独立发电厂基于电价预测的竞价策略研究

上海交通大学硕士学位论文独立发电厂基于电价预测的竞价策略研究姓名：陆洋申请学位级别：硕士专业：热能工程指导教师：忻建华20060201IIIARMAXARMAXABSTRACTIIIBIDDINGSTRATEGIESFORPOWERPLANTSBASEDONELECTRICITYPRICEFORCASTABSTRACTPowerindustryisafundamentalindustryinthenationaleconomy,whosehigh-efficiency,reliabilityhaveplayedimportantrolesforfastdevelopmentofotherindustries,andthereisapopulartrendtorealizemarketbusinessinthepowerindustry,whichisthemainproblemourpowerindustryhastocomeupagainstasfar.Reformationinpowerindustryhasbroughtintoprominenteffectgraduallyandourinitialobjectiveistoestablishgeneratormarketinordertorealizegenerationcompetition.Thecommonpointinallpowermarketistoimportcompetitiononthesideofgenerator,butasfarasthepowerplantsareconcerned,whoshouldconsiderhowtotakeupthemostadvantagedpositionforbestbenefitfirstlyandthebiddingstrategyalwaysdeterminesthefinalbenefitsharetogreatextent.Firstly,thepaperanalyzedthepresentsituationandcharacteristic.Fromthebiddingstrategybasedoncostcontrol,thepaperindicatedtheurgentproblemforpowerplantswashowtoachievegreatbenefitintheprocessofpowermarket,whichemphasizedthebiddingstrategyselection,theinitialstagesinbiddingstrategy,thecompetitionmodeandthedeficiencyandstrongpointinpowermarketreformation.Secondly,basedonthepresentbiddingstrategy,thepaperdiscussedthelogicalcostapportionmentanditseffecttoelectricitypriceconsideringtheactualsaleandproductmodeinpowerplantwhichhelpedtobringforwardthebiddingstrategywithcost,further,analyzedtherelationbetweenclearpriceandcost,thestrategyselectionamongmulti-members,costcontrolandshieldvalue’effectonprice.Thirdly,itiswiseandefficienttomakeuseofARMAXmodelandactualABSTRACTIVpricedatatoforecastoneweek’sprice,whichprincipallyaimedatelectricitypriceforpeakvalueandvalevalue.Becausetheforecastprecisionmostlydependonsamplesselection,idealsamplesselectionshouldmakeclusteringanalysesinordertodrawoutcommoncharacteristicsassoonaspossible,meanwhilehelptogethigherforecastprecisionforthoseforecastdays,inwhichtheanalysesaboutbiddingprobabilityandprecisionhaveplayedthekeyroleandassistedalotforthefutureresearchandworkinthefieldofbiddingstrategy.Finally,accordingtothereferredworkandresearchabove,themostidealforecastwasdecidedtobebasedontheIntegrated-competitormodeltakingintoeffectfromcostonpriceandforecastprecision.Moreover,allthemodesalsowereillustratedandcomparedbydatabasesandchartswhichcouldfigureoutthepredigestionandreconstructionintheactualapplication.Attheendofthepaper,thepaperimaginedthefurtherprospectinthefieldofthebiddingstrategytakingintotherecentpowermarketaccount.ThepaperhascarriedthroughaninstructiveattemptinapplicationofcostanalysesandIntegrated-competitormodelandalsocollectedsomeactualandconvictiveoutcomefromthedetailedanalyses,whichexpectedtoprovidebeneficialandinstructivehelpforfurtherresearchesbothonthetheoryandactualapplication.KEYWORDS:electricitymarket,powerplant,biddingstrategy,ARMAXmodel,Integrated-competitormodel11.120809019951212319982121.212333-4490%541.3[2][14]IPPIPP[11]51.4380%12221l62371.5131232.1+N1N3.10%~20%24.85.2ISO(independentsystemoperator)PX(powerexchange)1.6[1][2](SMF)ANNSMP[3]SMP[4]9[5-8][13]GA[14][15]“1+N”,“1”“N”[18][19]LagrangeARMAX1-1101-1Fig1-1StructureofStrategySystemAM112.12-12.1.12-1Fig2-1CostStructureofPowerPlant121.2%1.2%1%2.1.22.1.3132.1.4142.1.5152.1.62.1.72.2162.2.130%15%2.2.212102532.2.320%172.2.42.2.52.2.65KW900MW2.2.7182.2.82.32.3.140%-50%80%-90%191232.3.22.3.3202.42.4.12.4.2PPPPSP211OAM2O&MO&M223.14830min.48II=3I=1023MCPMCP3.23-1200251~31320/MWh350/MWh243-23-1Fig3-1MarketClearPriceofaweek253.33.3.13-2Fig3-2TheMainSectors’InfluencetoPrice262a.1MF1minIMOMiiFCP==∑,0110220max[(),(),...,()]OMIIiCCPCPCP=(3-1)iPii1,2,iI=⋅⋅⋅;IOMCoiCi()oiiCPiiPb.211min()min()IIBiioiiiiiFCPCPP====∑∑(3-2)iCi()oiiCPioiCP272[()*()]tttMaxEBPPfP=-∑(3-3)...,...(cossin)0pitgitdititjtijujtijujtgPPUUGBqq=--+=∑[1,]iN∈(3-4)...,...(sincos)0qitgitdititjtijwjtijwjtgQQUUGBqq=---=∑[1,]iN∈(3-5)min.maxkktkQQQ≤≤[1,...,]GkN∈(3-6)min.maxiitiUUU≤≤[1,...,]iN∈(3-7)min.maxbbtbPPP≤≤[1,...,]LbN∈(3-8)()*ttBPPt2()tiiiiifPapPbpPcp=++,,iiiapbpcp3-43-5itiNTNT×3-6GNGNT×3-7itNT×(3-8)btLNLNT×283.3.233.43.4.13MCP29MCPMCP3.4.21230,34AAn-1B313.5MCPMCP324.14.1.1N+1XNXXQ,PInn=1,2,...N1~1nQ~1nP;2~2nQ~2nPi~niQ~niPDXP(,)(,)pMaximiseqqtCqtllΩ=××-(4-1)0qQ≤≤(4-2)minmaxPPP≤≤(4-3)lCΩXlT0.5()th=qX(11)minPmaxP33(4-1)P,Pl:2(,)()Cqtabqcqt=++×(4-4)abcXnn=12...,Nii=1,2,...,I~niQ~niPnimnis~2~(,())nnniiiPNms~2~2()1()exp2()2nnniiinniiPpdfPmsps⎛⎞-⎜⎟=-⎜⎟⎜⎟⎝⎠(4-5)l123()fcc1()fc-p1(())Tfc-4-4211110(()){()}{()}ijnjjTfcpcfcpcfc------==•∑=210{}{}ijnjiijpccpcc---=⋅∑(4-6)1(())Kfc-34111(1)(()){}{}jnjiiKfcpccpcc-----=⋅(4-7)uiipuiuc-iipc-11()()(())()(())iiiiBcpcKfcucTfc--=-+-(4-8)iipip4.1.20idBdc=(4-9)(4-8)(4-9)1111111(())()(())()(())()()()()iiiiidBdKfcdfcdTfcdfcKfcpcucdcdfcdcdfcdc-------⎡⎤=+-+-⎢⎥⎣⎦=0(4-10)4-10:'''()()iBFFTcTu=+-(4-11)cmaxc(4-11)35[]max'maxmaxmax()()()()()()CcpcKcpKcKTcdcTCTcu-=+--∫(4-12)11maxmax(())0,(())0KfccTfcc--====(4-13)max(()())()()()()()cicKcTcdcTcpccucKcKc+=+--∫(4-14)4.1.34.1.4364.1.54.1.6A14-1:4-1Table4-1GeneratorCostofPowe