オープンデータに基づく電力スポット市場のエリア価格予測―複数予測スキームの統合アプローチの検討―

カテゴリ: 論文誌(論文単位)

グループ名: 【B】電力・エネルギー部門

発行日: 2021/05/01

タイトル(英語): Forecast of Area Prices in Japanese Day-Ahead Electricity Market using Open Data―Examination of Approach to Combine Multiple Forecasting Schemes―

著者名: 大村　愛花（早稲田大学），藤本　悠（早稲田大学），林　泰弘（早稲田大学），澤　敏之（（株）日立製作所），佐々木　浩人（（株）日立製作所），福山　直人（（株）日立製作所），西野　由高（筑波大学）

著者名(英語): Manaka Omura (Waseda University), Yu Fujimoto (Waseda University), Yasuhiro Hayashi (Waseda University), Toshiyuki Sawa (Hitachi, Ltd.), Hiroto Sasaki (Hitachi, Ltd.), Naoto Fukuyama (Hitachi, Ltd.), Yoshitaka Nishino (University of Tukuba)

キーワード: 日本卸電力取引所，エリア価格，オープンデータ，電力価格予測，統合　　JEPX，area prices，open data，electricity price forecasting，forecast combination

要約(英語): Forecasting the electricity spot market price is important in planning efficient power generation and demand schedules. It has become common for electric power utilities to use several commercial products of market price forecasts in their daily operations. Therefore, this study proposes a method of combining forecasts to use these products efficiently and improve forecasting accuracy. The method aims to capture the features of the component models' results considering situations by using open data as explanatory variables. The result estimated as the less prediction error in some situations obtains high confidence during combining forecasts in same situation. To evaluate the effectiveness of the method of combining forecasts, numerical experiments were conducted on all kinds of area price in the Japan Electric Power Exchange. To the best of our knowledge, it is the first paper that conducted forecasts for all nine area prices and reported the forecasting accuracy of the proposed forecasting method. The results indicate that the method of combining forecasts is a promising way to improve the accuracy of each component forecasts.

本誌: 電気学会論文誌B（電力・エネルギー部門誌） Vol.141 No.5 （2021）

本誌掲載ページ: 366-373 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejpes/141/5/141_366/_article/-char/ja/