Stochastic unit commitment considering Markov process of wind power forecast

Nhung Nguyen-Hong, Yosuke Nakanishi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Abstract

Unit commitment (UC) is a major problem in power system operation which determines the operation schedule of the generating units by minimizing system operation cost. Because of the uncertainty of wind power, the UC problem needs to solve as a multi-period stochastic optimization. In this stochastic problem, scenarios tree is generated and may be too large to be solved when time horizon is longer. This paper presents an approach based on Maximum Entropy principle to generate and reduce scenarios by transforming a stochastic process to a finite-state Markov chain process and finding transition probability matrix. This approach is applied to transform a wind power process modeled by ARMA(1,1) model with Stochastic Volatility. A simple stochastic unit commitment is solved in this article. Because of power system security, reserve constraints also considered.

Original languageEnglish
Title of host publication2017 6th International Conference on Renewable Energy Research and Applications, ICRERA 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages348-353
Number of pages6
Volume2017-January
ISBN (Electronic)9781538620953
DOIs
Publication statusPublished - 2017 Dec 12
Event6th IEEE International Conference on Renewable Energy Research and Applications, ICRERA 2017 - San Diego, United States
Duration: 2017 Nov 52017 Nov 8

Other

Other6th IEEE International Conference on Renewable Energy Research and Applications, ICRERA 2017
CountryUnited States
CitySan Diego
Period17/11/517/11/8

Keywords

  • ARMA
  • Markov chain
  • Renewable energy
  • Stochastic unit commitment
  • Stochastic volatility
  • Wind power

ASJC Scopus subject areas

  • Energy Engineering and Power Technology
  • Renewable Energy, Sustainability and the Environment

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  • Cite this

    Nguyen-Hong, N., & Nakanishi, Y. (2017). Stochastic unit commitment considering Markov process of wind power forecast. In 2017 6th International Conference on Renewable Energy Research and Applications, ICRERA 2017 (Vol. 2017-January, pp. 348-353). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/DISTRA.2017.8191084