0003444286990000112
the step size for reducing the gaussian jump, where g represents the number of iterative computations.
③ updating Process I
In order to enable the individuals with better performance in the population of each generation to transmit individual information to the next generation with higher probability, firstly, calculating the fitness value of each individual in the population after initialization, sequencing according to the size of the fitness value, and defining the performance level for each individual:
Figure BDA0003444286990000113
wherein, rank (P)i) Representing the ranking of the ith individual in the population; n denotes the population size. For each individual P in the populationiIf the condition is determined
Figure BDA0003444286990000114
If yes, updating the j-th dimension component of the individual:
Pi′(j)=Pr(j)-ε×(Pt(j)-Pi(j))
in the formula, PiIs' is PiAn updated position; prAnd PtIs an individual randomly selected from a population; ε is in the interval [0, 1]]Obeying uniformly distributed random numbers.
Update Process II
After the updating process I is executed, sequencing all the individuals in the population once again according to the sequencing method in the formula step III, and obtaining the performance level P 'of the sequenced individuals'giJudgment Condition P'giIf < ε is satisfied, then update the current individual according to:
Figure BDA0003444286990000121
if less than or equal to 0.5
Figure BDA0003444286990000122
If ε' > 0.5
In the formula, Pi' is the current individual; pi"is the updated individual; pt'and P'rRespectively randomly selecting individuals from the population after the first update;
Figure BDA0003444286990000123
is a random number generated by a Gaussian normal distribution
Figure BDA0003444286990000124
ε' is the following [0, 1] over the interval]Uniformly distributed random numbers.
Finally, carrying out fitness value comparison, setting a fitness function as the Mean Absolute Percentage Error (MAPE) of the model predicted value sequence and the actual time sequence, and calculating as follows:
Figure BDA0003444286990000125
wherein A represents the number of predicted results, siWhich represents the true result of the image,
Figure BDA0003444286990000126
indicating the prediction result. The average absolute percentage error represents the relative difference between the predicted result and the actual result, and the smaller the value, the better the predicted result.
When f (P) is satisfiedi″)<f(Pi') when using the individual Pi"replacement of individual Pi', otherwise remain unchanged.
Finally, determining the stackThe generation condition G is more than GmaxWhether or not, wherein GmaxThe maximum number of iterations set for initialization is indicated, and g indicates the current number of iterations. If not, continuing to return to the step; otherwise, the algorithm is ended, a parameter result is output, the sub-mode number K in the result is used as the optimal sub-mode numerical value obtained by VMD decomposition in the step (II), and the number of nodes of the hidden layer, the time step length and the learning rate are used as the optimal parameters in LSTM optimization for calculation.
Fifthly, testing and calculating each sub-mode by using a test set, and performing index evaluation on errors; performing reverse normalization on the predicted value result meeting the verification condition, and outputting a predicted result;
and (4) substituting the test set T into the LSTM model with optimized parameters in the step (IV) for calculation to obtain a corresponding prediction data set F. The mean absolute percentage error of F and T was calculated. If the average absolute percentage meets the preset average absolute percentage, the LSTM model with the optimized parameters in the step (IV) is the final model;
inputting the value of the historical electricity consumption quantum modal component in the previous B months, the temperature, humidity and day type data processed by the nonlinear mapping of the B months into the LSTM model of the corresponding component obtained in the step (IV) to obtain the normalized electricity consumption predicted value of each component, then performing reverse normalization on the normalized electricity consumption predicted value of each component, and accumulating to obtain the electricity consumption predicted value Q in the current monthcapacity(ii) a When accumulating, accumulating each component inverse normalization value to obtain the predicted value of the monthly power consumption of the user; then accumulating the predicted values of the current month electricity consumption of all the users to obtain a predicted value Q of the current month electricity consumptioncapacityNamely, the retail capability is predicted for the power selling company in the current time period.
(VI) according to the predicted value Q of the electricity sold in the current monthcapacityAnd calculating the zero price difference delta p of the daily retail market batch of the power selling company.
The exchange calculates and calculates the daily retail market batch zero-price difference according to the latest daily wholesale transaction and retail transaction data
Figure BDA0003444286990000127
Figure BDA0003444286990000128
Wherein,
Figure BDA0003444286990000131
indicating the retail income of the electricity-selling company,
Figure BDA0003444286990000132
indicating the wholesale cost of the electricity selling company,
Figure BDA0003444286990000133
the calculation method is as follows:
Figure BDA0003444286990000134
wherein N isretailIndicating the number of retail customers of the electricity-selling company,
Figure BDA0003444286990000135
represents the retail market transaction price of the electricity consumer i,
Figure BDA0003444286990000136
representing the electricity consumption of the retail market of the electricity consumer i;
Figure BDA0003444286990000137
the calculation method is as follows:
Figure BDA0003444286990000138
wherein Q iscapacityThe predicted value of the current month electricity consumption of the electricity selling company is shown,
Figure BDA0003444286990000139
showing the current month batch of the electricity selling companyThe electricity consumption is generated by the power generation device,
Figure BDA00034442869900001310
indicating the current monthly wholesale transaction average price of the electricity selling company, PdIndicating the monthly deviation electricity reference price, xioShowing the penalty factor xi of the electricity selling company for the excess electricityuPenalty coefficient, Q, indicating low power consumption for electricity selling companyoverThe calculation value of the potential electricity overuse amount of the electricity selling company is represented by the following calculation method:
Figure BDA00034442869900001311
Quthe calculation value of the potential power consumption shortage of the power selling company is represented by the following calculation method:
Figure BDA00034442869900001312
Qunderthe method represents a potential less-used assessment electric quantity measurement value of an electricity selling company, and the calculation method is as follows:
Figure BDA00034442869900001313
deviation electric quantity reference price PdThe calculation formula is as follows:
Figure BDA00034442869900001314
in the formula, QClean and superhairFor clean energy power plant monthly total clean super power generation quantity, QThermal power super power generationFor the monthly integral net excess power generation quantity, P, of the thermal power plantThermal power hanging plateUnified listing price, P, for regulating electric quantity for thermal power0And showing the up-regulation service reference price of the region.
Thus, stare-to-stare calculation is completed for retail market lot zero-order differences under the time scale of the daily cycle.
And (seventhly), tracking the retail transaction risk of the market based on the daily calculated retail market batch zero-valent difference calculation result delta P, and matching corresponding early warning levels and early warning measures, thereby completing the retail market risk tracking and early warning.
When daily risk tracking is carried out, if the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches alpha of the performance guarantee fund amountriskriskIf the current time is less than 1), triggering first-stage early warning, and sending an operation attention letter to the power selling company by the power grid company to remind the power selling company to pay attention to self settlement risk;
beta when the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches the performance guarantee fund amountriskrisk<βriskIf the number of the power grids is less than 1), triggering second-stage early warning, and sending an operation inquiry letter to the power selling company by the power grid company;
if the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches the gamma of the performance guarantee fund amountriskrisk≤γrisk<1Uφrisk>βrisk) Triggering a third-level early warning, sending a risk warning letter to the power selling company by the power grid company, taking a settlement suspension measure, and implementing the settlement recovery according to the next day after the completion of the subsidy payment and performance guarantee deposit;
if the daily zero-price difference income trial value is less than 0 and the loss of retail income reaches gamma of the fulfillment guarantee fund amountriskriskNot less than 1), triggering the fourth-level early warning, taking fusing measures by the power grid company, immediately taking pause settlement measures for the power selling company, and deducting the market credit point P of the power selling companyscoreWhen P isscore≥Nrisk(NriskRepresenting market credit point risk threshold set by the power grid company), performing corresponding market admission settlement period limiting measures on the power selling company, namely, settling the power grid company again after a time period delta psi after paying the performance guarantee bond. Wherein N isriskRepresenting a market credit point risk threshold, alpha, set by the grid companyrisk、βrisk、γrisk、ΓriskRespectively represents the proportion of the retail yield loss to the operating bond deposit phi when the first, second, third and fourth-level early warning are triggeredriskAnd the lower limit proportion of the retail yield loss to the performance bond guarantee fund is shown when the third-level early warning is triggered.
Examples of the applications
Referring to fig. 1, a method for monitoring, controlling, and warning risks in retail markets of power selling companies according to an embodiment of the present invention is shown. The power consumption prediction of a certain regional power selling company in Yunnan province is taken as an example. The temperature and humidity of the service area of the electricity selling company have large changes, the cold and the heat are distinct in all seasons of the year, the coldest is 1 month, the average temperature is 3 ℃, the most hot is 7 months, the average temperature is 20 ℃, the extremely high temperature value is 31 ℃, and the extremely low temperature value is-6 ℃. The month with the highest humidity in the region is 5 months, the average humidity is 80%, the month with the lowest humidity is 12 months, the average humidity is 62%, the extremely low humidity value is 56%, and the maximum humidity value is 87%.
Step 1: 365 data of electricity consumption of 1 year calendar history of a certain user corresponding to the electricity selling company are obtained. Meanwhile, the system automatically collects the temperature and humidity conditions and the day type data of the local city where the user is located, and stores the data into the database. And (4) performing stability test on the obtained historical power consumption data according to the obtained historical power consumption data, and selecting a KPSS test method to test the data stability. If the assumed result is rejected, i.e. the time sequence is not stable or the trend is not stable, the data is subjected to data cleaning, and abnormal values and missing values are processed firstly. And taking the abnormal value as a missing value, uniformly processing the two types of abnormal values, and interpolating the missing value by adopting a quadratic spline interpolation method. After the steps are completed, in order to eliminate the influence of unit inconsistency among different influence factors and accelerate the model processing efficiency, the data is normalized.
Step 2: and processing the power consumption sequence processed in the step one by utilizing a VMD (virtual machine tool) by adopting a non-recursive and variational modal decomposition method. Decomposing the power consumption time series f into K submodels, namely a finite bandwidth mode function { uk(t) }, K1, 2, 3, K, for each sub-modal function uk(t) calculating the corresponding analytic signal by using Hilbert transform:
Figure BDA0003444286990000141
for each mode function uk(t) center frequency ω of the FM signal by each single component amplitude modulation corresponding theretokIndex term of
Figure BDA0003444286990000142
Aliasing:
Figure BDA0003444286990000143
solving the signal bandwidth of the submode according to a Gaussian smoothing method for mediating signals, wherein an objective function is as follows:
Figure BDA0003444286990000144
wherein, { uk}={u1,...,uK};{ωk}={ω1,...,ωK}。
And converting the problem into an unconstrained variational optimization problem by adopting a secondary penalty factor alpha and a Lagrange multiplication operator lambda (t):
Figure BDA0003444286990000151
pair sub-mode
Figure BDA0003444286990000152
Frequency of
Figure BDA0003444286990000153
And lagrange multiplier λn+1And performing alternate updating, wherein the final solution is as follows:
Figure BDA0003444286990000154
Figure BDA0003444286990000155
wherein,
Figure BDA0003444286990000156
respectively represent
Figure BDA0003444286990000157
f(t)、ui(t), λ (t), i ≠ k, n denotes the number of iterations.
Setting the precision epsilon of the termination condition of the iterative computationbCalculation accuracy εcThe following were used:
Figure BDA0003444286990000158
if epsilonc<εbThe model stops iterating, otherwise, the loop calculation is continued.
And step 3: and constructing an influence factor mapping set for relevant influence factors influencing the electricity consumption of the user, wherein the relevant influence factors comprise temperature, humidity and day type data, and the mapped time series are obtained by clustering the original time series and then adopting a nonlinear mapping database.
Because the temperature, humidity and day type data have great influence on the electricity consumption of the user, for example, under general conditions, the electricity consumption in weekends and holidays is obviously smaller than the electricity consumption of working days, the electricity consumption in hot seasons or cold seasons with high temperature has great influence on the electricity consumption of the user, and the unit dimensions of all the influence factors are different, the influence factors are clustered firstly, and then the different influence factors are mapped to a certain interval by adopting a nonlinear mapping method. The correlation of the historical power usage with the above-described correlation impact factor is first calculated. The correlation calculation is judged according to the index value Spearman rank correlation coefficient, the coefficient larger than 0.3 can be regarded as correlation, and the three influence factors can be considered in a prediction model because the calculated temperature, humidity and day type are all larger than 0.3.
1) For the temperature:
the lower temperature threshold is set totThe upper limit temperature threshold is set to
Figure BDA0003444286990000159
Setting the temperature factor tnThe pre-mapping value is xnThe mapped value is ynWhen is coming into contact with
Figure BDA00034442869900001510
Then, a normalization method is adopted for processing; when in use
Figure BDA00034442869900001511
Or t <tAnd then, processing by adopting a mapping relation function:
firstly, the average value of the user electricity consumption corresponding to each temperature is counted in the obtained user historical electricity consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the temperature-electricity consumption average value, the fitting goodness of three fitting curves and the pre-mapping value is respectively calculated, namely, the coefficient is determined
Figure BDA00034442869900001512
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA00034442869900001513
The calculation is as follows:
Figure BDA00034442869900001514
wherein x isiFor the value before the i-th mapping,
Figure BDA0003444286990000161
represents the mean of the values before the mapping,
Figure BDA0003444286990000162
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
2) for the humidity:
the lower limit humidity threshold is set asrThe upper limit humidity threshold is set to
Figure BDA0003444286990000163
Setting the humidity factor rnThe pre-mapping value is unMapped value is wnWhen is coming into contact with
Figure BDA0003444286990000164
When the method is used, a normalization method is adopted for processing, and when r is used, the method is used for processingn<r0When is coming into contact with
Figure BDA0003444286990000165
Or r <rAnd then, processing by adopting a mapping relation function:
firstly, the average value of the power consumption of the user corresponding to each humidity in the obtained historical power consumption data set of the user is counted, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the humidity-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure BDA0003444286990000166
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA0003444286990000167
The calculation is as follows:
Figure BDA0003444286990000168
wherein ui is the ith pre-map value,
Figure BDA0003444286990000169
represents the mean of the values before the mapping,
Figure BDA00034442869900001610
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
3) for day type data:
day type data fnThe pre-mapping value is hnThe mapped value is znAnd processing by adopting a mapping relation function:
firstly, the average value of the user power consumption corresponding to each day type is counted in the obtained user historical power consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the day type-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure BDA00034442869900001611
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure BDA00034442869900001612
The calculation is as follows:
Figure BDA00034442869900001613
wherein h isiFor the value before the i-th mapping,
Figure BDA00034442869900001614
represents the mean of the values before the mapping,
Figure BDA00034442869900001615
representing the ith mapped value.
And 4, step 4: and carrying out data set division on the normalized user historical electricity consumption data set D in a cross validation mode. The first 60% of the data was taken as training set M and the last 40% as test set T. Wherein, MT test distribution is consistent with D, so as to improve the adaptability of the subsequent model. And (3) constructing a long-short term memory neural network model by taking each mapping relation time sequence data set in the training set M as a model input factor and taking model parameters under various different hyper-parameters as output factors.
Establishing an LSTM neural network model, and performing optimization solution on LSTM parameters by using a random fractal search algorithm SFS, wherein the parameters comprise hidden layer node number, time step length, learning rate and sub-module component number K, the category number of the parameters is regarded as an individual dimension number d in a population in the optimization algorithm, each dimension comprises the hidden layer node number, the time step length, the learning rate and the sub-module number respectively, and the constraint condition is that each parameter is positive number and the node number, the time step length and the sub-module component number are integers.
The parameter optimization process is as follows:
first, group initialization
In the d-dimensional function optimization problem, each solution in the feasible search space is an individual with a d-dimensional search vector. The upper and lower boundaries of each individual during the optimization are defined as UB and LB, respectively, and epsilon is a random number subject to uniform distribution over the interval 0, 1. Therefore, the initialization equation for the j-th dimension component of the ith individual in each population can be expressed as follows:
Pi(j)=LB+ε×(UB-LB)
② fractal diffusion
Gaussian distribution is adopted as a random walk mode in the fractal diffusion process:
GW1=Gaussian(μBP,σ)+(ε×BP-ε′×Pi)
GW2=Gaussian(μP,σ)
in which epsilon and epsilon' are both the intervals [0, 1]]Random numbers obeying uniform distribution; piAnd BP represents the location and best individual, respectively, of individual i in the population; mu.sBP、μPAnd sigma are Gaussian parameters and respectively represent | BP |, | PiAnd standard deviation, where the standard deviation σ can be expressed as:
Figure BDA0003444286990000171
in the formula,
Figure BDA0003444286990000172
the step size for reducing the gaussian jump, where g represents the number of iterative computations.
③ updating Process I
In order to enable the individuals with better performance in the population of each generation to transmit individual information to the next generation with higher probability, firstly, calculating the fitness value of each individual in the population after initialization, sequencing according to the size of the fitness value, and defining the performance level for each individual:
Figure BDA0003444286990000173
wherein, rank (P)i) Representing the ranking of the ith individual in the population; n denotes the population size. For each individual P in the populationiIf the condition is determined
Figure BDA0003444286990000177
If yes, updating the j-th dimension component of the individual:
Pi′(j)=Pr(j)-ε×(Pt(j)-Pi(j))
in the formula, PiIs' is PiAn updated position; prAnd PtIs an individual randomly selected from a population; c is in the interval [0, 1]]Obeying uniformly distributed random numbers.
Update Process II
After the updating process I is executed, sequencing all the individuals in the population once again according to the sequencing method in the formula step III, and obtaining the performance level P 'of the sequenced individuals'giJudgment Condition P'giIf < ε is satisfied, then update the current individual according to:
Figure BDA0003444286990000174
if less than or equal to 0.5
Figure BDA0003444286990000175
If ε' > 0.5
In the formula, Pi' is the current individual; pi"is the updated individual; pt'and P'rRespectively randomly selecting individuals from the population after the first update;
Figure BDA0003444286990000178
is a random number generated by a Gaussian normal distribution
Figure BDA0003444286990000176
ε' is the following [0, 1] over the interval]Uniformly distributed random numbers.
Finally, carrying out fitness value comparison, setting a fitness function as the Mean Absolute Percentage Error (MAPE) of the model prediction data sequence and the verification set time sequence, and calculating as follows:
Figure BDA0003444286990000181
wherein A represents the number of predicted results, siWhich represents the true result of the image,
Figure BDA0003444286990000182
indicating the prediction result. The average absolute percentage error represents the relative difference between the predicted result and the actual result, and the smaller the value, the better the predicted result.
When f (P) is satisfiedi″)<f(Pi') when using the individual Pi"replacement of individual Pi', otherwise remain unchanged.
Finally, the iteration condition G > G is judgedmaxWhether or not, wherein GmaxThe number of iterations set for initialization is indicated, and g indicates the current number of iterations. If not, continuing to return to the step; otherwise, the algorithm is ended, the parameter result is output, and the result is obtainedAnd (5) taking the sub-modal number K as an optimal sub-modal number obtained by VMD decomposition in the step (II), and calculating by taking the number of hidden layer nodes, the time step length and the learning rate as optimal parameters in LSTM optimization.
And 5: and substituting the test set T into the LSTM model with the optimized parameters for calculation to obtain a corresponding prediction data set F. The mean absolute percentage error of F and T was calculated. If the average absolute percentage meets the preset average absolute percentage, the LSTM model with the optimized parameters in the step (IV) is the final model;
inputting the value of the historical electricity consumption quantum modal component in the previous B months, the temperature, humidity and day type data subjected to nonlinear mapping processing in the previous B months into the LSTM model of the corresponding component obtained in the step (IV) to obtain a normalized electricity consumption prediction value of each component, and then accumulating after inversely normalizing the normalized electricity consumption prediction values of each component; and finally, by analogy, circularly calculating the power consumption of other users proxied by the power selling company to obtain a corresponding prediction set meeting the conditions, and finally accumulating the power consumption prediction value sets of all the users to obtain the power consumption Q in the monthcapacityNamely, the retail capability is predicted for the power selling company in the current time period.
Step 6: calculating and calculating daily retail market batch zero-price difference according to the latest daily wholesale transaction and retail transaction data
Figure BDA0003444286990000183
Figure BDA0003444286990000184
Wherein,
Figure BDA0003444286990000185
indicating the retail income of the electricity-selling company,
Figure BDA0003444286990000186
indicating the wholesale cost of the electricity selling company,
Figure BDA0003444286990000187
the calculation method is as follows:
Figure BDA0003444286990000188
wherein N isretailIndicating the number of retail customers of the electricity-selling company,
Figure BDA0003444286990000189
represents the retail market transaction price of the electricity consumer i,
Figure BDA00034442869900001810
representing the electricity consumption of the retail market of the electricity consumer i;
Figure BDA00034442869900001811
the calculation method is as follows:
Figure BDA00034442869900001812
wherein Q iscapacityThe predicted value of the current month electricity consumption of the electricity selling company is shown,
Figure BDA00034442869900001813
indicating that the electricity selling company wholesaled the electricity consumption in the current month,
Figure BDA00034442869900001814
indicating the current monthly wholesale transaction average price of the electricity selling company, PdIndicating the monthly deviation electricity reference price, xioShowing the penalty factor xi of the electricity selling company for the excess electricityuPenalty coefficient, Q, indicating low power consumption for electricity selling companyoverThe calculation value of the potential electricity overuse amount of the electricity selling company is represented by the following calculation method:
Figure BDA0003444286990000191
Quthe calculation value of the potential power consumption shortage of the power selling company is represented by the following calculation mode:
Figure BDA0003444286990000192
Qunderthe method is characterized in that a potential scarce assessment electric quantity measurement value of an electricity selling company is represented, and the calculation mode is as follows:
Figure BDA0003444286990000193
deviation electric quantity reference price PdThe calculation formula is as follows:
Figure BDA0003444286990000194
in the formula, QClean and superhairFor clean energy power plant monthly total clean super power generation quantity, QThermal power super power generationFor the monthly integral net excess power generation quantity, P, of the thermal power plantThermal power hanging plateFor regulating the electric quantity for thermal power, the price of the tag is unified, P0And showing the up-regulation service reference price of the region.
Thus, stare-to-stare calculation is completed for retail market lot zero-order differences under the time scale of the daily cycle.
And 7: and tracking the retail transaction risk of the market based on the next batch of zero-price-difference calculation results in the daily period, and automatically matching corresponding early warning levels and early warning measures, thereby completing the tracking and early warning of the retail market risk. When daily risk tracking is carried out, if the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches alpha of the performance guarantee fund amountriskriskIf the current time is less than 1), triggering first-stage early warning, and sending an operation attention letter to the power selling company by the power grid company to remind the power selling company to pay attention to self settlement risk; beta when the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches the performance guarantee fund amountriskrisk<βriskLess than 1), triggering second-stage early warning, and using power grid company to sell powerThe server sends an operation inquiry letter; if the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches the gamma of the performance guarantee fund amountriskrisk≤γrisk<1Uφrisk>βrisk) Triggering a third-level early warning, sending a risk warning letter to the power selling company by the power grid company, taking a settlement suspension measure, and implementing the settlement recovery according to the next day after the completion of the subsidy payment and performance guarantee deposit; if the daily retail market batch zero-price difference is less than 0 and the retail income loss reaches the gamma of the performance bond guarantee fund amountriskriskNot less than 1), triggering the fourth-level early warning, taking fusing measures by the power grid company, immediately taking pause settlement measures for the power selling company, and deducting the market credit point P of the power selling companyscoreWhen P isscore≥Nrisk(NriskRepresenting market credit point risk threshold set by the power grid company), corresponding market admission settlement period limiting measures are carried out on the power selling company, namely, a time interval period is carried out after the performance guarantee is paid
Figure BDA0003444286990000195
And then the settlement can be carried out with the power grid company again. Wherein N isriskRepresenting a market credit point risk threshold, alpha, set by the grid companyrisk、βrisk、γrisk、ΓriskRespectively represents the proportion (10%, 25%, 50%, 100%) of the loss of retail income in the performance bond guarantee fund when the first, second, third and fourth-level early warning are triggeredriskThe lower limit proportion (45%) of the performance bond guarantee fund is occupied by the loss of the retail yield when the third-level early warning is triggered.
In order to analyze retail risks of electricity selling companies in certain areas of Yunnan, historical electricity consumption data of retail users, which are proxied by the companies within the whole year period from 3 months in 2020 to 2 months in 2021, are selected as experimental data, and the time dimension is divided into the following parts: in spring (3-5 months), summer (6-8 months), autumn (9-11 months) and winter (12-2 months of the next year), a cross-validation method is adopted to select the first 60% of time sequences as a training set M and the last 40% of data as a test set T in each season. The total of 10 experiments were performed, and the error value was the average of the errors calculated for all experiments.
The results are shown in Table 1
TABLE 1
Spring MAPE Summer MAPE Autumn MAPE Winter MAPE
VMD-LSTM-SFS 0.874% 0.757% 0.792% 0.653%
VMD-LSTM 1.902% 1.885% 1.639% 1.587%
LSTM 2.479% 2.315% 2.641% 2.308%
As can be seen from table 1, it is,the prediction errors of the VMD-LSTM-SFS models provided by the invention are smaller than the experimental errors of the VMD-LSTM and LSTM of the control group, so that a better prediction effect can be obtained, the self electricity selling capacity predicted by an electricity selling company is improved, and the retail capacity prediction can be carried out. Therefore, the electricity selling data of a certain electricity selling company in 12 months of the year is predicted, and the electricity reference price P is deviated in the monthd0.24392 yuan/kilowatt hour, the predicted zero price difference income of the power selling company on a certain day is-53.4 ten thousand yuan, the amount of the performance bond deposit accepted and paid when the payment is carried out with the power grid company is 80 ten thousand yuan, and the third-level early warning is triggered when the income loss reaches more than 50% according to the specified day, so that the power grid company sends a risk warning letter to the power selling company, takes a measure of suspending the settlement with the power selling company, correspondingly deducts the corresponding loss amount deposit from the performance bond deposit of the power selling company, and can sign a settlement agreement with the power grid company again after the company finishes the payment. If the daily zero-price difference profit of the power selling company is calculated to be-10.1 ten thousand yuan according to the previous week-to-market and synchronization percentage increase prediction method, and the power selling company is operated according to the first-level early warning, the method can effectively reduce the main body operation risk of each market of the retail market under the same condition, effectively monitor the market risk of the power selling company, better guarantee the rights and interests of central counter parties of the power grid company, greatly reduce the settlement risk of the retail power market, remarkably optimize the market operation efficiency, powerfully improve the market operation guarantee capability, and promote the smooth and orderly development of multi-market main bodies in the retail power market.
The foregoing shows and describes the general principles, essential features, and advantages of the invention. It will be understood by those skilled in the art that the present invention is not limited to the embodiments described above, which are described in the specification and illustrated only to illustrate the principle of the present invention, but that various changes and modifications may be made therein without departing from the spirit and scope of the present invention, which fall within the scope of the invention as claimed. The scope of the invention is defined by the appended claims and equivalents thereof.

Claims (8)

1. A retail market risk monitoring, prevention and control early warning method for an electricity selling company is characterized by comprising the following steps:
the method comprises the following steps that (1) historical electricity consumption data of a user corresponding to an electricity selling company, and temperature, humidity and day type data of a place where the user is located are obtained;
step (2), arranging the historical electricity consumption data obtained in the step (1) according to time sequence to serve as a historical electricity consumption time sequence, carrying out normalization processing, and then decomposing the normalized historical electricity consumption time sequence into K sub-modal components by adopting a VMD method;
step (3), carrying out nonlinear mapping processing on the temperature, humidity and day type data obtained in the step (1);
step (4), taking the value of the normalized historical power consumption quantum modal component in the previous B months, the temperature, humidity and day type data subjected to the nonlinear mapping processing in the previous B months as the input of the LSTM model, taking the value of the normalized historical power consumption quantum modal component in the current month as the output of the LSTM model, and training the LSTM model of each sub-modal component to obtain the LSTM power consumption prediction model of each sub-modal component; b is more than or equal to 1;
and (5) inputting the value of the historical electricity quantum modal component in the previous B months, the temperature, humidity and day type data subjected to the nonlinear mapping processing in the previous B months into the LSTM electricity consumption prediction model of the corresponding component obtained in the step (4) to obtain a normalized electricity consumption prediction value of each component, performing inverse normalization on the normalized electricity consumption prediction values of each component, and accumulating to obtain a current month electricity consumption prediction value Qcapacity
Step (6), according to the predicted value Q of the electricity sold in the monthcapacityCalculating zero price difference delta P of retail market batches of daily electricity selling companies;
and (7) tracking the retail transaction risk of the market based on the daily calculated retail market batch zero-valent difference calculation result delta P, and matching the corresponding early warning levels and early warning measures to finish the retail market risk tracking and early warning.
2. The retail market risk monitoring, controlling and early warning method for the electricity selling companies according to claim 1, characterized in that in the step (1), the obtained historical electricity consumption data is subjected to stability test, and if the assumed result is rejected, the data is subjected to data cleaning.
3. The retail market risk monitoring, controlling and early warning method for the electricity selling company according to claim 2, wherein the specific method for data cleaning is as follows: processing abnormal values and missing values; and taking the abnormal value as a missing value, uniformly processing the two types of abnormal values, and interpolating the missing value by adopting a quadratic spline interpolation method.
4. The retail market risk monitoring, controlling and early warning method for electricity selling companies according to claim 1, wherein in the step (1), the types of days include working days, saturdays, sundays and holidays in four seasons of spring, summer, autumn and winter.
5. The retail market risk monitoring, controlling and early warning method for the electricity selling companies according to claim 1, wherein in the step (3), the specific method for the nonlinear mapping processing of the temperature, humidity and day type data is as follows:
1) for the temperature:
the lower temperature threshold is set totThe upper limit temperature threshold is set to
Figure FDA0003444286980000011
Setting the temperature factor tnThe pre-mapping value is xnThe mapped value is ynWhen is coming into contact with
Figure FDA0003444286980000012
Then, a normalization method is adopted for processing; when in use
Figure FDA0003444286980000013
Or
Figure FDA0003444286980000014
When the temperature of the water is higher than the set temperature,and (3) processing by adopting a mapping relation function:
firstly, the average value of the user electricity consumption corresponding to each temperature is counted in the obtained user historical electricity consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the temperature-electricity consumption average value, the fitting goodness of three fitting curves and the before-mapping value is respectively calculated, namely, the coefficient is determined
Figure FDA0003444286980000021
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure FDA0003444286980000022
The calculation is as follows:
Figure FDA0003444286980000023
wherein x isiFor the value before the i-th mapping,
Figure FDA0003444286980000024
represents the mean of the values before the mapping,
Figure FDA0003444286980000025
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
2) for the humidity:
the lower limit humidity threshold is set asrThe upper limit humidity threshold is set to
Figure FDA0003444286980000026
Setting the humidity factor rnThe pre-mapping value is unMapped value is wnWhen is coming into contact with
Figure FDA0003444286980000027
When the method is used, a normalization method is adopted for processing, and when r is used, the method is used for processingn<r0When is coming into contact with
Figure FDA0003444286980000028
Or r<rAnd then, processing by adopting a mapping relation function:
firstly, the average value of the power consumption of the user corresponding to each humidity in the obtained historical power consumption data set of the user is counted, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the humidity-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure FDA0003444286980000029
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure FDA00034442869800000210
The calculation is as follows:
Figure FDA00034442869800000211
wherein u isiFor the value before the i-th mapping,
Figure FDA00034442869800000212
represents the mean of the values before the mapping,
Figure FDA00034442869800000213
represents the ith mapped value;
after the fitting relation curve is determined, inputting a pre-mapping value to calculate an application electric quantity value, and normalizing the value in a corresponding interval to obtain a mapped value;
3) for day type data:
day type data fnThe pre-mapping value is hnThe mapped value is znAnd processing by adopting a mapping relation function:
firstly, the average value of the user power consumption corresponding to each day type is counted in the obtained user historical power consumption data set, then quadratic function fitting, cubic function fitting and bell-shaped function fitting are respectively adopted for the day type-power consumption average value, the fitting goodness of three fitting curves and a mapping pre-value is respectively calculated, namely, a coefficient is determined
Figure FDA00034442869800000214
Determining a mapping relation function by using the determined coefficient closest to 1 as an index, and determining the coefficient
Figure FDA00034442869800000215
The calculation is as follows:
Figure FDA00034442869800000216
wherein h isiFor the value before the i-th mapping,
Figure FDA00034442869800000217
represents the mean of the values before the mapping,
Figure FDA00034442869800000218
representing the ith mapped value.
6. The retail market risk monitoring, controlling and early warning method for the electricity selling company as claimed in claim 1, wherein in the step (4), the LSTM parameter is optimized and solved by using a random fractal search algorithm SFS, wherein the parameter includes the number of hidden layer nodes, the time step and the learning rate;
in the step (2), K in the VMD method is determined by adopting a random fractal search algorithm SFS.
7. The retail market risk monitoring, controlling and early warning method for the electricity selling company as claimed in claim 1, wherein in the step (6), the specific method for calculating the zero price difference of the retail market lot every day is as follows:
calculating and calculating daily retail market batch zero-price difference according to the latest daily wholesale transaction and retail transaction data
Figure FDA00034442869800000219
Figure FDA0003444286980000031
Wherein,
Figure FDA0003444286980000032
indicating the retail income of the electricity-selling company,
Figure FDA0003444286980000033
indicating the wholesale cost of the electricity selling company,
Figure FDA0003444286980000034
the calculation method is as follows:
Figure FDA0003444286980000035
wherein N isretailIndicating the number of retail customers of the electricity-selling company,
Figure FDA0003444286980000036
represents the retail market transaction price of the electricity consumer i,
Figure FDA0003444286980000037
representing the electricity consumption of the retail market of the electricity consumer i;
Figure FDA0003444286980000038
the calculation method is as follows:
Figure FDA0003444286980000039
wherein Q iscapacityIndicating the predicted value of the electricity usage in the current month,
Figure FDA00034442869800000310
indicating that the electricity selling company wholesaled the electricity consumption in the current month,
Figure FDA00034442869800000311
indicating the current monthly wholesale transaction average price of the electricity selling company, PdIndicating the monthly deviation electricity reference price, xioShowing the penalty factor xi of the electricity selling company for the excess electricityuPenalty coefficient, Q, indicating low power consumption for electricity selling companyoverThe calculation value of the potential electricity overuse amount of the electricity selling company is represented by the following calculation modes:
Figure FDA00034442869800000312
Quthe calculation value of the potential power consumption shortage of the power selling company is represented by the following calculation method:
Figure FDA00034442869800000313
Qunderthe method represents a potential less-used assessment electric quantity measurement value of an electricity selling company, and the calculation method is as follows:
Figure FDA00034442869800000314
deviation electric quantity reference price PdThe calculation formula is as follows:
Figure FDA00034442869800000315
in the formula, QClean and superhairFor clean energy power plant monthly total clean super power generation quantity, QThermal power super power generationFor the monthly integral net excess power generation quantity, P, of the thermal power plantThermal power hanging plateFor regulating the electric quantity for thermal power, the price of the tag is unified, P0And showing the up-regulation service reference price of the region.
8. The retail market risk monitoring, controlling and early warning method for the electricity selling companies according to claim 1, wherein in the step (7), the retail market transaction risk is tracked according to the daily retail market batch zero-order difference calculation result, and the corresponding early warning level and early warning measure are matched, and the method comprises the following specific steps:
if the daily retail market batch zero-price difference is less than 0 and the loss of retail income reaches the performance guarantee amount alphariskIn which α isriskIf the current is less than 1, triggering first-level early warning, and sending an operation attention letter to the power selling company by the power grid company to remind the power selling company to pay attention to self settlement risk;
if the daily retail market batch zero-price difference is less than 0, and the loss of retail income reaches the beta of the performance guarantee fund amountriskIn which α isrisk<βriskIf the number is less than 1, triggering second-stage early warning, and sending an operation inquiry letter to the power selling company by the power grid company;
if the daily retail market batch zero-price difference is less than 0, and the retail yield loss reaches the gamma of the performance guarantee fund amountriskIn which phi isrisk≤γrisk<1∪φrisk>βriskTriggering a third-level early warning, sending a risk warning letter to the power selling company by the power grid company, taking a settlement suspension measure, and implementing the settlement recovery according to the next day after the completion of the subsidy payment and performance guarantee;
if the daily retail market batch zero-price difference is less than 0, and the loss of retail income reaches gamma of the performance bond guarantee fund amountriskWherein r isriskAnd (3) triggering a fourth-level early warning, taking a fusing measure by a power grid company, immediately taking a settlement suspending measure for an electric selling company, and deducting a market credit point P of the electric selling companyscoreWhen P isscore≥NriskThen, the electricity selling company is carried outCorresponding market admission and settlement period limiting measures, i.e. time period after paying the performance guarantee money
Figure FDA0003444286980000041
The later process can settle accounts with the power grid company again; wherein N isriskRepresenting a market credit point risk threshold, alpha, set by the grid companyrisk、βrisk、γrisk、ΓriskRespectively represents the proportion of the retail yield loss to the performance bond guarantee fund when the first, second, third and fourth-level early warning are triggered, phiriskAnd the lower limit proportion of the retail yield loss to the performance bond guarantee fund is shown when the third-level early warning is triggered.
CN202111648252.1A 2021-12-29 2021-12-29 Retail market risk monitoring, prevention and control early warning method for electricity selling company Pending CN114444883A (en)

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Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN115239208A (en) * 2022-09-21 2022-10-25 广东电力交易中心有限责任公司 Electricity selling company feature model analysis method and system based on electric power transaction data

Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN115239208A (en) * 2022-09-21 2022-10-25 广东电力交易中心有限责任公司 Electricity selling company feature model analysis method and system based on electric power transaction data

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