The Study Of Forecasting The Next Day's Unconstrained Market Clear Price

Recently, the regional power market of our country has get into the stage of simulation, the early time of the day ahead power market of the northeast china will take the competition mode of single buyer , thereby, the prediction of Unconstrained Market Clear Price(UMCP) is of great importance for the generators. At first, ordinal clustering analysis, day type analysis, factor analysis, dynamic clustering analysis are used in the paper to classify the sample of day of a whole year step by step, so the similar sample are clustered into a genus. This part solve the problem of the classification of price mode and the selection of sample.Then, on the basis of the result of above clustering analysis, by the compare of some forecast methods and the optimization of forecast models, a better forecast method for UMCP is brought forward.After the above study of optimal clustering and optimal forecast models with historical data, the discriminant analysis is used to solve the problem of the confirmation of the un-forecasted day, and simultaneously, the best forecast model and sample for the model are found.In the study, a lot of important problems are studied detailedly: the problem of optimal clustering, the analysis and disposal of different result that come from different methods of factor analysis, the analysis and disposal of the different clustering result which come from the clustering analysis when different method for calculating distance between sample, the optimization of forecast methods, etc.The example confirm that the the methods the paper bring forward are practical and good, they are good for generators to form bidding strategies and improve benefit by forecasting daily UMCP.