Abstract
In this chapter, we develop data-driven statistical representation of uncertain wind and load power in Azores island.
We next derive auto-regression models for 10-min, 1-h and 24-h forecastmodels of wind and load power. Finally, we derive Markov models for the short-term and long-term characterization of the wind and load power, and obtain the short-and long-term decision trees for stochastic decision-making in operations and planning. These trees are more detailed than typical binomial trees, as they have the probabilities of several most likely states and their transitional probabilities. These models can be used for short-term model-predictive dispatch and unit commitment on a daily basis. The longer-term annual decision trees could be used for more dynamic and probabilistic decision-making regarding the best choice of technology to invest in under major uncertainties.591
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
R. Bo, F. Li, Probabilistic LMP forecasting considering load uncertainty. IEEE Trans. 24, 1279–1289 (2009)
D. Huang, R. Billinton, Load forecast uncertainty considerations in bulk electric system reliability assessment, in Proceedings of 40th North American Power Symposium, NAPS, Calgary, AB, Canada, 418–425 (2008)
C.L. Anderson, J.B. Cardell, Reducing the variability of wind power generation for participation in day ahead electricity markets, in Proceedings of 41st Hawaii International Conference on System Sciences, IEEE, Hawaii, 178–178 (2008)
M. Kittipong, Y. Shitra, W. Lee, R. James, An integration of ANN wind power estimation into unit commitment considering the forecasting uncertainty. IEEE Trans. Ind. Appl. 43(6), 1441–1448 (2007)
D. Hawkins, M. Rothleder, Evolving role of wind forecasting in market operation at the CAISO, in IEEE PES, Atlanta (2006), pp. 234–238
F. Alberto, G. Tomas, A. Juan, Q. Victor, Assessment of the cost associated with wind generation prediction errors in a liberalized electricity market. Power Syst. IEEE Trans. 20(3), 1440–1446 (2005)
D.L. Osborn, Impact of wind on LMP market, in IEEE PES, Atlanta (2006), pp. 216–218
C.W. Potter, M. Negnevistsky, Very short-term wind forecasting for tasmanian power generation, in Proceedings of IEEE TPWRS Conference, 2005
N. Abdel-Karim, M.J. Small, M.D. Ilić, Short term wind speed prediction by finite and infinite impulse response filters: a state space model representation using discrete Markov process, in Proceedings of IEEE Power Tech Conference, Bucharest, Romania, 2009
Data Folder Ch6 in M.D. Ilic, L. Xie, Q. Liu (eds.), Engineering IT-Based Electricity Services of the Future: The Tale of Two Low-cost Green Azores Islands (Springer, New York, 2013) (to appear).
P.P. Vaidyanathan, The Theory of Linear Prediction, California Institute of Technology, 1st edn. (Morgan & Claypool, Caltech University, California 2008)
F. Castellanos, Wind resource analysis and characterization with Markov’s transition matrices, in IEEE Transmission and Distribution Conference, Latin America, August 2008
J.J. Higgins, S. Keller-Mcnulty, Concepts in Probability and Stochastic Modeling (Wadsworth Inc.) (1994)
Acknowledgment
This work is funded by the Semiconductor Research Corporation Smart Grid Research Center (SRC SGRC).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer Science+Business Media New York
About this chapter
Cite this chapter
Abdel-Karim, N., Ilić, M. (2013). Multi-scale Models for Decomposing Uncertainties in Load and Wind Power. In: Ilic, M., Xie, L., Liu, Q. (eds) Engineering IT-Enabled Sustainable Electricity Services. Power Electronics and Power Systems, vol 30. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-09736-7_6
Download citation
DOI: https://doi.org/10.1007/978-0-387-09736-7_6
Published:
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-09735-0
Online ISBN: 978-0-387-09736-7
eBook Packages: EngineeringEngineering (R0)