基于自注意力编码高斯混合网络的电力市场异常行为检测OA
Detection of Abnormal Behaviors in the Electricity Market Based on Self-attention Encoding Gaussian Mixture Network
在新能源入市、现货常态化运行的行业背景下,市场参与主体类型更加多样、数量显著增加,交易频次持续上升,电力市场运行环境愈发复杂,市场主体异常行为检测的难度进一步提升.传统检测方法依赖人工审核与规则判定,面对海量、高频、高维的交易数据时,其效率与准确性已难以满足需求.为了解决上述问题,提出一种基于自注意力编码高斯混合网络的市场主体异常行为检测算法.首先,考虑多类型发电机组参与市场竞价,构建了市场主体异常行为检测指标.其次,提出了基于深度自注意力编码高斯混合网络的异常行为检测方法,在理论上详细说明了自注意力编码高斯混合模型的表达网络与损失函数改进重构,并提出了异常嫌疑度指标和异常行为检测流程.最后,通过实验仿真验证了所提方法的异常行为检测性能,并给出了算法运用场景建议.
Against the industry backdrop of new energy integration into the market and the regular operation of the spot market,the types of market participants have become more diverse,the number of participants has significantly increased,and the frequency of transactions has continuously risen.The operating environment of the electricity market has become increasingly complex,and the difficulty of detecting abnormal behaviors of market entities has further increased.Traditional detection methods rely on manual review and rule-based judgment.When dealing with massive,high-frequency,and high-dimensional transaction data,their efficiency and accuracy can no longer meet the requirements.To address the above issues,this paper proposes an algorithm for detecting abnormal behaviors of market entities based on a deep self-attention encoding Gaussian mixture network.Firstly,considering the participation of various types of generating units in market bidding,detection indicators for abnormal behaviors of market entities are constructed.Secondly,a method for detecting abnormal behaviors based on a deep self-attention encoding Gaussian mixture network is proposed.The expression network and the improvement and reconstruction of the loss function of the self-attention encoding Gaussian mixture model are theoretically elaborated in detail,and the abnormal suspicion index and the detection process for abnormal behaviors are proposed.Finally,through experimental simulations,the performance of the proposed method in detecting abnormal behaviors is verified,and suggestions for the application scenarios of the algorithm are provided.
鄢鹏阳;左自杰;喻洁;周子健
东南大学电气工程学院,江苏省 南京市 210096东南大学电气工程学院,江苏省 南京市 210096东南大学电气工程学院,江苏省 南京市 210096东南大学电气工程学院,江苏省 南京市 210096
管理科学
电力市场异常检测无监督学习深度学习注意力机制高斯混合编码
electricity marketabnormal detectionunsupervised learningdeep learningattention mechanismGaussian mixture encoding
《全球能源互联网》 2026 (4)
528-539,12
国家自然科学基金(U1966204,51977032).National Natural Science Foundation of China(U1966204,51977032).
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