Day-ahead, intra-day and real-time market electric energy transaction optimization method under participation of new energy

The invention discloses a day-ahead, intra-day and real-time market electric energy transaction optimization method under the participation of new energy, and the method comprises the steps: firstly, carrying out the prediction of a load, the output of a new energy unit, and the electricity price through a self-adaptive prediction method based on an octopus model, and building a corresponding uncertainty model; then, in the day-ahead market, the new energy power generator and the conventional power generator declarate the electric quantity and the electricity price to a power transaction center; constructing a day-ahead-intra-day market clearing optimization model, and carrying out day-ahead market clearing by adopting the constructed model so as to reduce the power deviation of the real-time market; and finally, entering a real-time market bidding stage after the day-ahead market clearing, constructing an intra-day-real-time market clearing optimization model, and performing electric energy transaction optim