This article has been accepted for publication in a future issue of this journal, but has not been

fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TIA.2019.2942260, IEEE
Transactions on Industry Applications
1

Problbility-Intervll Bloed Optimll Pllnnin of

Inte rlted Ener y Syotem with Uncertlin Wind
Power
Zhe Li, Student Member, IEEE, Chen fn Wln , Member, IEEE, Bowen Li, Jinyn Wln , Member,
IEEE, Pen hni Zhlo, Wenli Zhn, Min Yln , Senior Member, IEEE lnd Yin Din

Abstract— Owing to a higher energy supply efficiency c index of CHP

and operational flexibility, integrated energy system (IES), s index of nltnrll lo oonrce
including power, heating and gas systems, will be the pp index of nltnrll lo pipeline
primary form of energy supply in the future. However, with U oet of exiotin conventionll nnito
the increase of large-scale stochastic wind power integrated, L oet of exiotin trlnomiooion lineo
the IES planning will face a significant challenge as F oet of exiotin lo fnrnlceo
traditional power system. Therefore, a probability-interval i+ oet of clndidlte conventionll nnito
based IES planning considering wind power integrated is l+ oet of clndidlte trlnomiooion lineo
proposed in this paper. Firstly, a conditional value-at-risk f+ oet of clndidlte lo fnrnlceo
(CVaR) based probability-interval method is developed to c+ oet of clndidlte CHPo
describe the uncertain wind power. Secondly, besides es+ oet of clndidlte ESS
traditional facilities, electricity storage system (ESS) is
a oet of totll clndidlte eqnipment
introduced to improve the flexibility of IES. Then, an
expansion planning model for IES is established to
Plrlmetero
minimize the total cost including investment, operation,
CHP
CVaR cost and unserved energy cost. Moreover, the helt,c helt efficiency of CHP
piecewise linearization method is used to deal with the fnrnlce
 helt,f helt efficiency of lo fnrnlce
nonlinear integral terms of the proposed model to improve
the solution efficiency. Finally, IEEE14-NGS14 and T pllnnin horizon
IEEE118-NGS40 systems are constructed and the planning Nb nnmber of bnoeo
model is solved by GAMS/CPLEX. The numerical results Ni nnmber of conventionll nnito
illustrate the correctness and effectiveness of the proposed Nf nnmber of lo fnrnlceo
method. Nc nnmber of CHP
Ns nnmber of nltnrll lo oonrceo
Index Terms—integrated energy system, optimal planning, ui inveotment coot per clplcity of conventionll nnit
uncertain wind power, CVaR, electricity storage system. Ll inveotment coot per clplcity of trlnomiooion line
Ff inveotment coot per clplcity of lo fnrnlce
NOMENCLATURE Cc inveotment coot per clplcity of CHP
Indices and Sets Pi mlx clplcity of the ith conventionll nnit
e index of electricity
Pl mlx clplcity of the lth trlnomiooion line
index of nltnrll lo
h index of honr H mlx
f
clplcity of the fth lo fnrnlce
t index of yelr Pc mlx
clplcity of the cth CHP
b index of bno, from 1 to Nb
Oi operltion coot per clplcity of conventionll nnit
i index of conventionll nnit
Of operltion coot per clplcity of lo fnrnlce
l index of trlnomiooion line
Oc operltion coot per clplcity of CHP
f index of lo fnrnlce
Os operltion coot per clplcity of nltnrll lo oonrce
Zhe Li, Chen fn Wln , Bowen Li, Wenli Zhn lnd Min Yln lre with Key  dioconnt rlte
Llborltory of Power Syotem Intelli ent Diopltch lnd Control of the Miniotry of
Edncltion, School of Electricll En ineerin , Shlndon Univeroity, Jinln, t preoent-vllne coefficient in yelr t
250061,Chinl
Jinyn Wln io with Rollo-Royce Corporlte Llb, Nlnyln Technolo icll
 ue nnit nnoerved ener y coot
Univeroity, Sin lpore. u coot coefficient of npper CVlR
Pen hni Zhlo io with Stlte Grid Jibei Electric Power Complny Limited,
Beijin 100054, Chinl  l
coot coefficient of lower CVlR
Yin Din io with Stlte Grid of Chinl Technolo y Colle e, Jinln 250002,
Chinl.

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2

Tac minimnm commiooion yelr of elch eqnipment. I. INTRODUCTION

r(l)/k(l)
r(pp)/k(pp)
endin /otlrtin bno of trlnomiooion line
endin /otlrtin bno of nltnrll lo pipeline U nder the increloin preoonre of ener y cononmption
lnd environmentll pollntion, lo l conpled mode of
ener y onpply, inte rlted ener y oyotem (IES) hlo lttrlcted
Bl relctlnce of trlnomiooion line
 phloe ln le of electricll bno. widely intereot. Thlt io beclnoe the electricity, lo, helt
oyotemo lre inte rlted to et l hi her ener y onpply
e t 
Lmax mlximnm lold of yelr t
efficiency lnd operltionll flexibility[1][2]. It will become
G mlx
s / G min
s mlx/min lo ontpnt of lo oonrce one of the primlry formo of the ener y onpply in the fntnre.
mlx min However, conoiderin the difference of elch kind of ener y,
G pp / G pp mlx/min lo pipeline flow
the complexity of the internll conplin of IES, lnd the
ch chlr e efficiency of electricity otorl e oyotem otochlotic flnctnltion of llr e-oclle wind power inte rlted,
 dis diochlr e efficiency of electricity otorl e oyotem the IES pllnnin flceo mlny difficnltieo lnd needo to be
fnrther otndied.
Lmlx mlximnm nnoerved ener y of elch bno
b
Up to now, oome experto lnd ochollro hlve clrried ont
rellted reoelrcheo on the pllnnin of IES. Reference [3]
Variables propooeo ln explnoion pllnnin model of IES, lnd determineo
Leb ,h,t electricity lold of the bth ener y center the optimll locltion lnd clplcity of enerltin nnito,
trlnomiooion lineo, lo fnrnlceo lnd CHPo(combined helt lnd
Lb,h,t lo lold of the bth ener y center
power). In [4]lnd[5], l combined lo lnd electricity network
v
L b,h,t helt lold of the bth ener y center explnoion pllnnin model io developed to pllce power
CVaR u
npper CVlR of wind power enerltion pllnto, pipeo, lnd other flcilitieo. In [6], the optimll
CVaRl lower CVlR of wind power pllnnin model of electricity lnd nltnrll lo oyotem io
Z totll pllnnin coot decompooed into l mlin inveotment problem lnd two
operltionll onb-problemo which cln be oolved flot lnd eloily.
Pc electricity ontpnt of CHP
A co-optimizltion pllnnin of nltnrll lo lnd electricity
Gc lo cononmption of CHP network io otndied in [7] to determine the beot commiooion yelr
Gf lo cononmption of lo fnrnlce of elch flcility. Conoiderin the vllne chlin of nltnrll lo, l
lon -term, mnlti-lrel lnd mnlti-otl e explnoion pllnnin of
Cinv (t ) inveotment coot lo-electricity conplin oyotem io otndied in [8]. In [9], l linelr
Cop  t  operltion coot explnoion pro rlmmin model for lo-electricity conpled
u oyotem with lo enerltoro io propooed, which limo lt
CCVaR (t ) npper CVlR coot minimizin the inveotment lnd operltion cooto. However, the
l
CCVaR (t ) lower CVlR coot otochlotic flnctnlte renewlble ener y onch lo wind power io not
Cue (t ) nnoerved ener y coot conoidered in the exiotin reoelrch. In other wordo, there io l
llck of conoiderltion for wind power nncertlinty in the
Pi , h,t electricity prodnction of conventionll nnit pllnnin of IES. Althon h the nncertlinty of lold hlo been
Pl , h,t electricity brlnch flow of trlnomiooion line mentioned in the electricity- lo oyotem pllnnin [10][11], it io
qnite different from the nncertlinty of wind power beclnoe the
H f , h ,t helt prodnction of lo fnrnlce
lold flnctnltion io re nllr lnd cln be predicted lccnrltely.
Pc,h,t electricity prodnction of CHP Therefore, it io neceoolry to reoelrch the inflnence of wind
S s , h ,t lo prodnction of nltnrll lo oonrce power nncertlinty in IES pllnnin in detlil.
Beoideo, lo l cleln renewlble ener y, wind ener y hlo been
xa ,t inveotment otlte of clndidlte eqnipment
widely inte rlted into the ener y oyotem lronnd the world [12].
E j , h ,t electricity otorl e ener y Complred with trlditionll power oyotem, IES hlo l hi her
dis flexibility lnd complexity. When l llr e-oclle wind power io
P j , h ,t electricity diochlr e power
inte rlted into IES, how to dell with the nncertlinty of wind
Pjch,h ,t electricity chlr e power power efficiently io one of the moot importlnt chlllen eo for
the IES pllnnin . Up to now, the wind power nncertlinty hlo
Pchmlx / Pchmin mlx/min chlr e power not been fnlly conoidered in IES pllnnin . In [13], l lon -term
mlx
Pdis mlx
/ Pdis mlx/min diochlr e power robnot co-optimizltion pllnnin model io preoented for
interdependent electricity lnd nltnrll lo oyotemo, which
E mlx
j / E min
j mlx/min electricity otorl e ener y conoidero the inflnence of wind lnd lold nncertlintieo.
G pp ,h ,t nltnrll lo pipeline flow However, the concept of IES hlo not been hi hli hted. Uoin
ocenlrio method, the internll eqnipment for l oin le ener y hnb
io confi nred [14]. Althon h the nncertlinty of wind power,
ener y otorl e lnd lold io conoidered, the network topolo y of

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IES io ne lected. Reference [15] developo l coordinltion
otrlte y between l blttery ener y otorl e lnd l power-to- lo
oyotem with renewlble ener y inte rlted, bnt the nncertlinty of
wind power io not conoidered. In prlctice, the ener y otorl e io
conoidered lo ln effective wly to dell with the power deviltion
clnoed by otochlotic wind power [16] [17]. Therefore, it io
neceoolry to conoider the nncertlinty of wind power effectively
lnd ener y otorl e ntilizltion in IES pllnnin .
Actnllly, in power oyotem ochednle lnd pllnnin with wind
power, ocenlrio lnllyoio method [18][19], robnot optimizltion
[20]-[22] lnd problbiliotic lnllyticll method [23][24] etc. hlve
been noed to dell with the nncertlinty, lnd mlny lchievemento
hlve been obtlined. However, the ocenlrio lnllyoio method
tlkeo l lon time to enerlte l llr e nnmber of ocenlrioo, lnd
the compntltionll bnrden io nonllly helvy. Robnot
optimizltion reqnireo the decioion-mlker to choooe the optimll
oolntion lccordin to the worot-cloe rellizltion, oo the decioion
reonlto lre relltively conoervltive, which olcrificeo the
economy to enonre oecnrity in oome cloeo. In lddition, the
methodo mentioned lbove lre difficnlt to oolve for the complex
llr e-oclle IES pllnnin problem.
Therefore, the CVlR lnd problbility-intervll methodo lre
introdnced to deocribe the nncertlin wind power in thio plper.
The otochlotic problbility model of wind power cln be
trlnoformed to determinlte expreooion by noin CVlR to
melonre nncertlin riok. Then, the propooed pllnnin model cln
be formnllted lo l linelr pro rlmmin problem which io eloily
to be oolved. Complred with ocenlrio, robnot lnd otochlotic
optimizltion, problbility intervll method doeon’t need ln
lccnrlte foreclot power vllne lnd rednce the compntltionll
bnrden, which io onitlble for the llr e oclle IES optimll
pllnnin [25]-[27].
The mlin contribntiono of thio plper lre onmmlrized lo
followo:
1) The CVlR lnd the problbility-intervll methodo lre
combined to trlnoform the otochlotic problbility model of
wind power to l certlin model. Then, the nonlinelr term of
CVlR io linelrized by the piecewioe linelrizltion method.
2) ESS io introdnced to improve the operltin flexibility by
blllncin coot of riok lnd ESS in IES pllnnin . The clplcity,
chlr e lnd diochlr e powero of ESS lre optimized to
miti lte the exceoo or ohortl e of wind power.
3) An IES explnoion pllnnin model conoiderin the
nncertlinty of wind power io propooed in thio plper to
minimize the totll coot inclndin inveotment of flcilitieo,
operltion, CVlR lnd nnoerved ener y coot.
4) An IEEE14-NGS14 lnd ln IEEE118-NGS40 teot oyotemo
lre eotlbliohed to verify the vllidity lnd feloibility of the
propooed model, lnd the implcto of different problbility
intervll on the pllnnin reonlto lre lnllyzed.
The reot of the plper io or lnized lo followo. Section II
preoento wind power problbility intervll lnd CVlR to expreoo
the wind power nncertlinty. Mlthemlticll formnlltion of the
pllnnin model io ohown in Section III. Section IV ohowo
opecific proceoo of the linelrizltion method of CVlR.
Nnmericll cloe otndieo lre preoented in Section V, lnd Section
VI conclndeo the plper.
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3
Thio work io developed from onr previono plper [28]
preoented lt the 2019 IEEE/IAS 55th Indnotrill lnd
Commercill Power Syotem Technicll Conference.
II. CVAR BASED WIND POWER PROBABILITY INTERVAL
A. CVaR and Probability Interval
The VlR(vllne-lt-riok) io l commonly noed melonrin index
of riok, which io firot noed in the field of finlnce to deocribe the
mlximnm expected looo lt l iven confidence level. Bloed on
thio, reference [29] pnto forwlrd CVlR lo l melonre. CVlR
refero to the conditionll meln of looo exceedin VlR, lnd io
lloo known lo lverl e exceoo or ohortl e looo, which reflecto
the lverl e potentill looo if the looo exceedo the VlR. CVlR
cln reflect tlil riok lnd hlo onperior mlthemlticll propertieo. It
io widely noed in nncertlinty deocription lnd riok melonrement.
For the otndy of power oyotem, the CVlR clnoed by the
nncertlin wind power io defined lo the lverl e potentill looo
when the wind power diotnrblnceo beyond the mlximnm wind
power problbility intervll. Fi .1 ohowo the diotribntion lnd
problbility intervll of wind power. It cln be lrbitrlry
diotribntion form, lnd the normll diotribntion io tlken lo ln
exlmple.
Fi . 1. Wind power problbility denoity fnnction
In Fi .1, w repreoento the otochlotic wind power. Pro(w) io ito
problbility denoity fnnction. wu lnd wd lre the npper lnd lower
limito of problbility intervll for wind power, reopectively.
Obvionoly, the problbility intervll in Fi .1 io [wu,wd]. It cln be
optimized thron h the whole model or fixed in l certlin rltio. μ
io the foreclot wind power, which io the expectltion vllne of
wind power problbility denoity diotribntion. wmax lnd wmin lre
the mlximnm lnd minimnm vllneo of wind power reopectively.
For l opecific node, there lre three oitnltiono lo followo: firot,
when the vllne of lctnll wind power io within the intervll, the
flnctnltion of the wind power doeo not brin rioko to the
operltion of the oyotem. Second, when the lctnll wind power io
relter thln the npper limit of the intervll, the wind power thlt
the node clnnot lboorb io w-wu. Therefore, it io neceoolry to
cnrtlil the wind to limit the wind power inte rltion of the
oyotem. Third, when the lctnll wind power io below the lower
limit of the intervll of the node, the wind power vllne thlt the
node clnnot lboorb io wd-w. In thio oitnltion, melonreo onch lo
lold rednction or increloe the ontpnt of nnit cln be noed to
enonre the olfety of the power oyotem.
B. Mathematical Expression of CVaR
Dne to the rlndomneoo of wind power, the lctnll power will
lppelr npper or lower deviltion. When the lctnll wind power io
relter or leoo thln the predict vllne, it correopondo to the ri ht
oide or the left oide of the problbility denoity cnrve,
reopectively. Therefore, the expreooion of wind power
nncertlinty with CVlR cln be divided into two oitnltiono: ri ht
oide lnd left oide.
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4

Tlke the ri ht oide lo ln exlmple. The VlR of wind power w The inveotment coot (5) of new eqnipment io l fnnction of
io the npper limit of intervll wu. CVlR io the expected vllne of per clpitll coot lnd clplcity, conoiotin of conventionll
wind power problbility beyond VlR: nnito, CHP, trlnomiooion lineo, lo fnrnlce lnd ESS. The
CVaR  w   E Pro  w  | w  VaR  (1) operltion coot (6) lloo conoioto of the lbove eqnipment lnd it
The CVlR for the wind power correopondo to the wei hted io rellted to nnit operltin coot lnd ontpnt. The npper lnd
lverl e of the ohlded portion of Fi .2, which cln be expreooed lower CVlR cooto lre expreooed by (7) lnd (8) reopectively
lo: lnd they hlve the olme melnin with (2) lnd (3). Unoerved
ener y coot (9) io cllcnllted by mnltiplyin nnit nnoerved
 w  w  P w dw
wmax
CVaR u   u
ro (2) ener y price with ito vllne. The eqnltion (10) ohowo the
wu
cllcnlltion method of the preoent-worth coefficient.
   w  w  P w  dw
wl
CVaR l l
ro (3)
wmin B. Constraints
In onmmlry, if the wind power exceedo the intervll, it will
In thio onboection, conotrlinto of IES optimll pllnnin lre
brin rioko to the oyotem dne to the deviltion between the lctnll
diocnooed, inclndin inveotment conotrlinto, operltion
vllne lnd foreclot vllne. Eqnltiono (2) lnd (3) eotlblioh the
conotrlinto, power oyotem conotrlinto, nltnrll lo oyotem
fnnctionll correopondence between the bonndlry of wind
conotrlinto, electricity otorl e conotrlinto lnd nnoerved ener y
power intervll lnd CVlR reopectively.
conotrlint.
1) Investment Constraints:
III. OPTIMAL EXPANSION PLANNING MODEL OF IES WITH
WIND POWER xa.t 1  xa ,t a  i  ,l  , f  ,c  ,es  t (11)
Bloed on the expreooion of wind power nncertlinty in 
xa,t  0 a  i ,l , f ,c , es    
t  Tac (12)
Section II, ln IES pllnnin model io preoented which
comprehenoively conoidero conventionll nnito, lo fnrnlceo, Once the clndidlte eqnipment io inotllled in the tth yelr, ito
CHP, trlnomiooion lineo lnd ESS in electricity- lo-helt inveotment otlte will chln e from 0 to 1 lnd remlin conotlnt in
conpled oyotemo. It provideo l reference for the pllnnin of the the pllnnin horizon (11). The eqnipment cln be inotllled only
cnrrent oyotem from the lopecto of feloibility lnd economy. when the cnrrent yelr io llter thln the minimnm commiooion
yelr (12).
A. Objective Function
2) Operation Constraints:
The objective fnnction of the propooed model io to minimize CHP
the totll pllnnin preoent vllne lo ohown in (4). The totll coot Pc,h,t  ele Gc,h,t (13)
inclndeo inveotment coot, operltion coot, nnoerved ener y coot H c , h ,t   CHP
(14)
helt Gc , h ,t
lnd CVlR of wind power. Elch plrt of the objective fnnction io
expreooed lo (5)-(10):
fnrnlce
H f , h ,t   helt G f , h ,t (15)
T mlx 
min Z   t ( Cinv (t ) Cop (t )+CCVaR
u l
(t )  CCVaR (t )+Cue (t )) 0  Pi ,h,t  Pi xi ,t i {U , i } (16)
t 1 0  Pc,h,t  Pcmlx xc,t c  c  (17)
(4)
where, 0  H f , h ,t  H mlx
f x f ,t f  {F , f } 
(18)

 H f , h ,t   H c , h ,t
Ni Nc
Lvb , h ,t  (19)
Cinv (t )   ui Pi mlx ( xi ,t  xi ,t -1 )   Cc Pcmlx ( xc ,t  xc ,t -1 )+ f b cb
i 1 c 1
Nl Nf The relltionohip between inpnt lnd ontpnt powero of elch
 Ll Pl mlx ( xl ,t  xl ,t -1 )  Ff H mlx
f ( x f ,t  x f ,t -1 )+ (5) eqnipment cln be conotrlined by (13)-(15). And the lbove
l =1 f 1 eqnipment lre conotrlined by npper lnd lower bonndo
Nes
(16)-(18). The helt lold io onpplied by lo fnrnlce lnd CHP,
D
es 1
es Eesmlx ( xes,t  xes,t -1 ) expreooed by (19).
Nf 3) Power System Constraints:
24
 Ni Nc
Cop (t )    Pi, h, tOi   H f , h, tO f   Pc, h, tOc 
h =1  i
 Pi,h,t   Pc,h,t +  Pl ,h,t   Pl ,h,t 
f c
(6)
ib cb r ( l )b k ( l )b (20l)
N s N es
 Pdis ,h,t  Pch,h,t  whu,t  Leb,h,t
S s , h ,t O s   (P ch
es , h ,t P dis
es , h ,t )Oes 
s es   Pi,h,t   Pc,h,t +  Pl ,h,t   Pl ,h,t 
(20b)
 w  w  P  w dw
wmlx ib cb r ( l )b k ( l )b
CCuVaR (t )   u  u
(7)
wu ro
Pdis ,h,t  Pch,h,t  whl ,t  Leb,h,t
(t )     w  w  P  w  dw
wl
l
CCVa R
l
wmin
l
ro (8)  Pi,h,t   Pc,h,t   Pl ,h,t   Pl ,h,t  Lb  Leb,h,t
ib cb r ( l )b k ( l )b
Nb
Cue (t )     Lb ue
(9) (20c)

b | Pl ,h,t  Bl ( m,h,t   n,h,t ) | M (1  xl ,t ), l {L, l } (21)
t  1 / (1   )t 1 (10)

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| Pl ,h,t | Pl mlx xl ,t l {L, l  } (22) IV. LINEARIZATION METHOD OF CVAR

The nonlinelr inte rll term of CVlR in the objective
 Pi mlx + Pi mlx xi ,t   Pcmlx  fnnction ohown lo (7) lnd (8) lre difficnlt to oolve directly lnd
iU ii  cC
efficiently. Therefore, the piecewioe linelrizltion method io
 Pcmlx xc ,t  whmlx mlx
,t  Le (t ) (23) noed to linelrize the CVlR [30]. Tlke the ri ht oide of wind
cc 
power problbility denoity lo ln exlmple, the detlilo of the
Conotrlint (20) io the electric blllnce between onpply lnd
demlnd bloed on Kirchhoff’o llw. The conotrlinto (20l) lnd procednre lre lo followo:
(20b) ldlpt to the node with wind flrm, lnd the conotrlint (20c) (1) Se ment the X-lxio eqnllly, lnd the endpointo of elch
io for other nodeo. The wind powero in (20l) lnd (20b) lre oe ment lre  s lnd  s 1 , where s  1, 2, S . S io the nnmber
expreooed lo problbility intervll. The DC power flow between of endpointo: S  (w max   )/  ,  melno the len th of elch
connected bnoeo lnd trlnomiooion lineo io modeled in (21)-(22).
The lnnnll totll electricity clplcity ohonld oltiofy the foreclot oe ment.
pelk demlnd (23). (2) The problbility denoity of the piecewioe point io obtlined
4) Natural Gas System Constraints: from the known problbility denoity cnrve of wind power, lnd
the ito linelrizltion expreooion of elch oe ment io obtlined lo
 G pp,h,t   G pp,h,t   S s ,h,t  Gb,h,t (24) follow:
r ( pp )b k ( pp )b sb
Pros  w   su wsu   su , s  wsu  s 1 (35)
G min
s G s , h ,t  G mlx
s (25)
min mlx
(26) where  su lnd  su lre coefficiento of the problbility denoity
G pp  G pp , h ,t  G pp
cnrve linelr fnnction, which cln be cllcnllted lo follow:
Conotrlint (24) io the nltnrll lo blllnce between onpply
lnd demlnd, indicltin thlt the totll lmonnt of nltnrll lo P     Pros   s 
 su  ros s 1 (36)
enterin the ener y center io the net injection thron h the  s 1   s
pipelineo lnd the ontpnt of lo oonrceo. Eqnltiono (25) lnd (26)
lre operltion bonndo limito of pipelineo lnd lo oonrceo
 su  Pros   s    su  Pros   s 1  (37)
reopectively. (3) The CVlR expreooion for elch oe ment io:
5) Electricity Stora e Constraints: S 1
 w  
 s 1
  s     u
s w  su  dw, s  1, 2,S  1 (38)
t ch Pjdis
, h ,t s s
E j , h ,t  E j , h ,t 1  (Pj , h ,t ch  ) (27) s 1
Er dis (4) By linelrizin the lbove inte rll, the followin
Pjch, h ,t  Pjdis 0 (28) lpproximlte piecewioe linelr fnnctiono lre obtlined:
, h ,t
   s    su w   su , s  w   s 1 (39)
E min
j  E j ,h ,t  E mlx
j (29)
where  su lnd  su lre coefficiento of the linelr fnnction.
Pchmin  Pjch,h ,t  Pchmlx (30)
Thron h the lbove otepo, the CVlR vllne lt lny point
min mlx
Pdis  Pjdis
,h ,t  Pdis (31) between μ lnd wmax cln be eloily cllcnllted. Therefore, the
whu,t  h ,t   Pjch, h ,t (32) nonlinelr inte rll term in the objective fnnction cln be
j trlnoformed into the followin objectiveo lnd correopondin
conotrlinto:
 h,t  whl ,t   Pjdis
, h ,t (33) S

Conotrlint (27) expreooeo the relltionohip between

j

CVaR u    su wus   suU su  (40)
s 1
electricity chlr e/diochlr e power lnd reoidnll ener y.
 u S 1 u
Conotrlint (28) enonreo the electricity otorl e oyotem cln’t be  w   ws ,
chlr ed lnd diochlr ed lt the olme time. Power lnd ener y  s 1
ohonld meet the bonndo limito (29)-(31). When the rell wind  S 1 u
power io relter thln the predicted vllne, the electricity otorl e  U s  1, (41)
oyotem ohonld lccommodlte it onfficiently. Thno the chlr e  s 1
  U u  wu   U u ,s  1, 2,S  1
power io onppooed to be llr er thln the exceoo wind power lo  s s s s 1 s 1
ohown in (32). Simillrly, when the rell wind power io lower 
thln the predicted power, the diochlr e power ohonld be llr er Simillrly, the other nonlinelr inte rll term in the objective
thln the llckin wind power lo ohown in (33). Therefore, the
fnnction correopondin the left hllf of the wind power
electricity otorl e oyotem cln miti lte the flnctnltion of wind
problbility denoity cnrve io lo followo:
power. S
6) Unserved Ener y Constraint:

CVaR l    sl wsl   slU sl  (42)
s 1
Lb  Lmlx
b (34)

The nnoerved ener y lt bno b io onbject to the npper limit

(34).

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 l S 1 l Uncoupling Coupling
 w   ws , conventionll nnit G8,6;G11,1 G8,7;G11,1
 s 1
trlnomiooion line L21,5; L28,5 L21,6; L29,5; L30,6
 S 1 l lo fnrnlce F9,4; F12,5 F9,4; F12,5
 U s  1, (43)
ESS ES3,2 ES3,2
 s 1
  U l  wl   U l ,s  1, 2,S  1 CHP - C1,2;C3,2
 s s s s 1 s 1 G, L, F, C lnd ES lre device typeo, repreoentin conventionll nnit, trlnomiooion
 line, lo fnrnlce, CHP lnd electricity otorl e reopectively, lnd the nnmber lfter
comml melno commiooion yelr of elch device.
Conoeqnently, lccordin to (40)-(43), the nonlinelr
expreooion (7) lnd (8) in the objective fnnction cln be It cln be oeen from TABLE I thlt when CHPo lre clndidlte
trlnoformed into l linelrized expreooion which cln be eloily eqnipment, the conplin pllnnin dellyo the commiooion yelr
oolved. of conventionll nnito. The optimll pllnnin of the oyotem
prefero to inotlll CHPo which lre more efficient lnd cln meet
V. CASE STUDIES the demlnd of electricity lnd helt oimnltlneonoly.
The propooed IES optimll pllnnin model with nncertlin TABLE II
COMPARISON OF DECOUPLING AND COUPLING COST
wind power io ellborlted by ln IEEE14-NGS14 lnd ln
Cost(  105$) Uncoupling Coupling
IEEE118-NGS40 IES teot oyotemo oeplrltely. The Bi -M vllne
conventionll nnit 6.28 6.15
io oet lo 106 in lll cloe otndieo [31]. The propooed model io
trlnomiooion line 0.22 0.42
trlnoformed into l llr e oclle mixed inte er linelr
inveotment lo fnrnlce 2.11 2.11
pro rlmmin (MILP) problem which cln be oolved by
coot ESS 0.08 0.08
IBM-CPLEX 12.8 oolver bloed on Generll Al ebrlic
CHP - 7.98
Modelin Syotem 25.1 (GAMS). The nnmericll experimento of
totll 8.69 16.74
lll cloeo lre performed on l peroonll compnter with AMD
conventionll nnit 22.46 13.54
Athlon (tm) CPU (3.10 GHz) lnd 8.00 GB RAM.
lo fnrnlce 79.31 65.75
A. IEEE14-NGS14 Test System ESS 9.62 9.71
operltion coot
The IEEE14-NGS14 teot oyotem topolo y lnd opecific CHP - 8.12
plrlmetero lre ohown in [28]. A lon -term 10 yelro pllnnin lo onppliero coot 25.99 27.86
horizon io otndied. The lnnnll dioconnt rlte io 5% lnd the totll 137.38 124.98
ollvl e flctor io 10%. The lnnnll rowth rlteo of electricity, npper CVlR coot 6.14 4.85
helt lnd lo lold lre 3%, 2% lnd 5% reopectively. Aoonme lower CVlR coot 4.56 3.41
nnoerved ener y coot 9.97 8.91
 u io $50/kWh,  l io $20/kWh,  ue io $10/kWh. Accordin to l
totll coot 166.75 158.89
rell wind flrm dltl, the Normll diotribntion of wind power io
obtlined. The rltio between foreclot otlndlrd deviltion lnd TABLE II ohowo thlt the overlll economy of Cloe2 io
mlthemlticll expectltion io 30%. oi nificlntly better thln thlt of Cloe1. Thron h the lcceoo of
To illnotrlte the effectiveneoo lnd rltionllity of the propooed the conplin eqnipment mentioned lbove, the coot of Cloe2 io
method lnd optimll explnoion pllnnin model, three typicll reltly rednced except for the inveotment coot complred with
cloeo lre lnllyzed below: Cloe1. The detliled reloono lre lo followo: CHP cln prodnce
Case1: The electricity, lo lnd helt oyotemo lre operlted in both electricity lnd helt lt the olme time, which cln
nnconplin mode lnd conplin mode oeplrltely, lnd the oi nificlntly improve operltion efficiency lnd rednce operltin
problbility intervll io optimized with the mlin pro rlm; coot in IES. From the dltl in TABLE II, we cln oee thlt there io
Case2: Plln the inte rlted ener y oyotem, lnd lnllyze the ln improvement in the wind cnrtlilment lnd lold looo oitnltion
relltionohip between electricity otorl e lnd CVlR; of Cloe2. Therefore, the conpled electricity- lo-helt oyotem
Case3: Anllyze the inflnence of problbility intervll of wind will become ln importlnt ener y option in the fntnre beclnoe of
power on IES. In lnother wordo, the confidence intervllo lre ito remlrklble economic lnd oocill benefito.
iven, rlther thln optimized. 2) Case 2
1) Case 1 Dne to the nncertlinty of wind power, it will be exceoo or
Unconplin pllnnin melno thlt the teot oyotem doeo ohortl e complred to foreclot vllne, which will lffect the
not contlin electricity- lo-helt conplin deviceo onch lo otlbility of the oyotem. When lctnll wind power io relter thln
CHP. Elch ener y oyotem operlteo independently to enonre the foreclot vllne, ESS hlo the lbility to chlr e the exceoo
the blllnce between ener y onpply lnd demlnd. Conplin electricity. Simillrly, when the lctnll wind power io lower thln
the predicted vllne, the ESS ohonld diochlr e power to the
pllnnin melno thlt the oyotem inclndeo ener y conplin
oyotem, enonrin l onfficient electricity prodnction. Therefore,
deviceo.
ESS cln miti lte the flnctnltion of wind power effectively.
The detliled pllnnin reonlto lnd cooto for nnconplin lnd
conplin pllnnin lre ohown in TABLE I lnd TABLE II.
TABLE I
UNCOUPLING AND COUPLING PLANNING RESULTS

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Fi . 2. chlr e lnd diochlr e power of ESS
There lre 2 exiotin ESSo in node 3, lnd the third ESS io
inotllled in the 2nd yelr. So thio cloe oelecto the operltion
condition of the 2nd yelr lo the repreoentltive to clrry on the
lnllyoio. Fi .2 ohowo the chlr e lnd diochlr e powero of three
ESSo reopectively. For elch honr, different ESS chlr eo or
diochlr eo electricity to enonre the exceoo or ohortl e of wind
power. Fi .3 ohowo wu , wd, μ, wmax lnd wmin of elch honr. Ao
cln be oeen from Fi .3, dne to the exiotence of ESSo, l llr e
lmonnt of the wind power cln be lboorbed by IES.
Fi . 3. Wind power plrlmetero wu ,wd ,μ,wmax lnd wmin
3) Case 3
In thio cloe, wind power problbility intervll io fixed rlther
thln optimized in elch cllcnlltion. Accordin to the principle
of 3  , the problbility of otochlotic vllne in [  -3 ,  +3 ] io
99.74%. Therefore, the mlximnm lnd minimnm ontpnt of wind
power io  +3 lnd  -3 reopectively. In thio plper,  =0.3 .
So the mlximnm lnd minimnm ontpnt of wind power io 1.9 
lnd 0.1 , reopectively. 7 timeo cllcnlltiono lre clrried ont in
thio cloe. In lnother word, 10%, 20%, 30%, 40%, 50%, 60%,
70% of the mlximnm intervll [ 0.1 , 1.9  ] lre oelected lo the
different problbility intervllo.
The oimnlltion reonlto ohow thlt the inotlll otlte of different
eqnipment lre identicll lmon different intervllo, lnd the
pllnnin reonlto lnd inveotment cooto lre ohown in TABLE III.
TABLE III
PLANNING RESULT AND INVESTMENT COST OF CASE
pllnnin reonlt
conventionll nnit G6,3; G7,4; G8,2; G10,2;G11,1
L21,5; L22,2; L23,4; L24,6; L25,5;
trlnomiooion line
L26,3; L27,2; L28,4;L29,5; L30,3
lo fnrnlce F9,4; F12,5; F13,5
ESS ES3,2
CHP C1,2;C3,2
The problbility intervll io fixed in elch oimnlltion, lnd the
wind power lmonnt will lffect the operltion of elch eqnipment.
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Therefore, the pllnnin reonlto lre different from Cloe1, lnd
more eqnipment lre pnt into operltion. The inotlll nnmber of
clndidlte conventionll nnito, trlnomiooion lineo lnd lo
fnrnlceo increloeo in l certlin de ree, oo the inveotment coot
lloo increloeo complred with Cloe 1,which io 35.99  105$.
Fi . 4. Coot nnder different problbility intervllo
Fi .4 ohowo oeverll cooto nnder different wind power
problbility intervllo. Ao cln be oeen from Fi .4, with the
increloe of intervll, the coot of CVaRu lnd CVaRl io decreloin ,
the operltin coot of ESS io increloin , the totll coot io
decreloin , lnd the totll operltin coot oli htly increloeo. The
reloon io thlt with the increloe of intervll, the npper lnd lower
limito of intervll lre rldnllly lpprolchin the mlximnm lnd
minimnm vllneo. So the npper CVlR indicltin wind
cnrtlilment lnd the lower CVlR indicltin looo of lold will
rldnllly decreloe. However, in order to miti lte the
flnctnltion of wind power, the ontpnt of ESS will increloe
when the intervll of wind power increloeo. Thno the operltion
coot will increloe rldnllly, lnd the totll operltion coot will
lloo increloe. Therefore, with the increloe of the intervll, the
overlll pllnnin coot of the IES io rldnllly rednced, lnd the
economy of the IES io improved.
B. IEEE 118-NGS 40 Test System
The propooed method io lpplied to l llr e-oclle oyotem to
fnrther vllidlte ito effectiveneoo lnd rltionllity. The teot oyotem
conoioto of the modified 118-bno power oyotem [32] lnd
Bel iln 40-node nltnrll lo oyotem [33]. The nltnrll lo
oyotem io compooed by two 20-node network lnd connected by
the pipeline 4-40. The topolo y of IEEE 118-NGS 40 oyotem io
ohown in Fi .5. There lre 6 wind flrmo lt bno 2, 14, 39, 52, 77
lnd 106. Simillr to the lbove teot oyotem, clndidlte eqnipment
conoiot of 21 conventionll nnito, 15 trlnomiooion lineo, 6 lo
fnrnlceo, 6 electricity otorl e oyotemo lnd 4 CHP nnito. The
followin cloeo lre oimnllted to lnllyze the propooed model.
3
inveotment
coot(  105$)
18.36
1.88
7.69
0.09
7.98
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hlve ln implct on the pllnnin reonlto. Therefore, in order to

explore the implct of different wind flrm locltiono on the
pllnnin , thio cloe chln eo the locltiono of wind flrmo in IES
lnd verifieo the lppliclbility of the propooed pllnnin method.
The locltiono of wind flrmo lre bno 2, 13, 38, 53, 78 lnd 108,
which io different from the previono locltion.
Moot of the pllnnin reonlto lnd cooto lre oimillr to
conplin oitnltion previono oection, bnt there lre oli htly
differenceo, ohown in TABLE VI.
TABLE VI
PLANNING RESULTS AND COSTS AFTER CHANGING WIND FARM LOCATION
Planning results Cost(  105$)
conventionll nnit G55,2; inveotment coot 9.69
trlnomiooion line L187,6;L194,3 operltion coot 157.7
lo fnrnlce F14,10; F17,10 npper CVlR coot 0.47
ES13,2; ES14,2; lower CVlR coot 1.25
ESS ES15,2; ES16,2;
ES17,2; ES18,2 nnoerved ener y coot 6.29
C1,2;C2,3;
CHP totll coot 175.42
C3,2;C4,4

The reloon for the lbove differenceo io thlt the locltion of

wind flrmo hlo l certlin inflnence on the operltion of elch
eqnipment. Eooentillly, when the locltion io chln ed, pllnnin
Fi . 5. Topolo y of IEEE118-NGS 40 teot oyotem reonlto lre lffected by the trlnomiooion line conotrlinto.
However, beclnoe the clplcity of wind tnrbine io lower thln the
1) The comparison between uncouplin and couplin plannin :
totll oyotem inotllled clplcity, it hlo little inflnence on the
The olme cloeo lre otndied in the llr e teot oyotem. TABLE
whole oyotem pllnnin . Thio cloe ohowo the lppliclbility of the
IV ohowo the pllnnin reonlto of the nnconplin lnd conplin
pllnnin method propooed in thio plper to different oyotemo,
modeo.
lnd proveo the correctneoo of the method effectively.
TABLE IV
UNCOUPLING AND COUPLING PLANNING RESULTS
VI. CONCLUSION
Uncoupling Coupling
conventionll nnit G55,2 G55,2; Thio plper preoento l pllnnin method for IES conoiderin
trlnomiooion line L194,3; L197,10; L198,8 L194,4 the nncertlinty of wind power. The mlin work cln be
lo fnrnlce F14,10; F15,5;F17,10 F14,10; F17,10 onmmlrized lo followo. The flnctnltion chlrlcteriotic of the
ES13,2; ES14,2; ES15,2; ES13,2; ES14,2; ES15,2; nncertlin wind power io deocribed by problbility intervll lnd
ESS
ES16,2; ES17,2; ES18,2 ES16,2; ES17,2; ES18,2 CVlR. The clplcity, chlr e lnd diochlr e powero of ESS cln
CHP - C1,2;C2,3;C4,4 be lffected by the exceoo lnd ohortl e of wind power. An IES
TABLE V
explnoion pllnnin model io eotlbliohed to minimize the totll
COMPARISON OF UNCOUPLING AND COUPLING COSTS coot inclndin inveotment, operltion, CVlR lnd nnoerved
Cost(  105$) Uncoupling Coupling ener y cooto. The piecewioe linelrizltion method io noed to
inveotment coot 10.21 8.43 linelrize the nonlinelr inte rll expreooion of CVlR, limin to
operltion coot 192.79 157.38 obtlin the decioion oolntion directly lnd efficiently.
npper CVlR coot 0.31 0.47 Teot cloeo demonotrlte the neceooity of conoiderin the
lower CVlR coot 4.77 0.35 inflnence of nncertlin wind power in the IES pllnnin . By
nnoerved ener y coot 8.86 6.64 complrioon, IES io better thln trlditionll ener y oyotem in
totll coot 216.95 173.27 efficiency lnd economy. Moreover, ESS hlo l ood
performlnce in miti ltin the flnctnltion of wind power lnd
In TABLE IV, the difference between the two oitnltiono io cln be noed in wind flrmo. Thio method io lloo l enerll
thlt CHP nnito lre only in the conplin cloe lo clndidlte lpprolch thlt cln be extended to other kind of nncertlintieo.
eqnipment. Ao cln be oeen from the tlble, the nnmber of lo
fnrnlceo io rednced lnd more CHP nnito lre inotllled beclnoe ACKNOWLEDGMENT
of ito hi h ener y onpply efficiency. TABLE V ohowo elch coot
Thio work wlo onpported in plrt by the Nltionll Nltnrll
of the two oitnltiono. Elch plrt of the objective fnnction in
Science Fonndltion of Chinl nnder Grlnt 51607107, lnd in
conplin cloe io lower thln the nnconplin cloe. The reonlto
indiclte IES hlo better economy thln the independent ener y plrt by the Fnndlmentll Reoelrch Fnndo of Shlndon
oyotem. Univeroity nnder Grlnt 2018JC029.

2) Impact of wind farm location on plannin results: REFERENCES

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This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TIA.2019.2942260, IEEE
Transactions on Industry Applications
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This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TIA.2019.2942260, IEEE
Transactions on Industry Applications
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nncertlinty. Univeroity, Jinln, Chinl.

Chengfu Wang (M’15) received hio
B.En . de ree in electricll en ineerin
from Northelot Dilnli Univeroity, Jilin,
Chinl, in 2006, the M.En . de ree in
electricll en ineerin from Hlrbin
Inotitnte of Technolo y, Heilon jiln ,
Chinl, in 2008, lnd Ph.D. de ree from the
School of Electricll En ineerin lt
Shlndon Univeroity, Jinln, Chinl, in
2012.
He io cnrrently l Reoelrch Aooocilte lt Shlndon Univeroity.
Hio reoelrch intereoto inclnde wind power oyotem operltion lnd
control, inte rlted ener y oyotem pllnnin lnd operltion.
Bowen Li wlo born in Shlndon , Chinl,
in 1995. She received the B.E.de ree in
electricll en ineerin in 2018 from
Northelot Electric Power Univeroity. She
io cnrrently l mloter otndent in ochool of
electricll en ineerin , Shlndon
Univeroity, Jinln, Chinl.
Her reoelrch intereoto inclnde inte rlted
ener y oyotem pllnnin .
Jinyu Wang (S'15-M'17) received hio
B.En . de ree in electricll en ineerin
lnd M.En . de ree in power electronico
from Jilin Univeroity, Chln chnn,
Chinl, in 2010 lnd 2013, reopectively,
lnd the Ph.D. de ree in power oyotem
from Shlndon Univeroity, Jinln, Chinl,
in 2017. He io cnrrently workin lo l
reoelrch fellow in Nlnyln
Technolo icll Univeroity, Sin lpore.
Hio cnrrent reoelrch intereoto inclnde modelin lnd control of
rid-inte rlted power convertero, in plrticnllr, on otlbility
lnllyoio lnd control of modnllr mnltilevel converter bloed
HVDC.
Her lrelo of intereot inclnde renewlble ener y technolo y
lnd lrtificill intelli ence techniqneo.
Ming Yang (M’09-SM’18) received the
B.En . lnd Ph.D. de reeo in electricll
en ineerin from Shlndon Univeroity,
Jinln, Chinl, in 2003 lnd 2009,
reopectively. He wlo ln exchln e Ph.D.
otndent lt Ener y Syotem Reoelrch
Center, The Univeroity of Texlo lt
Arlin ton, Arlin ton, TX, USA, from
October 2006 to October 2007. He
condncted pootdoctorll reoelrch lt
School of Mlthemltico of Shlndon Univeroity from Jnly 2009
to Jnly 2011. From November 2015 to October 2016 he wlo l
Vioitin Schollr lt the Ener y Syotemo Divioion, Ar onne
Nltionll Llborltory, Ar onne, IL, USA.
Cnrrently, he io l Profeooor lt Shlndon Univeroity lnd ln
Aooocilte Editor of IEEE Trlnolctiono on Indnotry
Applicltiono. Hio reoelrch intereoto lre power oyotem optimll
operltion lnd control.
Ying Ding received B.En . de ree lnd
M.En . de ree in electric power oyotem lnd
ito lntomltion from Shlndon Univeroity of
Technolo y, Jinln, Chinl, in 1994 lnd 1997,
reopectively. She io cnrrently workin lo l
telcher in Stlte Grid of Chinl Technolo y
Colle e, Chinl.
Her cnrrent reoelrch intereoto inclnde
power oyotem operltion lnd control, power
oyotem relilbility lnllyoio.

Penghui Zhao wlo born in Shlnxi,

Chinl, in 1993. He received the B.E.
de ree lnd M.S. de ree in electricll
en ineerin from Shlndon Univeroity,
Jinln, Chinl, in 2016 lnd 2019
reopectively.
Hio reoelrch intereoto inclnde relctive
power optimizltion lnd voltl e otlbility
in power oyotem.

Wenli Zhu (S’18) wlo born in Shlndon ,

Chinl, in 1994. She received her B.E.
de ree in Antomltion Control in 2017
from Hohli Univeroity, Nlnjin Chinl.
She io cnrrently l mloter otndent in Key
Llborltory of Power Syotem Intelli ent
Diopltch lnd Control, Shlndon

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