Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation

Lei Yang; Miao He; Vijay Vittal; Junshan Zhang

doi:10.1109/CDC.2014.7039381

Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation

Lei Yang, Miao He, Vijay Vittal, Junshan Zhang

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

6 Scopus citations

Abstract

We study stochastic optimization of economic dispatch (ED) and interruptible load management using short-term distributional forecast of wind farm generation. Specifically, we develop a Markov-chain-based distributional forecast model for wind farm generation based on spatial and temporal characteristics of the wind turbine power output in a wind farm. Built on the distributional forecast model, the joint optimization of ED and interruptible load management is cast as a stochastic optimization problem. The proposed stochastic ED problem is compared with the deterministic ED problem using the persistence wind generation forecast model, and also with the scenario-based ED formulation which uses all possible wind generation states. Numerical studies, using a modified IEEE RTS 24-bus system and realistic wind measurement data from an actual wind farm, demonstrate the significant benefits obtained by leveraging the Markov-chain-based distributional forecast and the interruptible load management.

Original language	English
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	199-204
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039381
State	Published - 2014
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	12/15/14 → 12/17/14

Keywords

Economic dispatch
spatio-temporal analysis
wind farm generation forecast
wind generation integration

Access to Document

10.1109/CDC.2014.7039381

Cite this

Yang, L., He, M., Vittal, V., & Zhang, J. (2014). Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation. In 53rd IEEE Conference on Decision and Control,CDC 2014 (February ed., pp. 199-204). Article 7039381 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2014.7039381

Yang, Lei ; He, Miao ; Vittal, Vijay et al. / Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation. 53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. pp. 199-204 (Proceedings of the IEEE Conference on Decision and Control; February).

@inproceedings{1a92b402158d4621b61405a5c7c20630,

title = "Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation",

abstract = "We study stochastic optimization of economic dispatch (ED) and interruptible load management using short-term distributional forecast of wind farm generation. Specifically, we develop a Markov-chain-based distributional forecast model for wind farm generation based on spatial and temporal characteristics of the wind turbine power output in a wind farm. Built on the distributional forecast model, the joint optimization of ED and interruptible load management is cast as a stochastic optimization problem. The proposed stochastic ED problem is compared with the deterministic ED problem using the persistence wind generation forecast model, and also with the scenario-based ED formulation which uses all possible wind generation states. Numerical studies, using a modified IEEE RTS 24-bus system and realistic wind measurement data from an actual wind farm, demonstrate the significant benefits obtained by leveraging the Markov-chain-based distributional forecast and the interruptible load management.",

keywords = "Economic dispatch, spatio-temporal analysis, wind farm generation forecast, wind generation integration",

author = "Lei Yang and Miao He and Vijay Vittal and Junshan Zhang",

note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 ; Conference date: 15-12-2014 Through 17-12-2014",

year = "2014",

doi = "10.1109/CDC.2014.7039381",

language = "English",

series = "Proceedings of the IEEE Conference on Decision and Control",

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number = "February",

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booktitle = "53rd IEEE Conference on Decision and Control,CDC 2014",

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Yang, L, He, M, Vittal, V & Zhang, J 2014, Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039381, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 199-204, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 12/15/14. https://doi.org/10.1109/CDC.2014.7039381

Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation. / Yang, Lei; He, Miao; Vittal, Vijay et al.
53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 199-204 7039381 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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T1 - Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation

AU - Yang, Lei

AU - He, Miao

AU - Vittal, Vijay

AU - Zhang, Junshan

PY - 2014

Y1 - 2014

N2 - We study stochastic optimization of economic dispatch (ED) and interruptible load management using short-term distributional forecast of wind farm generation. Specifically, we develop a Markov-chain-based distributional forecast model for wind farm generation based on spatial and temporal characteristics of the wind turbine power output in a wind farm. Built on the distributional forecast model, the joint optimization of ED and interruptible load management is cast as a stochastic optimization problem. The proposed stochastic ED problem is compared with the deterministic ED problem using the persistence wind generation forecast model, and also with the scenario-based ED formulation which uses all possible wind generation states. Numerical studies, using a modified IEEE RTS 24-bus system and realistic wind measurement data from an actual wind farm, demonstrate the significant benefits obtained by leveraging the Markov-chain-based distributional forecast and the interruptible load management.

AB - We study stochastic optimization of economic dispatch (ED) and interruptible load management using short-term distributional forecast of wind farm generation. Specifically, we develop a Markov-chain-based distributional forecast model for wind farm generation based on spatial and temporal characteristics of the wind turbine power output in a wind farm. Built on the distributional forecast model, the joint optimization of ED and interruptible load management is cast as a stochastic optimization problem. The proposed stochastic ED problem is compared with the deterministic ED problem using the persistence wind generation forecast model, and also with the scenario-based ED formulation which uses all possible wind generation states. Numerical studies, using a modified IEEE RTS 24-bus system and realistic wind measurement data from an actual wind farm, demonstrate the significant benefits obtained by leveraging the Markov-chain-based distributional forecast and the interruptible load management.

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KW - spatio-temporal analysis

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Yang L, He M, Vittal V, Zhang J. Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation. In 53rd IEEE Conference on Decision and Control,CDC 2014. February ed. Institute of Electrical and Electronics Engineers Inc. 2014. p. 199-204. 7039381. (Proceedings of the IEEE Conference on Decision and Control; February). doi: 10.1109/CDC.2014.7039381

Stochastic optimization based economic dispatch and interruptible load management with distributional forecast of wind farm generation

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