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Presentation
Scenario reduction for stochastic unit commitment with wind penetration
Industrial and Manufacturing Systems Engineering Conference Proceedings and Posters
  • Yonghan Feng, Iowa State University
  • Sarah M. Ryan, Iowa State University
Document Type
Conference Proceeding
Publication Version
Accepted Manuscript
Link to Published Version
http://dx.doi.org/10.1109/PESGM.2014.6939138
Publication Date
1-1-2014
DOI
10.1109/PESGM.2014.6939138
Conference Title
2014 IEEE Power and Energy Society General Meeting
Conference Date
July 27-31, 2014
Geolocation
(38.7886944, -77.01902280000002)
Abstract

Uncertainties in the day-ahead forecasts for load and wind energy availability are considered in a reliability unit commitment problem. A two-stage stochastic program is formulated to minimize total expected cost, where commitments of thermal units are viewed as first-stage decisions and dispatch is relegated to the second stage. Scenario paths of hourly loads are generated according to a weather forecast-based load model. Wind energy scenarios are obtained by identifying analogue historical days. Net load scenarios are then created by crossing scenarios from each set and subtracting wind energy from load. A new heuristic scenario reduction method termed forward selection in recourse clusters (FSRC) is customized to alleviate the computational burden. Results of applying FSRC are compared with those of a classical scenario reduction method, fast forward selection (FFS) by evaluating the expected dispatch costs when the commitment decisions derived from each subset of scenarios are applied to the whole scenario set. In an instance down-sampled from data of an Independent System Operator in the U.S., the expected dispatch costs for both scenario reduction methods are similar, but FSRC improves reliability.

Comments

This is a manuscript of a proceedings published as Y. Feng and S. M. Ryan, Scenario Reduction for Stochastic Unit Commitment with Wind Penetration IEEE Power and Energy Society General Meeting, July 2014. Posted with permission.

Rights
© 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Copyright Owner
IEEE
Language
en
File Format
application/pdf
Citation Information
Yonghan Feng and Sarah M. Ryan. "Scenario reduction for stochastic unit commitment with wind penetration" National Harbor, MD(2014)
Available at: http://works.bepress.com/sarah_m_ryan/82/