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JP-7855489-B2 - Information processing device, information processing method, and program

JP7855489B2JP 7855489 B2JP7855489 B2JP 7855489B2JP-7855489-B2

Inventors

  • 福原 竜馬
  • 進 博正
  • 木村 功太朗
  • 坂田 将典

Assignees

  • 株式会社東芝
  • 東芝エネルギーシステムズ株式会社

Dates

Publication Date
20260508
Application Date
20221025

Claims (13)

  1. Using one or more bidding scenarios, each comprising a portion of the bid quantity to be traded, a unit price for each portion, and a first probability model representing the probability of execution relative to the bid price, the execution of the portion is simulated, and the amount of the portion to be executed for each bidding scenario is predicted. Using the aforementioned contract quantity, the first revenue for each of the bidding scenarios is evaluated. Processing unit, An information processing device equipped with the following features.
  2. The aforementioned processing unit, Using the aforementioned bidding scenario and a second probability model representing the probability that the bid quantity will be traded for the given bid price, the trading of the divided quantity is simulated, and the trading volume of the divided quantity is predicted. Using the predicted transaction volume, evaluate the second revenue for each transaction in the bidding scenario. The information processing apparatus according to claim 1.
  3. The aforementioned processing unit, The trading volume is predicted with the predicted contract amount as the upper limit. The information processing apparatus according to claim 2.
  4. The aforementioned processing unit, The total revenue obtained by adding the first revenue and the second revenue is calculated. The information processing apparatus according to claim 2.
  5. The aforementioned processing unit, Using bidding parameters including the bid amount, the method for dividing the bid amount, and the method for calculating the unit price, the system calculates a plurality of divided amounts by dividing the bid amount according to the division method, calculates the unit price for each divided amount according to the calculation method, and generates one or more bidding scenarios including the plurality of calculated divided amounts and the unit prices. The information processing apparatus according to claim 1.
  6. The aforementioned processing unit, For each of the aforementioned bidding scenarios, the simulation of the agreement is performed multiple times to predict multiple agreement amounts. Using the multiple contract quantities, evaluate the multiple first revenues for each bidding scenario. Controlling the output of output information including multiple first revenue statistics for each bidding scenario, The information processing apparatus according to claim 1.
  7. The aforementioned processing unit, The first probability model is calculated using historical information, including the winning bid prices for each bidding period. The information processing apparatus according to claim 1.
  8. The aforementioned processing unit, Using the aforementioned performance information and weather information, the first probability model is calculated. The information processing apparatus according to claim 7.
  9. The subject of the transaction is electricity, The aforementioned bid amount is the amount of electricity generated. The information processing apparatus according to claim 1.
  10. The aforementioned processing unit, A contract prediction unit that predicts the contract amount, A first evaluation unit that evaluates the first revenue, Equipped with, The information processing apparatus according to claim 1.
  11. The aforementioned processing unit, Controlling the output of output information based on the first revenue, The information processing apparatus according to claim 1.
  12. An information processing method performed by an information processing device, A trade prediction step that simulates the execution of the divided quantities and predicts the amount of the divided quantities to be executed for each of the bidding scenarios, using one or more bidding scenarios that include multiple divided quantities obtained by dividing the bid quantity to be traded, and a unit price for each divided quantity, and a first probability model that represents the probability of execution for the bid price, A first evaluation step in which the first revenue for each of the bidding scenarios is evaluated using the aforementioned contract amount, Information processing methods including
  13. On the computer, A trade prediction step that simulates the execution of the divided quantities and predicts the amount of the divided quantities to be executed for each of the bidding scenarios, using one or more bidding scenarios that include multiple divided quantities obtained by dividing the bid quantity to be traded, and a unit price for each divided quantity, and a first probability model that represents the probability of execution for the bid price, A first evaluation step in which the first revenue for each of the bidding scenarios is evaluated using the aforementioned contract amount, A program to execute.

Description

Embodiments of the present invention relate to an information processing apparatus, an information processing method, and a program. Electricity trading markets are known for the trading of electricity generated by power generators and other operators. For example, in Japan, electricity is traded on multiple markets operated by the Japan Electric Power Exchange (JEPX). In addition to these electricity trading markets, supply and demand adjustment markets have been established to procure wide-area adjustment capacity for general transmission and distribution operators (TSOs) to perform frequency control and supply-demand balance adjustments, aiming to achieve more efficient supply and demand management. Power generators and retailers trading electricity are required to strategically supply their own adjustment capabilities (adjustment power sources) to the market to maximize their profits through efficient generator operation. Because the supply and demand adjustment market is a new market established in 2021, the ability to develop optimal bidding plans is essential. Patent No. 7026033 A diagram illustrating an example of dividing electricity bids into multiple parts for bidding.A diagram illustrating examples of unit prices and charges for activation.Block diagram of an information processing device according to an embodiment.A diagram illustrating an example of a probability distribution.A diagram illustrating an example of a bidding scenario.A diagram showing an example of output information.Flowchart of the bidding support process in the embodiment.Hardware configuration diagram of an information processing device according to an embodiment. A preferred embodiment of the information processing device according to this invention will be described in detail below with reference to the attached drawings. In the following description, an example will be given in which the market and the objects of trade in that market are a supply and demand adjustment market and electricity; however, the market and objects of trade are not limited to these. First, let's explain the overview of the supply and demand adjustment market. The supply and demand adjustment market was established in April 2021 to procure wide-area adjustment capacity with the aim of achieving efficient supply and demand management. As of April 2021, the market was only open for tertiary adjustment capacity (2), and there are plans to expand the products to include adjustment capacity with shorter response times in the future. The supply and demand adjustment market operates as a two-stage auction system, consisting of two markets: the ΔkW market for adjustment capacity (also known as ΔkW) and the kWh market for the electricity (also known as kWh) supplied in response to activation commands from the adjustment capacity. Furthermore, the supply and demand adjustment market uses a multi-price auction system. The ΔkW market is a market for procuring (reserving) ΔkW in advance, for example, by the day before. When an activation command is issued for supply and demand adjustment based on the pre-procured ΔkW, electricity is supplied according to the command. The kWh market is a market for registering kWh prices and issuing activation commands in order of lowest price. In the following, the transaction of ΔkW in the supply and demand adjustment market is referred to as a "contract," the amount of adjustment power that is contracted is called the "contracted amount," and the amount for which activation is ordered is sometimes referred to as the "activation amount." As described above, the supply and demand adjustment market is a multi-price, two-stage auction. To maximize profits, it is necessary to optimally divide the amount of electricity to be bid (bid quantity) and set the unit price accordingly. For example, if historical transaction data from the supply and demand adjustment market is available, a model representing the relationship between bid price and the probability of winning the bid can be estimated from this historical data. Furthermore, the expected value of the return can be calculated using such a model. For example, from the perspective of maximizing the expected return in the ΔkW market, the optimal strategy would be to use the estimated model to place all bids at the price that maximizes the expected return. However, maximizing the expected return in the ΔkW market is not necessarily optimal from the perspective of overall return optimization, including the kWh market. This is because the supply and demand adjustment market is a two-stage auction where a command is issued in the kWh market for power sources that have been contracted in the ΔkW market. Therefore, even if the price is low, contracting in the ΔkW market can potentially lead to returns in the kWh market. Next, we will outline the bidding procedures in the supply and demand adjustment market. (A1) Register the "power supply code" that identifies the generator, the desired c