JP7030664B2 - Information processing equipment, information processing methods and programs - Google Patents

Description

Embodiments of the present invention relate to information processing devices, information processing methods and programs.

Due to the liberalization of electricity, electricity trading is taking place in the electricity trading market. In the electric power trading market, for example, a day is divided into 48 time sections every 30 minutes, and electric power trading is carried out for each time section. The electricity trading market has a spot market and an advance market. The spot market is also referred to as the one-day-ahead market, and is a market in which electricity is traded with 48 time intervals of the next day as one bid unit. The pre-hour market is also called the same-day market, and is a market where electricity is traded on an hourly basis on the day.

In the pre-hours trading market, bids are made on the basis of price and electric energy, but if you do not sell and buy in the same time unit, you can bid as many times as you like. Therefore, in the pre-hour trading market, bidding is conducted by looking at the price movement of the transaction.

In the time-before market, in order for a user to trade an appropriate amount at an appropriate price, it is necessary to determine the trading price, the trading volume, and the timing of bidding. At present, it is often the case that the price is set based on price fluctuations over the past few days and price movements in the market, and bidding is repeated little by little until the target amount is reached. In addition, a substantial "market order" may be placed by deciding a loose trading price based only on the expected average price with an emphasis on trading volume. In this case, even if the average price of the transaction meets the target price range, if the transaction price fluctuates greatly, there is a possibility that the transaction will be executed at an unexpected price.

If the target price is inadequate, the buyer will not be able to secure the required amount by the time the market closes, leaving the seller with uncontracted electricity. These will be settled at an imbalanced price at a later date, often resulting in loss.

Japanese Unexamined Patent Publication No. 2016-170468 Japanese Unexamined Patent Publication No. 2016-62191

One aspect of the present invention is to provide an information processing device, an information processing method, and a program capable of trading electric power under optimum conditions within a predetermined time.

According to the present embodiment, a contract price estimation unit that estimates the contract price of future power transactions and the accuracy information of the contract price based on the past power transaction information in the power transaction market, and the contract price estimation unit.
The transaction volume determination unit that determines the electricity transaction volume to be traded between the current time and the end time of electricity transaction,
Optimization that optimizes the electricity transaction allocation in a plurality of time intervals from the current time to the end time of the electricity transaction based on the estimated contract price and the accuracy information and the determined electricity transaction volume. Department and
Based on the optimized power transaction allocation in the plurality of time sections and the permissible price in the plurality of time sections, the time section in which the bid is made and the time section in which the bid is made in the plurality of time sections. An information processing apparatus is provided, which comprises a trading plan formulation unit for formulating a trading plan including a bid price and a bid amount in.

The block diagram which shows the schematic structure of an information processing apparatus. The flowchart which shows an example of the processing operation performed by the information processing apparatus of FIG. A detailed flowchart showing the processing operation of FIG. 2 more concretely. The flowchart which shows the detailed processing operation of step S11 of FIG. The flowchart which shows the detailed processing operation of step S13 of FIG.

Hereinafter, embodiments of the present invention will be described with reference to the drawings. In the following embodiments, the characteristic configurations and operations in the information processing apparatus will be mainly described, but the information processing apparatus may have configurations and operations omitted in the following description.

FIG. 1 is a block diagram showing a schematic configuration of the information processing apparatus 1. The information processing device 1 of FIG. 1 has a function of performing electric power transactions in the electric power trading market. As mentioned above, the electricity trading market has a spot market and an advance market. In the following, an example in which the information processing apparatus 1 of FIG. 1 trades electric power in the time-before market will be mainly described. Electricity trading is a concept that includes the sale and purchase of electricity. Electricity transactions in the pre-hour market are treated as individual commodities, for example, by dividing the day into 48 time intervals.

The information processing device 1 of FIG. 1 includes a contract price estimation unit 2, a transaction volume determination unit 3, an optimization unit 4, and a trading plan formulation unit 5.

The contract price estimation unit 2 estimates the contract price of future power transactions and the accuracy of the contract price based on the past power transaction information in the power transaction market 6. The accuracy may be a confidence interval or a variance of the estimated value. The past electric power transaction information is acquired from, for example, the bid contract information database (bid contract information DB, bid contract information recording unit) 7. The past electric power transaction information includes the past bid information and the contract information, and the past electric power transaction information is recorded in the bid execution information DB 7 in chronological order.

The contract price estimation unit 2 most simply arranges past transaction information in chronological order, calculates the average value and variance of the contract price in a certain time interval, and calculates the contract price based on the calculated average value and variance. To estimate. Further, the contract price estimation unit 2 may correct the future contract price based on the power demand forecast and the contract amount up to the current time. Further, the contract price estimation unit 2 may estimate the contract price in a plurality of time intervals based on the past transaction information and the provisional trading plan formulated by the trading plan formulation unit 5.

The transaction volume determination unit 3 determines the electricity transaction volume to be traded between the current time and the end time of the electricity transaction. More specifically, the transaction volume determination unit 3 calculates the remaining transaction volume after subtracting the transaction volume for which the contract has been determined by the current time from the electricity transaction target amount calculated based on the electricity demand forecast. Determined as a quantity.

The information processing device 1 of FIG. 1 may be provided for each consumer. In this case, the transaction volume determination unit 3 may read the past power consumption from the consumer information DB 8 that stores the past power consumption of the consumer and determine the power transaction volume based on the past power consumption. .. If the consumer has power generation means such as solar power generation and wind power generation and is expected to have a margin in the amount of power generation and becomes a seller of power, the consumer information DB 8 has the power generated in addition to the past power consumption. Information may also be accumulated, and the transaction volume may be determined from the past power generation amount and consumption amount.

Further, it is desirable that the information processing apparatus 1 of FIG. 1 includes an overall demand forecasting unit 9 for forecasting an overall electric power demand in the electric power trading market. The overall demand forecasting unit 9 may predict the overall power demand based on the weather forecasting result predicted by the weather forecasting unit 10, for example. It is desirable that the transaction volume determination unit 3 determines the electric power transaction volume in consideration of the overall demand forecast result predicted by the overall demand forecast unit 9. The overall power demand predicted by the overall demand forecasting unit 9 affects the contract price. Generally, when the demand is high, the contract price is high, and when the demand is low, the contract price is low. FIG. 1 is a block diagram seen from the buyer side of electric power. In this case, the consumer information DB 8 is used to estimate the amount of electric power to be procured by the consumer. Further, from the viewpoint of the seller of electric power, the consumer information DB 8 is power generation information. When selling solar or wind power, it is necessary to predict the amount of power generation, and since there are many cases where the surplus is sold even in thermal power generation, it is necessary to estimate the amount of the surplus.

The optimization unit 4 has a plurality of times between the current time and the end time of the electric power transaction based on the contract price estimated by the contract price estimation unit 2 and the electric power transaction volume determined by the transaction volume determination unit 3. Optimize the distribution of electricity transactions in the section. For example, the optimization unit 4 sets the contract estimated price according to the contract price estimated by the contract price estimation unit 2, the fluctuation range of the contract estimated price, and the electric power transaction volume determined by the transaction volume determination unit 3. Optimize power transaction allocation over multiple time intervals so that the utility value calculated based on is maximized. More specifically, the optimization unit 4 calculates the utility value according to the average price and the variance of the contract estimated price in a plurality of time intervals. Alternatively, the optimization unit 4 calculates the average price and the variance of the contract estimated price in the corresponding time zone based on the price movement of the contract price in the predetermined time zone in the past electric power transaction.

If you want to make a bid from time t1 to tn in the market before the hour and set the total amount of electric power transactions to x, if the amount of electric power transactions at time ti is xi, then xi ≧ 0 (i = 1,) 2, ..., N), the following equation (1) holds.
x1 + x2 + ... + xn = x ... (1)

Assuming that the expected price per unit transaction volume at time ti is μi and the variance is Vi, the electric power transaction amount when only xi is traded at time ti is μi · xi.

The utility function Ui that evaluates the price fluctuation risk at time ti by variance is expressed by the following equation (2).
U (xi, λ) = -μi, xi-λ, Vi, xi ² ... (2)

This equation (2) is an equation when electricity is purchased from the electric power trading market 6, and λ is a parameter (risk-oriented parameter) representing sensitivity to price fluctuation risk. λ is specified by the user. For example, if you want to ignore the price fluctuation risk, set λ = 0. If you want to avoid the risk of price fluctuations, reduce the amount of electricity purchased by setting λ> 0. On the other hand, if λ <0, we bet on the possibility that the purchase price will fluctuate in the downward direction.

The utility function Ui when selling electric power at time ti is expressed by the following equation (3).
U (xi, λ) = μi ・ xi－λ ・ Vi ・ xi ² … (3)

The optimization unit 4 uses, for example, a dynamic programming method to maximize ΣU (xi, λ), which is the sum of the utility functions U (xi, λ) of the above equation (2) or (3). …, Find xn. It is possible that the required amount of electricity will not be contracted even if a bid is placed. In this case, the bid volume after the current time will change, so it will be necessary to recalculate the transaction volume. In addition, the amount of electricity demand and the amount of power generation may change over time, and in that case, recalculation is required.

The trading plan formulation unit 5 formulates a trading plan including the bid price and the bid volume in the time segment based on the optimum allocation and the estimated price of the optimized electric power transaction volume in the plurality of time segments. The bid price for the transaction volume formulated by the optimization unit 4 is determined from the expected contract price and the fluctuation range. The bid price is higher than the expected contract price for the buyer and lower than the expected contract price for the seller, but how much to add / discount to the expected price is determined by the accuracy of the contract price forecast and economic conditions. Will be done. The economic condition is a power generation cost such as a fuel cost in the case of a seller, and an allowable price determined by an upper limit of funds in the case of a buyer. The permissible price is input, for example, by the permissible price input unit 11.

The information processing device 1 of FIG. 1 may include a bid execution unit 12. The bid execution unit 12 automatically executes a bid according to the sales plan formulated by the sales plan formulation unit 5.

The information in the bid execution information DB 7 is sequentially updated every time new transaction information is obtained. The contract price estimation unit 2 estimates the contract price based on the updated contents of the bid contract information DB 7. When a new contract price is estimated by the contract price estimation unit 2, the transaction volume determination unit 3 recalculates the remaining transaction amount from the contracted amount up to time t1, and the optimization unit 4 and the trading plan formulation unit 5 Each process of is also performed again.

If the amount of electricity to be traded is larger than the amount of electricity traded in the electricity trading market 6, the contract may affect the future electricity transaction price. Therefore, after the trading plan formulation department 5 formulates the trading plan at the current time and before the bidding execution department 12 executes the bid, the trading plan formulated by the trading plan formulation department 5 is given to predict the contract price. And the processing by the optimization unit 4 may be repeated. In addition, if the contracted electric energy at the permissible price does not reach the target amount between the current time and the end time of the electric power transaction, the sales planning unit 5 determines the permissible price so that the contracted electric power reaches the target amount. May be changed.

FIG. 2 is a flowchart showing an example of a processing operation performed by the information processing apparatus 1 of FIG. First, it is determined whether or not the required amount of electricity trading has been completed (step S1). The processing of this step S1 is performed by, for example, the transaction volume determination unit 3. When the required amount of electricity trading is completed, the process of FIG. 2 is terminated.

When it is determined in step S1 that the transaction of the required amount of electric power has not been completed, the past electric power transaction information including the bid information and the contract information up to the current time is collected and recorded in the bid contract information DB7 ( Step S2).

Next, the future contract price is estimated from the past electricity transaction information (step S3). The processing of this step S3 is performed by the contract price estimation unit 2. Next, the electricity transaction allocation over multiple time intervals from the current time to the end time of the electricity transaction so that the utility value calculated based on the estimated contract price and the required electricity transaction volume is maximized. Is optimized (step S4). The processing of this step S4 is performed by the optimization unit 4.

Next, a trading plan including a bid price, a bid amount, and a bid time is formulated based on the optimized electricity transaction allocation (step S5). The processing of this step S5 is performed by the trading plan formulation unit 5. Next, a bid is placed based on the formulated trading plan (step S6). The process of step S6 is performed by the bid execution unit 12. When the process of step S6 is completed, the processes of step S1 and subsequent steps are repeated until the electric power transaction is completed.

FIG. 3 is a detailed flowchart showing the processing operation of FIG. 2 more concretely. First, the remaining amount of transactions is calculated based on the approximate fixed amount up to the current time and the power demand forecast (step S11). FIG. 4 is a flowchart showing a detailed processing operation of step S11 of FIG. First, the target value Q of the electric power transaction is calculated based on the electric power demand forecast by the information processing apparatus 1 of FIG. 1 (step S21). Next, the difference amount obtained by subtracting the total amount of electricity transactions traded up to the current time from Q is used as the remaining amount of transactions (step S22). If the difference amount is a negative amount, the remaining transaction amount is set to zero.

After the transaction remaining amount is calculated in step S11 of FIG. 3, it is next determined whether or not the required amount of electricity transaction has been completed based on the transaction remaining amount (step S12). When the required amount of electricity trading is completed, the risk-oriented parameter is updated (step S13), and the process of FIG. 3 is terminated. The processing of steps S11 and S12 in FIG. 3 is performed by the transaction volume determination unit 3, and the processing of step S13 is performed by the risk parameter updating unit 13.

FIG. 5 is a flowchart showing a detailed processing operation of step S13 of FIG. The process of FIG. 5 is performed by the risk parameter updating unit 13. It is determined whether or not the electric power is often purchased at a price higher than the planned selling price or the electric power is often sold at a price lower than the planned selling price (step S31). If the determination in step S31 is YES, the risk-emphasis parameter λ is increased (step S32). If the determination in step S31 is NO, whether the electric power was often purchased at a price lower than the planned price in the sales plan, or whether it was often sold at a price higher than the planned price in the sales plan. Is determined (step S33). If the determination in step S33 is YES, the risk-oriented parameter λ is reduced (step S34). When the determination in step S33 is NO, or when the processing in step S34 is completed, the processing in FIG. 5 is completed.

In this way, the risk-oriented parameter λ is a contract between the opening and closing of the electricity trading market 6 after the electricity trading market 6 is closed, when the actual electricity transaction price frequently deviates from the planned price in the trading plan. It is desirable to update in consideration of the price. In this case, the optimization unit 4 optimizes the power transaction allocation over a plurality of time intervals so that the weighted utility value based on the updated risk-emphasis parameter is maximized.

If it is determined in step S12 of FIG. 3 that the required amount of electricity transaction has not been completed, the past electricity transaction information including the bid information and the contract information up to the current time is collected from the electricity transaction market 6. , Record in the bid execution information DB 7 (step S14). The transaction volume determination unit 3 performs the processing of this step S14.

Next, the distribution of future contract prices is estimated based on the past power transaction information and the future trading plan of the information processing apparatus 1 itself in FIG. 1 (step S15). The processing of this step S15 is performed by the contract price estimation unit 2. Next, the electricity transaction allocation over multiple time intervals from the current time to the end time of the electricity transaction so that the utility value calculated based on the estimated contract price and the required electricity transaction volume is maximized. Is optimized (step S16). The processing of this step S16 is performed by the optimization unit 4. Next, a trading plan including a bid price, a bid amount, and a bid time is formulated based on the optimized electricity transaction allocation (step S17).

Next, it is determined whether or not the sales plan formulated in step S17 is different from the previous sales plan (step S18). If they are different, there is a possibility that the sales plan has not been finalized, so the processes after step S15 are repeated. The processing of steps S17 and S18 is performed by the trading plan formulation unit 5. If it is determined in step S18 that they are not different, a bid is executed according to the trading plan (step S19). The process of step S19 is performed by the bid execution unit 12. After that, the processes after step S11 are repeated.

As described above, in the present embodiment, the future contract price is estimated and the amount of electric power transactions to be traded in the electric power trading market 6 is determined. Then, based on the estimated contract price and the determined electric power transaction volume, the electric power transaction allocation in a plurality of time intervals from the current time to the electric power transaction end time is optimized. Then, based on the optimized electricity transaction allocation and the allowable price, a trading plan including the bid time, the bid price and the bid amount is formulated. As a result, electric power can be traded under the optimum conditions within a predetermined time, the electric power can be effectively used, and the electric power can be bought and sold under the optimized conditions, so that wasteful costs can be suppressed.

At least a part of the information processing apparatus 1 described in the above-described embodiment may be configured by hardware or software. When configured by software, a program that realizes at least a part of the functions of the information processing apparatus 1 may be stored in a recording medium such as a flexible disk or a CD-ROM, read by a computer, and executed. The recording medium is not limited to a removable one such as a magnetic disk or an optical disk, and may be a fixed recording medium such as a hard disk device or a memory.

Further, a program that realizes at least a part of the functions of the information processing apparatus 1 may be distributed via a communication line (including wireless communication) such as the Internet. Further, the program may be encrypted, modulated, compressed, and distributed via a wired line or a wireless line such as the Internet, or stored in a recording medium.

Although some embodiments of the present invention have been described, these embodiments are presented as examples and are not intended to limit the scope of the invention. These novel embodiments can be implemented in various other embodiments, and various omissions, replacements, and changes can be made without departing from the gist of the invention. These embodiments and variations thereof are included in the scope and gist of the invention, and are also included in the scope of the invention described in the claims and the equivalent scope thereof.

1 Information processing equipment, 2 Contract price estimation department, 3 Transaction volume determination department, 4 Optimization department, 5 Trading plan formulation department, 6 Electricity trading market, 7 Bid contract information DB, 8 Consumer information DB, 9 Overall demand forecasting department 10 Meteorological Prediction Department, 11 Allowable Price Input Department, 12 Bid Execution Department

Claims (12)

A contract price estimation unit that estimates the contract price of future power transactions and the accuracy information of the contract price based on the past power transaction information in the power transaction market.
The transaction volume determination unit that determines the electricity transaction volume to be traded between the current time and the end time of electricity transaction,
Optimization that optimizes the electricity transaction allocation in a plurality of time intervals from the current time to the end time of the electricity transaction based on the estimated contract price and the accuracy information and the determined electricity transaction volume. Department and
Based on the optimized power transaction allocation in the plurality of time sections and the permissible price in the plurality of time sections, the time section for bidding and the time section for bidding among the plurality of time sections. An information processing device comprising a trading plan formulation department for formulating a trading plan including a bid price and a bid amount in. It is equipped with a bid contract recording unit that records the past power transaction information including bid information and contract information up to the current time.
The sales planning department formulates a provisional sales plan before formulating a final sales plan.
The contract price estimation unit is based on the bid information and the contract information recorded in the bid contract recording unit and the provisional trading plan formulated by the trading plan formulation unit, in the plurality of time intervals. The information processing apparatus according to claim 1, wherein the contract price is estimated. The transaction volume determination unit determines the electricity transaction volume to be traded between the current time and the end time of the electricity transaction based on the past power consumption and the electricity demand forecast information taking into consideration the weather forecast. The information processing apparatus according to claim 1 or 2. The optimization unit is a utility value calculated based on the contract estimated price estimated by the contract price estimation unit, the fluctuation range of the contract estimated price, and the electric power transaction volume determined by the transaction volume determination unit. The information processing apparatus according to any one of claims 1 to 3, which optimizes the power transaction allocation in the plurality of time intervals so as to maximize. The information processing apparatus according to claim 4, wherein the optimization unit calculates the utility value according to the average price and the variance of the contract estimated price in the plurality of time intervals. The information according to claim 4 or 5, wherein the optimization unit calculates the average price and variance of the contracted estimated price in the corresponding time zone based on the price movement of the contracted price in the predetermined time zone in the past electricity trading. Processing equipment. 4. The optimization unit optimizes the power transaction allocation over the plurality of time intervals so that the utility value weighted based on the risk-emphasis parameter representing the sensitivity to price fluctuation risk is maximized. The information processing apparatus according to any one of 6 to 6. It is equipped with a risk parameter update unit that updates the risk-focused parameter according to the difference between the bid price on the trading plan formulated by the trading plan formulation unit and the price actually bought and sold.
The optimization unit according to claim 7, wherein the optimization unit optimizes the power transaction allocation in the plurality of time intervals so that the utility value weighted based on the updated risk-emphasis parameter is maximized. Information processing device. If the contracted electric energy at the permissible price does not reach the target amount between the current time and the end time of the electric power transaction, the sales planning department may make the contracted electric energy reach the target amount. The information processing apparatus according to any one of claims 1 to 8, wherein the allowable price is changed. The invention according to any one of claims 1 to 9, further comprising a bidding execution unit for bidding in at least one of the plurality of time intervals based on the sales plan formulated by the sales plan formulation unit. Information processing equipment. On the computer
Steps to estimate the contract price of future power transactions and the accuracy information of the contract price based on the past power transaction information in the power transaction market, and
Steps to determine the amount of electricity trading to be traded between the current time and the end time of electricity trading,
Based on the estimated contract price and the certainty information, and the determined electric power transaction volume, a step of optimizing the electric power transaction distribution in a plurality of time intervals from the current time to the electric power transaction end time. ,
Based on the optimized power transaction allocation in the plurality of time sections and the permissible price in the plurality of time sections, the time section for bidding and the time section for bidding among the plurality of time sections. An information processing method that executes a step of formulating a sales plan including a bid price and a bid amount in. Computer,
A contract price estimation unit that estimates the contract price of future power transactions and the accuracy information of the contract price based on the past power transaction information in the power transaction market.
The transaction volume determination unit that determines the electricity transaction volume to be traded between the current time and the end time of electricity transaction,
Optimization that optimizes the electricity transaction allocation in a plurality of time intervals from the current time to the end time of the electricity transaction based on the estimated contract price and the accuracy information and the determined electricity transaction volume. Department and
Based on the optimized power transaction allocation in the plurality of time sections and the permissible price in the plurality of time sections, the time section for bidding and the time section for bidding among the plurality of time sections. A program to function as a trading plan formulation department that formulates a trading plan including the bid price and bid volume in.

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