Comparative study of the efficiency, effectiveness and robustness of the TGE S.A. Day-Ahead Market model and system

Abstract

The article contains selected results of comparative research on the quality of the parametric model, corrected in selected situations with the use of ANN and the Day-Ahead Market system of TGE S.A. carried out in MATLAB and Simulink. The System Identification Toolbox library was used for identification tests and Simulink for simulation and comparative tests. The comparative studies used suchmeasures of model and system quality as: efficiency, effectiveness and robustness. Their waveforms as well as their average values and absolute errors and relative errors between the identification model or the identification-neural model and the system were obtained. The results of general tests were shown for the hours: 6:00, 12:00, 18:00 and 24:00 in 2019, and the detailed tests for 6:00. The sensitivity of the waveforms obtained in terms of model quality and the Day-Ahead Market system was also tested, depending on the assumed values of such parameters as e.g. electricity volume or volume-weighted average price of electricity.