WO2023023901A1 - Method for predicting medium- and long-term centralized bidding clearing price in electricity market - Google Patents

Method for predicting medium- and long-term centralized bidding clearing price in electricity market Download PDF

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WO2023023901A1
WO2023023901A1 PCT/CN2021/114123 CN2021114123W WO2023023901A1 WO 2023023901 A1 WO2023023901 A1 WO 2023023901A1 CN 2021114123 W CN2021114123 W CN 2021114123W WO 2023023901 A1 WO2023023901 A1 WO 2023023901A1
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electricity
model
price
long
predicting
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PCT/CN2021/114123
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Chinese (zh)
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韦仲康
朱天博
邢劲
牛家强
张斓曦
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冀北电力交易中心有限公司
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
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    • G06Q10/04Forecasting or optimisation specially adapted for administrative or management purposes, e.g. linear programming or "cutting stock problem"
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
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  • the invention belongs to the technical field of computer data analysis and adjustment applied to the electric power market, and relates to a method for predicting mid- and long-term centralized bidding clearing prices in the electric power market.
  • electricity price is not only a signal of supply and demand in the electricity market, but also an economic lever to control transactions in the electricity market. It is of great significance for all participants in the market to accurately predict the future market electricity price based on the relevant historical data of the electricity market.
  • the medium and long-term electricity price forecast can provide a good reference for the formulation of production plans of power generation enterprises and the long-term investment of power investors, and provide an objective basis for the regulatory authorities to formulate and implement effective regulatory measures. Power supply balance.
  • the medium- and long-term centralized bidding price is a unified price that reflects the supply and demand relationship of electricity commodities in the electricity market, and provides a scientific basis for promoting healthy, stable, and orderly competition and development of the market.
  • medium and long-term electricity prices are also affected by many uncertain factors, resulting in unclear changes in electricity prices.
  • forecasting the medium and long-term electricity price is an indispensable and important aspect in the construction of electricity market.
  • the present invention proposes a method for predicting the clearing price of mid- and long-term centralized bidding in the electric power market.
  • it can correctly reflect the power in the production and circulation
  • the actual value in the process can adjust the supply and demand relationship of electricity and improve the economic benefits of electric power enterprises.
  • the electricity price determined by the market can promote the competition among electric enterprises and enhance the vitality of the enterprise; the electricity price determined by the market can also promote electricity consumers Actively participate in automatic peak shaving and valley filling to make the power consumption structure more reasonable and reduce waste.
  • the present invention proposes a prediction method for mid- and long-term centralized bidding clearing prices in the electricity market, which includes the following steps:
  • Step 1 Collect the influencing factors associated with the clearing price, establish a database of influencing factors, and store the collected influencing factors in the database;
  • Step 2 Perform data preprocessing on the influencing factors in the database, and select the most relevant influencing factors;
  • Step 3 According to the selected influencing factors with the greatest correlation as the input data, use the ARIMA forecasting method in the time series forecasting method, use the historical time series electricity price related data and the historical cleared electricity price data for statistical analysis, and predict the future Clear the price of electricity.
  • step 3 the operation of the step 3 is:
  • the ARIMA model is tested, so that the ARIMA model passes the parameter test and the residual white noise test, and after the model prediction accuracy is improved, the data is predicted.
  • step 3 is:
  • Step 3.1 Perform stationarity inspection and processing. First, observe the stationarity of the input time series data by drawing or by the autocorrelation diagram and partial autocorrelation diagram of the input data, and when analyzing and processing non-stationary data, use the difference method , that is, by calculating the numerical difference between time series t and time t-1, a new and more stable time series is obtained;
  • Step 3.2 Perform ARIMA model identification, combined with time series, using the autocorrelation coefficient ⁇ k and partial autocorrelation coefficient of the input data Identify the corresponding AR(p) model, MR(q) model and ARMR(p,q) model in the ARIMA model for identification; where p is the order of the autoregressive item, and q is the order of the moving average item;
  • Step 3.3 Estimate the parameters of the ARIMA model, determine the value of the autoregressive item order p and the sequence difference order q by observing the characteristics of the autocorrelation diagram and partial autocorrelation diagram of the sequence, and select the optimal The best value; the value of the sequence difference order d is determined by the difference order of the time series;
  • the information amount criterion includes the Akaike information criterion AIC that can judge the complexity and degree of fitting of the ARIMA model, and the specific calculation formula is:
  • k is the number of model parameters
  • L is the likelihood function
  • Step 3.4 Verify the ARIMA model, which specifically includes two parts of verification: one part is to decompress the significance of the parameter estimation of the ARIMA model in step 3.3; the other part is to verify the randomness of the residual sequence , that is, to judge whether the built ARIMA model is advisable by performing residual white noise test and parametric test on the ARIMA model;
  • Step 3.5 Use the ARIMA model to fit the cleared electricity price with the input data after the data screening, and obtain the predicted data of the cleared electricity price.
  • step 2 is:
  • step 2 includes the following steps:
  • Step 2.1 Build a stepwise logistic regression algorithm model:
  • the stepwise logistic regression algorithm model does not directly model the value of the dependent variable Y, but calculates the probability of which type of result the dependent variable Y belongs to by establishing a linear regression function, and judges whether the dependent variable Y belongs to according to the probability. Which type of regression; the conditional probability distribution of the stepwise logistic regression model is:
  • x is an independent variable, that is, different influencing factors.
  • the dependent variable, P represents the probability of different results of Y; through transformation, the above function can be written as:
  • Step 2.2 Significant test of the regression coefficient
  • the regression coefficient is the parameter that represents the influence of the independent variable on the dependent variable in the regression equation.
  • Step 2.3 Screen the independent variable. After completing the significant test statistics of the regression coefficient, select the independent variable whose significance is less than 0.05 to enter the stepwise logistic regression algorithm model; The weight of some independent variables is investigated. If the weight of an independent variable is lower than before, it is considered that its contribution in the model is reduced, and it will be eliminated; the independent variable left by the final screening will be used as input in step 3. input data.
  • the influencing factors include four aspects: generation side, power consumption side, grid side and other aspects.
  • the influence factors included in the power generation side include power supply structure, fuel price, unit category, power generation enterprise HHI, grid electricity price, environmental protection and low-carbon degree, maximum available capacity of the system, and power generation enterprise year-on-year growth rate.
  • the influence factors included in the aspect of the power consumption side include user power load demand, year-on-year growth rate of power users and power sales company agent users, power purchaser HHI index, and catalog electricity price.
  • the influence factors included in the power grid side include power grid flow information, historical clearing prices, system maximum price limits, and system minimum price limits.
  • the other aspects include weather factors, weekends and holidays, retention ratios, and deviation assessment factors.
  • the present invention has the following advantages and beneficial effects:
  • the present invention correctly reflects the actual value of electric power in the process of production and circulation by predicting the clearing price of electricity in the medium and long-term transactions in the electric power market, adjusts the relationship between supply and demand of electric power, and improves the economic benefits of electric power enterprises.
  • the electricity price is determined by the market, which can Promote competition among power companies and enhance business vitality; determining electricity prices by the market can also encourage power consumers to actively participate in automatic peak-shaving and valley-filling, making the power consumption structure more reasonable and reducing waste.
  • Fig. 1 is a schematic structural diagram of the complete idea of the present invention.
  • connection should be understood in a broad sense, for example, it can be a fixed connection or a detachable connection. Connected, or integrally connected; it can be mechanically connected, or electrically connected; it can also be directly connected, or indirectly connected through an intermediary, and it can be the internal communication of two components. Those of ordinary skill in the art can understand the specific meanings of the above terms in the present invention in specific situations.
  • This embodiment proposes a method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market, including the following steps:
  • Step 1 Collect the influencing factors associated with the clearing price, establish a database of influencing factors, and store the collected influencing factors in the database;
  • Step 2 Perform data preprocessing on the influencing factors in the database, and select the most relevant influencing factors;
  • Step 3 According to the selected influencing factors with the greatest correlation as the input data, use the ARIMA forecasting method in the time series forecasting method, use the historical time series electricity price related data and the historical cleared electricity price data for statistical analysis, and predict the future Clear the price of electricity.
  • This embodiment is based on the above-mentioned embodiment 1, and the purpose of the present invention is to build a mid- and long-term centralized bidding clearing electricity price prediction system in the electricity market.
  • the purpose of the present invention is to build a mid- and long-term centralized bidding clearing electricity price prediction system in the electricity market.
  • Through the prediction of the clearing price of electricity in the medium and long-term transactions in the electricity market it can correctly reflect the actual value of electricity in the process of production and circulation, adjust the relationship between supply and demand of electricity, and improve the economic benefits of electricity companies.
  • the competition between enterprises enhances the vitality of enterprises; the determination of electricity prices by the market can also encourage electricity consumers to actively participate in automatic peak-shaving and valley-filling, so that the structure of electricity consumption tends to be more reasonable and waste is reduced.
  • Step 1 Database establishment: According to the generation side, power consumption side, grid side, etc., the influencing factors related to the clearing price are screened out, and the input database is established to prepare the data for the later medium and long-term clearing price forecast.
  • Step: 2 Data processing: use the logistic regression algorithm to screen the input data.
  • Step: 3 Data forecasting: Using the ARIMA forecasting method in the time series forecasting method, using the past time series electricity price-related data and clearing electricity price data for statistical analysis, inferring the future clearing electricity price.
  • Step S100 is further explored, the factors affecting the price are screened out respectively, a database is established, and the factors affecting the system clearing electricity price are entered in the system by means of configuration.
  • Power supply structure Aiming at the substituting role of the unit, when there is a problem with the thermal power unit, if there is no substituting unit, the price of electricity will soar.
  • Fuel price the energy required for power generation, such as coal, natural gas, etc. If the fuel price rises, it will lead to an increase in the power generation cost of the power generation company, an increase in the on-grid electricity price, and an increase in the final market clearing price; if the fuel price decreases, it will cause a decrease in the power generation cost of each power generation company, and the reduction in the on-grid electricity price will eventually reduce the market clearing price .
  • Unit category A, B, and C three-category units.
  • A-type units refer to generating units that have not yet obtained the qualification for direct transactions with the user side, and only have annual planned power generation;
  • B-type units refer to generators that have obtained the qualification for direct transactions with the user side. Units can have both annual planned power generation and transactional power;
  • C-type generators do not have annual planned power generation, but only transactional power. There is an upper limit for the annual direct trading power of Class B units, and there is no upper limit for Class C units.
  • Power generation company HHI It is used to measure changes in the market share of power generation companies. The larger the HHI index, the higher the degree of monopoly, and the greater the possibility of abuse of monopoly power in the market, resulting in higher clearing electricity prices.
  • On-grid electricity price The clearing price will increase with the increase of the on-grid electricity price and decrease with the decrease of the on-grid electricity price.
  • Environmental protection and low-carbon level When adopting high-low matching clearing or marginal clearing, when the electricity sellers declare the same price, they will first be sorted according to energy-saving and low-carbon power scheduling, and if they are in the same order, they will be allocated according to the proportion of declared electricity.
  • the maximum available capacity of the system generally equal to the installed capacity of the system minus the maintenance capacity, but it is not ruled out that some power generators declare the available units as unavailable in order to raise the electricity price.
  • the system supply and demand index can be formed with the electricity load.
  • the year-on-year growth rate of power users and agency users of electricity sales companies The increase in the number of power users and agency retail users of power sales companies will increase the demand for electricity loads, and subsequently cause changes in market clearing prices.
  • Power purchaser HHI index It is used to measure changes in the market share of power purchasers. The larger the HHI index, the higher the degree of monopoly, and the greater the possibility of abuse of monopoly power in the market, resulting in lower electricity prices.
  • step S200 performs data processing, artificially selects the influencing factors related to the electricity price in the database, uses the stepwise logistic regression algorithm to conduct correlation analysis on the artificially screened factors, and selects the relevant factors by selecting the correlation between each factor and the electricity price. The best factors are used as input variables.
  • Logistic regression does not directly model the value of the dependent variable Y, but calculates the probability of which type of result the dependent variable Y belongs to by establishing a linear regression function, and judges which type of regression the dependent variable Y belongs to according to the probability .
  • the conditional probability distribution for the logistic regression model is:
  • x is an independent variable
  • x (x 1 ,x 2 ,x 3 ,...,x n ,1) T
  • ( ⁇ 1 , ⁇ 2 , ⁇ 3 ,..., ⁇ n ,b ) T
  • is called the weight vector
  • b is called the bias
  • Y is the dependent variable with a value of 0 or 1
  • P indicates the probability of different results of Y.
  • the regression coefficient is the parameter that represents the influence of the independent variable on the dependent variable in the regression equation.
  • the independent variable When the value is less than 0.05, the independent variable is considered to be consistent with There is a significant linear relationship, otherwise, the independent variable is considered to be related to There is no significant linear relationship, the independent variable cannot enter the model
  • Independent variable screening After completing the significant test statistics of the regression coefficient, select the independent variable whose significance is less than 0.05 to enter the model. When adding a variable, the weight of the existing independent variable in the model will be inspected. If the weight of an independent variable is lower than before, it is considered that its contribution in the model is reduced, and the variable will be eliminated.
  • the independent variables related to the dependent variable are selected for prediction.
  • the electricity price forecasting work is performed on the related independent variables through the ARIMA model.
  • the difference method is first used, that is, by calculating the numerical difference between time series t and t-1, a new, more stable time series.
  • the ARIMA model is a time series forecasting method, which includes three parts: AR, I, and MA.
  • AR means autoregressive model
  • I means integer order
  • MA means moving average model.
  • ⁇ k the autocorrelation coefficient ⁇ k and the partial autocorrelation coefficient of the sample Identify AR(p), MR(q), and ARMR(p,q).
  • Y t represents the time series value at time t, represents the mean of the time series.
  • ⁇ k represents the autocorrelation coefficient of the time series.
  • the autocorrelation coefficient and partial autocorrelation coefficient of the sample data can be calculated, and then pattern recognition can be performed according to the following table 1.
  • the order p of the autoregressive term it is necessary to determine the order p of the autoregressive term, the order d of the sequence difference, and the order q of the moving average term.
  • the values of p and q are determined by observing the characteristics of the autocorrelation diagram and partial autocorrelation diagram of the sequence, and the optimal value is selected through the information amount criterion, while the d value is determined by the difference order of the time series.
  • the commonly used information criterion includes the Akaike information criterion AIC, which can judge the complexity and fitting degree of the model, and its calculation formula is expressed as:
  • k is the number of model parameters
  • L is the likelihood function
  • the model test mainly includes two parts, one is to decompress the significance of parameter estimates, and the other is to test the randomness of the residual sequence, that is, to judge the value of the model by performing the residual white noise test and parametric test on the model. Whether it is advisable to build a model.
  • the independent variables after data screening are put into the model to fit the electricity price, and the electricity price forecast data is obtained.

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Abstract

Provided in the present invention is a method for predicting a medium- and long-term centralized bidding clearing price in an electricity market. By means of predicting a clearing price of a medium- and long-term transaction in an electricity market, the actual value of electricity in production and circulation processes is accurately reflected, and a relationship between supply and demand of the electricity is adjusted, such that the economic benefits of electric power enterprises are improved. In addition, the price of electricity is determined by the market, which can facilitate mutual competition among the electric power enterprises, and enhance the vitality of the enterprises; and the price of electricity being determined by the market can also encourage electricity consumers to actively participate in automatic peak shaving and valley filling, so as to make an electricity consumption structure more rational, thereby reducing waste.

Description

一种电力市场中长期集中竞价出清价格的预测方法A prediction method for mid- and long-term centralized bidding clearing prices in the electricity market 技术领域technical field
本发明属于应用于电力市场的计算机数据分析调节技术领域,一种电力市场中长期集中竞价出清价格的预测方法。The invention belongs to the technical field of computer data analysis and adjustment applied to the electric power market, and relates to a method for predicting mid- and long-term centralized bidding clearing prices in the electric power market.
背景技术Background technique
在电力市场环境下,电价不仅是电力市场供求关系的信号,也是控制电力市场交易的经济杠杆。根据电力市场的相关历史数据准确的预测出未来的市场电价,对于市场中的各个参与者都具有十分重要的意义。In the electricity market environment, electricity price is not only a signal of supply and demand in the electricity market, but also an economic lever to control transactions in the electricity market. It is of great significance for all participants in the market to accurately predict the future market electricity price based on the relevant historical data of the electricity market.
中长期电价预测能够为发电企业生产计划的制定和电力投资商的长期投资提供很好的参考,为监管部门制定和实施有效的监管措施提供客观依据,同时也有助于电网企业合理安排电网运行与发供电平衡。中长期集中竞价出清价格是电力市场中反映电力商品供求关系的统一价格,为促使市场健康、稳定、有序地竞争和发展提供科学依据。The medium and long-term electricity price forecast can provide a good reference for the formulation of production plans of power generation enterprises and the long-term investment of power investors, and provide an objective basis for the regulatory authorities to formulate and implement effective regulatory measures. Power supply balance. The medium- and long-term centralized bidding price is a unified price that reflects the supply and demand relationship of electricity commodities in the electricity market, and provides a scientific basis for promoting healthy, stable, and orderly competition and development of the market.
中长期电价除具有短期电价所隐含的多周期性、波动性大、多个价格尖峰等特点外,还受到众多不确定性因素影响,导致电价的变化规律不明显。然而电力市场建设中对中长期电价进行预测是不可缺少的重要方面。In addition to the characteristics of multi-periodicity, high volatility, and multiple price peaks implied by short-term electricity prices, medium and long-term electricity prices are also affected by many uncertain factors, resulting in unclear changes in electricity prices. However, forecasting the medium and long-term electricity price is an indispensable and important aspect in the construction of electricity market.
发明内容Contents of the invention
本发明基于现有技术的上述缺陷和需求,提出了一种电力市场中长期集中竞价出清价格的预测方法,通过对电力市场中长期交易出清电价的预测,正确的反映电力在生产与流通过程中的实际价值,调整电力的供求关系,提高电力企业的经济效益,此外,由市场决定电价,能促进电力企业相互之间的竞争,增强企业活力;由市场决定电价还可以促使电力消费者积极参与自动削峰填谷,使电力消费结构趋于合理、减少浪费。Based on the above-mentioned defects and demands of the prior art, the present invention proposes a method for predicting the clearing price of mid- and long-term centralized bidding in the electric power market. By predicting the clearing price of mid- and long-term transactions in the electric power market, it can correctly reflect the power in the production and circulation The actual value in the process can adjust the supply and demand relationship of electricity and improve the economic benefits of electric power enterprises. In addition, the electricity price determined by the market can promote the competition among electric enterprises and enhance the vitality of the enterprise; the electricity price determined by the market can also promote electricity consumers Actively participate in automatic peak shaving and valley filling to make the power consumption structure more reasonable and reduce waste.
本发明提出了一种电力市场中长期集中竞价出清价格的预测方法,包括以下步骤:The present invention proposes a prediction method for mid- and long-term centralized bidding clearing prices in the electricity market, which includes the following steps:
步骤1:采集与出清价格相关联的影响因素,建立影响因素的数据库,将采集的影响因素存储到数据库中;Step 1: Collect the influencing factors associated with the clearing price, establish a database of influencing factors, and store the collected influencing factors in the database;
步骤2:对数据库中的影响因素进行数据预处理,选取出相关性最大的影响因素;Step 2: Perform data preprocessing on the influencing factors in the database, and select the most relevant influencing factors;
步骤3:根据选取出的相关性最大的影响因素作为输入数据,采用时间序列预测法中的ARIMA预测方法,运用历史的时间序列电价相关数据以及历史出清电价数据进行统计分析,预测出未来的出清电价。Step 3: According to the selected influencing factors with the greatest correlation as the input data, use the ARIMA forecasting method in the time series forecasting method, use the historical time series electricity price related data and the historical cleared electricity price data for statistical analysis, and predict the future Clear the price of electricity.
为了更好地实现本发明,进一步地,所述步骤3的操作为:In order to better realize the present invention, further, the operation of the step 3 is:
首先,对输入数据进行平稳性检验及处理;First, the stationarity test and processing of the input data are carried out;
然后,使用采用样本的自相关系数和偏自相关系数进行ARIMA模型识别;在ARIMA 模型识别完成后,确定ARIMA模型中的各个个参数;Then, use the autocorrelation coefficient and partial autocorrelation coefficient of the sample to identify the ARIMA model; after the ARIMA model identification is completed, determine each parameter in the ARIMA model;
最后,在确定ARIMA模型之后,对ARIMA模型进行检验,使ARIMA模型通过参数检验和残差白噪声检验,提高模型预测精度后,对数据进行预测。Finally, after the ARIMA model is determined, the ARIMA model is tested, so that the ARIMA model passes the parameter test and the residual white noise test, and after the model prediction accuracy is improved, the data is predicted.
为了更好地实现本发明,进一步地,所述步骤3的具体操作为:In order to better realize the present invention, further, the specific operation of the step 3 is:
步骤3.1:进行平稳性检验及处理,首先通过绘图或者通过输入数据的自相关图和偏自相关图来观测输入时间序列数据的平稳性,且在对非平稳数据进行分析处理时,采用差分法,即通过计算时间序列t时刻与t-1时刻的数值差值,得到一个新的且更平稳的时间序列;Step 3.1: Perform stationarity inspection and processing. First, observe the stationarity of the input time series data by drawing or by the autocorrelation diagram and partial autocorrelation diagram of the input data, and when analyzing and processing non-stationary data, use the difference method , that is, by calculating the numerical difference between time series t and time t-1, a new and more stable time series is obtained;
步骤3.2:进行ARIMA模型识别,结合时间序列,采用输入数据的自相关系数ρ k和偏自相关系数
Figure PCTCN2021114123-appb-000001
识别ARIMA模型中对应的AR(p)模型、MR(q)模型以及ARMR(p,q)模型进行识别;其中p为自回归项阶数,q为移动平均项阶数;
Step 3.2: Perform ARIMA model identification, combined with time series, using the autocorrelation coefficient ρ k and partial autocorrelation coefficient of the input data
Figure PCTCN2021114123-appb-000001
Identify the corresponding AR(p) model, MR(q) model and ARMR(p,q) model in the ARIMA model for identification; where p is the order of the autoregressive item, and q is the order of the moving average item;
具体识别关系如下表所示:The specific identification relationship is shown in the following table:
Figure PCTCN2021114123-appb-000002
Figure PCTCN2021114123-appb-000002
步骤3.3:进行ARIMA模型的参数估计,通过观察序列的自相关图和偏自相关图的特征来确定自回归项阶数p和序列差分阶数q的取值,并通过信息量准则来选取最佳的值;通过时间序列的差分阶数来确定序列差分阶数d的值;Step 3.3: Estimate the parameters of the ARIMA model, determine the value of the autoregressive item order p and the sequence difference order q by observing the characteristics of the autocorrelation diagram and partial autocorrelation diagram of the sequence, and select the optimal The best value; the value of the sequence difference order d is determined by the difference order of the time series;
所述信息量准则包括能够对ARIMA模型的复杂的和拟合度进行判断的赤池信息准则AIC,具体计算公式为:The information amount criterion includes the Akaike information criterion AIC that can judge the complexity and degree of fitting of the ARIMA model, and the specific calculation formula is:
AIC=2k-2ln(L)AIC=2k-2ln(L)
其中,k为模型参数个数,L是似然函数;Among them, k is the number of model parameters, and L is the likelihood function;
步骤3.4:对ARIMA模型进行校验,具体包括两部分的校验:一部分为对步骤3.3中的ARIMA模型的参数估计的显著性进行减压;另一部分为对残差序列的随机性进行校验,即通过对ARIMA模型进行残差白噪声检验和参数性检验来判断所建ARIMA模型是否可取;Step 3.4: Verify the ARIMA model, which specifically includes two parts of verification: one part is to decompress the significance of the parameter estimation of the ARIMA model in step 3.3; the other part is to verify the randomness of the residual sequence , that is, to judge whether the built ARIMA model is advisable by performing residual white noise test and parametric test on the ARIMA model;
步骤3.5:通过ARIMA模型将通过数据筛选后的输入数据进行出清电价拟合,得到出清电价的预测数据。Step 3.5: Use the ARIMA model to fit the cleared electricity price with the input data after the data screening, and obtain the predicted data of the cleared electricity price.
为了更好地实现本发明,进一步地,所述步骤2具体操作为:In order to better realize the present invention, further, the specific operation of the step 2 is:
选择数据库中与电价有关的影响因素,采用逐步逻辑回归算法对选取的影响因素进行 相关性分析,通过评选各影响因素与电价的相关性,选取相关性最好的影响因素作为步骤3输入变量。Select the influencing factors related to the electricity price in the database, and use the stepwise logistic regression algorithm to conduct correlation analysis on the selected influencing factors. By selecting the correlation between each influencing factor and the electricity price, select the influencing factor with the best correlation as the input variable in step 3.
为了更好地实现本发明,进一步地,所述步骤2包括以下步骤:、In order to better realize the present invention, further, said step 2 includes the following steps:,
步骤2.1:建立逐步逻辑回归算法模型:Step 2.1: Build a stepwise logistic regression algorithm model:
所述逐步逻辑回归算法模型并不是直接对因变量Y的值进行建模,而是通过建立一个线性回归的函数来计算因变量Y属于哪类结果的概率,根据概率来判断因变量Y是属于哪一类的回归;所述逐步逻辑回归模型的条件概率分布为:The stepwise logistic regression algorithm model does not directly model the value of the dependent variable Y, but calculates the probability of which type of result the dependent variable Y belongs to by establishing a linear regression function, and judges whether the dependent variable Y belongs to according to the probability. Which type of regression; the conditional probability distribution of the stepwise logistic regression model is:
Figure PCTCN2021114123-appb-000003
Figure PCTCN2021114123-appb-000003
Figure PCTCN2021114123-appb-000004
Figure PCTCN2021114123-appb-000004
其中,x是自变量,即不同的影响因素,影响因素x的集合表示为x=(x 1,x 2,x 3,...,x n,1) T,ω称为不同的影响因素x对应的权值向量,权值向量ω表示为ω=(ω 123,...,ω n,b) T,b称为偏置,Y是取值0或1的因变量,P表示Y不同结果时候的概率;通过变换将上述函数写成: Among them, x is an independent variable, that is, different influencing factors. The set of influencing factors x is expressed as x=(x 1 ,x 2 ,x 3 ,...,x n ,1) T , and ω is called different influencing factors The weight vector corresponding to x, the weight vector ω is expressed as ω=(ω 123 ,...,ω n ,b) T , b is called the bias, and Y is the value of 0 or 1 The dependent variable, P represents the probability of different results of Y; through transformation, the above function can be written as:
Figure PCTCN2021114123-appb-000005
Figure PCTCN2021114123-appb-000005
将上述中的概率P转换成一个关于X的线性回归模型,得到下式:Convert the probability P in the above into a linear regression model about X, and get the following formula:
Figure PCTCN2021114123-appb-000006
Figure PCTCN2021114123-appb-000006
步骤2.2:回归系数的显著检验回归系数即在回归方程中表示自变量对因变量影响大小的参数,使用模型回归系数β i和回归系数标准误差Sβ i,进行回归系数的显著检验,具体数学公式定义为: Step 2.2: Significant test of the regression coefficient The regression coefficient is the parameter that represents the influence of the independent variable on the dependent variable in the regression equation. Use the model regression coefficient β i and the standard error Sβ i of the regression coefficient to perform a significant test of the regression coefficient. The specific mathematical formula defined as:
Figure PCTCN2021114123-appb-000007
Figure PCTCN2021114123-appb-000007
当显著检验的值小于0.05时,认为对应的自变量与
Figure PCTCN2021114123-appb-000008
有显著的线性关系;否则,认为对应的自变量与
Figure PCTCN2021114123-appb-000009
没有显著的线性关系,没有显著的线性关系的自变量不能进 入逐步逻辑回归算法模型;
When the value of the significant test is less than 0.05, it is considered that the corresponding independent variable and
Figure PCTCN2021114123-appb-000008
There is a significant linear relationship; otherwise, it is considered that the corresponding independent variable and
Figure PCTCN2021114123-appb-000009
There is no significant linear relationship, and independent variables without significant linear relationship cannot enter the stepwise logistic regression algorithm model;
步骤2.3:进行自变量筛选,在完成回归系数的显著检验统计后,挑选显著性小于0.05的自变量进入逐步逻辑回归算法模型;在增加了一个自变量时,会对逐步逻辑回归算法模型中已有的自变量的权重做考察,若某个自变量的权重相比于之前降低,则认为其在模型中的贡献度降低,将其剔除;将最终筛选留下的自变量作为输入步骤3中的输入数据。Step 2.3: Screen the independent variable. After completing the significant test statistics of the regression coefficient, select the independent variable whose significance is less than 0.05 to enter the stepwise logistic regression algorithm model; The weight of some independent variables is investigated. If the weight of an independent variable is lower than before, it is considered that its contribution in the model is reduced, and it will be eliminated; the independent variable left by the final screening will be used as input in step 3. input data.
为了更好地实现本发明,进一步地,所述影响因素包括四个方面:发电侧方面、用电侧方面、电网侧方面和其他方面。In order to better realize the present invention, further, the influencing factors include four aspects: generation side, power consumption side, grid side and other aspects.
为了更好地实现本发明,进一步地,所述发电侧方面包括的影响因素有电源结构、燃料价格、机组类别、发电企业HHI、上网电价、环保低碳程度、系统最大可用容量、发电企业同比增长率。In order to better realize the present invention, further, the influence factors included in the power generation side include power supply structure, fuel price, unit category, power generation enterprise HHI, grid electricity price, environmental protection and low-carbon degree, maximum available capacity of the system, and power generation enterprise year-on-year growth rate.
为了更好地实现本发明,进一步地,所述用电侧方面包括的影响因素有用户用电负荷需求、电力用户及售电公司代理用户同比增长率、购电方HHI指数、目录电价。In order to better realize the present invention, further, the influence factors included in the aspect of the power consumption side include user power load demand, year-on-year growth rate of power users and power sales company agent users, power purchaser HHI index, and catalog electricity price.
为了更好地实现本发明,进一步地,所述电网侧方面包括的影响因素有电网潮流信息、历史出清价格、系统最高限价、系统最低限价。In order to better realize the present invention, further, the influence factors included in the power grid side include power grid flow information, historical clearing prices, system maximum price limits, and system minimum price limits.
为了更好地实现本发明,进一步地,所述其他方面包括的影响因素有天气因素、周末及节假日、持留比例、偏差考核因素。In order to better realize the present invention, further, the other aspects include weather factors, weekends and holidays, retention ratios, and deviation assessment factors.
本发明与现有技术相比具有以下优点及有益效果:Compared with the prior art, the present invention has the following advantages and beneficial effects:
本发明通过对电力市场中长期交易出清电价的预测,正确的反映电力在生产与流通过程中的实际价值,调整电力的供求关系,提高电力企业的经济效益,此外,由市场决定电价,能促进电力企业相互之间的竞争,增强企业活力;由市场决定电价还可以促使电力消费者积极参与自动削峰填谷,使电力消费结构趋于合理、减少浪费。The present invention correctly reflects the actual value of electric power in the process of production and circulation by predicting the clearing price of electricity in the medium and long-term transactions in the electric power market, adjusts the relationship between supply and demand of electric power, and improves the economic benefits of electric power enterprises. In addition, the electricity price is determined by the market, which can Promote competition among power companies and enhance business vitality; determining electricity prices by the market can also encourage power consumers to actively participate in automatic peak-shaving and valley-filling, making the power consumption structure more reasonable and reducing waste.
附图说明Description of drawings
图1为本发明完整思路结构示意图。Fig. 1 is a schematic structural diagram of the complete idea of the present invention.
具体实施方式Detailed ways
为了更清楚地说明本发明实施例的技术方案,下面将结合本发明实施例中的附图,对本发明实施例中的技术方案进行清楚、完整地描述,应当理解,所描述的实施例仅仅是本发明的一部分实施例,而不是全部的实施例,因此不应被看作是对保护范围的限定。基于本发明中的实施例,本领域普通技术工作人员在没有做出创造性劳动前提下所获得的所有其他实施例,都属于本发明保护的范围。In order to illustrate the technical solutions of the embodiments of the present invention more clearly, the technical solutions in the embodiments of the present invention will be clearly and completely described below in conjunction with the drawings in the embodiments of the present invention. It should be understood that the described embodiments are only Some, but not all, embodiments of the present invention should not be considered as limiting the scope of protection. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without creative efforts fall within the protection scope of the present invention.
在本发明的描述中,需要说明的是,除非另有明确的规定和限定,术语“设置”、“相连”、“连接”应做广义理解,例如,可以是固定连接,也可以是可拆卸连接,或一体地 连接;可以是机械连接,也可以是电连接;也可以是直接相连,也可以是通过中间媒介间接相连,可以是两个元件内部的连通。对于本领域的普通技术人员而言,可以具体情况理解上述术语在本发明中的具体含义。In the description of the present invention, it should be noted that, unless otherwise clearly specified and limited, the terms "arrangement", "connection" and "connection" should be understood in a broad sense, for example, it can be a fixed connection or a detachable connection. Connected, or integrally connected; it can be mechanically connected, or electrically connected; it can also be directly connected, or indirectly connected through an intermediary, and it can be the internal communication of two components. Those of ordinary skill in the art can understand the specific meanings of the above terms in the present invention in specific situations.
实施例1:Example 1:
本实施例提出了一种电力市场中长期集中竞价出清价格的预测方法,包括以下步骤:This embodiment proposes a method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market, including the following steps:
步骤1:采集与出清价格相关联的影响因素,建立影响因素的数据库,将采集的影响因素存储到数据库中;Step 1: Collect the influencing factors associated with the clearing price, establish a database of influencing factors, and store the collected influencing factors in the database;
步骤2:对数据库中的影响因素进行数据预处理,选取出相关性最大的影响因素;Step 2: Perform data preprocessing on the influencing factors in the database, and select the most relevant influencing factors;
步骤3:根据选取出的相关性最大的影响因素作为输入数据,采用时间序列预测法中的ARIMA预测方法,运用历史的时间序列电价相关数据以及历史出清电价数据进行统计分析,预测出未来的出清电价。Step 3: According to the selected influencing factors with the greatest correlation as the input data, use the ARIMA forecasting method in the time series forecasting method, use the historical time series electricity price related data and the historical cleared electricity price data for statistical analysis, and predict the future Clear the price of electricity.
实施例2:Example 2:
本实施例在上述实施例1的基础上,本发明的目的在于建设电力市场中长期集中竞价出清电价预测系统。通过对电力市场中长期交易出清电价的预测,正确的反映电力在生产与流通过程中的实际价值,调整电力的供求关系,提高电力企业的经济效益,此外,由市场决定电价,能促进电力企业相互之间的竞争,增强企业活力;由市场决定电价还可以促使电力消费者积极参与自动削峰填谷,使电力消费结构趋于合理、减少浪费。This embodiment is based on the above-mentioned embodiment 1, and the purpose of the present invention is to build a mid- and long-term centralized bidding clearing electricity price prediction system in the electricity market. Through the prediction of the clearing price of electricity in the medium and long-term transactions in the electricity market, it can correctly reflect the actual value of electricity in the process of production and circulation, adjust the relationship between supply and demand of electricity, and improve the economic benefits of electricity companies. The competition between enterprises enhances the vitality of enterprises; the determination of electricity prices by the market can also encourage electricity consumers to actively participate in automatic peak-shaving and valley-filling, so that the structure of electricity consumption tends to be more reasonable and waste is reduced.
为了达到上述目的,本发明通过下述技术方案实现:In order to achieve the above object, the present invention is achieved through the following technical solutions:
步骤1:数据库建立:根据发电侧、用电侧、电网侧等分别筛选出与出清价格相关的影响因素,建立输入数据库,为后期的中长期出清电价预测做好数据的准备工作。Step 1: Database establishment: According to the generation side, power consumption side, grid side, etc., the influencing factors related to the clearing price are screened out, and the input database is established to prepare the data for the later medium and long-term clearing price forecast.
步骤:2:数据处理:采用逻辑回归算法,对输入数据进行数据筛选。Step: 2: Data processing: use the logistic regression algorithm to screen the input data.
步骤:3:数据预测:采用时间序列预测法中的ARIMA预测方法,运用过去的时间序列电价相关数据以及出清电价数据进行统计分析,推测出未来的出清电价。Step: 3: Data forecasting: Using the ARIMA forecasting method in the time series forecasting method, using the past time series electricity price-related data and clearing electricity price data for statistical analysis, inferring the future clearing electricity price.
对步骤S100进行进一步的探索,分别筛选出影响价格的因素,建立数据库,在系统中采用配置的方式对系统出清电价影响因素进行录入。Step S100 is further explored, the factors affecting the price are screened out respectively, a database is established, and the factors affecting the system clearing electricity price are entered in the system by means of configuration.
(1)发电侧(1) Power generation side
电源结构:针对于机组的替补作用,当火电机组出现问题时,如果没有替补机组将会导致电价的飙升。Power supply structure: Aiming at the substituting role of the unit, when there is a problem with the thermal power unit, if there is no substituting unit, the price of electricity will soar.
燃料价格:发电所需的能源,如煤炭、天然气等。若燃料价格升高,将造成发电商发电成本增加,上网电价抬高,最终市场出清价提高;如果燃料价格降低,就会造成各发电商发电成本下降,上网电价降低最终降低市场出清价。Fuel price: the energy required for power generation, such as coal, natural gas, etc. If the fuel price rises, it will lead to an increase in the power generation cost of the power generation company, an increase in the on-grid electricity price, and an increase in the final market clearing price; if the fuel price decreases, it will cause a decrease in the power generation cost of each power generation company, and the reduction in the on-grid electricity price will eventually reduce the market clearing price .
机组类别:A、B、C三类机组,A类机组是指暂未获得与用户侧直接交易资格的发电机组,只拥有年度计划发电量;B类机组指获得与用户侧直接交易资格的发电机组,可同时拥有年度计划发电量和交易电量;C类机组不拥有年度计划发电量的发电机组,只拥有交易电量。对B类机组全年直接交易电量设置上限,C类不设置上限。Unit category: A, B, and C three-category units. A-type units refer to generating units that have not yet obtained the qualification for direct transactions with the user side, and only have annual planned power generation; B-type units refer to generators that have obtained the qualification for direct transactions with the user side. Units can have both annual planned power generation and transactional power; C-type generators do not have annual planned power generation, but only transactional power. There is an upper limit for the annual direct trading power of Class B units, and there is no upper limit for Class C units.
发电企业HHI:用来计量发电企业市场份额的变化,HHI指数越大,则代表垄断程度越高,市场中滥用垄断力的可能性就越大,导致出清电价会升高。Power generation company HHI: It is used to measure changes in the market share of power generation companies. The larger the HHI index, the higher the degree of monopoly, and the greater the possibility of abuse of monopoly power in the market, resulting in higher clearing electricity prices.
上网电价:出清价会随着上网电价的升高而升高,随着上网电价的降低而降低。On-grid electricity price: The clearing price will increase with the increase of the on-grid electricity price and decrease with the decrease of the on-grid electricity price.
环保低碳程度:在采取高低匹配出清或者边际出清时,当售电方申报价格相同时,首先按照节能低碳电力调度排序,在同一序位上时按照申报电量比例分配。Environmental protection and low-carbon level: When adopting high-low matching clearing or marginal clearing, when the electricity sellers declare the same price, they will first be sorted according to energy-saving and low-carbon power scheduling, and if they are in the same order, they will be allocated according to the proportion of declared electricity.
系统最大可用容量:一般等于系统装机容量减去检修容量,但是不排除一些发电商为了抬高电价,将可用机组申报为不可用的情况。可以与用电负荷形成系统供求指数。The maximum available capacity of the system: generally equal to the installed capacity of the system minus the maintenance capacity, but it is not ruled out that some power generators declare the available units as unavailable in order to raise the electricity price. The system supply and demand index can be formed with the electricity load.
发电企业同比增长率:发电企业的增长提高了市场发电企业竞争性,随着市场竞争力的增大,出清电价将会随之变化。Year-on-year growth rate of power generation companies: The growth of power generation companies has improved the competitiveness of power generation companies in the market. With the increase of market competitiveness, the clearing electricity price will change accordingly.
(2)用电侧(2) Power consumption side
用户用电负荷需求:对于给定的发电总装机容量,负荷需求增大,则被调用的高成本机组越多,市场出清价就越高;当用电负荷需求下降时,发电侧的竞争就会越充分,市场出清价就越低。User demand for electricity load: For a given total installed capacity of power generation, the more high-cost units are called, the higher the market clearing price will be when the load demand increases; when the demand for electricity load decreases, the competition on the power generation side The fuller it will be, the lower the market clearing price will be.
电力用户及售电公司代理用户同比增长率:电力用户及售电公司代理零售用户数的增长将使得用电负荷需求的增加,随之使得市场出清价的变化。The year-on-year growth rate of power users and agency users of electricity sales companies: The increase in the number of power users and agency retail users of power sales companies will increase the demand for electricity loads, and subsequently cause changes in market clearing prices.
购电方HHI指数:用来计量购电方市场份额的变化,HHI指数越大,则代表垄断程度越高,市场中滥用垄断力的可能性就越大,导致出清电价会降低。Power purchaser HHI index: It is used to measure changes in the market share of power purchasers. The larger the HHI index, the higher the degree of monopoly, and the greater the possibility of abuse of monopoly power in the market, resulting in lower electricity prices.
目录电价:将影响购电方参与电力市场的意愿。Catalog electricity price: It will affect the willingness of electricity purchasers to participate in the electricity market.
(3)电网侧(3) Grid side
电网潮流信息Grid flow information
历史出清电价:前后时段电价间具有较强的相关性Historically cleared electricity prices: there is a strong correlation between electricity prices before and after periods
系统最高、最低限价:将会影响发电侧与电力用户的报价。System maximum and minimum price: It will affect the quotations of the power generation side and power users.
(4)其他(4) Others
天气因素:将影响负荷的变化Weather factors: will affect load changes
周末节假日:将影响负荷的变化Weekends and holidays: changes that will affect load
持留比例retention ratio
偏差考核因素Deviation assessment factors
政策原因Policy reasons
进一步的,所述步骤S200进行数据处理,人为选择数据库中与电价有关的影响因素,采用逐步逻辑回归算法对人为筛选的因素进行相关性分析,通过评选各因素中与电价的相关性,选取相关性最好的因素作为输入变量。Further, the step S200 performs data processing, artificially selects the influencing factors related to the electricity price in the database, uses the stepwise logistic regression algorithm to conduct correlation analysis on the artificially screened factors, and selects the relevant factors by selecting the correlation between each factor and the electricity price. The best factors are used as input variables.
(1)逐步逻辑回归算法原理(1) Principle of stepwise logistic regression algorithm
逻辑回归并不是直接对因变量Y的值进行建模,而是通过建立一个线性回归的函数来计算因变量Y属于哪类结果的概率,根据概率来判断因变量Y是属于哪一类的回归。逻辑回归模型的条件概率分布为:Logistic regression does not directly model the value of the dependent variable Y, but calculates the probability of which type of result the dependent variable Y belongs to by establishing a linear regression function, and judges which type of regression the dependent variable Y belongs to according to the probability . The conditional probability distribution for the logistic regression model is:
Figure PCTCN2021114123-appb-000010
Figure PCTCN2021114123-appb-000010
Figure PCTCN2021114123-appb-000011
Figure PCTCN2021114123-appb-000011
其中,x是自变量,x=(x 1,x 2,x 3,...,x n,1) T,ω=(ω 123,...,ω n,b) T,ω称为权值向量,b称为偏置,Y是取值0或1的因变量,P表示Y不同结果时候的概率。通过变换将上述函数写成: Where, x is an independent variable, x=(x 1 ,x 2 ,x 3 ,...,x n ,1) T , ω=(ω 123 ,...,ω n ,b ) T , ω is called the weight vector, b is called the bias, Y is the dependent variable with a value of 0 or 1, and P indicates the probability of different results of Y. The above function can be written by transformation as:
Figure PCTCN2021114123-appb-000012
Figure PCTCN2021114123-appb-000012
将上述中的概率P转换成一个关于X的线性回归模型,得到下式:Convert the probability P in the above into a linear regression model about X, and get the following formula:
Figure PCTCN2021114123-appb-000013
Figure PCTCN2021114123-appb-000013
(2)回归系数的显著检验:回归系数即在回归方程中表示自变量对因变量影响大小的参数,使用模型回归系数β i和回归系数标准误差Sβ i,进行回归系数的显著检验,其数学定义为: (2) Significant test of the regression coefficient: the regression coefficient is the parameter that represents the influence of the independent variable on the dependent variable in the regression equation. Using the model regression coefficient β i and the standard error Sβ i of the regression coefficient to perform a significant test of the regression coefficient, its mathematics defined as:
Figure PCTCN2021114123-appb-000014
Figure PCTCN2021114123-appb-000014
当值小于0.05时,认为该自变量与
Figure PCTCN2021114123-appb-000015
有显著的线性关系,否则,认为该自变量与
Figure PCTCN2021114123-appb-000016
没有显著的线性关系,该自变量不能进入模型
When the value is less than 0.05, the independent variable is considered to be consistent with
Figure PCTCN2021114123-appb-000015
There is a significant linear relationship, otherwise, the independent variable is considered to be related to
Figure PCTCN2021114123-appb-000016
There is no significant linear relationship, the independent variable cannot enter the model
(3)自变量筛选:在完成回归系数的显著检验统计后,挑选显著性小于0.05的自变量进入模型,在增加了一个变量时,会对模型中已有的自变量权重做考察,若某个自变量的权重相比于之前降低,则认为其在模型中的贡献度降低,将剔除该变量。(3) Independent variable screening: After completing the significant test statistics of the regression coefficient, select the independent variable whose significance is less than 0.05 to enter the model. When adding a variable, the weight of the existing independent variable in the model will be inspected. If the weight of an independent variable is lower than before, it is considered that its contribution in the model is reduced, and the variable will be eliminated.
经过上述步骤,选出与因变量相关的自变量进行预测。After the above steps, the independent variables related to the dependent variable are selected for prediction.
进一步的,所述步骤S300电价预测,通过上述方法选择出与因变量相关的自变量后,通过ARIMA模型对相关自变量进行电价预测工作。首先对数据进行平稳性检验及处理,然后使用采用样本的自相关系数和偏自相关系数去识别模型,模型识别完成后,确定模型中的三个参数,确定模型之后,通过对模型进行检验,使模型通过参数检验和残差白噪声检验,提高模型预测精度后,对数据进行精准预测。Further, in the step S300 of electricity price forecasting, after the independent variables related to the dependent variable are selected through the above method, the electricity price forecasting work is performed on the related independent variables through the ARIMA model. First, test and process the stationarity of the data, and then use the autocorrelation coefficient and partial autocorrelation coefficient of the sample to identify the model. After the model identification is completed, determine the three parameters in the model. After the model is determined, the model is tested. Make the model pass the parameter test and residual white noise test to improve the prediction accuracy of the model and accurately predict the data.
(1)平稳性检验及处理(1) Stationarity inspection and processing
首先通过绘图或者通过数据的自相关图和偏自相关图来观测输入时间序列数据的平稳性。由于大多数的随机过程并不是平稳的,因此在对非平稳数据进行研究时,首先采用差分法,即通过计算时间序列t时刻与t-1时刻的数值差值,得到一个新的,更平稳的时间序列。First, observe the stationarity of the input time series data by drawing or through the autocorrelation diagram and partial autocorrelation diagram of the data. Since most random processes are not stationary, when studying non-stationary data, the difference method is first used, that is, by calculating the numerical difference between time series t and t-1, a new, more stable time series.
(2)模型识别(2) Model identification
ARIMA模型,是一种时间序列预测方法,包含AR、I、MA三个部分。AR表示自回归模型;I表示单整阶数;MA表示移动平均模型。在模型的识别中,需要采用样本的自相关系数ρ k和偏自相关系数
Figure PCTCN2021114123-appb-000017
识别AR(p)、MR(q)以及ARMR(p,q)。
The ARIMA model is a time series forecasting method, which includes three parts: AR, I, and MA. AR means autoregressive model; I means integer order; MA means moving average model. In the identification of the model, it is necessary to use the autocorrelation coefficient ρ k and the partial autocorrelation coefficient of the sample
Figure PCTCN2021114123-appb-000017
Identify AR(p), MR(q), and ARMR(p,q).
自相关系数的计算公式为:The formula for calculating the autocorrelation coefficient is:
Figure PCTCN2021114123-appb-000018
Figure PCTCN2021114123-appb-000018
其中,Y t表示t时刻的时间序列值,
Figure PCTCN2021114123-appb-000019
表示该时间序列的均值。
Among them, Y t represents the time series value at time t,
Figure PCTCN2021114123-appb-000019
represents the mean of the time series.
偏自相关系数的计算公式为:The formula for calculating the partial autocorrelation coefficient is:
Figure PCTCN2021114123-appb-000020
Figure PCTCN2021114123-appb-000020
其中,ρ k表示时间序列的自相关系数。 Among them, ρ k represents the autocorrelation coefficient of the time series.
根据上述计算公式,可以计算样本数据的自相关系数和偏自相关系数,然后根据下表1进行模式识别。According to the above calculation formula, the autocorrelation coefficient and partial autocorrelation coefficient of the sample data can be calculated, and then pattern recognition can be performed according to the following table 1.
表1Table 1
Figure PCTCN2021114123-appb-000021
Figure PCTCN2021114123-appb-000021
根据自相关系数及自相关系数绘制的示意图,判断模型是属于上述哪种模型。According to the autocorrelation coefficient and the schematic diagram drawn by the autocorrelation coefficient, judge which model belongs to the above model.
(3)参数估计(3) Parameter estimation
在ARIMA模型中,需要确定自回归项阶数p、序列差分阶数d、移动平均项阶数q。通过观察序列的自相关图和偏自相关图的特征来确定p和q的取值,并通过信息量准则来选取最优的值,而d值是通过时间序列的差分阶数来确定的。In the ARIMA model, it is necessary to determine the order p of the autoregressive term, the order d of the sequence difference, and the order q of the moving average term. The values of p and q are determined by observing the characteristics of the autocorrelation diagram and partial autocorrelation diagram of the sequence, and the optimal value is selected through the information amount criterion, while the d value is determined by the difference order of the time series.
常用的信息量准则包括赤池信息准则AIC,它能够对模型的复杂度和拟合度进行判断,其计算公式表示为:The commonly used information criterion includes the Akaike information criterion AIC, which can judge the complexity and fitting degree of the model, and its calculation formula is expressed as:
AIC=2k-2ln(L)AIC=2k-2ln(L)
其中,k为模型参数个数,L是似然函数。Among them, k is the number of model parameters, and L is the likelihood function.
(4)模型检验(4) Model checking
模型检验主要包括两个部分,一部分是对参数估计的显著性进行减压,另一部分是对残差序列的随机性进行检验,即通过对模型进行残差白噪声检验和参数性检验来判断所建模型是否可取。The model test mainly includes two parts, one is to decompress the significance of parameter estimates, and the other is to test the randomness of the residual sequence, that is, to judge the value of the model by performing the residual white noise test and parametric test on the model. Whether it is advisable to build a model.
(5)结果输出(5) Result output
通过上述过程构建的ARIMA模型,将通过数据筛选之后的自变量投入到模型中对电价进行拟合,得到电价预测数据。In the ARIMA model constructed through the above process, the independent variables after data screening are put into the model to fit the electricity price, and the electricity price forecast data is obtained.
本实施例的其他部分与上述实施例1相同,故不再赘述。Other parts of this embodiment are the same as those of Embodiment 1 above, so details are not repeated here.
以上所述,仅是本发明的较佳实施例,并非对本发明做任何形式上的限制,凡是依据本发明的技术实质对以上实施例所作的任何简单修改、等同变化,均落入本发明的保护范围之内。The above descriptions are only preferred embodiments of the present invention, and are not intended to limit the present invention in any form. Any simple modifications and equivalent changes made to the above embodiments according to the technical essence of the present invention all fall within the scope of the present invention. within the scope of protection.

Claims (10)

  1. 一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,包括以下步骤:A method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market, characterized in that it includes the following steps:
    步骤1:采集与出清价格相关联的影响因素,建立影响因素的数据库,将采集的影响因素存储到数据库中;Step 1: Collect the influencing factors associated with the clearing price, establish a database of influencing factors, and store the collected influencing factors in the database;
    步骤2:对数据库中的影响因素进行数据预处理,选取出相关性最大的影响因素;Step 2: Perform data preprocessing on the influencing factors in the database, and select the most relevant influencing factors;
    步骤3:根据选取出的相关性最大的影响因素作为输入数据,采用时间序列预测法中的ARIMA预测方法,运用历史的时间序列电价相关数据以及历史出清电价数据进行统计分析,预测出未来的出清电价。Step 3: According to the selected influencing factors with the greatest correlation as the input data, use the ARIMA forecasting method in the time series forecasting method, use the historical time series electricity price related data and the historical cleared electricity price data for statistical analysis, and predict the future Clear the price of electricity.
  2. 如权利要求1所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述步骤3的操作为:A method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market as claimed in claim 1, wherein the operation of the step 3 is:
    首先,对输入数据进行平稳性检验及处理;First, the stationarity test and processing of the input data are carried out;
    然后,使用采用样本的自相关系数和偏自相关系数进行ARIMA模型识别;在ARIMA模型识别完成后,确定ARIMA模型中的各个个参数;Then, use the autocorrelation coefficient and partial autocorrelation coefficient of the sample to identify the ARIMA model; after the ARIMA model identification is completed, determine each parameter in the ARIMA model;
    最后,在确定ARIMA模型之后,对ARIMA模型进行检验,使ARIMA模型通过参数检验和残差白噪声检验,提高模型预测精度后,对数据进行预测。Finally, after the ARIMA model is determined, the ARIMA model is tested, so that the ARIMA model passes the parameter test and the residual white noise test, and after the model prediction accuracy is improved, the data is predicted.
  3. 如权利要求1或2所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述步骤3的具体操作为:A method for forecasting the mid- and long-term centralized bidding clearing price in the electricity market according to claim 1 or 2, characterized in that, the specific operation of the step 3 is:
    步骤3.1:进行平稳性检验及处理,首先通过绘图或者通过输入数据的自相关图和偏自相关图来观测输入时间序列数据的平稳性,且在对非平稳数据进行分析处理时,采用差分法,即通过计算时间序列t时刻与t-1时刻的数值差值,得到一个新的且更平稳的时间序列;Step 3.1: Perform stationarity inspection and processing. First, observe the stationarity of the input time series data by drawing or by the autocorrelation diagram and partial autocorrelation diagram of the input data, and when analyzing and processing non-stationary data, use the difference method , that is, by calculating the numerical difference between time series t and time t-1, a new and more stable time series is obtained;
    步骤3.2:进行ARIMA模型识别,结合时间序列,采用输入数据的自相关系数ρ k和偏自相关系数
    Figure PCTCN2021114123-appb-100001
    识别ARIMA模型中对应的AR(p)模型、MR(q)模型以及ARMR(p,q)模型进行识别;其中p为自回归项阶数,q为移动平均项阶数;
    Step 3.2: Perform ARIMA model identification, combined with time series, using the autocorrelation coefficient ρ k and partial autocorrelation coefficient of the input data
    Figure PCTCN2021114123-appb-100001
    Identify the corresponding AR(p) model, MR(q) model and ARMR(p,q) model in the ARIMA model for identification; where p is the order of the autoregressive item, and q is the order of the moving average item;
    具体识别关系如下表所示:The specific identification relationship is shown in the following table:
    模型Model AR(p)AR(p) MA(q)MA(q) ARMA(p,q)ARMA(p,q) 自相关系数autocorrelation coefficient 拖尾smear q阶后截尾Censored after q order 拖尾smear 偏自相关系数partial autocorrelation coefficient p阶后截尾Censored after p order 拖尾smear 拖尾smear
    步骤3.3:进行ARIMA模型的参数估计,通过观察序列的自相关图和偏自相关图的特征来确定自回归项阶数p和序列差分阶数q的取值,并通过信息量准则来选取最佳的值;通过时间序列的差分阶数来确定序列差分阶数d的值;Step 3.3: Estimate the parameters of the ARIMA model, determine the value of the autoregressive item order p and the sequence difference order q by observing the characteristics of the autocorrelation diagram and partial autocorrelation diagram of the sequence, and select the optimal The best value; the value of the sequence difference order d is determined by the difference order of the time series;
    所述信息量准则包括能够对ARIMA模型的复杂的和拟合度进行判断的赤池信息准则 AIC,具体计算公式为:The information amount criterion includes the Akaike information criterion AIC that can judge the complexity and degree of fitting of the ARIMA model, and the specific calculation formula is:
    AIC=2k-2ln(L)AIC=2k-2ln(L)
    其中,k为模型参数个数,L是似然函数;Among them, k is the number of model parameters, and L is the likelihood function;
    步骤3.4:对ARIMA模型进行校验,具体包括两部分的校验:一部分为对步骤3.3中的ARIMA模型的参数估计的显著性进行减压;另一部分为对残差序列的随机性进行校验,即通过对ARIMA模型进行残差白噪声检验和参数性检验来判断所建ARIMA模型是否可取;Step 3.4: Verify the ARIMA model, which specifically includes two parts of verification: one part is to decompress the significance of the parameter estimation of the ARIMA model in step 3.3; the other part is to verify the randomness of the residual sequence , that is, to judge whether the built ARIMA model is advisable by performing residual white noise test and parametric test on the ARIMA model;
    步骤3.5:通过ARIMA模型将通过数据筛选后的输入数据进行出清电价拟合,得到出清电价的预测数据。Step 3.5: Use the ARIMA model to fit the cleared electricity price with the input data after the data screening, and obtain the predicted data of the cleared electricity price.
  4. 如权利要求1所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述步骤2具体操作为:The method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market as claimed in claim 1, wherein the specific operation of the step 2 is as follows:
    选择数据库中与电价有关的影响因素,采用逐步逻辑回归算法对选取的影响因素进行相关性分析,通过评选各影响因素与电价的相关性,选取相关性最好的影响因素作为步骤3输入变量。Select the influencing factors related to the electricity price in the database, and use the stepwise logistic regression algorithm to conduct correlation analysis on the selected influencing factors. By selecting the correlation between each influencing factor and the electricity price, select the influencing factor with the best correlation as the input variable in step 3.
  5. 如权利要求4所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述步骤2包括以下步骤:、A method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market as claimed in claim 4, wherein said step 2 comprises the following steps:,
    步骤2.1:建立逐步逻辑回归算法模型:Step 2.1: Build a stepwise logistic regression algorithm model:
    所述逐步逻辑回归算法模型并不是直接对因变量Y的值进行建模,而是通过建立一个线性回归的函数来计算因变量Y属于哪类结果的概率,根据概率来判断因变量Y是属于哪一类的回归;所述逐步逻辑回归模型的条件概率分布为:The stepwise logistic regression algorithm model does not directly model the value of the dependent variable Y, but calculates the probability of which type of result the dependent variable Y belongs to by establishing a linear regression function, and judges whether the dependent variable Y belongs to according to the probability. Which type of regression; the conditional probability distribution of the stepwise logistic regression model is:
    Figure PCTCN2021114123-appb-100002
    Figure PCTCN2021114123-appb-100002
    Figure PCTCN2021114123-appb-100003
    Figure PCTCN2021114123-appb-100003
    其中,x是自变量,即不同的影响因素,影响因素x的集合表示为x=(x 1,x 2,x 3,...,x n,1) T,ω称为不同的影响因素x对应的权值向量,权值向量ω表示为ω=(ω 123,...,ω n,b) T,b称为偏置,Y是取值0或1的因变量,P表示Y不同结果时候的概率;通过变换将上述函数写成: Among them, x is an independent variable, that is, different influencing factors. The set of influencing factors x is expressed as x=(x 1 ,x 2 ,x 3 ,...,x n ,1) T , and ω is called different influencing factors The weight vector corresponding to x, the weight vector ω is expressed as ω=(ω 123 ,...,ω n ,b) T , b is called the bias, and Y is the value of 0 or 1 The dependent variable, P represents the probability of different results of Y; through transformation, the above function can be written as:
    Figure PCTCN2021114123-appb-100004
    Figure PCTCN2021114123-appb-100004
    将上述中的概率P转换成一个关于X的线性回归模型,得到下式:Convert the probability P in the above into a linear regression model about X, and get the following formula:
    Figure PCTCN2021114123-appb-100005
    Figure PCTCN2021114123-appb-100005
    步骤2.2:回归系数的显著检验回归系数即在回归方程中表示自变量对因变量影响大小的参数,使用模型回归系数β i和回归系数标准误差Sβ i,进行回归系数的显著检验,具体数学公式定义为: Step 2.2: Significant test of the regression coefficient The regression coefficient is the parameter that represents the influence of the independent variable on the dependent variable in the regression equation. Use the model regression coefficient β i and the standard error Sβ i of the regression coefficient to perform a significant test of the regression coefficient. The specific mathematical formula defined as:
    Figure PCTCN2021114123-appb-100006
    Figure PCTCN2021114123-appb-100006
    当显著检验的值小于0.05时,认为对应的自变量与
    Figure PCTCN2021114123-appb-100007
    有显著的线性关系;否则,认为对应的自变量与
    Figure PCTCN2021114123-appb-100008
    没有显著的线性关系,没有显著的线性关系的自变量不能进入逐步逻辑回归算法模型;
    When the value of the significant test is less than 0.05, it is considered that the corresponding independent variable and
    Figure PCTCN2021114123-appb-100007
    There is a significant linear relationship; otherwise, it is considered that the corresponding independent variable and
    Figure PCTCN2021114123-appb-100008
    There is no significant linear relationship, and independent variables without significant linear relationship cannot enter the stepwise logistic regression algorithm model;
    步骤2.3:进行自变量筛选,在完成回归系数的显著检验统计后,挑选显著性小于0.05的自变量进入逐步逻辑回归算法模型;在增加了一个自变量时,会对逐步逻辑回归算法模型中已有的自变量的权重做考察,若某个自变量的权重相比于之前降低,则认为其在模型中的贡献度降低,将其剔除;将最终筛选留下的自变量作为输入步骤3中的输入数据。Step 2.3: Screen the independent variable. After completing the significant test statistics of the regression coefficient, select the independent variable whose significance is less than 0.05 to enter the stepwise logistic regression algorithm model; The weight of some independent variables is investigated. If the weight of an independent variable is lower than before, it is considered that its contribution in the model is reduced, and it will be eliminated; the independent variable left by the final screening will be used as input in step 3. input data.
  6. 如权利要求1所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述影响因素包括四个方面:发电侧方面、用电侧方面、电网侧方面和其他方面。The method for predicting the price of mid- and long-term centralized competitive bidding in the electricity market according to claim 1, wherein the influencing factors include four aspects: power generation side, power consumption side, power grid side and other aspects .
  7. 如权利要求6所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述发电侧方面包括的影响因素有电源结构、燃料价格、机组类别、发电企业HHI、上网电价、环保低碳程度、系统最大可用容量、发电企业同比增长率。A method for predicting mid- and long-term centralized competitive bidding prices in the electricity market as claimed in claim 6, wherein the influencing factors on the power generation side include power supply structure, fuel price, unit category, power generation company HHI, and grid connection. Electricity price, environmental protection and low-carbon level, maximum available capacity of the system, year-on-year growth rate of power generation companies.
  8. 如权利要求6所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述用电侧方面包括的影响因素有用户用电负荷需求、电力用户及售电公司代理用户同比增长率、购电方HHI指数、目录电价。The method for predicting the price of mid- and long-term centralized bidding in the electricity market as claimed in claim 6, wherein the influence factors included in the electricity consumption side include user electricity load demand, electricity users and agents of electricity sales companies Year-on-year growth rate of users, HHI index of electricity purchasers, and catalog electricity prices.
  9. 如权利要求6所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于,所述电网侧方面包括的影响因素有电网潮流信息、历史出清价格、系统最高限价、系统最低限价。A method for predicting mid- and long-term centralized bidding clearing prices in the electricity market according to claim 6, wherein the influence factors included in the power grid side include power grid flow information, historical clearing prices, system ceiling prices, System minimum price.
  10. 如权利要求6所述的一种电力市场中长期集中竞价出清价格的预测方法,其特征在于, 所述其他方面包括的影响因素有天气因素、周末及节假日、持留比例、偏差考核因素。The method for predicting mid- and long-term centralized competitive bidding prices in the electricity market according to claim 6, wherein said other factors include weather factors, weekends and holidays, retention ratios, and deviation assessment factors.
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