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Wind power forecasting uncertainty and unit commitment

Author

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  • Wang, J.
  • Botterud, A.
  • Bessa, R.
  • Keko, H.
  • Carvalho, L.
  • Issicaba, D.
  • Sumaili, J.
  • Miranda, V.

Abstract

In this paper, we investigate the representation of wind power forecasting (WPF) uncertainty in the unit commitment (UC) problem. While deterministic approaches use a point forecast of wind power output, WPF uncertainty in the stochastic UC alternative is captured by a number of scenarios that include cross-temporal dependency. A comparison among a diversity of UC strategies (based on a set of realistic experiments) is presented. The results indicate that representing WPF uncertainty with wind power scenarios that rely on stochastic UC has advantages over deterministic approaches that mimic the classical models. Moreover, the stochastic model provides a rational and adaptive way to provide adequate spinning reserves at every hour, as opposed to increasing reserves to predefined, fixed margins that cannot account either for the system’s costs or its assumed risks.

Suggested Citation

  • Wang, J. & Botterud, A. & Bessa, R. & Keko, H. & Carvalho, L. & Issicaba, D. & Sumaili, J. & Miranda, V., 2011. "Wind power forecasting uncertainty and unit commitment," Applied Energy, Elsevier, vol. 88(11), pages 4014-4023.
    • Handle: RePEc:eee:appene:v:88:y:2011:i:11:p:4014-4023
    DOI: 10.1016/j.apenergy.2011.04.011
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    References listed on IDEAS

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    1. Amjady, Nima & Keynia, Farshid, 2010. "A new spinning reserve requirement forecast method for deregulated electricity markets," Applied Energy, Elsevier, vol. 87(6), pages 1870-1879, June.
    2. Tuohy, Aidan & Meibom, Peter & Denny, Eleanor & O'Malley, Mark, 2009. "Unit commitment for systems with significant wind penetration," MPRA Paper 34849, University Library of Munich, Germany.
    3. Delarue, Erik & D'haeseleer, William, 2008. "Adaptive mixed-integer programming unit commitment strategy for determining the value of forecasting," Applied Energy, Elsevier, vol. 85(4), pages 171-181, April.
    4. Luickx, Patrick J. & Delarue, Erik D. & D'haeseleer, William D., 2008. "Considerations on the backup of wind power: Operational backup," Applied Energy, Elsevier, vol. 85(9), pages 787-799, September.
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