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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct.

2014

Power System Probabilistic Production


Simulation Based on Equivalent Interval
Frequency Distribution Including Wind Farms
Lanju Jin, Linhong Xie, Xiuli Wang, Member, IEEE, Wenhui Shi, and Chengcheng Shao

significant methods for the calculation of production costs and


Abstract—In probabilistic production simulation, the reliability analysis, probabilistic production costing strongly
assessment of dynamic costs associated with thermal plant requires to take the impact of stochastic volatility into
start-up, reserve and peak regulation is usually evaluated by the consideration. If the timing information of wind power can be
frequency and duration method (FD). This method employs the
load frequency curve which only describes certain of load
also modeled in the processing, it will help to get a more
fluctuation frequency information, resulting in the factor that the accurate evaluation with a full point of view.
dynamic costs of start-up and shut-down in short time interval is The technique used for integrating the start-up costs of the
included into the whole production costing assessment as well. A units is the Frequency and Duration (FD) approach [5-10]. The
certain deviation is existed in the result. With the increasing FD method can be considered as a combination of the ELDC
penetration of non-dispatchable technologies, such as the wind methods and the load frequency curve that retains some details
power, more impact will be produced by the growing fluctuation
of net load. In order to reflect more chronological load
of the time-dependent behavior of system load. The theory of
characteristics, the load frequency curve is extended to the FD method for reliability studies can be found in literature in
interval frequency distribution and interval frequency various formulations, Janssen, and Patton [4] and et al. Grubb
distribution series in this paper, which involves both the [6-7] extended the use of the method for assessment of start-up
frequency information and timing distribution of load fluctuation. and banking costing of thermal units.
Based on the equivalent interval frequency distribution series Since the timing distribution information in FD method is
(EIFDs), a new probabilistic production costing algorithm was
totally missed, the dynamic costs of start-up and shut-down in
proposed to get a more reasonable assessment of dynamic costs.
The case studies were carried out on an EPRI-36 unit system, and short time interval [17-18] is also included when assessing the
results verified the effectiveness of the proposed method. whole production costs, which does definitely not accord with
the practical operations and will introduce a potentially
Index Terms—Interval frequency distribution series, upward significant bias inaccuracy in assessment. In order to reflect
transfer, downward transfer, time unit, short interval, dynamic more chronological load characteristics, this paper introduces
costs the interval frequency distribution, as an extension of load
frequency curve. Instead of the load frequency curve, the
interval frequency distribution is adopted to describe the timing
I. INTRODUCTION
load curve characteristics and a new probabilistic production

T HE fossil energy crisis and environment concerns have


brought a dramatic development of renewable energy
resources over the past decades. Wind power, as one of the
costing is presented.
Detailed explanation about how to evaluate the interval
frequency distribution is given in Section 2. And the theoretical
important renewable energy, is increasingly penetrated into model is followed by Section 3. Section 4 provides the sample
power system. High volatility and intermittency of the wind computation carried out on an EPRI-36 unit system, and results
power output influences a lot on power system operation and verified the effectiveness of the proposed method.
planning. Due to the stochastic volatility [1-3], not only the
reverse power pressure is enlarged, but also the start-up and II. INTERVAL FREQUENCY DISTRIBUTION SERIES
shut-down operations of conventional units to meet the
fluctuated net loads are becoming more frequently, which leads A. Load Frequency curve
to increment of relevant dynamic costs. As one of the The load frequency curve is firstly introduced to regard the
chronology of events. It represents the average frequency with
which load level is crossed in an upward direction of the
Manuscript received July 29, 2014. This work was supported by the Science
and Technology Foundation of State Grid Corporation of chronological curve. Figure 1 illustrates one typical day (24h)
China(0711-130TL21501237) load data that includes the original load, wind power output and
Lanju Jin and Xiuli Wang are with the State Key Laboratory of Electrical net load. Take the example of load level of 5800MW. In the
Insulation and Power Equipment, Department of Electrical Engineering, Xi’an
Jiaotong University, Xi’an, Shaanxi, 710049, China(jlj.616.585@hotmail.com)
original load curve, the load is 5044MW at 7h and increases to
Wenhui Shi is with the China Electric Power Research Institute, Haidian 5862MW at 8h. And the upward transfer happens only once
District, Beijing, 100192, China(whshi@epri.sgcc.com.cn)

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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct. 2014

over the study period. Therefore, the original frequency in the adequate for the assessments of production costs. In order to
5600MW load level is 1/24. Similarly, the whole corresponding reflect more chronological load characteristics and get a more
load frequency curve can be induced shown in figure 2. The FD reasonable result, the load frequency curve is extended to the
method reflects part of timing information through load interval frequency distribution and interval frequency
frequency curve and evaluates the relationship between distribution series in this paper, which involves both the
conventional unit operation and this frequency information. frequency information and timing distribution of load
For instance, if the loading position of the thermal unit is in the fluctuation.
very load level of 5600MW. Before 8h, this generator is in
B. Interval Frequency Distribution
offline state or hot standby, and it turns into working mode after
8h, which indicates that one upward transfer corresponds to one When scanning the load curve, not only the number of
start-up operation. Consequently, the frequency information is upward transfers is accumulated, but also every transfer
the important basis to judge the operation of conventional moment is recorded including both upward and downward.
generators. By subtracting the original load from the wind Set the time interval between two adjacent upward transfers
power output, the net load curve can be obtained as the as one time unit and then calculate the corresponding
consideration of effects of intermittent wind energy. It can be downward interval and upward interval, respectively noted as n
seen easily that the net load fluctuates more wildly than the and m. m represents the upward duration in that time unit, and n
original one and the frequency curve also varies greatly in the means the downward duration.
quantity and load distribution area. For the discretization, assume that the time step is 1h and the
load step is 1MW, the interval-frequency distribution for the
7000
load level k can be illustrated as two-dimensional array.
6000
k
x[k][m][ n ] a mn (2.1)
5000 M N
k
4000
amn indicates the time unit of k load level, which upward
3000 original load
wind power
interval is m and downward interval is n. It reflects the time
2000
net load
interval frequency distribution of the load level k in the study
1000 period T. Dimension M is the maximum downward interval and
0
the dimension N is the maximum upward interval. For every
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
t /h load level in the study period, the last transfer is dealt with the
Fig.1 Chronological original load, net load and wind output curve first one to be included in the array.
All the load level within the scope of study can form the
0.16
net load corresponding interval-frequency distribution. Hence the whole
0.14 original load
interval-frequency distribution series can be expressed as a
0.12 three dimensional matrix composed of the two-dimensional
0.1 arrays of each load level:
0.08 X xk mn K M N
(2.2)
0.06
Plotted in dimensional coordinate, each time unit is
represented by (m, n, xk mn ) to be more visual. Figure 3
0.04

0.02
illustrates the interval frequency distribution series for load
level x.
0
0 1000 2000 3000 4000 5000 6000 7000 8000
x /M W

Fig. 2 Load frequency curve

On the other hand, the time interval between each upward


transfer is shortened to some degree after implementing the
wind power. For the load level of 5600MW, the original time
interval is supposed to be 24hrs since there is one and only one
transfer during the study period. In the net load curve, there
exist three times of upward transfers, respectively around 10h,
13h and 16h. The time interval mostly reduces to 3hrs. If the
upward transfer still corresponds one-to-one to the responded
operation, it means twice of start-ups will be included into the
dynamic costs. As a matter of fact, if the generator is allowed to
keep reserve state, frequent start-ups will not be operated.
Moreover, the time dependent constraints, such as minimum
up-time or down-time requirements, ramping rate restriction of
thermal units should be also taken into account. Fig. 3 Interval frequency distribution series and interval frequency distribution
for load level x
Merely the information in the frequency curve is not

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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct. 2014

Without doubts, the sum of xk mn in all time units in each Where X [iK 1][ M ][N] xik mn1 is the i 1th effective
load level is exactly equal to the corresponding value in the K M N
frequency curve and the whole interval is the same as the study interval frequency distribution series.
time period T. In other words, this two-dimensional array After convolution, equivalent time unit of each load level
should be satisfied with the following conditions: which contains both the frequency information and time
M N distribution of load fluctuation can be derived. Depending on
k
amn f (k) this information, production costs and reliability analysis can
m 1 n 1 be evaluated more precisely.
(2.3)
M N
B. Frequency of Start-up operation
(m n) a k
mn T
m 1 n 1 Load transition can reflect the demand for generator unit
The interval frequency distribution series are just an start-up and shut-down, but due to the actual operation which is
extension of load frequency curve. It will not only contain all constrained by minimum up-time time or minimum down-time
the information of load frequency curve, but also reflect the time limits, ramping rate restriction, generator scheduling, and
temporal fluctuation time distribution information to a certain other factors [11-15], it is an extremely complex decisions for
extent. Therefore, the interval frequency distribution series can the times of start-up and shut-down operation. This paper just
restore into the original frequency curve. refers to the timing distribution information of each time unit to
make an overall evaluation.
Only both when the duration of the load upward transfer is
III. THEORY greater than the minimum up-time limit, and when the duration
of the load downward transfer is greater than the minimum
A. EIFDs with Two State Unit
down-time limit, the demand of relative operations can be
In a manner analogous to the derivation of Effective Load responded.
Duration Curve (ELDCs) in Baleriaux-Both costing [3], the FD The EIFDs can then be integrated in the loading point to
method, is considering the effect of the generator random
failure as recursive frequency curve. The equivalent transition derive the expected times of start-up operation. Since X [ik ][ m ][ n ]
frequency [18] is made up of two independent contributions, is an effective interval frequency distribution series, it must be
the first one due to transition of load, and second one due to a premultiplied by the availability pi , we have:
unit switching between states. M N
Fi start pi xJi i 11mn (3.3)
( i 1) ( i 1)
F ( x Ci ) F ( x) m i
mmin n i
nmin
fi (x) pi fi 1 (x) qi fi 1 (x Ci ) i i
i
Where m min and n min is respectively the minimum up-time
(3.1) and minimum down-time time limits for the i th unit.
Where fi (x) is the i th
effective load frequency curve, qi For the base-load units than which the load always stays
and pi are respectively the availability and the FOR of the ith greater, there is no upward load transition at their loading point.
Hence the load transition component of the expected start-up
unit, pi 1 qi . i is the mean cycle time and 1 i represents frequency would be zero.
the frequency the units switch between up and down state. To give a comprehensive evaluation of the impact of wind
F (i 1) ( x Ci ) F (i 1) ( x ) power to the conventional generating units, the frequency of
The second term may be negligible generator start-up of unit capacity (FGSUC) [17] is adopted to
i
reflect the frequency of start-up operation per unit capacity.
if units are quite reliable [6]. Data from the IAEA database on
thermal unit reliability suggests that the mean time between n
1 start
n
1 M N

Ci Fi Ci pi xJi i 11mn
unexpected failures of modern thermal units is of the order of T i 1 T m mmin
i
nimin
I FGSUC i 1 n
(3.4)
2000hrs. If all units have a similar failure rate, the total cycling n n

contribution from unit failures depend only on the capacity of Ci Ci


i 1 i 1
units already loaded, not on their specific size and number.
Accordingly, the equivalent interval frequency distribution C. Calculation of Dynamic Costs
series (EIFDs) is just considering the effect of load transition as Dynamic costs normally include the fuel and manpower cost
the amendment of each time unit. Through standard to start and shut units. For shut-down costs, since the frequency
convolution, the EIFDs X [ik ][ m ][ n ] obtained after loading the of starting the unit is exactly equal to the frequency of shutting
the unit in any random time period, it is largely fixed and
i th thermal unit can be written: incorporated in the turbine start-up costs. Therefore the
X [ik ][ m ][ n ] pi X [ik ][1m ][ n ] qi X [ik 1C ][ m ][ n ] (3.2) dynamic costs can be loosely divided into turbine start-up
i
costs—those associated with raising pressure in the system, and
synchronization, and boiler start-up costs, which reflect the

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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct. 2014

costs of bringing the station to its operating temperature. In induced to explore the proportion of the dynamic costs of
addition, costs are incurred if units are kept on hot standby unsatisfied time units in the whole dynamic costs.
[6-9]. Cd ' Cd
Cd CTSU CBSU (3.5) I STIDC (3.9)
Cd '
Where CTSU is turbine start-up cost and CBSU is boiler '
Where Cd is the dynamic cost considering all the time units,
start-up cost.
The costs for the first part are more or less constant between that is to say the times of star-up and
M N
different start-up conditions. For models which represent
thermal units individually, the total turbine start-up costs
shut-down Fi
start
pi xJi i 11mn , which is equal to one in
m 1n 1
associated with the ith unit over a period T is just the multiply FD method theoretically.
of the unit start-up cost and the corresponding times of start-up Similarly, the short time interval proportion of unit capacity
operation. (STIPUC) is proposed to reflect the proportion of short time
I
interval per unit capacity.
CTSU i
pi Ci cTSU Fi start (3.6) i i
i 1 n
1 start
n
1 mmin nmin i 1
Ci Fi Ci p x
i
Where cTSU is start-up cost per unit capacity per start-up of 1 T i 1 T i m 1 n 1 Ji 1mn
I STIPUC i
(3.10)
ith unit start-up, I is total number of generating units. n n
Ci Ci
The second component of plant start-up costs is that i 1 i 1
associated with bringing units to operating temperature. The
cost will depend upon the time for which units have been
offline. If the unit is allowed to cool after off-loading, the heat IV. SAMPLE COMPUTATION
will decay approximately exponentially with a time constant i .
b

Numerical sample refers to the EPRI 36 units system and the


The cost of bringing it to operating temperature will then be: first month (30 days) of IEEE RTS load data [19-20]. The
specific parameters of generator units are given in table 1. The
b
t/
c i (t ) i
cBSU (1 e i
) (3.7)
installed capacity is 8800MW and the maximum value of load
Where c (t ) is the cold start-up cost, and t is the offline time.
i
is 8502MW. The wind power utilizes the generator of 1500 kW
This is the continuous form of an equation given by Sterling. capacity, of which cut-in speed, rated speed and cut-out speed
Longer the offline time is, lower the operating temperature will is 3, 10.3 and 22 m/s. Wind speed is the actual record every 10
be, and higher the cost for boiler start-up will become. minutes in one moth in Dan Ban wind farm. The effective wind
Consequently, only the time unit that meets the power output is taken from the average of 6 records per hour.
requirements can be taken into the count. As for the offline time, The study period is 720hrs.
it is represented by the duration of the load downward transfer n The following two scenarios are first simulated with the
instead of the average value in FD method, which also can proposed method.
improve the accuracy of the assessment. Case 0: the original power system without wind power.
I M N
n/ b Case 1: Case 0 penetrated with 1000MW installed capacity
CBSU i
pi Ci cBSU (1 e i
) x Ji i 11mn (3.8)
wind power.
i 1 m mmin
i i
n nmin

In order to evaluate the eliminated short time interval


fluctuations, the short time interval dynamic cost (STIDC) is
TABLE 1 GENERATOR UNITS DATA
Boiler cold Turbine start-up Unit cooling Min. Min.
Unit Number start-up cost/ cost/
No. FOR time up-time down-time
capacity/MW of units
$/(MW.time) $/(MW.time) constant/h limits/h limits /h

1 1200 2 0.132
2 600 2 0.153 35 10 12 7 5
3 400 3 0.119 35 10 12 7 5
4 200 4 0.082 30 10 8 5 3
5 800 2 0.171 35 10 12 7 5
6 200 3 0.082 30 10 8 5 3
7 50 20 0.120 20 3 3 2 1
capacity of wind power is shown in figure 5. According to the
A. Interval Frequency Distribution and Restored Frequency
proposed method in section 2.2, take 50 MW as the load step
Curve
and scan the whole net load sequence to get the original interval
Based on the principle of priority acceptance of wind power, frequency distribution series.
the forecast of wind power output is regarded as a negative load
adding to the original load. The net load with 1000MW

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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct. 2014

8000 0.06
The FD method
The proposed method
7000 0.05

0.04
6000

0.03
5000

0.02
4000 X: 61
Y: 0.01111

0.01
3000

0
0 50 100 150 200 250 300 350
2000
0 100 200 300 400 500 600 700 x /MW
t /h
Fig. 7 The original frequency curve
Fig. 5 The net load with 1000MW capacity wind power
Figure 8 presents the final frequency curve together with the
Take the example in the 3050MW load level shown in figure one through FD method. The final frequency which is restored
6. The interval frequency distribution contains 8 time units from the interval frequency distribution series coincides exactly
k
amn , (19,2,1), (19,5,1), (21,4,1), (22,4,1), (69,2,1) , (70,2,1), with the results in FD method once again. In conclusion, the
(117,6,1) and (354,4,1). The transition frequency is interval frequency distribution series contains all the frequency
8 information and can be restored accurately to the frequency
0.0111 .
720 curve.
Restore the distribution series into the frequency curve and 0.045
compare with the one in FD method. Figure 7 gives the original The FD method
0.04 The proposed method
frequency curve using these two methods. It can be seen that
these two curves are overlapped exactly. And for the 3050MW 0.035

load point, the times of upward transfer is also equal to 0.0111. 0.03

0.025

0.02

0.015

1.5 0.01

0.005

1
0
0 50 100 150 200 250 300 350
x /MW

0.5 Fig.8 The result of load frequency curve

Take the example of the 6th generator unit. The generator unit
0 starts with the load at 4000MW load level and the minimum
10
9
8 400
up-time and down-time limit for this generator unit are 7hrs and
7
6
5 250
300
350
5 hrs. Figure 9 gives the equivalent interval frequency
4 200
3
2 100
150 distribution series at 4000MW load level after loading the form
1 50
Downward intervel n /h 0 0
Upward intervel m /h 5 generator units. Without doubts, the total interval frequency
distribution series are increasing dramatically after
Fig. 6 The interval frequency distribution for load level 3050MW
implementing wind power. At the same time, the number of
unsatisfied time units is also growing. This suggests that the
volatility of wind power brings both more demands for
operations and a lot of impractical situations. Thus it’s quiet
necessary to eliminate the influence of the demand for this part
of the start-up and shut-down in the assessment of dynamic
costs.

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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct. 2014

W ith wind power


1.5
W ithout wind power

0.5

0
24
22
20
18 680720
16 600 640
14 520560
12
10 400440480
360
8
6 280320
4 200240
2 120160
0 0 40 80
Downward intervel n /h Upward intervel m /h

Fig.9 Equivalent interval frequency distribution at 4000MW with and without wind power

increasing a lot from 0.275 in case 0 to 0.798 in case 1, which


means there are more time units of small time interval after
B. Dynamic Costs and Relevant Evaluation implementing the wind power.
Table 2 details the results of dynamic costs and relevant If all the time units are considering in the proposed method,
assessment index. Comparing the results in different methods, the cost of turbine start-up is 8.17011 105 $, exactly equal to
both the total dynamic cost and I FGSUC in the proposed method one in FD method. Similarly, both of the frequency of generator
start-up of unit capacity is 11.183. It strongly verifies the
are decreasing due to the neglect of the time unit of small time
correctness of the proposed method once again. For boiler
interval. In case 1, the dynamic costs decrease from
start-up costs, FD method directly takes the average offline
2.98787 10 6 $ to 1.49032 10 6 $, by as much as 50.12%. time to calculate the cool start-up costs. In the proposed method,
Correspondingly, the frequency of generator start-up of unit the each offline time is presented by the downward duration in
capacity is reduced from 11.183 to 6.168, close to 44.8%. each time unit. Therefore, the assessment of dynamic costs is
Comparing the results in different two scenarios through relatively more accurate.
EIFDs method, the dynamic cost and I FGSUC is almost the same,
but the short time interval proportion of unit capacity is
TABLE 2 PROBABILISTIC PRODUCTION SIMULATION RESULT

Method Scenario Turbine cost/(105$) Boiler cost/(106$) Total dynamic cost/(106$) IFGSUC ISTIPUC
Case 1 4.39591 1.05073 1.49032 6.168 0.798
The EIFDs method
Case 0 4.26236 1.06736 1.49359 6.358 0.275
Case 1 8.17011 2.17086 2.95787 11.183
The FD method
Case 0 6.84833 1.85684 2.54167 9.725
Considering all the time units Case 1 8.17011 1.64924 2.46625 11.183
Eliminating the short time interval means that some
corresponding generating units in the short time unit need to V. CONCLUSION
keep on hot standby, which will produce some more costs. The This paper extends the load frequency curve into the interval
short time interval dynamic cost (STIDC) is induced to reflect frequency distribution series which contains both the load
this part information. fluctuation frequency information and timing distribution
Cd ' Cd 2.46625 1.49032 information. Based on this series, the EIFDs method has been
ISTIDC = =39.57% (4.1)
Cd ' 2.46625 described to evaluate the frequency of start-up and shut-down
operation and get a more reasonable assessment of dynamic

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2014 International Conference on Power System Technology (POWERCON 2014) Chengdu, 20-22 Oct. 2014

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Lanju Jin received his B.S. degree from Xi’an Jiaotong University, Xi’an,
China, in 2012. Now He is pursuing double M.S degrees of Xi’an Jiaotong
University and Politecnico di Milano. Interests are power system planning and
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