JUZGADO SEXTO DE LO CIVIL DEL PRIMER DEPARTAMENTO JUDICIAL DEL ESTADO

The ommitment de ision is usually made in a day-ahead perspe tive, in a short term

horizon, typi ally for 24 hours. However, more updated information be omesavailable

during the day, whi h should be taken into a ount, espe ially in systems with large

wind penetration. Inthis way, ommitment anddispat h de isionsshould be allowedto

be hanged in an intra-day perspe tive, in order to in orporate the updated fore asts,

hanging the day-ahead de isions ina rolling planmanner. For systemoperations with

large-s ale wind power, more a urate near real-time wind power measurements and

ontinuousre- al ulationareessential inthe ontextoftheUCPandED[17℄. Thislogi

isusedintheWindPowerIntegrationintheLiberalisedEle tri ityMarkets(WILMAR)

proje t, presentedby Meibomet al. in[2,1214℄.

WILMARis aproje tinitiallydevelopedto study the hangesin Nordi systemenergy

marketsduetothelargeamountofwindpower. Therstapproa hwasinitiallypresented

by Barth et al. in[14℄. The authors presented a modelthat doesnot orrespond to an

unit ommitment model, but rather to a planning tool that aims to optimise a given

input s hedule for 5 dierent markets. In their previous work an e onomi dispat h is

markets, ndingoptimalprodu tion levels forgiven ommitments, evaluatingvariations

inpri esand system osts.

Further, WTUCP algorithms were developed in the ontext of the WILMAR proje t.

Tuohyet al. extendedthe previous workin[2,12,13,31℄ onsidering unit ommitment

variables and integrating system, te hni al and network onstraints. The aim was to

analyse theimpa t of sto hasti wind and load on the unit ommitment and dispat h

of power systems with high levels of wind power. The model al ulates the UC and

ED de isions ina day-ahead rolling planapproa h, usingmultiple s enarios ina multi-

stage s enario tree. The ommitment de isions aredivided instages, typi ally about 1,

3 or 6 hours long ea h. In the rst stage there is only one root node where the wind

power produ tion and loadareassumedto beknownwith ertainty,yielding the"here-

and-now" de isions. In the following stages dierent paths with a given probability of

o urren earegeneratedbyas enariotreetool,ndinga ommitment forea hs enario

path. Ea hUCPrunndsas hedulebasedonthefore astedinformationforthela king

planning periods, starting at noon and nishing at the end of thefollowing day (36h).

An illustration of the rolling planning and de ision stru ture onsidering 3 hours long

stages an be seeninFigure 3.1.

The more distant from the de ision stage are the planning periods, more un ertainty

exists,and onsequentlymores enariosareneeded. Asmorea urateWPFareavailable,

more s hedules areable to be found at morerealisti levels. The ommitment de isions

frompaststagesareinputstothe modelinordertondthesolutions forthesubsequent

periods. In this way, the length of the fore ast horizon whi h the system is optimised

overis redu ed for subsequent planning periods. In Figure 3.1 we an seethat at ea h

3hours (startingat 12 AMandnishingat midnight ofthefollowing day) theplanning

period onsideredinthemodelisredu ed. Thewindpower produ tionisassumedtobe

knownfortherst3hours,ves enariosaregeneratedforthefollowing3hours,andfor

Figure 3.1: Rollingplanningwiths enariotrees[2℄

In termsof obje tive fun tion,it aimsto minimise theexpe tedoperatingand start-up

and shut-down ostsaswell astheload andreserve urtailments, asshownin(3.9).

minP

s∈S

probs

P

t∈T

P

u∈U

(F (pDay_ut

+ pup_uts− pdown_uts

) + Cens_ensint

ts

+ Crns

spin

rnsspin_ts

+Crnsrep

rnsrep_ts

) +

P

t∈T

Cens_ensday

t

+

P

t∈T

P

u∈U

(S(xoff_ut, yut) + Hut).

(3.9)

The s enarios of the s enario tree tool and the respe tive probabilities are then used.

Penalties are applied to avoid load and reserve urtailments. In terms of reserve, it is

divided into spinning and repla ement reserve, with dierent penalties,

C

rnsspin

spinningreserve and

C

rnsrep

for the repla ement, a ording to theIrish ode. Both are

treated inan intra-day manner and indexedbys enario. In terms of load urtailment,

it is divided into the day-ahead (

ens

day

t

) as an expe ted value for ENS, and intra-day (

ens

int

ts

),indexedbys enariofor theintra-dayload urtailmentveried inea hs enario. Both have thesame asso iated ost (

C

ens

).

Ea h day at 12 AM a day-ahead onstraint is added into the model inorder to set the

day-ahead pri es, sin e they typi ally must be dened and provided to the ISO from

12h to 36h before the operatingday. Theexpe tedENS valueis minimised inthis step

by adding the respe tive penalty ost to the obje tive fun tion. Constraint (3.10) is

addedto modelthe ENSat theday-ahead stage. Deterministi values forwindandload

(averagevalueofthefore asteds enarios)areusedtondthe ommitment thatsatises

the onstraintsat minimum ost.

X

u∈U

pDay_ut

+

X

w∈W

pw_wtExp

= Dt− ensdayt

, ∀t ∈ T

(3.10)

The UC model onsiders a xed produ tion level per period for ea h thermal unit for

the rolling plan horizon at the day-ahead stage. However, up and down regulations in

relation to the predened level are onsidered in the intra-day operations, in order to

integratetheupdateddataof theWPF.

In the intra-day perspe tive, and onsidering the deviations related to ea h s enario,

onstraints (3.11) areadded to the model. Here,

pw

Exp

wt

is theexpe ted wind powerfor ea h timeperiod,introdu ed asa parameter.

P

u∈U

(pup_uts− pdown_uts

) −

P

w∈W

cwwts=

P

w∈W

Aswe an see, the deviations between thewind generationinea h s enario are overed

bytheupordownregulations(auxiliaryvariables),dedu ingthenthewind urtailment.

Load urtailment providesthe ne essaryexibilityinto themodel.

Additional onstraints to dene thevarious reserves onsidered arealso provided inthe

referredpaper.

The main on lusions of the WILMAR proje t developments, on erning theWTUCP

formulations, arethatthesto hasti optimisationisableto redu ethe ostandprodu e

better performing s hedules than the traditional deterministi approa h. Res heduling

more often means that more reliable and e onomi solutions are a hieved. The un er-

taintyisminimisedbe ausemorewindandloadfore astsarebeingupdated,parti ularly

whenfast-startunitsareavailable. Theirexibilityallowsto oversomeofthevariability

ofwindpoweroutput. Additionalstorageofele tri itydidnotappeartobringanyextra

benets in their study. The a ura y of the WPF has an important role on planning

de isionswhenintegrating windenergy,sin emoree onomi s hedules maybeobtained

iftheWPF aremore a urate.

A limitation of themodelis thatitis ne essaryto assume perfe t fore asts for therst

stage, whose asso iated errors may have a big inuen e in the following ommitment

stages. Furthermore, the model doesnot onsider network onstraintsthat areparti u-

larly important for some markets. The model isstill mainly a planning tool and isnot

beingusedby real-timemarket operators.

In document DIARIO OFICIAL DEL GOBIERNO DEL ESTADO DE YUCATÁN. (página 67-72)