Forecasting Electricity Prices in an Optimization Hydrothermal Problem

机译：优化水热问题中的电价预测

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This paper presents an economic dispatch algorithm in a hydrothermal system within the framework of a competitive and deregulated electricity market. The optimization problem of one firm is described, whose objective function can be defined as its profit maximization. Since next-day price forecasting is an aspect crucial, this paper proposes an efficient yet highly accurate next-day price new forecasting method using a functional time series approach trying to exploit the daily seasonal structure of the series of prices. For the optimization problem, an optimal control technique is applied and Pontryagin's theorem is employed.

机译：本文提出了在竞争激烈且管制放松的电力市场框架内的热液系统经济调度算法。描述了一个公司的优化问题，其目标函数可以定义为其利润最大化。由于次日价格预测是至关重要的一个方面，因此本文提出了一种有效且高度准确的次日价格新预测方法，该方法使用功能时间序列方法来尝试利用价格序列的每日季节性结构。对于最优化问题，应用了最优控制技术并采用了庞特里亚金定理。

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来源
《International Conference of Computational Methods in Sciences and Engineering 2007(ICCMSE 2007); 20070925-30; Corfu(GR)》|2007年|P.12891292|共2页
会议地点 Corfu(GR)
作者
J. M. Matias; L. Bayon; P. Suarez; A. Argueelles; J. Taboada;
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作者单位

Dpt. of Statistics, University of Vigo, ETSEM, Lagoas - Marcosende, 36310 Vigo, Spain;

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会议组织
原文格式 PDF
正文语种 eng
中图分类计算数学的应用;
关键词
control problem; electricity markets; forecasting; functional models; time series analysis;

机译：控制问题;电力市场;预测;功能模型;时间序列分析;

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专利

1. Influence of forecasting electricity prices in the optimization of complex hydrothermal systems [J] . Bayon L, Suarez P, Matias JM, Journal of Computational and Applied Mathematics . 2009,第2期

机译：电价预测对复杂水热系统优化的影响
2. An optimized model of electricity price forecasting in the electricity market based on fuzzy timeseries [J] . Behrooz Safarinejadian, Masihollah Gharibzadeh, Mohsen Rakhshan Systems Science & Control Engineering . 2014,第1期

机译：基于模糊时间序列的电力市场电价预测优化模型
3. A hybrid forecasting system based on a dual decomposition strategy and multi-objective optimization for electricity price forecasting [J] . Yang Wendong, Wang Jianzhou, Niu Tong, Applied Energy . 2019,第FEBa1期

机译：基于双重分解策略和多目标优化的混合电价预测系统
4. Forecasting Electricity Prices in an Optimization Hydrothermal Problem [C] . J. M. Matias, L. Bayon, P. Suarez, International Conference of Computational Methods in Sciences and Engineering . 2007

机译：预测优化水热问题的电力价格
5. Threshold Forecasting of Electricity Market Clearing Prices in Volatile Electricity Markets. [D] . Janjani, Arya. 2009

机译：电力市场中电力市场清算价格的阈值预测。
6. Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model Particle Swarm Optimization Techniques and Principal Component Analysis [O] . Ani Shabri, Ruhaidah Samsudin -1

机译：基于混合小波多元线性回归模型粒子群优化技术和主成分分析的原油价格预测
7. Influence of forecasting electricity prices in the optimization of complex hydrothermal systems [O] . Bayón Arnau Luis Froilán, Suárez Rodríguez Pedro María, Matías Fernández José María, 2009

机译：电价预测对复杂水热系统优化的影响

Forecasting Electricity Prices in an Optimization Hydrothermal Problem

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