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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/120978

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/120978

Title:	Modeling and Optimization of Time-of-Use Electricity Pricing Systems
Authors:	洪英超 Hung, Ying-Chao Michailidis, George
Contributors:	統計系
Keywords:	Pricing;Power demand;Contracts;Stochastic processes;Brownian motion;Optimization;Load modeling
Date:	2018-06
Issue Date:	2018-11-21 16:30:26 (UTC+8)
Abstract:	Time-of-Use (TOU) pricing is an important strategy for electricity providers to manage supply and hence making the grid more efficient and for consumers to manage their costs. In this paper, we discuss a general stochastic modeling framework for consumer’s power demand based on which the TOU contract characteristics can be selected, so as to minimize the mean electricity price paid by the customer. We exploit the characteristics of power demand observed in real grids to propose to model it during homogeneous peak periods as a constant level with fluctuations described by a scaled fractional Brownian motion. We analyze the exceedance process over pre-specified thresholds and use this information for formulating an optimization problem to determine the key features of the TOU contract. Due to the analytical intractability of certain expressions with the exception of short-range dependence fluctuations, the solution of the posited optimization problem requires using techniques such as Monte Carlo simulation and numerical search. The methodology for two pricing schemes is illustrated using real data.
Relation:	IEEE Transactions on Smart Grid,
Data Type:	article
DOI 連結:	https://doi.org/10.1109/TSG.2018.2850326
DOI:	10.1109/TSG.2018.2850326
Appears in Collections:	[統計學系] 期刊論文

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