系统边际电价概率分布检验及模型研究  

Study on Probability Distribution and Model of System Marginal Price

作　　者：刘西陲[1] 沈炯[1] 李益国[1] 

机构地区：[1]东南大学能源与环境学院,江苏省南京市210096

出　　处：《中国电机工程学报》2009年第4期72-77,共6页Proceedings of the CSEE

摘　　要：对系统边际电价的概率分布研究是电力市场定量分析研究工作的基础。该文通过概率坐标图、峰度和偏度分析,对系统边际电价的分布特性进行定性和定量分析,并通过J-B检验严格验证系统边际电价分布的非正态性。根据概率坐标图发现的电价具有分段正态分布的特点,提出用加权双高斯分布模型来刻画系统边际电价概率密度分布,美国PJM(Pennsylvania-new Jersey-Maryland)和澳大利亚NSW(New South Wales)电力市场的实际数据表明,该模型比传统的高斯分布和超高斯分布更接近实际的电价分布。The study on the probability distribution of systeme marginal price （SMP） is the foundation for quantitative analysis in electricity market. Non-normality of SMP probability distribution was tested by quantile graph of normal distribution, higher-ordered statistics information and J-B test. According to the analysis result,a weighed double Gaussian model was proposed to estimate super-Gaussian and negative skewness probability density. The real data of PJM and NSW electricity market testifies the validity of the proposed model.

关 键 词：系统边际电价 概率密度函数 正态分布 加权双 高斯模型 

分 类 号：TM73[电气工程—电力系统及自动化]