Francisco D. Galiana

Short-term load forecasting

This paper discusses the state of the art in short-term load forecasting (STLF), that is, the prediction of the system load over an interval ranging from one hour to one week. The paper reviews the important role of STLF in the on-line scheduling and security functions of an energy management system (EMS). It then discusses the nature of the load and the different factors influencing its behavior. A detailed classification of the types of load modeling and forecasting techniques is presented. Whenever appropriate, the classification is accompanied by recommendations and by references to the literature which support or expand the discussion. The paper also presents a lengthy discussion of practical aspects for the development and usage of STLF models and packages. The annotated bibliography offers a representative selection of the principal publications in the STLF area.

Stochastic Security for Operations Planning With Significant Wind Power Generation

In their attempt to cut down on greenhouse gas emissions from electricity generation, several countries are committed to install wind power generation up to and beyond the 10%-20% penetration mark. However, the large-scale integration of wind power represents a challenge for power system operations planning because wind power 1) cannot be dispatched in the classical sense; and 2) its output varies as weather conditions change. This warrants the investigation of alternative short-term power system operations planning methods capable of better coping with the nature of wind generation while maintaining or even improving the current reliability and economic performance of power systems. To this end, this paper formulates a short-term forward electricity market-clearing problem with stochastic security capable of accounting for nondispatchable and variable wind power generation sources. The principal benefit of this stochastic operation planning approach is that, when compared to a deterministic worst-case scenario planning philosophy, it allows greater wind power penetration without sacrificing security.

Towards a more rigorous and practical unit commitment by Lagrangian relaxation

A Lagrangian relaxation algorithm for power system generator unit commitment is proposed. The algorithm proceeds in three phases. In the first phase, the Lagrangian dual of the unit commitment is maximized by standard subgradient techniques. The second phase finds a reserve-feasible dual solution, followed by a third phase of economic dispatch. A mathematically based, systematic and generally applicable procedure to search for a reserve-feasible dual solution is presented. The algorithm has been tested on systems of up to 100 units to be scheduled over 168 hours, giving reliable performance and low execution times. Both spinning and time-limited reserve constraints are treated. >

Unit commitment by simulated annealing

A general optimization method, known as simulated annealing, is applied to generation unit commitment. By exploiting the resemblance between a minimization process and the cooling of a molten metal, simulated annealing generates feasible solutions randomly and moves among these solutions using a strategy leading to a global minimum with high probabilities. The method assumes no specific problem structures and is highly flexible in handling unit commitment constraints. A concise introduction to the method is given. Numerical results on test systems of up to 100 units are reported. >

Market-clearing with stochastic security-part I: formulation

The first of this two-paper series formulates a stochastic security-constrained multi-period electricity market-clearing problem with unit commitment. The stochastic security criterion accounts for a pre-selected set of random generator and line outages with known historical failure rates and involuntary load shedding as optimization variables. Unlike the classical deterministic reserve-constrained unit commitment, here the reserve services are determined by economically penalizing the operation of the market by the expected load not served. The proposed formulation is a stochastic programming problem that optimizes, concurrently with the pre-contingency social welfare, the expected operating costs associated with the deployment of the reserves following the contingencies. This stochastic programming formulation is solved in the second companion paper using mixed-integer linear programming methods. Two cases are presented: a small transmission-constrained three-bus network scheduled over a horizon of four hours and the IEEE Reliability Test System scheduled over 24 h. The impact on the resulting generation and reserve schedules of transmission constraints and generation ramp limits, of demand-side reserve, of the value of load not served, and of the constitution of the pre-selected set of contingencies are assessed.

The potential of distributed generation to provide ancillary services

The growing concerns regarding electric power quality and availability have led to the installation of more and more distributed generation. In parallel and in the context of an accelerating trend towards deregulation of the electric industry, the unbundling of services, many grouped under ancillary services, should create a market for some of these services. This paper discusses the potential of distributed generation (DG) to provide some of these services. In particular, DG can serve locally as the equivalent of a spinning reserve and voltage support of the AC bus. The main types of distributed generation with emphasis on the power electronic interface and the configurations appropriate to provide ancillary services are reviewed. The flexibility and features provided by the power electronic interface are illustrated. In addition to control of the real power, other functions can be incorporated into the design of the interface to provide services, such as reactive power, and resources associated with power quality. These include voltage sag compensation and harmonic filtering. The implications on the design of the power converter interface are discussed.

Scheduling and Pricing of Coupled Energy and Primary, Secondary, and Tertiary Reserves

Current practice in some electricity markets is to schedule energy and various reserve types sequentially, first clearing the energy market, followed by the reserves needed. Since distinct reserve services can in fact be strongly coupled, and the heuristics required to bridge the various sequential markets can ultimately lead to loss of social welfare, simultaneous energy/reserves market-clearing procedures have been proposed and are in use. However, they generally schedule reserve services subject to exogenous rules and parameters that do not relate to actual operating conditions. The weaknesses of the current approaches warrant the investigation of alternatives. In that regard, we present a different methodology to the simultaneous market clearing of energy and reserve services. This approach avoids the pitfalls of the sequential procedures, while at the same time its basis for scheduling reserve services does no longer rely on some rules of thumb. The salient feature of the proposed approach is that, under marginal pricing, it yields a single price for all reserve types scheduled at a bus, unlike the current approaches. We show that this common price is given by the nodal marginal cost of security. We present two specific implementations of a simultaneous security-constrained market-clearing procedure, one deterministic and one probabilistic. An example of joint market clearing of energy with reserves required for primary and tertiary regulation illustrates how their strong coupling affects their schedule and prices.

An electricity market with a probabilistic spinning reserve criterion

This paper addresses the problem of reliability-constrained market-clearing in pool-based electricity markets with unit commitment. In general, probabilistic reliability criteria that implicitly set the reserve requirement are defined by the loss-of-load probability and by the expected load not served. As the computation of such metrics is complicated by their nonlinear and combinatorial nature, we introduce the notion of hybrid metrics based on the probabilities of loss-of-load due to single and double generation outages only. The reliability-constrained market-clearing problem can then be formulated as a mixed-integer linear program and solved with large-scale commercial solvers. Numerical tests with data from the IEEE Reliability Test System indicate that the new method is computationally efficient and produces market-clearing results with the desired probabilistic characteristics.

Energy and reserve pricing in security and network-constrained electricity markets

This paper analyzes some unresolved pricing issues in security-constrained electricity markets subject to transmission flow limits. Although the notion of separate reserve types as proposed by FERC can be precisely and unambiguously defined, when transmission constraints are active, the very existence of separate reserve prices and markets is open to question when the prices are based on marginal costs. Instead, we submit here that the only products whose marginal costs can be separately and uniquely defined and calculated are those of energy and security at each node. Thus, under marginal pricing, at any given network bus all scheduled reserve types should be priced not at separate rates but at a common rate equal to the marginal cost of security at that bus. Furthermore, we argue that nodal or area reserves cannot be prespecified but must be obtained as by-products of the market-clearing process. Simulations back up these conclusions.

Assessment and control of the impact of FACTS devices on power system performance

The concept of security regions is used to systematically and objectively compare the impact of various FACTS devices on the behaviour of power systems. Scalar measures of the steady-state performance of a power system with FACTS devices are used to quantify this impact. Such measures are obtained by solving an optimal power flow within the constraints of the security region. The concept of the ideal FACTS device is introduced as a means to establish a theoretical upper bound on the performance of any realizable FACTS. Such a device is tested and compared against nonideal FACTS including the variable series reactance and the variable phase-shifter. Simulations on the IEEE 118 and 30 bus networks illustrate the above concepts.