电力市场短期边际电价分时重构混沌相空间预测.pdf

25 卷 23 期 中 国 电 机 工 程 学 报 Vol.25 No.23 Dec. 2005 2005 年12 月 Proceedings of the CSEE 2005 Chin.Soc.for Elec.Eng. 文章编号：0258-8013 （2005 ）23-0080-06 中图分类号：TM73 ；F224 文献标识码：A 学科分类号：47040 电力市场短期边际电价的分时重构混沌相空间预测 彭春华 (华东交通大学 电气与电子工程学院，江西省 南昌市 330013) ELECTRICITY MARKET SHORT-TERM MARGINAL PRICE FORECASTING BASED ON PERIOD CLUSTERING RESTRUCTURING CHAOTIC PHASE SPACE PENG Chun-hua (School of Electrical Electronics Engineering, East China Jiaotong University, Nanchang 330013 ，Jiangxi Province, China) ABSTRACT: This paper addresses the forecasting algorithm of 是反映电力商品短期供求关系的统一价格，是购电、 short-term marginal price in electricity market. Phase space of 监管和发电三方的一个公共支点。边际电价的预测 time series marginal price data in electricity market was 是电力市场研究中的一个重要内容。由于市场电价 restructured by period clustering, their fractional correlation 要受到系统负荷需求、发电商报价策略、机组发电 dimension and maximum Lyapunov exponent were calculated, 约束、输电网络约束、天气气候、经济政策以及许 and the conclusion that period clustering data of marginal price [1] 多不确定因素的影响 。如果试图将电价的成因分 has chaotic property was deduced. A new model of short-term 析透彻，然后将各影响因素作为输入量，通过确定 marginal price forecasting algorithm based on period clustering restructuring chaotic phase space was presented. The algorithm 的预测模型来准确预测未来市场电价，显然是不现 has advantages of less phase space dimension and flexible 实的。而目前研究较多的采用博弈论的原理通过分 parameters to compare with the single-time series chaotic 析发电商的市场力及各自的报价策略来预测市场边 forecasting algorithm. Test res