电力系统自动化2017，Vol.41Issue(20)：26-31,104,7.DOI:10.7500/AEPS20170119009
基于自回归积分滑动平均模型的可转移负荷竞价策略
Bidding Strategy for Time-shiftable Loads Based on Autoregressive Integrated Moving Average Model
摘要
Abstract
The optimal bidding strategy for time-shiftable loads in the day-ahead market and real-time market is studied respectively in an advanced power market environment.In the bidding optimization,it must be guaranteed that the timeshiftable loads consume a certain amount of electricity within deadline.Considering the deviation of short term load forecasting results of the traditional average value method,an autoregressive integrated moving average (ARIMA) model is proposed to analyze the optimal bidding strategy for time-shiftable loads.The model parameters are estimated by the characteristics of historical electricity price,so as to predict the price curve of the day-ahead price and the real time price on the second day,based on which the bidding strategy is optimized.Then,a greedy algorithm is proposed to adjust the energy bidding considering the power usage limit in each period.Finally,the proposed method is verified by a case study,which shows that the method can help save more energy procurement cost than the methods simply using the expected value of historical data as parameters,and adjust the energy bidding effectively according to the power usage limit as well.关键词
可转移负荷/电价预测/日前市场/实时市场/自回归积分滑动平均模型Key words
time-shiftable loads/electricity price forecast/day-ahead market/real-time market/autoregressive integrated moving average model引用本文复制引用
艾欣,周志宇,魏妍萍,张宏志,李乐..基于自回归积分滑动平均模型的可转移负荷竞价策略[J].电力系统自动化,2017,41(20):26-31,104,7.基金项目
国家重点研发计划资助项目(2016YFB0900501). This work is supported by National Key Research and Development Program of China (No.2016YFB0900501). （2016YFB0900501）
