Symmetry-Guided Identification of Spatial Electricity Price Anomalies via Data Partitioning and Density Analysis
Year: 2025
Type: article
Abstract: Accurate identification of electricity price anomalies is essential for enhancing transparency, stability, and efficiency in modern electricity markets. While prior methods primarily focus on temporal patterns, this study introduces a novel approach to detecting spatial anomalies by leveraging latent symmetry structures in nodal price data. The method consists of two key stages: (1) applying dimensionality reduction and density-based clustering (t-SNE + DBSCAN) to uncover symmetrical price zones, and (2) deploying the Isolation Forest algorithm to identify anomalous nodes and zones based on intra-zone and inter-zone data density deviations. Empirical tests on a full-year dataset from the PJM market (over 2000 nodes, 15 min intervals) show that the proposed method (M1) achieves a spatial anomaly detection accuracy above 95%, with false alarm rates consistently below 13%. Compared to benchmark models—including unzoned Isolation Forest (M2) and K-means-based methods (M3)—the proposed framework demonstrates superior stability and interpretability, especially in identifying clustered and zone-level anomalies linked to congestion or structural disturbances. By integrating spatial symmetry awareness into the detection framework, this approach enhances both sensitivity and traceability, enabling early-stage identification of systemic anomalies. The method is data-efficient and adaptable to diverse electricity market architectures. Overall, the proposed framework contributes a scalable and interpretable tool for anomaly surveillance in electricity markets, supporting more resilient and transparent market operations.
Source: Symmetry
DOI: 10.3390/sym17071032
Authors: Siting Dai, Jiawen Wang, Tianyao Ji
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $2,896
OpenAlex ID: W4411895251
