This paper proposes a regression market for wind agents to monetize data traded among themselves for wind power forecasting. Existing literature on data markets often treats data disclosure as a binary choice or modulates the data quality based on the mismatch between the offer and bid prices. As a result, the market disadvantages either the data sellers due to the overestimation of their willingness to disclose data, or the data buyers due to the lack of useful data being provided. Our proposed regression market determines the data payment based on the least absolute shrinkage and selection operator (lasso), which not only provides the data buyer with a means for selecting useful features, but also enables each data seller to individualize the threshold for data payment. Using both synthetic data and real-world wind data, the case studies demonstrate a reduction in the overall losses for wind agents who buy data, as well as additional financial benefits to those who sell data.
翻译:本文提出风剂的回归市场,让它们彼此之间为风力预报而进行交易的数据货币化。关于数据市场的现有文献经常将数据披露视为一种二进制选择,或根据出价和出价之间的不匹配调整数据质量。结果,由于高估数据销售商披露数据的意愿,或者由于缺乏有用的数据,数据购买商因而对市场不利。我们提议的回归市场根据最不绝对的缩水和选择操作商(lasso)确定数据支付,这不仅为数据购买商提供了选择有用功能的手段,而且使每个数据销售商能够将数据支付门槛逐个化。案例研究利用合成数据和现实世界风能数据,表明购买数据的风剂的总体损失有所减少,而且给那些出售数据的人带来额外的财政利益。