基于核密度与Copula函数的风光储日前竞价优化模型
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TM73

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国网山西省电力公司科技项目(52053023001S)


Optimization model for day-ahead bidding of wind-solar-storage systems based on kernel density estimation and Copula functions
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    摘要:

    由于风光发电的不确定性特点,风光电站在上网时面临着电能平衡和出力波动的挑战.针对不同地区风光出力特性和误差分布的差异化特性问题,提出基于核密度与Copula函数的风光储日前竞价优化模型.首先采用核密度估计方法对风光出力进行概率密度函数的计算,引入阿基米德簇Copula函数对风光出力的联合分布函数进行求解,然后采用蒙特卡罗抽样和K-means聚类方法生成典型出力场景.最后建立考虑储能峰谷套利的配备储能的风光电站日前竞价优化模型.结果表明,所提出的模型提升了描述风光电站的出力特性的准确性,实现了更优的上网与储能策略,验证了增加收益与提高准确性上的有效性,使风光电站集群能够更好地应对出力波动问题并提高收益.

    Abstract:

    Wind and solar power stations face challenges in maintaining energy balance and managing output fluctuations when connected to the grid due to their uncertain nature.Here,an optimization model for day-ahead bidding of wind-solar-storage systems based on kernel density estimation and Copula functions is proposed in accordance with the varying wind and solar output characteristics and error distributions across different regions.Firstly,the kernel density estimation method is used to calculate the probability density functions of wind and solar power outputs,and the Archimedean Copula function is introduced to solve their joint distribution function.Then,Monte Carlo sampling and K-means clustering methods are used to generate typical output scenarios.Finally,the optimization model is established,considering peak-valley arbitrage of energy storage.The results show that the proposed model improves the accuracy of describing the output characteristics of wind-solar power stations,realizes a better grid connection and energy storage strategies,and verifies the effectiveness of increasing revenue and improving accuracy,enabling the wind-solar power plant clusters to better cope with output fluctuation and improve their earnings.

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薄利明,郑惠萍,程雪婷,王天宇,卢灿,许小峰.基于核密度与Copula函数的风光储日前竞价优化模型[J].南京信息工程大学学报(自然科学版),2025,17(5):731-739
BO Liming, ZHENG Huiping, CHENG Xueting, WANG Tianyu, LU Can, XU Xiaofeng. Optimization model for day-ahead bidding of wind-solar-storage systems based on kernel density estimation and Copula functions[J]. Journal of Nanjing University of Information Science & Technology, 2025,17(5):731-739

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  • 收稿日期:2024-06-19
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  • 在线发布日期: 2025-10-18
  • 出版日期: 2025-09-28
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