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Forecasting cross-border power transmission capacities in Central Western Europe using artificial neural networks
Energy Informatics Pub Date : 2019-09-27 , DOI: 10.1186/s42162-019-0094-y
Hazem Abdel-Khalek , Mirko Schäfer , Raquel Vásquez , Jan Frederick Unnewehr , Anke Weidlich

Flow-based Market Coupling (FBMC) provides welfare gains from cross-border electricity trading by efficiently providing coupling capacity between bidding zones. In the coupled markets of Central Western Europe, common regulations define the FBMC methods, but transmission system operators keep some degrees of freedom in parts of the capacity calculation. Besides, many influencing factors define the flow-based capacity domain, making it difficult to fundamentally model the capacity calculation and to derive reliable forecasts from it. In light of this challenge, the given contribution reports findings from the attempt to model the capacity domain in FBMC by applying Artificial Neural Networks (ANN). As target values, the Maximum Bilateral Exchanges (MAXBEX) have been chosen. Only publicly available data has been used as inputs to make the approach reproducible for any market participant. It is observed that the forecast derived from the ANN yields similar results to a simple carry-forward method for a one-hour forecast, whereas for a longer-term forecast, up to twelve hours ahead, the network outperforms this trivial approach. Nevertheless, the overall low accuracy of the prediction strongly suggests that a more detailed understanding of the structure and evolution of the flow-based capacity domain and its relation to the underlying market and infrastructure characteristics is needed to allow market participants to derive robust forecasts of FMBC parameters.

中文翻译:

使用人工神经网络预测西欧中部的跨境输电能力

基于流量的市场耦合(FBMC)通过有效地提供投标区域之间的耦合容量,从跨界电力交易中获得福利收益。在中西欧耦合市场中,通用法规定义了FBMC方法,但是传输系统运营商在部分容量计算中保留了一定程度的自由度。此外,许多影响因素定义了基于流量的容量域,这使得很难从根本上对容量计算进行建模并从中得出可靠的预测。鉴于这一挑战,给定的贡献报告了尝试通过应用人工神经网络(ANN)对FBMC中的能力域建模的发现。作为目标值,已选择了最大双边交易所(MAXBEX)。只有公开可用的数据已用作输入,以使任何市场参与者都可以重现该方法。可以观察到,对于一个小时的预测,从ANN得出的预测与简单的结转方法产生的结果相似,而对于长期的预测(最多提前十二小时),该网络的效果要优于这种简单的方法。但是,预测的总体准确性较低,强烈建议需要更详细地了解基于流量的能力域及其与基础市场和基础设施特征的关系,以使市场参与者能够得出对FMBC的可靠预测。参数。可以观察到,对于一个小时的预测,从ANN得出的预测与简单的结转方法产生的结果相似,而对于长期的预测(最多提前十二小时),该网络的效果要优于这种简单的方法。但是,预测的总体准确性较低,强烈建议需要更详细地了解基于流量的能力域及其与基础市场和基础设施特征的关系,以使市场参与者能够得出对FMBC的可靠预测。参数。可以观察到,对于一个小时的预测,从ANN得出的预测与简单的结转方法产生的结果相似,而对于长期的预测(最多提前十二小时),该网络的效果要优于这种简单的方法。但是,预测的总体准确性较低,强烈建议需要更详细地了解基于流量的能力域及其与基础市场和基础设施特征的关系,以使市场参与者能够得出对FMBC的可靠预测。参数。
更新日期:2019-09-27
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