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ELECTRIC POWER TRANSACTION AMOUNT DETERMINATION SYSTEM, ELECTRIC POWER TRANSACTION AMOUNT DETERMINATION METHOD AND PROGRAM
ELECTRIC POWER TRANSACTION AMOUNT DETERMINATION SYSTEM, ELECTRIC POWER TRANSACTION AMOUNT DETERMINATION METHOD AND PROGRAM
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机译:电力交易量确定系统,电力交易量确定方法和程序
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摘要
PROBLEM TO BE SOLVED: To provide an electric power transaction amount determination system, an electric power transaction amount determination method and a program capable of determining an electric power transaction amount based on a risk and return.SOLUTION: A transaction amount determination system acquires prediction errors in temperature in each of time zones, creates a correlation matrix which represents a correlation in the prediction errors with respect to each pair of time zones, and determines a transaction amount win each time zone, in which the maximum total value is obtained where a profit R×wobtained by the electric power transaction is subtracted by a risk σcorresponding to the correlation value.SELECTED DRAWING: Figure 15
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