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Research on Wind Power Simulation Model

Yuanshi Zhanga*, Aina Tianb and Yanlin Panc

Department of Electrical Engineering, Harbin Institute of Technology Harbin 150001,
China
E-mail: azysyuanzheng@163.com, btianaina2199@163.com, cpanyanlin1990@126.com

In recent years, wind energy expansion is one of the prominent ongoing evolutions of
power systems. System operators carry out long-term planning studies for wind power with
departed statistic data. This study would benefit from the ability to artificially build wind
power curves likening the actual behavior of the farms. The core problem that the paper
studies on is how to sample wind power curves via stochastic process. Firstly, the paper
build initial wind power curves sampling model, then revise the model considering
seasonal and diurnal factors. Secondly, build stochastic differential equation fitting the
model, and set up boundary condition in view of distribution function as well as auto
correlation function. Thereafter, simplify the form of stochastic differential equation by
means of designing algorithm simulating Brownian movement component included in the
SDE. Finally, China and Spain data are modeled to prove the model and the solution are
available by simulating monthly and yearly power level expectation, standard deviation, as
well as monthly and yearly probability density distribution.

Keywords: Statistic Data; Planning Studies; Stochastic Process; Wind Power Curves;
Stochastic Differential Equation.

1. Introduction
From the 1990s, the world wind electric field is expanding steadily. Wind power
generating capacity increases at a speed of over 15 percent per year .Carrying
planning studies on wind power is the prerequisite of connecting wind farm to
grid. The accuracy of wind power curves simulation can influence the balance of
supply and demand of power grid, and directly affects the stability and security of
the grid system and the operation cost of power system. The statistical method of
wind power simulation generally does not consider the wind speed mutation, the
main consideration of the macro regulation and development trend, according to
the measured data of wind strong and real time numerical value of a rough pre
simulation of the output power of wind farm. We need to establish a mathematical
model for simulation, and the correctness of the model is the usual data to analyze

*
Corresponding author.
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validation. The main method of wind power simulation: time series method,
artificial neural network, support vector machine method and grey prediction
method. Because these algorithms do not take into account the actual process,
which relates to the operation is relatively simple, the main method is used to
observe and analyze the parameters for a model based on the history of wind
power is established, these statistical parameters derived from statistical analysis
of the results of previous years. The physical method focuses on the study of the
physical process of wind power, and the physical process is abstracted as a
complex mathematical model. The main drawback is that the physical method has
too large calculated quantity, and it takes too much time when calculating with
related software. The methods above are not suitable to the situation of China wind
industry. China wind power industry is developing rapidly. There is urgent need
for specialized wind power simulation when building wind farms in some special
terrain.
In view of the above, this paper presents methods to generate wind power
curve and it is simulated by the stochastic process. So the method has considered
some of the basic characteristics of China wind power industry, it is suitable for the
basic situation of China.

2. The Establishment of Wind Power Simulation Model

Allowing for the stochastic differential equation below, Bt is Brownian motion,
σis a positive function of X t:
dX t = θ ( E − X t )dt + σ ( X t )dBt (1)

Supposing that the form of σ in (1) is fixed, so that we can get a stationary
solution of expectation E as well as a boundary condition φ, and the process of
transformation, Yt = E- Xt. We can get:
Yt + dt = Yt (1 − θ dt ) − σ ( X t )dBt (2)

Therefore,
E (Yt + dt ⊥ Yt = y ) = y (1 − θ dt ) (3)

E (Yt + dt Yt ⊥ Yt = y ) = y 2 (1 − θ dt ) (4)

E (Yt + dt Yt ) = ∫ (1 − θ dt ) y φ ( y )dy = (1 − θ dt )Var( X t )

2
(5)

Corr( X t + dt ; X t ) = E (Yt + dt Yt ) / Var( X t ) = 1 − θ dt (6)

For any h>0, we can treat Corr(Xt+h;Xt) as a result:

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Corr( X t+h ; X t ) = ∏ Corr(Y

i =1, N
t+ih / N ; Yt+(i-1 )h / N ) (7)

Therefore, if diffusion coefficient σ is like (7), then Xt and boundary law φ is

fixed, the auto correlation coefficient of Xt is a exponential decay form of
expectation. Thus, we can conclude the stochastic differential equation is as
follows.
αγ 2θ X t (γ − X t ) 1/ 2
dX t = θ ( − X t )dt + [ ] dBt (8)
α+β α+β

3. Model Solution
A mathematical model has been completed and abstracted to stochastic
differential equations. But this equation is difficult to directly solve because it
contains Brownian motion of the random component.
Firstly, Brownian motion component is abstracted, modelled as random time
series and solved by a individually designed algorithm. Then take it back to
original differential equation to simplified equations form. The simplified
equations are solved soon after.

3.1. Brownian motion simulation

Brownian motion simulation flow chart is shown in Fig1.

Fig. 1 Flow chart of dimensional Brownian motion

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3.2. Monthly wind power generation simulation

According to the model established, taking the problem of the seasonal variations
into account, the yearly process will be divided into 12 independence monthly
processes. The 12 different stochastic differential equations are solved.

Fig. 2 Flow chart of monthly wind power generation simulation

The flow chart of monthly wind power generation simulation is in Fig 2.

Based the differential equations (8), Matlab functions can be selected solvability
ode45 explicit and implicit differential equations ode15i.

4. Case Study and Analysis

China and Spain are chosen in order to get more comprehensive results. Monthly
average and standard deviation of the power, yearly standard deviation of the
power, monthly probability density distribution and annual probability density
distribution are simulated by the program. The raw data of Spain case is statistic
data that is over 80% wind power plants of Spain in 2002. The raw data of China
case is the detailed operating data of the four large wind power plants- Dafeng
wind power plants, Guohua wind power plants, Xiangshui wind power plants and
Dongtai wind power plants.There are small missing parts in both the two cases,
especially in Spain case. It may impact the simulation.
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4.1. Case1-spain
According to the statistics, the power per hour level of Spain in 2002 is 25.5% and
the standard deviation is 14.1%. And, according to the simulation, the power per
hour level of Spain in 2002 is 25.25% and the standard deviation is 15.46%.
Compared with the statistics, the average value is similar and the standard
deviation is a little high estimated. However, compared with the monthly data, the
annual error is reduced as much as possible. It can be seen that the larger the
sample size and the more adequate data, the smaller simulation results error. In
addition, the simulation results obtained from every month is close to zero except
January (4.04%), showing that the simulation method is more reasonable.The
monthly time series of wind power wind power are merged to adult time series and
get the wind power probability density distribution in Spain in which is shown in
Fig. 3.

Fig. 3 Wind power probability density distribution chart of Spain

It can be seen from Fig. 3 that the wind power probability density distribution
tends to be smoother and the probability distribution in each power range is more
average. The probability in the low power area is smaller and the probability in the
high power area is bigger which is consistent with the actual situation.
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4.2. Case2-China
All wind power level values in this example are the percentages the sum of four
actual powers at the same time in the total capacity. According to the simulation,
the power per hour level of China in 2011 is 14.49% and the standard deviation is
14.73%. Compared with the statistics data 14.26% and 15.12% respectively, the
average value is similar and the standard deviation is a little low estimated.
However, it is basically consistent with the consolidation of each month. At this
point, the China Case is basically the same with the Spanish Case. The monthly
time series of wind power wind power are merged to adult time series and get
the wind power probability density distribution in China in which is shown in
Figure 4. The red dashed represents the simulation result, the solid blue line
represents the real.

Fig. 4 Wind power probability density distribution chart of China

It can be seen from Fig 4 that the actual and simulated curves are very close
and the overall trend is consistent. The simulation results which are obtained from
the wind power simulation generated model proposed in this paper show that the
simulation results can be well reflected the statistical laws in the planning and the
research of the wind power plants.

5. Conclusions
The large-scale wind power time series algorithm is studied in this paper. It is
focus on the mathematical model of stochastic differential equations. A simple
algorithm to solve discrete stochastic differential equations is proposed in this
paper. The wind power time series are generate in the stochastic processes. The
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wind power generation simulation model is modeled and the mathematical models
which are like stochastic differential equations are abstracted. Then a new solution
of this model is proposed for solving. Numerical results demonstrate the
effectiveness of the model and the feasibility of the model solution.

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