Jean Sumaili

Wind Power Trading Under Uncertainty in LMP Markets

This paper presents a new model for optimal trading of wind power in day-ahead (DA) electricity markets under uncertainty in wind power and prices. The model considers settlement mechanisms in markets with locational marginal prices (LMPs), where wind power is not necessarily penalized from deviations between DA schedule and real-time (RT) dispatch. We use kernel density estimation to produce a probabilistic wind power forecast, whereas uncertainties in DA and RT prices are assumed to be Gaussian. Utility theory and conditional value at risk (CVAR) are used to represent the risk preferences of the wind power producers. The model is tested on real-world data from a large-scale wind farm in the United States. Optimal DA bids are derived under different assumptions for risk preferences and deviation penalty schemes. The results show that in the absence of a deviation penalty, the optimal bidding strategy is largely driven by price expectations. A deviation penalty brings the bid closer to the expected wind power forecast. Furthermore, the results illustrate that the proposed model can effectively control the trade-off between risk and return for wind power producers operating in volatile electricity markets.

Demand Dispatch and Probabilistic Wind Power Forecasting in Unit Commitment and Economic Dispatch: A Case Study of Illinois

In this paper, we analyze how demand dispatch combined with the use of probabilistic wind power forecasting can help accommodate large shares of wind power in electricity market operations. We model the operation of day-ahead and real-time electricity markets, which the system operator clears by centralized unit commitment and economic dispatch. We use probabilistic wind power forecasting to estimate dynamic operating reserve requirements, based on the level of uncertainty in the forecast. At the same time, we represent price responsive demand as a dispatchable resource, which adds flexibility in the system operation. In a case study of the power system in Illinois, we find that both demand dispatch and probabilistic wind power forecasting can contribute to efficient operation of electricity markets with large shares of wind power.

PV Module Parameter Characterization From the Transient Charge of an External Capacitor

In the classical model of the photovoltaic (PV) cell/module, based on the single-exponential or double-exponential representation of PV cell/module behavior, parasitic parameters are ignored. Their presence, however, has multiple effects, such as the maximum power point tracking on the current-voltage curve, the switching ON/OFF of the inverters for grid connection, and the electrical safety of persons against indirect contact due to ground leakage currents and lightning phenomena. The effects of parasitic parameters can be visualized in the experimental results gathered through the transient charge of an external capacitor connected to the PV generator terminals. The impact of the parasitic components is different when considering a single PV module or a PV array composed of several PV modules. At the module scale, an oscillation occurs in the initial part of the current waveform, which indicates the presence of some inductive components. At the array scale, the inductive phenomena are overdamped, and parasitic capacitive effects become predominant. This paper shows how to determine the parameters of an extended model of PV modules embedding the parasitic parameter effects. It starts from the experimental results obtained from the fast-sampled voltage and current waveforms during the transient charge of an external capacitor. Numerical examples taken from real cases with different PV technologies are provided.

Unit commitment and operating reserves with probabilistic wind power forecasts

In this paper we discuss how probabilistic wind power forecasts can serve as an important tool to efficiently address wind power uncertainty in power system operations. We compare different probabilistic forecasting and scenario reduction methods, and test the resulting forecasts on a stochastic unit commitment model. The results are compared to deterministic unit commitment, where dynamic operating reserve requirements can also be derived from the probabilistic forecasts. In both cases, the use of probabilistic forecasts contributes to improve the system performance in terms of cost and reliability.

Finding representative wind power scenarios and their probabilities for stochastic models

This paper analyzes the application of clustering techniques for wind power scenario reduction. The results have shown the unimodal structure of the scenario generated under a Monte Carlo process. The unimodal structure has been confirmed by the modes found by the information theoretic learning mean shift algorithm. The paper also presents a new technique able to represent the wind power forecasting uncertainty by a set of representative scenarios capable of characterizing the probability density function of the wind power forecast. From an initial large set of sampled scenarios, a reduced discrete set of representative scenarios associated with a probability of occurrence can be created finding the areas of high probability density. This will allow the reduction of the computational burden in stochastic models that require scenario representation.

Coping with wind power uncertainty in Unit Commitment: A robust approach using the new hybrid metaheuristic DEEPSO

The uncertainty associated with the increasingly wind power penetration in power systems must be considered when performing the traditional day-ahead scheduling of conventional thermal units. This uncertainty can be represented through a set of representative wind power scenarios that take into account the time-dependency between forecasting errors. To create robust Unit Commitment (UC) schedules, it is widely seen that all possible wind power scenarios must be used. However, using all realizations of wind power might be a poor approach and important savings in computational effort can be achieved if only the most representative subset is used. In this paper, the new hybrid metaheuristic DEEPSO and clustering techniques are used in the traditional stochastic formulation of the UC problem to investigate the robustness of the UC schedules with increasing number of wind power scenarios. For this purpose, expected values for operational costs, wind spill, and load curtailment for the UC solutions are compared for a didactic 10 generator test system. The obtained results shown that it is possible to reduce the computation burden of the stochastic UC by using a small set of representative wind power scenarios previously selected from a high number of scenarios covering the entire probability distribution function of the forecasting uncertainty.

Estimation of the flexibility range in the transmission-distribution boundary

The smart grid concept increases the observability and controllability of the distribution system, which creates conditions for bi-directional control of Distributed Energy Resources (DER). The high penetration of Renewable Energy Resources (RES) in the distribution grid may create technical problems (e.g., voltage problems, branch congestion) in both transmission and distribution systems. The flexibility from DER can be explored to minimize RES curtailment and increase its hosting capacity. This paper explores the use of the Monte Carlo Simulation to estimate the flexibility range of active and reactive power at the boundary nodes between transmission and distribution systems, considering the available flexibility at the distribution grid level (e.g., demand response, on-load tap changer transformers). The obtained results suggest the formulation of an optimization problem in order to overcome the limitations of the Monte Carlo Simulation, increasing the capability to find extreme points of the flexibility map and reducing the computational effort.

Wind power forecasting, unit commitment, and electricity market operations

In this paper we discuss the use of wind power forecasting in electricity market operations. In particular, we demonstrate how probabilistic forecasts can contribute to address the uncertainty and variability in wind power. We focus on efficient use of forecasts in the unit commitment problem and discuss potential implications for electricity market operations.

Development and testing of improved statistical wind power forecasting methods.

Wind power forecasting (WPF) provides important inputs to power system operators and electricity market participants. It is therefore not surprising that WPF has attracted increasing interest within the electric power industry. In this report, we document our research on improving statistical WPF algorithms for point, uncertainty, and ramp forecasting. Below, we provide a brief introduction to the research presented in the following chapters. For a detailed overview of the state-of-the-art in wind power forecasting, we refer to [1]. Our related work on the application of WPF in operational decisions is documented in [2]. Point forecasts of wind power are highly dependent on the training criteria used in the statistical algorithms that are used to convert weather forecasts and observational data to a power forecast. In Chapter 2, we explore the application of information theoretic learning (ITL) as opposed to the classical minimum square error (MSE) criterion for point forecasting. In contrast to the MSE criterion, ITL criteria do not assume a Gaussian distribution of the forecasting errors. We investigate to what extent ITL criteria yield better results. In addition, we analyze time-adaptive training algorithms and how they enable WPF algorithms to cope with non-stationary data and, thus, to adapt to new situations without requiring additional offline training of the model. We test the new point forecasting algorithms on two wind farms located in the U.S. Midwest. Although there have been advancements in deterministic WPF, a single-valued forecast cannot provide information on the dispersion of observations around the predicted value. We argue that it is essential to generate, together with (or as an alternative to) point forecasts, a representation of the wind power uncertainty. Wind power uncertainty representation can take the form of probabilistic forecasts (e.g., probability density function, quantiles), risk indices (e.g., prediction risk index) or scenarios (with spatial and/or temporal dependence). Statistical approaches to uncertainty forecasting basically consist of estimating the uncertainty based on observed forecasting errors. Quantile regression (QR) is currently a commonly used approach in uncertainty forecasting. In Chapter 3, we propose new statistical approaches to the uncertainty estimation problem by employing kernel density forecast (KDF) methods. We use two estimators in both offline and time-adaptive modes, namely, the Nadaraya-Watson (NW) and Quantilecopula (QC) estimators. We conduct detailed tests of the new approaches using QR as a benchmark. One of the major issues in wind power generation are sudden and large changes of wind power output over a short period of time, namely ramping events. In Chapter 4, we perform a comparative study of existing definitions and methodologies for ramp forecasting. We also introduce a new probabilistic method for ramp event detection. The method starts with a stochastic algorithm that generates wind power scenarios, which are passed through a high-pass filter for ramp detection and estimation of the likelihood of ramp events to happen. The report is organized as follows: Chapter 2 presents the results of the application of ITL training criteria to deterministic WPF; Chapter 3 reports the study on probabilistic WPF, including new contributions to wind power uncertainty forecasting; Chapter 4 presents a new method to predict and visualize ramp events, comparing it with state-of-the-art methodologies; Chapter 5 briefly summarizes the main findings and contributions of this report.

Statistical tuning of DEEPSO soft constraints in the Security Constrained Optimal Power Flow problem

The optimal solution provided by metaheuristics can be viewed as a random variable, whose behavior depends on the value of the algorithms strategic parameters and on the type of penalty function used to enforce the problems soft constraints. This paper reports the use of parametric and non-parametric statistics to compare three different penalty functions implemented to solve the Security Constrained Optimal Power Flow (SCOPF) problem using the new enhanced metaheuristic Differential Evolutionary Particle Swarm Optimization (DEEPSO). To obtain the best performance for the three types of penalty functions, the strategic parameters of DEEPSO are optimized by using an iterative algorithm based on the two-way analysis of variance (ANOVA). The results show that the modeling of soft constraints significantly influences the best achievable performance of the optimization algorithm.