Compared to traditional resources, user-side resources are of various types and have more significant uncertainty about their regulatory capacity, leading to difficulties in coordinating decisions about their simultaneous participation in the electric energy and peaking ancillary services markets. This paper proposes a joint bidding decision-making method for the day-ahead electricity energy and peak shaving auxiliary service market based on distributed robust opportunity constraints, which addresses the problem of difficulty in using an accurate probability density distribution to represent the uncertainty process of user-side resources. Firstly, a data-driven method for characterizing the uncertainty of load regulation capacity is investigated, and fuzzy sets are constructed without assuming specific probability distributions of random variables. Then, to minimize the risk expectation of the joint bidding cost on the customer side, a bidding strategy that considers the uncertainty is proposed. Finally, an example simulation verifies the reasonableness and effectiveness of the proposed joint bidding method, and the results show that the constructed model overcomes the problem of over-conservatism of the robust model, and the computational adaptability is better than that of the stochastic model, which achieves a better balance between robustness and economy.
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