The PAR(p) Interconfigurations model used by the Brazilian Electric Sector |
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Affiliation: | 1. Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, Eindhoven 5600 MB, the Netherlands;2. CQM B.V., Vonderweg 11, P.O. Box 414, Eindhoven 5600 AK, the Netherlands;3. School of Industrial Engineering, Eindhoven University of Technology, P.O. Box 513, Eindhoven 5600 MB, the Netherlands;1. Dpto. Estadística e Investigación Operativa, Universidad Rey Juan Carlos, Móstoles, Madrid, Spain;2. Dpto. Economía Aplicada III, Universidad del País Vasco, UPV/EHU, Bilbao, Bizkaia, Spain;3. Dpto. Matemática Aplicada, Universidad del País Vasco, UPV/EHU, Bilbao, Bizkaia, Spain |
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Abstract: | This study discusses the characteristics of the Periodic Autoregressive model, PAR(p), which is used to generate synthetic series of inflow energies that serve as entries for computer platforms that implement the planning and expansion of the operations of the BES – the Brazilian Electric Sector (SEB – Sistema Elétrico Brasileiro). The methodology for the design of a generating plant is presented in addition to the fundamentals of the “PAR(p) Interconfigurations” Model, which is referred to as the Inflow Energy Generation Model (IEGM) in this study. The major contribution of this study is to provide the first scientific discussion of the representation of multiple configurations using the PAR(p) model. For this purpose, several topics related to the time series are discussed, such as the definition of the model order, the matter of stationarity and the need to address possible outliers. Finally, a case study is presented, wherein the results of the estimation and generation of the described model’s scenarios are demonstrated. |
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Keywords: | Operation planning Expansion planning Stochastic optimisation Stochastic Dual Dynamic Programming |
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