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Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach

Author

Listed:
  • Abel Azze

    (CUNEF Universidad)

  • Guglielmo D’Amico

    (University G. d’Annunzio of Chieti–Pescara)

  • Bernardo D’Auria

    (University of Padova)

  • Salvatore Vergine

    (Marche Polytechnic University)

Abstract

We propose a new methodology to simulate the discounted penalty applied to a wind-farm operator by violating ramp-rate limitation policies. It is assumed that the operator manages a wind turbine plugged into a battery, which either provides or stores energy on demand to avoid ramp-up and ramp-down events. The battery stages, namely charging, discharging, or neutral, are modeled as a semi-Markov process. During each charging/discharging period, the energy stored/supplied is assumed to follow a modified Brownian bridge that depends on three parameters. We prove the validity of our methodology by testing the model on 10 years of real wind-power data and comparing real versus simulated results.

Suggested Citation

  • Abel Azze & Guglielmo D’Amico & Bernardo D’Auria & Salvatore Vergine, 2025. "Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach," Annals of Operations Research, Springer, vol. 345(1), pages 39-57, February.
    • Handle: RePEc:spr:annopr:v:345:y:2025:i:1:d:10.1007_s10479-024-06236-6
    DOI: 10.1007/s10479-024-06236-6
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    References listed on IDEAS

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