استفاده از روش های طراحی تجربی برای تجزیه و تحلیل پارامتر های اقتصادی در محیط بازار آزاد

Statistical data analysis, through the utilization of experimental design, is a powerful tool commonly used in different areas where uncertainty is a problem, and a great amount of data is available for the analysis. After 10 years of open market experience, the data recorded during the last decade from the electric markets suggest that experimental design can be useful for electrical market data analysis. In this paper, the impact of different factors on the determination of economic parameters such as the spot price in an electric market is analyzed. The analysis is based on the experimental design methodology. The implementation of the proposed methodology is illustrated using simple examples from the Argentinien electric market.

During the last decade, several electric market structures have changed all over the world from a vertical integrated monopoly to a vertical and horizontal segmented market. This process has been observed in countries such as Chile (1982), the United Kingdom (1989), Argentina (1992), Norway (1992), Central American countries (1997), and the United States (1998) [1]. As a result, two important issues can be highlighted taking into account over 10 years of open market experience in the countries that led themselves to those changes and from the available data. The first item to be considered is uncertainty with an open market; uncertainty increases with regards to power system structure, development, and price determination. The second one is the great amount of data available in databases. These two issues make the statistical data analysis, through the utilization of experimental design, a powerful tool for electrical market data analysis that can serve as a base for a second generation of reforms in the electric market sector. Experimental design is a set of tests carried out on process or systems where inputs are changed in order to observe the output response and their relation with inputs. The main objective of the experimental design is to determine which variables are most influential on the output response, that is, to determine the parameters which lead to the best possible output response [2] and [3]. Initial experimental designs were applied in the area of agronomy and chemistry for the selection of the most efficient factor combination as described in [4], [5] and [6], respectively. Later, the electronic industry used this methodology for the development of products and process [7]. Thus, experimental design becomes one of the most important tools in the statistical analysis of data in several areas, allowing companies to improve within an aggressive competitive environment. Recently, the idea of implementing experimental design in the power system area has been suggested. In [8], authors present a technique based on the analysis of the variance to calculate the contribution of generators to an electric market. Another implementation of the analysis of the variance method to detect the most influential factors on the level of line congestion is shown in [9] and [10]. The aim of this paper is to analyze the impact of different factors on the determination of economic parameters such as the spot price in an electric market based on the experimental design methodology. First, the mathematical formulation of factorial experiments is revised; then, the implementation of this technique on the spot price determination is shown, and finally to illustrate the proposed method, a study case is presented.

The implementation of the experimental design and analysis to observe the effect of different parameters on the spot price calculation has been carried out. This technique has been applied to the Argentinian electric market. A simple example has been selected to illustrate the application of the methodology proposed, reaching the same conclusions as experts do. Results suggest that this statistical tool may become very useful to evaluate the impact of different factors on the determination of economic parameters such as the spot price in an electric market.