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Victor Mylle
2024-01-15 12:31:56 +00:00
parent 5f2418a205
commit 67cc6d4bb9
7 changed files with 855 additions and 482 deletions

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@@ -117,7 +117,32 @@ Test data: 01-01-2023 until 08-102023
| Policy | Threshold Step Size (€) | Total Profit (€) | Charge Cycles |
|--------|---------------------|--------------|---------------|
| Baseline (charge: 150, discharge: 175) | 25 | 251202.59 | 725 |
| Policy using predicted NRV (mean reconstructed imbalance price) | 50 | 325362.81 | 856 |
| Policy using predicted NRV (mean reconstructed imbalance price) | 25 | 334058.65 | 862 |
| Policy using predicted NRV (mean thresholds) | 25 | 339846.9062 | 842 |
| Baseline (charge: 150, discharge: 175) | 25 | 251202.59 |  725 |
| Baseline (yesterday imbalance price) | 25 | 342980.0938 | 903 |
| GRU Predicted NRV (mean reconstructed imbalance price) | 50 | 325362.81 |  856 |
| GRU Predicted NRV (mean reconstructed imbalance price) | 25 | 334058.65 | 862 |
| GRU Predicted NRV (mean thresholds) | 25 | 339846.9062 | 842 |
| Diffusion Predicted NRV (mean thresholds) | 25 | 338168.0312 | 886 |
# Penalty parameter for charge cycles
| Policy | Penalty parameter | Total Profit (€) | Charge Cycles |
|--------|---------------------|--------------|-----------------|
| Baseline (yesterday imbalance price) | 10 | 335968.9062 | 895.4375 |
| Baseline (yesterday imbalance price) | 20 | 328577.2812 | 886.5625 |
| Baseline (yesterday imbalance price) | 50 | 306301.9688 | 850.9375 |
| Baseline (yesterday imbalance price) | 150 | 251367.0469 | 749.7500 |
| Diffusion Predicted NRV | 10 | 331288.7812 | 880.3750 |
| Diffusion Predicted NRV | 20 | 324568.7812 | 871.5000 |
| Diffusion Predicted NRV | 50 | 304761.1875 | 837.3125 |
| Diffusion Predicted NRV | 150 | 238441.5625 | 670.1875 |
# TODO
- [ ] Baseline
- [ ] Profit penalty parameter als over charge cycles voor een dag -> parameter bepalen op training data (convex probleem) (< 400 charge cycles per jaar) (over een dag kijken hoeveel charge cycles -> profit - penalty * charge cycles erover, (misschien belonen als eronder charge cycles))
- [ ] Meer verschil bekijken tussen GRU en diffusion
- [ ] Andere lagen voor diffusion model (GRU, kijken naar TSDiff)
- [ ] Policies met andere modellen (Linear, Non Linear)