A Gauss-Markov load model for application in risk evaluation andproduction simulation

Load uncertainty contributes to system operational risk; thus the study of system operating reserve or unit commitment risk requires a load model that includes the uncertainty in load as well as the variation with time. The authors propose a Gauss-Markov load model. This random process model includes both the time variation and the uncertainty in load. This load model is used to predict, conditional on what is known at a previous hour, the mean and the variance of the system hourly load. This mean and variance are required for a system operating reserve study and a broad spectrum of production simulations. The proposed load model is described, the model is justified, and the model is illustrated via an example     

Probabilistic production cost model for a power system with storage

The conventional production cost model uses the power system load for an average day with no consideration of the uncertainty that is entailed in this load. A probabilistic production cost model is presented that considers the stochastic nature of the load which is used for a power system with energy storage operating on a daily or weekly cycle. The optimum energy storage device, in the sense of minimizing the expected cost of meeting demand, is found. The model minimizes the statistical data and permits a separation of the fuel cost from it, so that a change in fuel cost would not require a great deal of recomputation. Finally, the deterministic approach using an average load is compared with the stochastic one, and it is shown that the deterministic approach leads to significant error in the optimum storage capacity.     

基于多场景随机规划的电力系统生产模拟方法

针对电力系统生产模拟中新能源不确定性问题,引入多场景随机规划理论,研究了含新能源电力系统的生产模拟方法。在时间尺度为周的生产模拟中,由多场景方式刻画新能源不确定性,建立随机规划数学模型模拟系统运行,并采用基于Benders分解的算法求解该模型。通过实际系统算例,计算了新能源年弃电率、火电盈余装机容量等指标,比较了不同求解方法下生产模拟的结果,研究了旋转备用率对新能源接纳能力的影响,结果表明所提出的生产模拟方法能够计算系统运行相关指标,所采用的算法相对于直接调用数学软件求解有一定的优势。另外,给出了旋转备用率与新能源弃电率、接纳电量之间的关系。     

Monte Carlo stochastic simulation of electric power generation system production costs under time-dependent constraints

Probabilistic production costing models are widely used in the electric power industry to forecast the cost of producing electricity. A widely used model due to Balériaux and Booth provides an analytical formula for the expected production costs using the load duration curve (LDC) in place of chronological sequence of loads and the forced outage rates of the generating units. Since the chronological information is lost in the LDC, it cannot accurately simulate those aspects of production cost that are time dependent in nature. The paper points out that, in addition to the need for a chronological simulation of load to capture the time-dependent constraints, it is also necessary to model the frequency and duration of the generation outages. Monte Carlo results are given for a Markovian model for the frequency and duration of the outages where several unit commitment constraints are considered. It is shown that the mean and variance of the production costs may differ significantly if the failure and the repair rates of the generating units are changed although the respective forced outage rates remain unaltered. The paper also highlights the simplicity of using continuous-time simulation in the Markov model.     

考虑源荷双重不确定性的电气互联综合能源系统分布鲁棒优化调度

针对电气互联综合能源系统中不确定因素对运行调度带来的风险问题,提出一种考虑新能源负荷双重不确定性的电气互联综合能源系统分布鲁棒优化调度模型。以系统运行总成本最小为目标函数,建立电气互联综合能源系统随机规划模型,采用矩不确定分布鲁棒优化方法(DRO-MU),构建风电出力和电力负荷的矩不确定集合,在源荷双重不确定集合下将随机规划模型转化为矩不确定分布鲁棒优化模型,通过拉格朗日对偶原理将鲁棒模型转化为确定性的半正定规划模型进行求解。仿真结果表明,与不考虑或仅考虑新能源、负荷不确定性相比,考虑源荷双重不确定性的DRO-MU模型运行成本有所增加,但方案降低了不确定性因素给系统运行带来的风险,且更加符合实际。与随机优化方法和传统鲁棒方法相比,DRO-MU方法既保证了调度策略的鲁棒性,又克服了其过于保守的问题;随着源荷矩不确定集范围的增大,系统运行成本增加,通过合理设置二者矩不确定集范围,实现系统经济性与鲁棒性的平衡。     

基于柔性多状态开关和动态重构的配电网灵活运行方法

未来电动汽车(electric vehicle, EV)以及光伏(photovoltaic, PV)在配电网中的接入比例逐渐增高,这不仅带来了复杂的不确定性问题,而且导致了配电网净负荷时空分布的不均衡,从而产生了弃光、失负荷以及潮流分布不均匀的问题。基于此,考虑电动汽车充电负荷以及光伏的不确定性,提出了一种基于柔性多状态开关(flexible multi-state switch, FMS)和动态重构的含高比例电动汽车-光伏配电网灵活运行方法。首先,基于FMS灵活功率调控和网络动态重构,构建了支撑高比例电动汽车-光伏接入的配电网灵活运行框架。其次,利用蒙特卡洛随机模拟法对各类电动汽车充电负荷以及光伏出力进行不确定性建模,建立了基于场景集以及场景缩减法的随机规划模型。然后,建立了以弃光、失负荷、FMS损耗、网损成本最小和负荷均衡度最优为目标的配电网灵活运行模型。最后,在158节点系统上通过算例验证了所提方法的有效性。     

含电动汽车的配电网双重不确定性网架规划方法

考虑配电系统中电动汽车(electric vehicle,EV)充电负荷的随机不确定性和一般负荷的模糊不确定性,基于不确定规划理论,建立同时含有模糊变量和随机变量的混合机会约束配电网架规划模型。模型以规划期内配电网固定投资和模糊随机网损费用之和最小为目标,引入混合机会约束,处理线路功率约束和节点电压约束,通过设置2种不同置信水平参数值,平衡投资费用和运行风险之间的关系。提出基于混合模拟的遗传算法,求解所建模型,采用25节点算例验证所提方法的正确性和有效性。     

应用随机生产模拟制定联网互供电价初探

本在随机生产模拟理论的基础上结合边际成本的概念，采用均分联网节约效益的思想，初步探讨了互联电力系统交换电量的电价核算方法及原则。本还用削峰运行和引进电量分配因子，使水电模拟更为准确。本的核心是应用全解析的随机生产根据理论计算各类机组的详细出力过程。     

An adaptive production simulation structure for operationalplanning with annual emission/fuel constraints

This paper describes a production simulation structure for use in operational planning. The key features of the structure are: it captures the chronological aspects of power production; it models adaptive compliance with annual emission/fuel constraints; and it models generator availability using a conditional Monte Carlo sampling approach. The purpose of the paper is to demonstrate that this structure can produce unbiased and low variance results while modeling uncertainty with an acceptable computational requirement     

Stochastic models for power generation system production costs

Production costing models are widely used in the electric power industry for the purpose of generation capacity expansion planning, fuel management, and operational planning. These models account for the load variation over time and generator outages. A widely used model, due to Balériaux and Booth, yields a prediction of the expected production costs and is based on the load duration curve and forced outage rate of the generating units. This paper highlights the fact that, in order to obtain a more detailed characterization of the probability distribution costs beyond the expected value, a model involving the stochastic processes underlying the generator outages is necessary. A stochastic model is considered as an enhancement to the traditional Balériaux model. It is shown that Monte Carlo simulation can be routinely used on the enhanced model to provide answers concerning the distribution of production costs. Monte Carlo methods avoid the problems associated with the complexity of the analytical methods. Numerical examples are given using the enhanced model where load is considered to be either a deterministic or stochastic time-varying function. An example is given using decision analysis where a possible use of the more detailed information on the probability distribution of production costs in generation system planning is illustrated.     

Sequential Monte Carlo simulation for composite power systemreliability analysis with time varying loads

The paper illustrates the development and utilization of an annual chronological load curve for each load bus in a composite generation and transmission system and a sequential Monte Carlo simulation approach for composite system reliability assessment. Antithetic variates as a variance reduction technique has been applied to the simulation model to increase the efficiency of the simulation. An approximate method using a load duration curve of the system load and an enumeration process have been applied to the developed load model and the results are compared in this paper     

考虑多重区间不确定性的用户侧综合能源系统双层优化配置

为了解决用户侧综合能源系统规划和运行中缺乏不确定性因素考虑的问题,提出一种双层优化配置模型.为此,将负荷预测、可再生能源发电和能源价格的不确定性表示为区间数形式,以设备年投资费用和年运行费用为目标,且考虑运行费用波动水平的影响,构建了考虑区间不确定性的用户侧综合能源系统双层优化配置模型,上层采用粒子群优化,下层通过区间...     

Reliability assessment of restructured power systems using reliability network equivalent and pseudo-sequential simulation techniques

This paper presents a technique to evaluate reliability of a restructured power system with a bilateral market. The proposed technique is based on the combination of the reliability network equivalent and pseudo-sequential simulation approaches. The reliability network equivalent techniques have been implemented in the Monte Carlo simulation procedure to reduce the computational burden of the analysis. Pseudo-sequential simulation has been used to increase the computational efficiency of the non-sequential simulation method and to model the chronological aspects of market trading and system operation. Multi-state Markov models for generation and transmission systems are proposed and implemented in the simulation. A new load shedding scheme is proposed during generation inadequacy and network congestion to minimize the load curtailment. The IEEE reliability test system (RTS) is used to illustrate the technique.     

考虑风电-负荷及综合需求响应不确定性的能量枢纽双层优化运行及配置方法

现有研究在关注多能互补系统中源荷双侧不确定性问题时,忽略了用户侧综合需求响应(IDR)不确定性的影响。为此,文章以能量枢纽(EH)为研究对象,综合考虑可再生能源发电侧、用电侧以及用户侧电/热综合需求响应三方面不确定性,提出一种双层能量枢纽规划配置模型。论文结合非参数密度估计与Copula理论对传统源荷双侧不确定性概率模型进行改进,同时基于基线负荷与负荷弹性系数双重不确定性,提出电/热综合需求响应量计算方法;在此基础上,以系统年综合运行费用最小为目标,分层求解能量枢纽设备配置与能量分配情况。算例表明,配置计算中计及IDR有助于平缓系统净负荷曲线,减小用户用能及间歇性电源出力不确定性对系统配置结果的影响,使系统经济、环保运行。     

保证重要负荷不间断供电的配电网储能规划方法

以台风灾害为例提出了保证重要负荷不间断供电的配电网储能规划方法。首先,基于配电网韧性量化,给出了配电网应急响应期间内的年综合失负荷成本模型;其次,为描述灾害的时空特性以及灾害攻击造成的线路故障不确定性,构建了多阶段多区域配电线路故障状态不确定集;最后,考虑规划决策集、多阶段多区域配电线路故障状态不确定集和系统运行集,建立了以线路加固年投资成本、储能配置年投资成本和年综合失负荷成本最小为优化目标的两阶段鲁棒优化模型,并采用column-and-constraint generation (C&CG)算法求解。以IEEE33节点配电网算例和广东某地区实际电网算例仿真分析,结果表明所提规划方法具有较好的韧性提升效果和经济效益,能够有效保证灾害期间重要负荷不间断供电。     

Evaluation of the variance of production cost using a stochasticoutage capacity state model

A stochastic outage capacity state model is presented for evaluating the random error in power system production cost which is estimated via the Baleriaux-Booth approach. The proposed model is thought to be the first model capable of evaluating the variance of production cost of a system of realistic size. The proposed model is used to evaluate the normalized standard random error of production cost for the IEEE Reliability Test System with an 168-hour simulation horizon. The result is about 13%. An extension approximation is suggested for estimating the normalized standard random error of production cost for a long simulation horizon (e.g. one year) from the results obtained from a short-term (e.g. a day, a week) simulation. Using this result the annual normalized standard random error is about 2.7%     

Assessment of transmission cost recovery applying marginal pricing in hydrothermal power systems

This paper describes an integrated framework to evaluate short-run marginal costs (SRMC) in hydrothermal systems, taking into account the chronological aspects of reservoir operation, transmission constraints, equipment failures, hydrological variation and load uncertainty. The resulting SRMC values are used to calculate circuit revenues, which are then compared with investment requirements. It is shown that the representation of these probabilistic factors substantially increases revenues, in contrast with the widely reported under-recovery found in studies which only represent normal operating conditions. Case studies with the Brazilian North-Northeastern system are presented and discussed.     

Computation of power generation system production costs

This paper considers the problem of computing the expected value of generating system production costs. First, using a stochastic model for the frequency and duration of generation outage, it provides an efficient Monte Carlo procedure for the evaluation of the Baleriaux formula. Secondly, it points out the need for using a stochastic model for estimating production costs with time-dependent constraints via Monte Carlo. Lastly, it considers a model where the chronological load also has a random component and obtains an expression for expected production costs for this situation     

Optimal power rescheduling for system security using stochastic second-order load flow

This paper proposes a method for optimal corrective rescheduling of generation for system security applications in power system real-time control. Because of input data (load and generation) uncertainty due to measurement error, forecast in accuracy or demand variation, a full stochastic load flow model based on a second-order solution algorithm is used for system monitoring and a linear programming formulation based on sensitivity coefficients is used to obtain minimal-cost adjustments of generation patterns. The routines were developed on a minicomputer.     

互联系统随机生产模拟的等值有效容量法

本文利用互联电网内各系统时序负荷曲线的相互独立性，成功地将两域互联系统的电力不足概率和期望不足电量的计算，化为单系统的等值有效容量分布的计算，严格地处理了发电单元支授容量的随机特性和联络线的容量约束。为互联系统随机生产模拟开辟了一条新的途径。