基于日前电价预测的梯级水电厂报价策略  

Bidding strategy of cascade hydropower plants based on day-ahead electricity price forecasting

作　　者：李华取 和珮珊 吴滇宁 周娜 LI Huaqu;HE Peishan;WU Dianning;ZHOU Na(Kunming Power Exchange Center Co.,Ltd,Kunming 650011)

机构地区：[1]昆明电力交易中心有限责任公司,昆明650011

出　　处：《电气技术》2022年第9期40-47,共8页Electrical Engineering

摘　　要：针对高比例水电电力市场,建立合理有效的水电厂日前报价策略,对保障水电有效参与市场、促进水电消纳具有重要意义。首先考虑运行日系统出清电价的不确定性,基于历史相似日识别,采用高斯过程回归(GPR)建立日前出清电价概率预测方法;然后以水电厂自身售电收益最大为目标,构建梯级上游水电站日前分段容量报价的解析计算方法,并建立梯级上下游电站之间的出力耦合模型,基于出力耦合关系得出下游水电站的申报策略;最后对实际梯级水电厂日前分段容量申报进行仿真分析,证明所提梯级水电厂报价策略的可行性和有效性。仿真结果表明,所提方法可为高比例水电电力市场中水电厂参与日前竞价提供合理的辅助决策参考。Aiming at the high proportion hydropower power market,establishing a reasonable and effective day-ahead quotation strategy of hydropower plants is of great significance to ensure the effective participation of hydropower in the market and promote the consumption of hydropower.Firstly,considering the uncertainty of the clearing price of the system on the operation day,based on the identification of historical similar days,the probability prediction method of day-ahead clearing price is established by using Gaussian process regression.Then,aiming at maximizing the power sales revenue of hydropower plants,the analytical calculation method of the day-ahead subsection capacity quotation of cascade upstream hydropower stations is constructed,and the output coupling model between cascade upstream and downstream hydropower stations is established.Therefore,the biding strategy of downstream power station is obtained based on the output coupling relationship.Finally,the simulation analysis of the day-ahead segmented capacity declaration of the actual cascade hydropower plants verifies the feasibility and effectiveness of the proposed bidding strategy.The simulation results show that the proposed method can provide a reasonable auxiliary decision-making reference for hydropower plants to participate in the day-ahead bidding in the high proportion hydropower power market.

关 键 词：水电厂 报价策略 电价预测 电力市场 

分 类 号：F426.61[经济管理—产业经济] F426.91