基于Informer-MATD3的风力发电商现货价格预测-日前竞价两阶段决策模型

张硕, 王雨欣, 李英姿, 贺运政

电力建设 ›› 2026, Vol. 47 ›› Issue (4) : 63-81.

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电力建设 ›› 2026, Vol. 47 ›› Issue (4) : 63-81. DOI: 10.12204/j.issn.1000-7229.2026.04.006
AI技术在新型电力系统市场机制及运行优化的研究及应用·栏目主持:李彦斌、张硕、董福贵、曾博·

基于Informer-MATD3的风力发电商现货价格预测-日前竞价两阶段决策模型

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Two-Stage Day-Ahead Bidding Decision Model for Wind Power Generator’s Spot Price Forecasting Based on Informer and MATD3

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摘要

【目的】为解决新型电力系统中风电高比例渗透引发的电价高波动性与预测难题,提出一种适用于风力发电商的动态竞价策略。【方法】首先,构建了多市场因素融合的Informer(Market-Informer)预测模型,通过引入碳价、绿证价格及煤炭价格等关键变量,实现日前电价预测;进一步,将预测信息嵌入基于多智能体双延迟深度确定性策略梯度(multi-agent twin delayed deep deterministic policy gradient, MATD3)算法的竞价决策框架中。该框架通过在包含水电、火电、光伏发电商的市场环境中进行集中训练,最终实现风力发电商的最优竞价策略。【结果】以欧洲某电力市场2022年数据为案例进行竞价,结果显示其预测方向准确性(directional accuracy coefficient,DAC)在10%的误差水平下可达94.3%,较传统自回归积分移动平均模型(autoregressive integrated moving average model,ARIMA)提升了18.6个百分点。该策略使系统总成本降低11.4%,风力发电商收益提升9.8%,中标率提高18.7%,收益波动降低22.3%。【结论】算例分析验证了“预测-决策”动态耦合机制在提升可再生能源竞价能力与低碳转型中的有效性,为高比例可再生能源电力市场提供了智能化决策范式。

Abstract

[Objective] To address the challenges of high electricity price volatility and forecasting difficulties caused by the high penetration of wind power in the new power system, this paper proposes a dynamic bidding strategy suitable for wind power producers. [Methods] The study first constructs a Market-Informer forecasting model that integrates multiple market factors. By introducing key variables such as carbon prices, green electricity certificate prices, and coal prices, it achieves day-ahead electricity price forecasting. Furthermore, the forecast information is embedded into a bidding decision framework designed based on the multi-agent twin delayed deep deterministic policy gradient (MATD3) algorithm. This framework is centrally trained in a market environment that includes hydropower, thermal power, and photovoltaic power producers, which finally contributes to the generation of optimal bidding strategies for wind power producers. [Results] Using data from a European electricity market in 2022 as a case study for bidding, the results show that the directional accuracy coefficient(DAC) of forecasting can reach 94.3% under a 10% error margin, representing an 18.6 percentage-point improvement over the traditional autoregressive integrated moving average (ARIMA) model. This strategy reduces the total system cost by 11.4%, increases the revenue of wind power producers by 9.8%, raises the bid-winning rate by 18.7%, and decreases revenue volatility by 22.3%. [Conclusions] The case study verifies the effectiveness of the "forecasting-decision" dynamic coupling mechanism in enhancing the bidding capacity of renewable energy and promoting low-carbon transition, providing an intelligent decision-making paradigm for power markets with a high penetration of renewable energy.

关键词

电价预测 / Informer模型 / 多智能体双延迟深度确定性策略梯度(MATD3)算法 / 市场竞价

Key words

electricity price forecasting / Informer model / multi-agent twin delayed deep deterministic policy gradient (MATD3) / market bidding

引用本文

导出引用
张硕, 王雨欣, 李英姿, . 基于Informer-MATD3的风力发电商现货价格预测-日前竞价两阶段决策模型[J]. 电力建设. 2026, 47(4): 63-81 https://doi.org/10.12204/j.issn.1000-7229.2026.04.006
ZHANG Shuo, WANG Yuxin, LI Yingzi, et al. Two-Stage Day-Ahead Bidding Decision Model for Wind Power Generator’s Spot Price Forecasting Based on Informer and MATD3[J]. Electric Power Construction. 2026, 47(4): 63-81 https://doi.org/10.12204/j.issn.1000-7229.2026.04.006
中图分类号: TM73   

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摘要
传统电力负荷组合模型使用滚动且固定长度时间窗口内的历史预测误差数据进行子模型变权,但该窗口长度无法根据最新环境特点进行自适应调整,导致有效信息的丢失或过时信息的引入,从而降低了短期负荷预测的准确性。利用双延迟深度确定性策略梯度模型(twin delay deep deterministic policy gradient, TD3)构建智能体,设计了一种时间窗口长度自适应可变的变权组合预测策略。通过建立短期负荷预测场景误差最低的目标及相关约束,设计了智能体的输入状态、动作和奖励机制,使智能体能够快速收敛并做出最优决策,从而准确地调整时间窗口长度。在此基础上,组合模型响应智能体实时指导的时间窗口,使用最优加权法实现了子模型的准确变权组合。最后,采用中国北方某地区的真实电力负荷数据进行算例分析,验证了所提策略的有效性和优越性。
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脚注

利益冲突声明(Conflict of Interests) 所有作者声明不存在利益冲突。

基金

国家重点研发计划项目(2021YFB2400704)
教育部人文社会科学研究规划基金(23YJA630133)
北京市自然科学基金项目(9232019)
北京市社会科学基金项目(22GLB020)

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