中国电力2025，Vol.58Issue(9)：183-193,11.DOI:10.11930/j.issn.1004-9649.202502005
基于分形理论的电力现货市场出清电价预测方法
A Forecast Method for Electricity Spot Market Clearing Prices Based on Fractal Theory
摘要
Abstract
To address the complex fluctuations of electricity spot market clearing prices with high proportion integration of new energy,this paper proposes a clearing price prediction method based on fractal theory.Firstly,the clearing price fluctuations are analyzed from monofractal and multifractal dimensions,and corresponding prediction models are constructed.Secondly,based on the monofractal prediction method,the long-term memory and self-similarity of clearing prices are quantified using the Hurst indices and box dimension;based on multifractal method,the local fluctuation anomalies caused by sudden changes in new energy output are effectively captured via pattern matching.Thirdly,the proposed method is verified with clearing price data from five regions,which shows that,compared to the traditional"ARIMA+neural network"approach,the proposed method significantly improves the prediction accuracy,with the maximum error decreasing from 43.95%to 8.41%.In-depth applicability scenario analysis indicates that,when the Hurst index is large,the monofractal-based prediction method is more applicable;when multifractal features dominate,the multifractal-based prediction method is preferable.关键词
新能源/现货市场/出清电价/分形理论/单重分形/多重分形Key words
new energy/spot market/clearing electricity price/fractal theory/monofractal/multifractal引用本文复制引用
吴问足,王旭辉,卢苑,陈婉,田石金,陈娴..基于分形理论的电力现货市场出清电价预测方法[J].中国电力,2025,58(9):183-193,11.基金项目
国家重点研发计划资助项目(2024YFB2409000) （2024YFB2409000）
南方电网电力调度控制中心科技项目(0005KK52220042). This work is supported by National Key Research and Development Program of China(No.2024YFB2409000),Science and Technology Project of Southern Power Grid Power Dispatching and Control Center(No.0005KK52220042). （0005KK52220042）
