一种新的电价灵敏度分析模型.pdfVIP

26 卷 11 期 中 国 电 机 工 程 学 报 Vol.26 No.11 Jun. 2006 2006 年6 月 Proceedings of the CSEE 2006 Chin.Soc.for Elec.Eng. 文章编号：0258-8013 (2006) 11-0134-05 中图分类号：TM7; F407 文献标识码：A 学科分类号：47040 基于支持向量机技术的电价灵敏度分析模型 华，谢 莉, 张粒子 （华北电力大学（北京）电气工程学院，北京市昌平区 102206 ） Sensitivity Analysis of Electricity Price Based on Support Vector Machine ZHENG Hua, XIE Li, ZHANG Li-zi (Electric Engineering College of North China Electric Power University, Changping District, Beijing 102206, China) ABSTRACT: Sensitivity analysis is an effective tool to mine 用。究其原因，电价作为电力交易结算依据，是反 the dynamic effects of the influence factors on the model 映电力市场运营状况的关键参数之一，不仅为各市 output. But due to complex relationships between the 场主体寻找最优交易策略提供价格指导信号，而且 electricity price and its influence factors, the sensitivity 为市场管理部门监控电价水平、抑制电价波动，进 analysis on electricity price has still been one of the focused 而有效组织市场，协调资源的再分配提供重要信 and unsolved problems in the research of electricity market. To 息。因此，深入研究电价问题将对电力市场的健康、 solve this problem, a novel model for the sensitivity analysis 有序发展具有积极意义。 on electricity price is firstly presented. First, the quantitative mathematical equation of the electricity price and its influence 一直以来，电价作为电力市场的核心问题，得 [1-3] factors is built, based on support vector machines. After that, 到了较为广泛的研究，例如电价预测 、报价策 the derivatives of that equation are computed, which in fact [4-6] [7]