Open AccessQuantification of operating reserves with high penetration of wind power considering extreme values
Author(s) -
Johan S. Obando,
Gabriel Villarrubia González,
Ricardo Moreno
Publication year - 2020
Publication title -
international journal of electrical and computer engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.277
H-Index - 22
ISSN - 2088-8708
DOI - 10.11591/ijece.v10i2.pp1693-1700
Subject(s) - intermittency , wind power , computer science , electric power system , reliability engineering , extreme value theory , monte carlo method , schedule , range (aeronautics) , volatility (finance) , power system simulation , mathematical optimization , environmental science , power (physics) , meteorology , econometrics , engineering , electrical engineering , statistics , mathematics , aerospace engineering , physics , quantum mechanics , turbulence , operating system
The high integration of wind energy in power systems requires operating reserves to ensure the reliability and security in the operation. The intermittency and volatility in wind power sets a challenge for day-ahead dispatching in order to schedule generation resources. Therefore, the quantification of operating reserves is addressed in this paper using extreme values through Monte-Carlo simulations. The uncertainty in wind power forecasting is captured by a generalized extreme value distribution to generate scenarios. The day-ahead dispatching model is formulated as a mixed-integer linear quadratic problem including ramping constraints. This approach is tested in the IEEE-118 bus test system including integration of wind power in the system. The results represent the range of values for operating reserves in day-ahead dispatching.