Financial power transmission right price prediction method and device

• Main Authors: BIE PEI, WANG NING, WU MINGXING, CHEN QING
• Format: Patent
• Language: Chinese; English
• Published: 26.04.2022
• Subjects: CALCULATING; COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS; COMPUTING; COUNTING; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES; PHYSICS; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR

The invention provides a financial power transmission right price prediction method and device, and relates to the technical field of electric power financial derivative price prediction. The method comprises the following steps: firstly, obtaining historical electricity price data of a target node pair and estimated market power load data of the target node pair; then, inputting the constructed prediction input features into an electricity price prediction model, outputting to obtain a predicted electricity price, sampling joint probability distribution, obtaining an error sample, superposing the predicted electricity price and the error sample, and determining an electricity price scene of a target node pair; and finally, according to the electricity price scene, predicting the financial power transmission right price of the target node pair in the financial power transmission right holding period. The method makes full use of market load information, has high prediction precision, is suitable for different