摘要
灵敏度分析是一种分析因变量与自变量之间动态影响的有效工具。但是,由于电价与其影响因素之间关系复杂,传统算法对电价灵敏度分析不再适用,使得灵敏度分析成为电价研究中的难题之一。为解决该问题,提出了一种新的电价灵敏度分析方法。该模型首先基于支持向量机技术,建立了电价及其影响因素间的数学描述方程。在此基础上,通过求解电价对各影响因素的偏导数,获取电价对各影响因素增量的响应特性,从而实现了电价灵敏度分析建模。最后,以新英格兰电力市场的实际数据为例,验证了电价灵敏度分析方法的有效性。
Sensitivity analysis is an effective tool to mine the dynamic effects of the influence factors on the model output. But due to complex relationships between the electricity price and its influence factors, the sensitivity analysis on electricity price has still been one of the focused and unsolved problems in the research of electricity market. To solve this problem, a novel model for the sensitivity analysis on electricity price is firstly presented. First, the quantitative mathematical equation of the electricity price and its influence factors is built, based on support vector machines. After that, the derivatives of that equation are computed, which in fact explain the sensitivity coefficients of the price. Then we obtain the sensitivity analysis model of electricity price. Case studies testify the validity of the proposed model.
出处
《中国电机工程学报》
EI
CSCD
北大核心
2006年第11期134-138,共5页
Proceedings of the CSEE
基金
华北电力大学博士学位教师科研基金（200522010）支持.
关键词
电力市场
电价
灵敏度分析
支持向量机
electricity market
electricity price
sensitivity analysis
support vector machines
