Monte Carlo computation of power generation production costs underoperating constraints

This paper highlights the need for considering the stochastic processes associated with the frequency and duration of generating unit outages for assessing the mean and variance of production costs under operating constraints. A numerical example based on a Markov model is given to show that Monte Carlo estimates of these quantities may be incorrect if only the forced outage rates are used in place of the stochastic parameters underlying the outage frequency and duration. Additionally it describes a variance reduction procedure whereby the Monte Carlo estimates can be obtained with a much smaller sample size than would be required otherwise. A numerical example is given for a small system     

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.     

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     

A probabilistic approach to generation maintenance scheduler with network constraints

Most generating unit maintenance scheduling packages consider the preventive maintenance schedule of generating units over a one or two year operational planning period in order to minimize the total operating cost while satisfying system energy requirements and maintenance constraints. In a global maintenance scheduling problem, we propose to consider network constraints and generating unit outages in generation maintenance scheduling. The inclusion of network constraints in generating unit maintenance will increase the complexity of the problem, so we decompose the global generator scheduling problem into a master problem and sub-problems using Benders decomposition. At the first stage, a master problem is solved to determine a solution for maintenance schedule decision variables. In the second stage, sub-problems are solved to minimize operating costs while satisfying network constraints and generators’ forced outages. Benders cuts based on the solution of the sub-problem are introduced to the master problem for improving the existing solution. The iterative procedure continues until an optimal or near optimal solution is found.     

Analysis on Operation Reliability of Generating Units in 2009

This paper presents the data on operation reliability indices and relevant analyses toward China's conventional power generating units in 2009.The units brought into the statistical analysis include 100-MW or above thermal generating units,40-MW or above hydro generating units,and all nuclear generating units.The reliability indices embodied include utilization hours,times and hours of scheduled outages,times and hours of unscheduled outages,equivalent forced outage rate and equivalent availability factor.     

基于改进遗传算法的风力－柴油联合发电系统扩展规划

提出基于改进遗传算法的风力-柴油联合发电系统容量扩展规划模型,在满足系统规划和运行等非线性约束条件下,寻求总成本最小的容量扩展方案。在规划总成本中除了计及机组建设的投资费用和运行费用以外,还考虑了因电力供给不足所造成的需求侧停电损失成本。在模型中采用蒙特卡罗方法计算系统的概率性发电成本,不仅考虑了风速随机性、机组随机停运、风速序列和负荷序列相关性,而且考虑了风电穿透功率极限的约束。算例表明,文中所提出的模型和算法是可行的,能对风力发电的规划设计提供一定的帮助。     

DYNAMIC PHENOMENA IN ISLAND POWER SYSTEMS

ABSTRACT

The paper deals with dynamic phenomena in island power systems. Most of the large disturbances that initiate the dynamic processes in the power system are caused by forced outages of generating units. The paper presents two large disturbances in the Israeli island power system: simultaneous forced outage of 3 large generating units and a large scale load rejection.

An island power system must preserve sufficient measures to cope with disturbances of the kind mentioned above. The main measures are the load shedding system and the operational spinning reserve margin. The paper demonstrates the relations between the spinning reserve margin and the dynamic response of the power system. The paper also deals with the economic value of preserving a certain spinning reserve level.     

水电站和蓄能电站事故旋转备用效益评估模型

本文提出了水电站和蓄能电站承担事故旋转备用时的效益评估模型和算法，其独特之处是考虑了各台机组故障之间以及机组故障与负荷变化之间的相关性和不同类型机组的技术、经济、可靠性特征，并通过概率生产模拟从生产成本和可靠性指标两方面评价方案的优劣．实例分析表明，结果是合理的，并具有较高的实用价值．     

Comparison of alternative techniques for evaluating the marginaloutage costs of generating systems

Quantitative evaluation of the marginal outage costs associated with generating systems involves, among other things, the construction of a model of the system capacity outages. This model is inherently discrete and application of the well-known and basic recursive technique requires lengthy computations when applied to large power systems. Alternatively, continuous distributions and fast Fourier transforms can be used to approximate the generating system capacity model. These techniques can in some cases introduce inaccuracies in the results, which depend on the system under consideration. Several authors have used these approximate techniques in the calculation of capacity outage probabilities, the study of parameter uncertainty in generating capacity reliability evaluation, the calculation of the expected energy production costs and the maintenance scheduling of generating facilities. This paper discusses the potential application of the approximate techniques in the evaluation of the marginal outage costs of a power system. The results of the approximate techniques are illustrated by comparison with those produced by the exact recursive technique for the IEEE-Reliability Test System     

A probabilistic method for establishing the transformer capacity insubstations based on the loss of transformer expected life

A method is presented for computing reliability indices, probability, duration frequency, and the loss of transformer expected life. The probabilistic model takes into account the variables affecting the loss of transformer expected life, daily load curve, transformer forced outage rate, outage duration, occurrence time of forced outage and expected overload duration. Comparing the results of this model with those of Monte Carlo simulation an acceptable degree of accuracy is achieved. From the reliability indices, a reliability criterion is obtained for rating transformers in substations, which have traditionally been rated on the basis of conservative deterministic criteria     

风/柴/储能系统发电容量充裕度评估

提出一种用于含风能和能量储存设备的小型孤立电力系统(SIPS)发电容量充裕度评估仿真方法。该仿真方法根据每小时计算的随机事件模拟发电系统的运行历史记录,考虑现场风资源的时序性、系统中发电机组的故障和修复特性。使用几个样例系统说明了该方法的应用,该系统的充裕度取决于许多因素,它们是能量储存容量、系统负荷需求、风能注入水平、发电机组强迫停运率(FOR)和其地理位置。能量储存设备对该系统可靠性能有积极的影响;SIPS随着系统负荷的增加,充裕度减少;风力发电机组FOR的变化对系统充裕度的影响不大;增加风能注入水平可以改善可靠性;位于高平均风速处的系统明显比低平均风速处的系统可靠性高。     

Operational and economic benefits of battery energy storage plants

Battery Energy Storage Plants (BESP) may provide significant dynamic operational and economic benefits to electric utilities. BESPs are composed only of static elements, hence their response to changing conditions in the power system is very fast. This paper analyses both the operational and the economic benefits of a BESP designed to supply spinning reserve and to reduce the extent of the under frequency load shedding that follows forced outages of large generating units. The analysis of the operational benefits was performed on a single area model representing the whole power system. The economic benefits were calculated with the aid of a long term generation expansion computer program and a daily operation simulation program.     

Modelling the partial planned outages in production costing simulation

Thus paper presents two ways of modelling such scheduled maintenance whose length is less than that of the simulation period (called partial planned or scheduled outages in the paper). The present author suggests using modified forced outage rate instead of derated capacity in this case. The effect of the different representations is shown on a very simple numerical example by comparing the loss-of-load probability, the energy not served and the expected energy generations of the units. The paper concludes that the modification of the forced outage parameter of units is more appropriate than derating the capacity.     

峰荷机组最优装机容量及其投资激励相容性的研究

峰荷机组装机容量的确定直接影响到峰荷时段的电价尖峰水平和供电可靠性等问题。经综合考虑峰荷机组的强迫停运率、运行成本和维护成本等影响因素, 提出了总成本最小化的峰荷机组装机容量量化模型。同时, 还分别从社会成本最小化和投资者利润最大化的角度分析了社会最优的峰荷机组装机容量目标和投资者最优的目标之间的分歧, 以及在峰荷装机容量偏离最优水平的客观实际环境中, 二者的投资激励不相容性。     

抽水蓄能电站及其系统运行优化的概率模拟算法

在随机生产模拟中运用负荷曲线分解技术和动态规划方法,提出了抽水蓄能电站及其系统运行优化的概率模拟算法。该算法以系统发电运行成本与缺电损失之和最小为目标,满足了电站水库蓄水及库容限制条件和日或周的抽水-发电循环电力电量平衡条件,计及了抽水蓄能电站在抽水和发电方式下随机停运的影响。算例证明了该算法的可行性,并且可在电源规划、发电计划和系统运行优化中更准确地模拟、分析和优化抽水蓄能电站及其所在系统运行状况。     

基于蒙特卡罗仿真的风力发电系统可靠性评价

风能存在随机性和波动性的缺点,风力发电对电力系统可靠性有一定影响。为全面评价风力发电并网后的经济性和可靠性,提出了基于序贯蒙特卡罗仿真的风力发电机组可靠性模型．并给出了详细算法,考虑了风能的随机特性和风力发电机组的强迫停运。采用该模型对风力发电机组进行概率仿真,并结合时序负荷模型,计算出不同设计方案下系统可靠性指标和经济指标。     

一种激励相容的电力市场可中断负荷管理合同模型

电力市场环境下，电力公司与用户之间存在的信息不对称性可能会导致可中断负荷管理的低效。文中提出了一种激励相容的可中断负荷管理合同模型，可引导用户自愿披露真实缺电成本信息。该模型能考虑用户的最大可中断负荷限制，并能适用于负荷中断分配的不同优化目标，如电力公司利润最大或用户缺电成本最小等。采用蒙特卡洛模拟方法的算例表明了该模型的有效性。     

Transmission equipment reliability data from Canadian ElectricalAssociation

Frequent forced outages of power transmission equipment can significantly affect the performance of industrial and commercial power systems and the processes they control. Historical transmission reliability data provides the ability to predict the performance of various transmission line configurations and assess the economic impact of forced outages on industrial and commercial power systems. The prediction methodologies are presented in IEEE Std, 493 (i.e., IEEE Gold Book). This paper presents a summary of the Canadian Electrical Association's Equipment Reliability Information System statistics on the forced outage performance characteristics of power transmission equipment (i.e., transformers, circuit breakers, cables, etc.) for Canadian utilities for the period 1988-1992. The paper reveals the structure of the database and presents relevant summary data (i.e., the frequency and duration of forced outages) necessary for the application of these reliability methodologies. A knowledge of the primary causes of the major equipment forced outages as to whether the outages are primarily due to the subcomponents of the major equipment or to its terminal equipment is essential for designing, operating and maintaining a reliable transmission system. This paper discusses and identifies for each major equipment the primary subcomponent (e.g., transformer windings) and the terminal equipment (e.g., auxiliary equipment) which dominated the forced outage statistics of the major equipment for the five year period     

电力市场中抽水蓄能电站的生产成本评估与水库的优化利用策略

章应用蒙特卡罗随机模拟理论提出了抽水蓄能电站的生产成本随机模型,该成本模型依据两个概率：机组的强迫停机率和机组市场竞标的落标率。并在生产成本随机模型的基础上提出了抽水蓄能电站生产成本评估的数学模型,探讨了在竞争的条件下抽水蓄能电站水库动态利用策略,包括发电机组的最优发电策略和抽水机组的最优抽水策略。章还给出了基于随机理论和最优化方法的解决这个多级优化问题的可行算法,并结合一个仿真实例,阐明了抽水蓄能水库的市场竞标和利用策略。     

Unit commitment by genetic algorithm with specialized search operators

An approach for solving the unit commitment problem based on genetic algorithm with new search operators is presented. These operators, specific to the problem, are mutation with a probability of bit change depending on load demand, production and start-up costs of the generating units and transposition. The method incorporates time-dependent start-up costs, demand and reserve constraints, minimum up and down time constraints and units power generation limits. Repair algorithms or penalty factors in the objective function are applied to the infeasible solutions. Numerical results showed an improvement in the solution cost compared to the results obtained from genetic algorithm with standard operators and other techniques.