一般化加法モデルと勾配ブースティング木によるインバランス料金単価の推定

抄録

Since the Japanese electricity retail market's liberalization started in 2016, the numbers ofpower generation companies and retailers joining the market are increasing. Power generation companiesand retailers must pay imbalance charges, which depend on the amount of error between planned supplyand demand volume and real supply and demand volume. Imbalance unit prices are calculated from spotprices and day-ahead market prices in Japan and volatile because imbalance unit prices are influenced bymany parameters like the imbalance between supply and demand, climate changes, etc. Forecastingimbalance unit prices are essential for risk management. Analyzing and forecasting imbalance unit pricesusing generalized additive models (GAM) and future work to improve the price forecasting estimation areshown in this study.