Abstract
Power systems and electricity spot trading scenarios constrained by the physical mechanisms of power systems possess great commercial value as well as important academic research value.
This presentation introduces typical commercial scenarios and the underlying academic research problems. A core academic concern in electricity trading is electricity price fluctuation forecasting, which is a typical multivariate time-series prediction task with unique characteristics of power systems. Unlike stock price data, electricity prices exhibit prominent periodicity.
This talk will elaborate several time-series scientific problems abstracted from spot trading, followed by our solution to one of them. The relevant research has supported industrial translation.
We have recently established Petawatt Technology Co., Ltd., focusing on electricity spot trading and virtual power plant operations. Interested students are welcome to join us to tackle challenging time-series forecasting problems.
About the Speaker
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