Open AccessProbabilistic spinning reserve adequacy evaluation for generating systems using an Markov chain Monte Carlo‐integrated cross‐entropy method
Author(s) -
Wang Yue
Publication year - 2015
Publication title -
iet generation, transmission and distribution
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.92
H-Index - 110
eISSN - 1751-8695
pISSN - 1751-8687
DOI - 10.1049/iet-gtd.2014.0763
Subject(s) - spinning , monte carlo method , probabilistic logic , computer science , markov chain monte carlo , cross entropy method , markov chain , reliability engineering , entropy (arrow of time) , cross entropy , reliability (semiconductor) , mathematical optimization , markov process , principle of maximum entropy , engineering , mathematics , algorithm , statistics , artificial intelligence , machine learning , mechanical engineering , quadratic assignment problem , power (physics) , physics , combinatorial optimization , quantum mechanics
Spinning reserve plays an important role in balancing generation and demand mismatch within a short time interval. Probabilistic spinning reserve adequacy evaluation (PSRAE) is useful to aid operators in monitoring the adequacy of system upward spinning reserve exposed to unforeseen disturbances and making risk‐adverse decisions for unit dispatching. As a short time period, for example, 30 s–15 min, is usually considered in PSRAE, the generating system in question is commonly of high reliability, which renders naive non‐sequential Monte Carlo methods inefficient. In this study, the high reliability phenomenon of generating systems is explained through a toy case study, thereafter, aiming to develop an efficient method for PSRAE, a simulation method based on the cross‐entropy which has been widely applied in many areas to improve naive Monte Carlo methods for tackling rare‐event simulation issues, integrated with Markov chain Monte Carlo is proposed. The indices of loss of load probability and expected demand not supplied are used to quantify the spinning reserve inadequacy risk. Through case studies conducted on the RTS‐79, usefulness of the PSRAE is discussed and the proposed method is proven to be superior to the classical cross‐entropy method and thus could be taken as a candidate tool for the PSRAE to practical systems.