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基于模块网络的市场清算价格预测模型 被引量:30

A MARKET CLEARING PRICE PREDICTOR BASED ON MODULAR NETWORKS
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摘要 该文提出一种基于模块网络预测市场清算价格的模型。该模型通过模糊C均值聚类(FCM)算法,将输入空间“软”分割成若干区域,由局部专家负责提取特定域的特征,由集成单元的竞争混合机制输出结果,在减少了计算量的同时提高了预测精度,是突破传统全局预测模型的一种尝试。用美国加州电能交易所(CalPX)公布的真实数据得到的仿真结果令人满意。该模型为市场参与者制定投标策略提供了一种方法,也为市场管理者提供了一种监督市场力的工具。 An innovative method to forecast MCP based on a modular network is presented. The architecture consists of one integrating unit and several local experts. The integrating unit based on FCM algorithm soft-partitions the input space into several regions while the local experts specialize to learn only the regions for which they are responsible. The output is given by a competition mixture mechanism. The predictor reduces the learning workload, and promotes performance. Finally, a simulation on real-world data acquired from California PX web site is given. This model gives out an effective bidding strategy, and may be a useful tool for monitoring market power.
出处 《中国电机工程学报》 EI CSCD 北大核心 2002年第8期44-48,共5页 Proceedings of the CSEE
关键词 模块网络 市场清算价格 预测模型 电力市场 电力工业 电力系统 power market price forecasting market Clearing Price (MCP) modular network fuzzy C-means algorithm (FCM) clustering segmentation
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