Probabilistic evaluation of a power system's capability to accommodate uncertain wind power generation

被引:4
作者
Liu, Bin [1 ]
Liu, Feng [2 ]
Wei, Wei [2 ]
Meng, Ke [1 ]
Dong, Zhao Yang [1 ]
Zhang, Wang [1 ]
机构
[1] Univ New South Wales, Sch Elect Engn & Telecommun, Sydney, NSW 2052, Australia
[2] Tsinghua Univ, Dept Elect Engn, Beijing 100084, Peoples R China
关键词
Monte Carlo methods; linear programming; power markets; wind power; power generation dispatch; wind power plants; optimisation; probability; statistical distributions; load forecasting; probabilistic evaluation; power system; uncertain wind power generation; rapidly growing integration; uncertain WPG; probabilistic methods; data availability; probability distribution type; PDT; wind power prediction error; WPPE; total accommodation probability; fully guaranteed probability; partially guaranteed probability; tri-level; max-max-min optimisation problem; data-driven uncertainty quantification method; ambiguous probability distributions; empirical distribution; worst-case distribution; IEEE-118 bus systems; CONSTRAINED UNIT COMMITMENT; OPTIMIZATION; ENERGY; DISPATCH;
D O I
10.1049/iet-rpg.2018.6199
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
With the rapidly growing integration of wind power generation (WPG), it is of great importance for an operator to grasp the ability of the power system to accommodate uncertain WPG. This study proposes two probabilistic methods to assess such capability of a power system based on the level of data availability. If the probability distribution type (PDT) of wind power prediction error (WPPE) is known, the total accommodation probability is calculated as the sum of a fully guaranteed probability and a partially guaranteed probability. The former one leads to a tri-level max-max-min optimisation problem which is solved via a dichotomy procedure, and the latter one can be obtained based on the geometrical analysis of the dispatchable region of WPG. If the PDT of WPPE is not exactly known, the authors tackle the problem via a data-driven uncertainty quantification method. More precisely, they consider a family of ambiguous probability distributions around the empirical distribution described by historical data in the sense of Wasserstein metric. The probability of failure in the worst-case distribution is calculated from a linear programming. The proposed method is tested on modified PJM-5 and IEEE-118 bus systems. Comparison with the traditional Monte Carlo Simulation method demonstrates its efficacy and efficiency.
引用
收藏
页码:1780 / 1788
页数:9
相关论文
共 47 条
[1]  
[Anonymous], 2014, IEEE POW ENER SOC GE
[2]  
[Anonymous], 2018, SIMULATION DATA MODI
[3]   Calculation of economic transmission connection capacity for wind power generation [J].
Ault, G. W. ;
Bell, K. R. W. ;
Galloway, S. J. .
IET RENEWABLE POWER GENERATION, 2007, 1 (01) :61-69
[4]   The Quickhull algorithm for convex hulls [J].
Barber, CB ;
Dobkin, DP ;
Huhdanpaa, H .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1996, 22 (04) :469-483
[5]  
BenTal A, 2009, PRINC SER APPL MATH, P1
[6]   Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem [J].
Bertsimas, Dimitris ;
Litvinov, Eugene ;
Sun, Xu Andy ;
Zhao, Jinye ;
Zheng, Tongxin .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2013, 28 (01) :52-63
[7]   Statistical analysis of wind power forecast error [J].
Bludszuweit, Hans ;
Antonio Dominguez-Navarro, Jose ;
Llombart, Andres .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2008, 23 (03) :983-991
[8]  
Boyd Stephen, 2004, Convex Optimization, DOI 10.1017/CBO9780511804441
[9]   A Distributionally Robust Optimization Model for Unit Commitment Based on Kullback-Leibler Divergence [J].
Chen, Yuwei ;
Guo, Qinglai ;
Sun, Hongbin ;
Li, Zhengshuo ;
Wu, Wenchuan ;
Li, Zihao .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2018, 33 (05) :5147-5160
[10]   A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment With Wind Power Generation [J].
Constantinescu, Emil M. ;
Zavala, Victor M. ;
Rocklin, Matthew ;
Lee, Sangmin ;
Anitescu, Mihai .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2011, 26 (01) :431-441