RES Forecasting and Scheduling

Dr. Naran M. Pindoriya Assistant Professor, EE Department Indian Institute of echnology !andhinagar

25/05/11

al( outline
Short"term !eneration Scheduling Forecasting Methodologies #oad Forecasting $S #F% &ind Speed forecasting Solar Po'er Forecasting

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!eneration Scheduling
The thermal generation scheduling comprises of two tasks:
the unit commitment, which determines the on/off schedules of thermal generators; other is the power dispatch which distributes the s stem load demand to the committed generators

The optimal thermal generation scheduling re!uires effectivel performing the above two tasks to meet the forecasted load demand over a particular time hori"on, satisf ing a large set of operating constraints and meeting certain ob#ectives$

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Multi"o)*ecti+e !eneration Scheduling

&i'ob#ective optimi"ation:
1( minimi"ing the s stem operation cost and 2( minimi"ing the emission cost, while satisf ing all the e!ualit and ine!ualit constraints over the scheduling period$

Minimizing the system operation cost

Minimizing the emission cost

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Multi"o)*ecti+e !eneration Scheduling

Constraints
System power balance:

System spinning reserve requirements:

Unit minimum up/down times:

Unit generation limits:

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,oncepts of Multi"-)*ecti+e -ptimi.ation

! process of simultaneousl

optimi"ing two or more conflicting ob#ectives sub#ect to certain constraints$ +t can be stated as ,minimi"ation(:
r r r r minimize / ( x ) = [ f1 ( x ) , f 2 ( x ) , . . . , f m ( x ) ] -ub#ect to: r gi ( x ) 0; i = 1, 2, . . . , k ,+ne!ualit
r h j ( x ) = 0; j = 1, 2,. . . , p

constraints(

,0!ualit constraints(

! The main goal of multi'ob#ective optimi"ation is to find a

set of values which ield best r* * * * 1 1 x = solutions x1 , x2 , . . . , xn compromise among all the ob#ective functions 1 1 ! These set of solutions is referred to as the .areto'optimal set

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,oncepts of Multi"-)*ecti+e -ptimi.ation

! The vector corresponding to

! /or a given .areto'optimal

set, the corresponding ob#ective function values in the ob#ective space are called the .areto front

better

the solution included in the .areto'optimal set are said to be non'dominated ,b other solutions(

f 2

Dominated solution Nondominated solution

F is feasible
performance space

Pareto optimal front

better f1

f1 and f2 are to be minimized

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M-EA for day"ahead generation scheduling

,ase study of a /0 unit test system
The reference set of non'dominated solutions is obtained b choosing the best non'dominated solutions over 20 different runs$ The statistical value of this indicator lies between '1 and 1, where '1 represents the best performance and 1 represents the worst performance

4nupam Trivedi, N. M. Pindoriya, 5ipti -rinivasan, and 5eepak -harma, 67ulti'ob#ective 0volutionar 4lgorithm for 5a '4head Thermal 8eneration -cheduling,9 IEEE Congress on Evolutionary Computation, :ew ;rleans, <-4, =une 5'3, 2011 ,accepted(
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M-EA for day"ahead generation scheduling

/u"" membership functions that represent the goals of each ob#ective function are used to find a optimal solution
1 ; F2 F max F2 F2 2 = max ; F2min < F2 < F2max min F2 F2 F2 F2max 0 ;
min 2

k =

M i =1 2 k =1 i =1

k i k i

1 1

The non-dominated solution having the maximum of is considered as the best trade-off solution.
2.29 2.28 2.26

$mission cost x 10 ! "#

2.24 2.22 2.2 2.18 2.16 2.14 2.12 2.1 3.35 3.4 3.45 3.5 3.55 3.6 3.65

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System operation cost x 10! "#

>

Stochastic Short"term Scheduling

-)*ecti+e1 De+elopment of ad+anced optimi.ation techni2ues and computational
Intelligent tools for short"term scheduling in po'er system under uncertainty3 intermittent char. of energy sources and demands

De+eloping 4, formulation )ased on stochastic programming Models for unit outages, load and RES uncertainties Pro)a)ilistic reser+e criterion
.? 4rra 0nerg storage

#oad demand
@ind turbine

,on+erter
7ain suppl

System operation including short" term scheduling decision

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,ont5d
&eather +aria)les 6istorical data sets #oad 7 price forecasting 7 modeling

&ind and Solar generation capacity forecast

Multi"o)*ecti+e generation scheduling

System parameters and constraints

7aAimi"e reliabilit , securit and efficienc 7inimi"e the fuel and emission cost -ub#ect to: .ower balance e!uation, power flow constraint and reserve constraints 8enerators ,conventional, B0-( capacit limit Bamp up/down limit and minimum up/down'time limit, etcC

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Modified IEEE R S"89

otal installed capacity1 <:0? M& and pea( load1 @=?0M&
#oad )us 1 2 % ) 5 * 2 3 > EPNS $M&% 3$0*2 3$10* >$)02 3$1>> 3$13) 3$5%2 *$>>> 3$2>* >$1%% #oad )us 10 1% 1) 15 1* 13 1> 20 EPNS $M&% 3$2>5 %$)*> >$*2) *$03) 3$1*2 2$1>> 3$1%2 3$1%0
%nit 22 1)'00 ,-# /%S 10 /%S 1+ /%S 21 %nit 2( 1)'00 ,-# %nit 2'&2* !).0 ,-# /%S 22

%nit 21 1)1.. ,-#

/%S 2(

/%S 1! /%S 1.

/%S 1* /%S 1' Sync2. 3ond. %nit 1.&1* .)12 ,-# %nit 20 1)1.. ,-# /%S 2' WECS (125 MW)

/%S 20

%nit (0&(1 2)1.. ,-# %nit (2 1)(.0 ,-# %nit 12&1' ()1*+,-#

/%S 1( slac1 bus# /%S 11 /%S 12 230 kV 138 kV

otal :00 M& RES is added through ;"mission line at different )uses $<, =, 9, >0 and >:% 'hich are ha+ing relati+ely PA 'ith )attery storage at large EPNS +alues. )uses < 9, and >0 $><= (A le+el% &ind farms at )uses = $><@ (A le+el% and >: $@<0 (A le+el% 25/05/11

/%S ( D

/%S *

/%S 10

cable

/%S !

/%S ' PVCS (50 MW) PVCS (50 MW)

PVCS (50 MW) /%S . cable /%S 1 %nit 1&2 2)20 ,-# %nit (&' 2)+! ,-# %nit .&! 2)20 ,-# %nit +&0 2)+! ,-# /%S 2 /%S + %nit *&11 ()100 ,-# /%S 0 WECS (125 MW)

12

o ay Arr PV s ll Ce

String 500 ! PV module PV module PV module

PV/Battery Module
Capacity : 1 MW Two strings, !" #odules/string, $"" W/#odule

DC

PA,S opology

AC

500 ! PV module PV module PV module 500 ! PV/Battery Module DC PV/Battery Module PV/Battery Module " #VA$ %&.5 V '(V side) PV/Battery Module PV/Battery Module PV/Battery Module PV/Battery Module PV/Battery Module PV/Battery Module PV/Battery Module PV/Battery Module PV/Battery Module

AC

storage

DC

PV/Battery Module PV/Battery Module AC PV/Battery Module

500 !

1%" MVA, $&'%/1$ (V (V

DC

storage
AC

)rid

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1%

PA Modeling

Bue 'Esun Fiang and =ian'Eao Fiao, 64 /u"" ';ptimi"ation 4pproach for 8eneration -cheduling @ith @ind and -olar 0nerg - stems,9 +000 Tran$ .ower - stems, vol$ 22, no$ ), :ov$ 2002$

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1)

PA Modeling

G $7$ 4twa, 0$/$0l'-aadan , 7$7$4$ -alama, and B$ -eethapath 6;ptimal Benewable Besources 7iA for 5istribution - stem 0nerg Foss 7inimi"ation,9 +000 Tran$ .ower - stems, vol$ 25, no$ 1, /eb$ 2010$ 25/05/11

15

&ind ur)ine modeling

Hhanan -ingh and 4$ Fago'8on"ale", 6Beliabilit modeling of generation s stems including unconventional energ sources,9 +000 Transactions on .ower 4pparatus and - stems, ?ol$ .4-'10), :o$ 5, 7a 1>35$

G$7$ 4twa, 0$/$0l'-aadan , 7$7$4$ -alama, and B$ -eethapath 6;ptimal Benewable Besources 7iA for 5istribution - stem 0nerg Foss 7inimi"ation,9 +000 Tran$ .ower - stems, vol$ 25, no$ 1, /eb$ 2010$ 25/05/11

0 ( V Vci ) POW = PRW ( Vr Vci ) PRW

V Vci and V Vco Vci V Vr 1*

Vr V Vco

Time -eries 7odels 4rtificial +ntelligence 7ethods

:eural :etwork @avelet'based 4:: 4daptive @avelet :eural :etwork

Introduction to Forecasting models

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ime Series Methods

4B74 7odel

-easonal 4B+74 7odel

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Artificial Neural Net'or( $ANNs%

+nspiration originates from the desire to model the wa the human brain works and create sophisticated artificial s stems that are capable of intelligent computations, similar to the computations of the biological neurons in the brain structures$ 4:: is a mathematical model that simulates the function of human brain$ BClac( )o;D model I +dentif the compleA and non' linear relationship ,<niversal 4pproAimator($ Honsists three different la ers, i$e$ input, hidden and output la ers, each of which is composed of a certain number of neurons$ 4nput 5ariables

ANN

6utput 5ariables
1>

ANN E ,ont5d 1 opology

/eed forward 4::
5ata from input to output units is strictl feed forward

Becurrent 4::
F

contain feedback connections

ANN

FFNN

RNN

M#P

RCF
20

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ANN E ,ont5d
Hidden !"e#
Input $ei%&ts !"e# $ei%&ts

f ( x) =

1 1+ ex
n f wi xi + b i =1

Inputs

Output

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ANN E ,ont5d 1 raining Paradigms

4:: Training -upervised

<nsupervised

network is trained b providing it with input and matching output patterns$

an ,output( unit is trained to respond to clusters of pattern within the input s stem is supposed to discover statisticall salient features of the input population /or eA$ : -;7
22

+nput'output pairs can be provided b an eAternal teacher, or b the s stem which contains the neural 25/05/11network ,self'

ANN E ,ont5d 1 raining Paradigms

+nput feature s

:eural :etwork
@eight J bias ad#ustment

' K

Target feature s

0rror vector

-upervised Training 4lgorithm

&ack'propagation supervised training algorithm

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2%

ANN 'ith 'a+elet transforms

L

&a+elet")ased NN
NN

&a+elet Neural Net'or( $&NN%1 com)ines the

time"fre2uency locali.ation characteristic of 'a+elet and learning a)ility of NN into a single unit

Adapti+e &NN $A&NN% 1 H@T based activation function Fi;ed grid &NN : 5@T based activation function

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Predicted 6utput
2)

-a5elet 7econstruction

NN

NN

-a5elet Decomposition

Data 4nput

A&NN Model
ij j x1 v1 w1 w2 vn xn

7eAican'hat wavelet has been used as a mother wavelet

( xi ) = ( 1 xi 2 ) e 0.. xi ; i n
2

@avelet famil can be generated b

1 1 xi bij ij = aij ,bij ( xi ) = 1 1 1 a 1 1 1 1 ij
n
2

w m

The n'5 wavelet basis function

i =1 ;utput of 4@::

1 xi bij 1 1 110..1 1 aij 1 1 1 1 e ; j m 1 11 11

1 b90 b91 b92

1 a=2 a=1 a = 0.5

j = aij ,bij ( xi )
m n

0..

0.5

(x

(x

80.. 80

8!

8'

82

'

-0.5 -8

-6

-4

-2

y=1 w j j + vi xi + gusing 1 4@:: has been trained j =1 i =1 back'propagation learning algorithm$

25

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Short term load forecasting

N'M' Pind(#i"!, S.N. Sin:2, and S.;. Sin:2, <=orecastin: of s2ort8term electric load usin: application of >a5elet transforms >it2 feed8for>ard neural net>or1,? !n"erna"iona# $o%rna# of &merging &#ec"ric Power 'y("em(, 5ol. 1, no. 1, 2010.

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2*

Short" erm #oad Forecasting

! Input +aria)le selection for S #F
Auto"correlation Function $A,F%1 mutual dependency )et'een +alues of the same time series at different time periods
1 Sample Autocorrelation 0.0 0.! 0.' 0.2 0 80.2 80.' 0 2' '0 +2 *! 120 @a: t81, ... t81*2# 1'' 1!0 1*2
L(t) and L(t-1) Between L(t) and L(t-24)

Between L(t) and L(t-168)

peaks at multiple of 2), in 4H/ indicates dail seasonalit +nput variables:

)h 1 , )h 2 , )h ( , 1 1 1 )h 2( , )h 2' , )h 2. , )h '0 , )h +2 , )h*! , 1 1 )h 120 , )h 1'' , )h 1!+ , )h 1!0 , )h 1!* , )h 1*2 , 1 1 1 * , * , * , * , * 1h h 1 h 2 h ( h 2'

4H/ for Foad series of =an$'2002

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Sliding &indo' ,oncept

! ,ase study 1 ,alifornia EM $Gear @008%

-easons: @inter ,5ec$ I /eb$( and -ummer ,=une I 4ug$( Training: )3 da s previous to the da to be forecasted Training is based on 6sliding window9 concept, to incorporate most recent information$
*! n day day % day + day " Training '&, days)
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*!% *!+ *!" Test

23

ANN )ased Regression

6nce NN is trained
)h 1 )h 2 )h (

M#PNN
)h 2( , )h 2' , )h 2. , )h '0 , )h +2 , )h *! , )h 120 , )h 1'' , )h1!+ , )h 1!0 , )h1!* , )h 1*2

$@0">0">% H 0.< H 0./

)h

*h , *h 1 , *h 2 , *h ( , *h 2'

Lh-1 is the load of an hour before the forecasting hour h.

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2>

raining Performance of A&NN

-tructure: 20')'1 4daptive learning rate learning rate : 0$01 momentum rate : 0$* +ncrement J decrement learning rate multipliers of 1$01, and 0$>
ac" for 1 + xh xh M,P& = 100 ac" + h =1 xh
0.2. A-NN ,@PNN 0.2

0.1.

,S$ 0.1 0.0. 0 1

100

200 (00 No.of iterations

'00

.00

Training convergence

+ x ac" x for 1 1 1 h h 2 e = 1 100 M,P& 1 ac" 1 +1 x h =1 h 1 1

-mall value gives more precise prediction

%0

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S #F Results
(2 (0 20 @oad C-# 2! 2' 22 20 1 2' '0 +2 *! Bour index 120 1'' 1!0
@oad C-#
,on D ue -ed D 2u =ri Sat Sun

(2 (0 20 2! 2' 22 20 1

,on

D ue

-ed

D 2u

=ri

Sat

Sun

Actual 3A4S6 A-NN

Actual 3A4S6 A-NN

2'

'0

+2 *! Bour index

120

1''

1!0

(our-ahead forecast
Bour8a2ead forecast e2,week 108 -,AP$ '# 1.(0+ 1.2+0 0')1* 1.((1 1.20! 0'+35

.ay-ahead forecast
Day8a2ead forecast e2,week -,AP$ 108'# 1.!*0 1.++' 1'38* 1.!!. 2.'(. 1'31)
%1

=orecast ,odels ,@PNN 3A4S6

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A-NN

(2 Actual (0 20 2! 2' 22 20 @oad C-# A-NN

(0 Actual 20 2! 2' 22 20 A-NN

@oad C-#

1( Bour index

1+

21

2'

1( Bour index

1+

21

2'

(!) H(u#,!&e!d se-ected $eekd!"

(2 Actual (0 A-NN

(.) H(u#,!&e!d se-ected $eekend

(0 Actual 20 @oad C-# 2! 2' 22 20 A-NN

@oad C-#

(A forecast AP/ using A!00

20 2! 2' 22 20

1( Bour index

1+

21

2'

1( Bour index

1+

21

2'

(c) /!",!&e!d se-ected $eekd!" 25/05/11

(d) /!",!&e!d se-ected $eekend

%2

Short term 'ind Speed forecasting

M$ &haskar and -$ :$ -ingh, 6 @ind -peed /orecasting using 7B4 based 4daptive @avelet :eural :etwork,9 1*th :.-H 2010
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%%

Decomposed 'ind series

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%)

Input +aria)le selection

1 ACF 0 -1 1

*&

N 1,2,CC$$,>O N 1,2,%,11,12,1%,2)O N 1,2,CC,2O

.&
ACF 0 -1 1 ACF 0 -1 1 ACF 0 -1 1 ACF 0 -1 0 12 24 36 48 Lag 60 72 84 96 10 0

.%

.+

N 1,2,CC$,*O
."

N 1,2,CC$,*O +nput ?ariables

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%5

Results

EE. ,ont5d

:etwork parameters used +nitial learning Bate and 7omentum .arameters : 0$1 and 0$5 , for 4@::( ; 0$5 and 0$5 , for //::( 7-0 8oal set : 0$0001 ,or( 500 iterations

+n case of validation as an earl stopping criterion the maAimum fails are set to 100$

Results

EE. ,ont5d

5a ahead hourl @ind /orecasting using //:: and 4@:: without 7B4

Hlick to edit 7aster teAt st les

-econd level Third level /ourth level /ifth level

Results
13 3

EE. ,ont5d

5a ahead hourl @ind /orecasting using 7B4 based //::

Hlick to edit 7aster teAt st les

-econd level Third level /ourth level /ifth level

S4 D4 D3 D2 D1 w ind series

8 3 1 0 -1 1 0 -1 1 0 -1 1 0 -1 13 8 3 1 5

10

15

20

24

hours

Results

EE. ,ont5d

5a ahead hourl @ind /orecasting using 7B4 based 4@::

13

Hlick to edit 7aster teAt st les

-econd level Third level /ourth level /ifth level

S4 D4 D3 D2 D1 wind series

8 3 1 0 -1 1 0 -1 1 0 -1 1 0 -1 13 8 3 1

10

15

20

24

hours

Results

EE. ,ont5d

5ail 74.0 and 7ean 0rror

Results

EE. ,ont5d

@eekl hourl @ind /orecasting using 7B4 based 4@:: and //::

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)1

Results

EE. ,ont5d

@eekl 74.0 and 7ean 0rror

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)2

-tatistical 4pproach 4:: based 7ethod

Short term Solar po'er forecasting

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)%

Solar Po'er !enerating ,apacity Forecast

:<- weather station : 02 Boof top

Eori"ontal ,5min and 1 hr +nsolation data( Focation: 1deg 13 min : ,latitude( and 10% deg )* min 0 ,longitude(
&ase +nputs: Fatitude, Tilt, 5a number, ;bservation periods, -olar declination angle /orecasting results anal sis and choose the &est 7odel

.reparation of data constants used in 7odels .rogram +nputs: -olar 4ltitude, -olar a"imuth, 4ir mass ratio, +ncident angle

hourl estimate b forecasting models

Fin .h o :aing and 5ipti -rinivasan, 60stimation of solar power generating capacit ,9 In proc. of 11th IEEE International Conference on Probabilistic Methods pplied to Po!er "ystems #PM P" $%1%&, =une 1)'12, 2010, -ingapore$

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))

Data Analysis

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)5

,ont5d

M(de-s ASH0AE (O#i%in!-) M(di1ied ASH0AE Meine- (O#i%in!-) M(di1ied Meine2#!dient descent 2#!dient descent $it& 3(3entu3 e4en.e#%,M!#5u!#dt (pti3i6!ti(n 25/05/11

MAPE 1(.!!1 '..1(0 1..(.1 1.0(( 1.2+

4-EB40 and 7einel 7odels are developed b <-

1.11 1.20

Fin .h o :aing and 5ipti -rinivasan, 60stimation of solar power generating capacit ,9 In proc. of 11th IEEE International Conference on Probabilistic Methods pplied to Po!er "ystems #PM P" $%1%&, =une 1)'12, 2010, -ingapore$

)*

ANN for Solar Po'er Forecasting

-hambhavi 8upta, 64 neural network application for short term prediction of solar energ generation in -ingapore, 4 Technical .aper, :<25/05/11

)2

Results
&.//:: &.//:: with momentum

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ResultsE ,ont5d

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)>

ResultsE ,ont5d

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Thank ou for our kind attention PPP Questions R

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