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研究生: 黃訢慈
Shin-Tzu Huang
論文名稱: 基於多元時間序列分析之備轉電力需求預測模型
Operating Reserve Power Demand Forecasting Model Based on Multivariate Time Series Analysis
指導教授: 林希偉
Shi-Woei Lin
口試委員: 陳志萍
Chih-Ping Chen
陳威志
Wei-Chih Chen
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2023
畢業學年度: 111
語文別: 中文
論文頁數: 57
中文關鍵詞: 電力需求預測多元時間序列基於時頻的圖神經網路差分整合移動平均自迴歸季節性差分整合移動自迴歸備轉電力
外文關鍵詞: electricity demand forecasting, multivariate time series, StemGNN, ARIMA, SARIMA, operating reserve power
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電力供需之預測有助於強化電力資源之規畫與管理,是維持現今社會運作的重要一環,而備轉電力(operating reserve power)可確保電力系統的可靠性及穩定性,並減少停電風險,是提高能源系統韌性的重要元件。本研究透過台灣電力公司之電力交易平台資料,以日前輔助服務市場的三種備轉容量之交易資料為標的,建構一個以基於時頻的圖神經網路(spectral temporal graph neural network, StemGNN)的多元時間序列深度學習模型,透過此模型同時預測三種備轉電力之需求,此模型能夠同時考量單一時間序列內之時間相依性、多個時間序列間之空間相依性,補足單變量時間序列預測未考量各時間序列相互依賴之不足。研究中亦透過與傳統時間序列析常用之差分整合移動平均自迴歸(autoregressive integrated moving average, ARIMA)模型與季節性差分整合移動自迴歸(seasonal autoregressive integrated moving average, SARIMA)模型進行預測準確度比較,以驗證基於時頻的圖神經網路在預測建模之有效性。研究結果顯示,在預測期較短的情況下,SARIMA模型已經能夠充分進行預測,但若要進行較長期的預測,可藉由本研究建構之多元時間序列預測模型,獲得更準確的預測結果。本研究之分析框架可提供日前輔助服務市場供需雙方作為決策評估之參考,以進行備轉電力需求的規劃與管理。


Forecasting power supply and demand contributes to the planning and management of power resources, which is essential for maintaining the functioning of today’s society. Operating reserve power ensures the reliability and stability of the power system and reduces the risk of blackouts, making it an important component for enhancing the resilience of the energy system. In this study, a multivariate time series deep learning model is constructed using a spectral temporal graph neural network (StemGNN), based on transaction data of three types of reserve capacity from Taiwan Power Company’s trading platform. This model simultaneously predicts the demand for the three types of reserve power, considering the temporal dependence within each individual time series and the spatial dependence among multiple time series. It addresses the limitations of univariate time series prediction that neglects the interdependencies among multiple time series. The study also compares the forecasting accuracy of the StemGNN model with traditional time series analysis models such as autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) to validate its effectiveness. The results show that the SARIMA model can sufficiently predict for a short forecast period, while the multivariate time series forecasting model developed in this study can obtain more accurate forecasting results for a longer forecast period. The analytical framework of this study provides valuable decision-making support for both the supply and demand sides in the day-ahead operating reserve service market, facilitating the planning and management of power demand.

摘要 I Abstract II 誌謝 III 目錄 IV 圖目錄 VI 表目錄 VIII 第一章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 3 1.3 論文架構 4 第二章 文獻回顧 5 2.1 電力供給與需求 5 2.2 電力市場風險管理 6 2.3 電力需求預測模型的變數及方法 7 2.4 多元時間序列預測 10 第三章 研究方法 13 3.1 研究資料 14 3.2 多元時間序列預測模型 16 3.3 標竿比較模型 20 3.3.1 ARIMA模型 21 3.3.2 ARIMA之延伸模型 21 3.3.3 標竿比較模型之主要建模流程 22 3.4 驗證流程與預測評估框架 23 第四章 研究結果 27 4.1 案例與資料說明 27 4.2 建立備轉電力需求之多元時間序列預測模型 29 4.3 ARIMA及SARIMA模型之分析結果 35 4.3.1 ARIMA模型 36 4.3.2 SARIMA模型 39 4.4 模型驗證與評估之比較 42 4.4.1 預測期為1之比較 42 4.4.2 預測期為12之比較 44 4.4.3 預測期為24之比較 47 4.5 小結 49 第五章 結論與建議 50 5.1 結論 50 5.2 管理意涵 51 5.3 研究限制與未來建議 51 參考文獻 53

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中文文獻
吳再益、蘇家郁、胡慎芝、吳霽庭、賴靜仙、吳爵丞 (2021)。電力交易平台規劃現況與展望。臺灣電力企業聯合會110年度專刊:臺灣電網及電力交易市場現況與未來展望,頁151-167,臺北市。
張明杰、黃義協、何信毅、陳曾裕 (2021)。民營電廠參與電力市場之機會與挑戰。載於臺灣電力企業聯合會110年度專刊:臺灣電網及電力交易市場現況與未來展望,頁196-213,臺北市。

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