用蒙特卡洛树搜索预测电网不平衡价格,提升准确性并降低参与风险。
Predicting and Publishing Accurate Imbalance Prices Using Monte Carlo Tree Search
- 基于神经网络与强化学习虚拟电池,建模系统动态变化。
- 理想条件下价格预测准确率提升20.4%,真实场景下仍提高12.8%。
- 适合关注电力市场、智能调度的科研与工程人员阅读。
可再生能源(尤其是太阳能和风能)的广泛应用带来了不可控发电的问题,增加了维持电网平衡的难度。为应对这一挑战,西欧部分输电系统运营商引入了不平衡电价机制,以惩罚不稳定的功率偏差。然而,当前参与存在诸多障碍。例如在比利时,不平衡价格仅在每15分钟结算周期结束后计算,导致价格不确定性高,加剧了风险。这种风险还因不平衡价格本身的波动性而进一步放大。尽管系统运营商提供分钟级价格预测,但系统波动性使得精确预测困难,需依赖复杂技术。此外,公开价格预测可能促使参与者调整计划,进而影响系统平衡和最终价格,增加复杂性。为此,本文提出一种蒙特卡洛树搜索方法,在发布价格时考虑潜在响应行为。该方法使用神经网络预测器和由强化学习控制的虚拟电池集群建模系统动态。相比比利时现有发布方法,本方案在理想条件下将价格预测准确率提升20.4%,在更真实的场景中提升12.8%。本研究解决了一个未被充分探索但至关重要的问题,是分析更先进不平衡价格发布技术潜力的开创性工作。
原文摘要 · Abstract (English)
The growing reliance on renewable energy sources, particularly solar and wind, has introduced challenges due to their uncontrollable production. This complicates maintaining the electrical grid balance, prompting some transmission system operators in Western Europe to implement imbalance tariffs that penalize unsustainable power deviations. These tariffs create an implicit demand response framework to mitigate grid instability. Yet, several challenges limit active participation. In Belgium, for example, imbalance prices are only calculated at the end of each 15-minute settlement period, creating high risk due to price uncertainty. This risk is further amplified by the inherent volatility of imbalance prices, discouraging participation. Although transmission system operators provide minute-based price predictions, the system imbalance volatility makes accurate price predictions challenging to obtain and requires sophisticated techniques. Moreover, publishing price estimates can prompt participants to adjust their schedules, potentially affecting the system balance and the final price, adding further complexity. To address these challenges, we propose a Monte Carlo Tree Search method that publishes accurate imbalance prices while accounting for potential response actions. Our approach models the system dynamics using a neural network forecaster and a cluster of virtual batteries controlled by reinforcement learning agents. Compared to Belgium's current publication method, our technique improves price accuracy by 20.4% under ideal conditions and by 12.8% in more realistic scenarios. This research addresses an unexplored, yet crucial problem, positioning this paper as a pioneering work in analyzing the potential of more advanced imbalance price publishing techniques.
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