顾慧杰, 周华锋, 彭超逸, et al. Prediction of spot market electricity prices based on CEEMDAN-BERT-LSTM[J]. 2025, 27(5). DOI: 10.3969/j.issn.1009-1831.2025.05.017.
The accurate prediction of spot market electricity prices plays a crucial role in protecting the interests of participants in the electricity market. Both raw material prices and climate factors can affect the fluctuation of electricity prices in the spot market. In addition
a large amount of wind and solar energy is currently involved in spot market transactions
making electricity price forecasting in the spot market more challenging. Therefore
a spot market electricity price prediction model that integrates CEEMDAN
BERT
and LSTM is proposed. Firstly
the CEEMDAN algorithm is used to decompose the original electricity price data;Subsequently
the BERT algorithm is used to process the text data of three exogenous features:raw material prices
climate conditions
and renewable energy
in order to improve the prediction accuracy of the model;Next
the electricity price decomposition subsequence is combined with the results of exogenous feature processing
and LSTM is used to predict the model. The predicted results are then overlaid to obtain the final electricity price. Finally
the effectiveness of the proposed method was verified through simulation
and the results show that the CEEMDAN-BERT-LSTM prediction model improved the accuracy of electricity price prediction significantly.