0去购物车结算
购物车中还没有商品,赶紧选购吧!
当前位置: 图书分类 > 工程技术 > 电气工程 > 电力市场大数据分析=Data Analytics in Power Markets:英文

相同语种的商品

浏览历史

电力市场大数据分析=Data Analytics in Power Markets:英文


联系编辑
 
标题:
 
内容:
 
联系方式:
 
  
电力市场大数据分析=Data Analytics in Power Markets:英文
  • 书号:9787030715166
    作者:陈启鑫等
  • 外文书名:
  • 装帧:平装
    开本:B5
  • 页数:284
    字数:300000
    语种:en
  • 出版社:科学出版社
    出版时间:2022-10-01
  • 所属分类:电气工程
  • 定价: ¥158.00元
    售价: ¥102.70元
  • 图书介质:
    纸质书

  • 购买数量: 件  可供
  • 商品总价:

相同系列
全选

内容介绍

样章试读

用户评论

全部咨询

本书以电力市场领域近年来的研究工作成果为基础,力图系统性地介绍电力市场中的数据价值挖掘方法以支撑市场组织者和市场参与者的决策问题。本书围绕电力市场中的公开数据和机器学习方法理论与应用展开,结合电力市场规则和物理特征,期望解决市场规则解析和数据结构化两大核心难点,并从负荷与电价预测、报价行为解析、金融衍生品投机等方面,构建了电力市场数据分析理论和技术方法体系。
  全书共13章,第1章介绍了世界各地的电力市场数据概况。除第1章外,剩余内容分为三部分。第一部分为负荷建模与预测,包括了基于智能电表数据的负荷预测方法等。第二部分为电价建模与预测,包括了节点电价数据的子空间特性建模等。第三部分为市场投标行为分析,包括了机组投标行为的特征提取方法等。
样章试读
  • 暂时还没有任何用户评论
总计 0 个记录,共 1 页。 第一页 上一页 下一页 最末页

全部咨询(共0条问答)

  • 暂时还没有任何用户咨询内容
总计 0 个记录,共 1 页。 第一页 上一页 下一页 最末页
用户名: 匿名用户
E-mail:
咨询内容:

目录

  • Contents
    1 Introduction to Power Market Data 1
    1.1 Overview of Electricity Markets 1
    1.2 Organization and Data Disclosure of Electricity Market 4
    1.2.1 Transaction Data 5
    1.2.2 Price Data 7
    1.2.3 Supply and Demand Data 7
    1.2.4 System Operation Data 8
    1.2.5 Forecast Data 8
    1.2.6 Confidential Data 9
    1.3 Conclusions 9
    References 9
    PartⅠ Load Modeling and Forecasting
    2 Load Forecasting with Smart Meter Data 13
    2.1 Introduction 13
    2.2 Framework 14
    2.3 Ensemble Learning for Probabilistic Forecasting 16
    2.3.1 Quantile Regression Averaging 17
    2.3.2 Factor Quantile Regression Averaging 18
    2.3.3 LASSO Quantile Regression Averaging 18
    2.3.4 Quantile Gradient Boosting Regression Tree 19
    2.3.5 Rolling Window-Based Forecasting 20
    2.4 Case Study 20
    2.4.1 Experimental Setups 2
    2.4.2 Evaluation Criteria 21
    2.4.3 Experimental Results 22
    2.5 Conclusions 24
    References 24
    3 Load Data Cleaning and Forecasting 27
    3.1 Introduction 27
    3.2 Characteristics of Load Profiles 29
    3.2.1 Low-Rank Property of Load Profiles 29
    3.2.2 Bad Data in Load Profiles 30
    3.3 Methodology 31
    3.3.1 Framework 31
    3.3.2 Singular Value Thresholding (SVT) 32
    3.3.3 Quantile RF Regression 34
    3.3.4 Load Forecasting 35
    3.4 Evaluation Criteria 35
    3.4.1 Data Cleaning-Based Criteria 35
    3.4.2 Load Forecasting-Based Criteria 35
    3.5 Case Study 36
    3.5.1 Result of Data Cleaning 36
    3.5.2 Day Ahead Point Forecast 37
    3.5.3 Day Ahead Probabilistic Forecast 38
    3.6 Conclusions 40
    References 40
    4 Monthly Electricity Consumption Forecasting 43
    4.1 Introduction 43
    4.2 Framework 46
    4.2.1 Data Collection and Treatment 46
    4.2.2 SVECM Forecasting 47
    4.2.3 Self-adaptive Screening 48
    4.2.4 Novelty and Characteristics of SAS-SVECM 48
    4.3 Data Collection and Treatment 48
    4.3.1 Data Collection and Tests 49
    4.3.2 Seasonal Adjustments Based on X-12-ARIMA 49
    4.4 SVECM Forecasting 49
    4.4.1 VECM Forecasting 49
    4.4.2 Time Series Extrapolation Forecasting 52
    4.5 Self-adaptive Screening 53
    4.5.1 Influential EEF Identification 53
    4.5.2 Influential EEF Grouping 53
    4.5.3 Forecasting Performance Evaluation Considering Different EEF Groups 55
    4.6 Case Study 56
    4.6.1 Basic Data and Tests 56
    4.6.2 Electricity Consumption Forecasting Performance Without SAS 58
    4.6.3 EC Forecasting Performance with SAS 61
    4.6.4 SAS-SVECM Forecasting Comparisons with Other Forecasting Methods 65
    4.7 Conclusions 67
    References 67
    5 Probabilistic Load Forecasting 71
    5.1 Introduction 71
    5.2 Data and Model 73
    5.2.1 Load Dataset Exploration 73
    5.2.2 Linear Regression Model Considering Recency-Effects 73
    5.3 Pre-Lasso Based Feature Selection 76
    5.4 Sparse Penalized Quantile Regression (Quantile-Lasso) 77
    5.4.1 Problem Formulation 77
    5.4.2 ADMM Algorithm 78
    5.5 Implementation 80
    5.6 Case Study 81
    5.6.1 Experiment Setups 81
    5.6.2 Results 82
    5.7 Concluding Remarks 86
    References 86
    Part Ⅱ Electricity Price Modeling and Forecasting
    6 Subspace Characteristics of LMP Data 91
    6.1 Introduction 91
    6.2 Model and Distribution of LMP 93
    6.3 Methodology 
    6.3.1 Problem Formulation 96
    6.3.2 Basic Framework 97
    6.3.3 Principal Component Analysis 98
    6.3.4 Recursive Basis Search (Bottom-Up) 98
    6.3.5 Hyperplane Detection (Top-down) 100
    6.3.6 Short Summary 103
    6.4 Case Study 103
    6.4.1 Case 1: IEEE 30-Bus System 104
    6.4.2 Case 2: IEEE 118-Bus System 106
    6.4.3 Case 3: Illinois 200-Bus System 106
    6.4.4 Case 4: Southwest Power Pool (SPP) 107
    6.4.5 Time Consumption 108
    6.5 Discussion and Conclusion 110
    6.5.1 Discussion on Potential Applications 110
    6.5.2 Conclusion 110
    References 111
    7 Day-Ahead Electricity Price Forecasting 113
    7.1 Introduction 113
    7.2 Problem Formulation 116
    7.2.1 Decomposition of LMP 116
    7.2.2 Short-Term Forecast for Each Component 117
    7.2.3 Summation and Stacking of Individual Forecasts 118
    7.3 Methodology 119
    7.3.1 Framework 119
    7.3.2 Feature Engineering 121
    7.3.3 Regression Model Selection and Parameter Tuning 122
    7.3.4 Model Stacking with Robust Regression 123
    7.3.5 Metrics 124
    7.4 Case Study 124
    7.4.1 Model Selection Results 125
    7.4.2 Componential Results 126
    7.4.3 Stacking Results (Overall Improvements) 128
    7.4.4 Error Distribution Analysis 129
    7.5 Conclusion 132
    References 132
    8 Economic Impact of Price Forecasting Error 135
    8.1 Introduction 135
    8.2 General Bidding Models 137
    8.2.1 Deterministic Bidding Model 138
    8.2.2 Stochastic Bidding Model 139
    8.3 Methodology and Framework 141
    8.3.1 Forecasting Error Modeling 141
    8.3.2 Multiparametric Linear Programming (MPLP)Theory 141
    8.3.3 Error Impact Formulation 142
    8.3.4 Overall Framework 144
    8.4 Case Study 145
    8.4.1 Measurement of STPF Error Level 145
    8.4.2 Case 1: LSE with Demand Response Programs 147
    8.4.3 Case 2: LSE with ESS 148
    8.4.4 Case 3: Stochastic LSE Bidding Model 151
    8.4.5 Time Consumption 153
    8.5 Conclusions and Future Work 153
    References 153
    9 LMP Forecasting and FTR Speculation 155
    9.1 Introduction 155
    9.2 Stochastic Optimization Model 158
    9.2.1 Model of FTR Portfolio Construction Problem 158
    9.2.2 Scenario-Based Stochastic Optimization Model 159
    Contents
    9.3 Data-Dnven Framework 160
    9.4 Methodology 161
    9.4.1 Clustering 161
    9.4.2 Mid-Term Probabilistic Forecasting 164
    9.4.3 Copulas for Dependence Modeling 165
    9.4.4 Training and Evaluation Timeline 166
    9.4.5 Scenario Generation 167
    9.5 Case Study 167
    9.5.1 Data Description 167
    9.5.2 Comparison Methods 168
    9.5.3 Statistical Validation of Quantile Regression 169
    9.5.4 Scenario Quality Evaluation 169
    9.5.5 Impact of Node Reduction with Clustering 171
    9.5.6 Revenue and Risk Estimation 171
    9.5.7 Sensitivity Analysis on the Number of Clusters 175
    9.6 Conclusion 177
    References 177
    Part Ⅲ Market Bidding Behavior Analysis
    10 Pattern Extraction for Bidding Behaviors 183
    10.1 Introduction 183
    10.2 Assumptions and Proposed Framework 186
    10.2.1 Model Assumptions 186
    10.2.2 Bidding Data Format 187
    10.2.3 Data-Driven Analysis Framework 188
    10.3 Data Standardization Processing 188
    10.3.1 Filtering Available Capacities 188
    10.3.2 Sampling Bidding Curves 189
    10.3.3 Unifying Data Length 189
    10.3.4 Clipping Extreme Prices 191
    10.4 Adaptive Clustering of Bidding Behaviors 191
    10.4.1 Distance Measurement 192
    10.4.2 K-Medoids Clustering 192
    10.4.3 Adaptive Clustering Procedure 192
    10.4.4 Clustering Algorithm 193
    10.5 AEM Data Description 194
    10.5.1 Description of Market Participants 194
    10.5.2 Description of Bidding Data 195
    10.6 Bidding Pattern Analysis 195
    10.6.1 Parameter Setting 196
    10.6.2 Bidding Patterns of DUs by Fuel Type 197
    10.6.3 Comparison of Similar DUs 201
    10.6.4 Discussion 203
    10.7 Feature Analysis on Bids 203
    10.7.1 Discrete Aggregation Feature 204
    10.7.2 Probability Distribution Feature 205
    10.7.3 Time Distribution Feature 206
    10.8 Conclusions 206
    References 208
    11 Aggregated Supply Curves Forecasting 211
    11.1 Introduction 211
    11.2 Market and Framework 214
    11.2.1 Market Descriptions 214
    11.2.2 Forecasting Framework 215
    11.3 Data Integration and Feature Extraction 216
    11.3.1 Data Integration 216
    11.3.2 Feature Extraction 219
    11.4 ASC Forecasting 221
    11.4.1 LSTM Model 221
    11.4.2 Influencing Factors 222
    11.4.3 Training and Forecasting 223
    11.4.4 Evaluation Criteria 223
    11.5 Case Study 224
    11.5.1 Dataset Description 224
    11.5.2 Feature Extraction 224
    11.5.3 ASC Forecasting 227
    11.5.4 Calculation Information 234
    11.5.5 Methods Comparison 234
    11.6 Conclusion 235
    References 236
    12 Learning Individual Offering Strategy 239
    12.1 Introduction 239
    12.2 Data-Driven Market Simulation Framework 242
    12.2.1 Market Assumptions 242
    12.2.2 Offering Data Clustering and Indexing 243
    12.3 Individual Offering Strategy Learning 245
    12.3.1 MFNN Model Structure 246
    12.3.2 MFNN Model Inputs 247
    12.3.3 MFNN Model Training 248
    12.3.4 DNN-Based Model Structure 249
    12.4 Market Clearing Simulation 249
    12.5 Case Study 251
    12.5.1 Basic Data 251
    12.5.2 Individual Offering Behavior Forecasting 253
    12.5.3 Market Simulation 254
    12.5.4 Comparison with Current Price Forecasting Methods 259
    12.5.5 Calculation Efficiency 260
    12.6 Conclusions 260
    References 261
    13 Reward Function Identification of GENCOs 265
    13.1 Introduction 265
    13.2 Assumptions and Framework 267
    13.2.1 Market Assumptions 267
    13.2.2 Data-Driven Framework 267
    13.3 Bidding Decision Process Formulation 269
    13.3.1 Markov Decision Process in Wholesale Markets 269
    13.3.2 Reinforcement Learning Process 270
    13.3.3 Bidding Data Integration 270
    13.4 Reward Function Identification 271
    13.4.1 Deep Inverse Reinforcement Learning Algorithm 271
    13.4.2 Discretization Methods for States and Actions 273
    13.5 Bidding Behavior Simulation 273
    13.5.1 DQN-Based Bidding Simulation Model 273
    13.5.2 Value Function and Q-Network 274
    13.6 Case Study 275
    13.6.1 Dataset Description 275
    13.6.2 Parameter Setting 276
    13.6.3 Reward Function Identification 276
    13.6.4 Bidding Behavior Simulation 281
    13.7 Conclusions 282
    References 283
帮助中心
公司简介
联系我们
常见问题
新手上路
发票制度
积分说明
购物指南
配送方式
配送时间及费用
配送查询说明
配送范围
快递查询
售后服务
退换货说明
退换货流程
投诉或建议
版权声明
经营资质
营业执照
出版社经营许可证