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The work contains selected research results regarding the identification modeling of the Polish Electric Power Exchange on the example of numerical data listed on the Day-Ahead Market of TGE S.A. in Poland. In order to obtain the model of Day-Ahead Market System, first identification for numerical data from the period 01.01.2013-31.04.2016 has been downloaded from TGE S.A., obtaining discrete arx parametric models in MATLAB and Simulink using the System Identification Toolbox. The resulting model was then converted to continuous parametric models, and those to continuous models in the state space for 35 conventional semi-annual measurement periods. On the basis of the obtained test results, state variables and selected model parameters were interpreted, i.e. all non-zero elements of matrix A and nine selected elements of matrix B and one parameter of matrix C.

The publication concerns the important contemporary issues of searching for the Day-Ahead Market system models, including identification and simulation models. The models were obtained as a result of the identification process based on the data listed on TGE S.A. and as a result of building the obtained identification model in Simulink in the form of a simulation model. As a result of the identification, a model of the Day-Ahead Market system was obtained, i.e. relationships were found between 24 input quantities concerning the volume of electricity supplied and sold in each hour of a day and individual output quantities for each hour of a day, i.e. the obtained volume-weighted average electricity price. On the basis of the obtained system identification model, a simulation model was built in Simulink, thanks to which it was possible to conduct, apart from simulation tests, also sensitivity tests and comparative tests. Both models, i.e. the identification model and the simulation model, were further subjected to an evaluation of the efficiency, effectiveness and robustness of the model against the system. Research in this area belongs to the original research.

This work contains selected results of research on modelling identification of Polish Power Exchange (TGEE) on the example of the figures quoted on the Day Ahead Market (DAM) on TGEE in Poland. In order to obtain a model of the TGEE system on the beginning it was conducted to identify the figures for the period 01.01.2013-31.12.2015 obtaining discrete parametric model arx in MATLAB and Simulink environments using System Identification Toolbox (SIT). The resultant model was converted to a continuous parametric model, and that one on a continuous model in the state space. On the basis of obtained equations of state and outputs, there was interpreted a state variables and parameters of the selected model, i.e. selected elements of the matrix A and matrix B. Research continues.

The paper contains selected results of metaidentification of the control system of the Polish Power Exchange using numerical data quoted on the Day-Ahead Market obtained in the form of a MISO metamodel. Identification methods, including methods leading to parametric models, have been used for many years, especially in technical sciences, including management and control of the power system and its subsystems. Various methods of obtaining metamodels depending on the test object are used. There are no available methods of metaidentification of technical and technical-economic systems leading directly to the metamodel of systems such as the system of the Polish Power Exchange, and the models obtained so far have been prognostic, planning or programming models.

In order to identify the system of the Polish Power Exchange on the basis of numerical data quoted on the Day Ahead Market of Towarowa Gielda Energii S.A. in the period from 1st January 2013 to 30th April 2016, 24 input variables were discriminated in relation to the total volume of electricity delivered and sold for all transactions concluded during the trading session in each hour of the 24-hour day (24 input variables) and 24 single output values related to the obtained average price weighted by the volume of electrical power sold for all transactions concluded during the trading session for a given hour of the 24-hour day. In this way, 24 models were obtained with 24 input variables (volumes for individual hours of the 24-hour day) and individual output variables - MISO models. A total of 35 periods of a six-month data range covering 184 days of quotations on the Day Ahead Market were identified.

The paper presents the results of research concerning the Polish Power Exchange as a management system, obtained using the data quoted on the Day-Ahead Market. As a result of identification, 24 arx discrete linear parametric models of MISO type were obtained (with 24 input quantities and single output quantities). Input quantities are the volume of electrical energy supplied and sold in each hour of the 24-hour day, and output quantities are average prices weighted by the volume of electrical energy obtained in each hour of the 24-hour day. These models were converted to continuous parametric models, and further into continuous models in the states space. The results of the discussion were also presented, including the interpretation of state variables, as well as the model's parameters and the conclusions together with directions for further research.

The following paper contains selected results of research on modeling identification of Polish Electricity Exchange on the example of the dates quoted on the Day Ahead Market. In order to obtain a model of the Polish Electricity Exchange System in the beginning it was conducted to identify data for the period from January, 1 (2013) to December, 31 (2015). In the result discrete parametric model using arx method in MATLAB and Simulink environments with System Identification Toolbox was obtaining. The resulting model was converted to a continuous parametric model, and that one in turn into the state space model. On the basis of obtained equations of state and outputs, state variables and parameters of the selected model were interpreted, i.e. selected elements of the matrix' of the state space model. A block diagram was then constructed in Simulink, which was used for simulations and sensitivity studies using: sine, Dirac impulse and step function. Numerous interesting research results have been obtained, including the correctness of the development of the Polish Electricity Exchange.

This work contains selected results of research on metamodeling identification of Polish Power Exchange (Towarowa Gielda Energii Elektrycznej — TGEE) obtained in the MATLAB environment using the System Identification Toolbox (SIT). In order to obtain a type arx parametric model of the system TGEE there was carried out an identification the various periods of the figures for the Day Ahead Market (DAM) for a period of 01.01.2013–31.12.2015 with the progress of one month. Data used in a process of identification related to period from 2002 to 2015. First, there were generated 30 discrete parametric arx models, and based on those models, discreet TGEE metamodel. Both arx models as well as a TGEE metamodel were converted to the corresponding continuous models and models in the state spaces. Generated parametric TGEE metamodel and metamodel in the state spaces implemented in Simulink were used for simulation tests and for susceptibility testing.

The work contains selected results of research related to identification modelling of the Polish Power Exchange (Towarowa Gielda Energii Elektrycznej S.A. — TGEE) obtained in MATLAB and Simulink using the System Identification Toolbox and Control System Toolbox. In order to obtain a parametric arx model of the Polish Power Exchange identification was performed using data for the first half year of 2015 (184 days), i.e. for 24 input quantities related to the volume of supplied and sold electrical energy (ee) in each hour of the 24-hour day as well as for individual output quantities related to average prices of supplied and sold ee in consecutive hours of the 24-hour day. 24 discrete parametric models of MISO type were obtained, followed by their transformation into continuous parametric models, and, further, into continuous models in state space. The research was conducted in order to find out whether it was possible to generate a model of the Polish Power Exchange (TGEE) and a metamodel based on the changes of the values of the elements of the model in consecutive hours of the 24-hour day. As a result, changes of elements of matrix A related to changes in the internal organization of the system and selected elements of matrix B related to the change of the control level were analysed. Also, an attempt to analyse the obtained results including state variables was made.