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Distributionally Robust Optimal Dispatch Method Considering Mining of Wind Power Statistical Characteristics
Xu, Chaoran2; Xu, Xiaoyuan2; Yan, Zheng2; Li, Hengjie1,2
刊名Dianli Xitong Zidonghua/Automation of Electric Power Systems
2022-01-25
卷号46期号:2页码:33-42
关键词Affine transforms Electric load dispatching Linear programming Principal component analysis Probability distributions Stochastic systems Ambiguity set Data driven Distributionally robust optimization Economical dispatch Power output Probability: distributions Robust optimization Robust optimization method Uncertainty Wind power output
ISSN号1000-1026
DOI10.7500/AEPS20210413003
英文摘要A power system dispatch method based on data-driven distributionally robust optimization (DRO) is proposed to deal with the operation problem of power system considering the uncertainty of wind power. Firstly, the statistical information of wind power data is mined, and a construction method of probability distribution ambiguity set for wind power based on principal component analysis and kernel density estimation is proposed to describe the randomness of wind power and the spatial correlation between the outputs of different wind turbines. Secondly, aiming at the dispatch problem with wind power, a two-stage DRO problem considering probability distribution ambiguity set is established. Thirdly, the DRO problem is transformed into its equivalent solvable form, and the affine strategy and duality principle are used to transform it into a linear programming problem for solving. The range parameter selection strategy of probability distribution ambiguity set based on out-of-sample test is proposed to ensure the reliability and economy of the dispatch scheme. Finally, the 6-bus and IEEE 118-bus systems are used for simulation analysis, and the proposed DRO method is compared with the DRO method without consideration of the correlation of random variables and the traditional stochastic and robust optimization methods to verify the effectiveness of proposed method. © 2022 Automation of Electric Power Systems Press.
语种中文
出版者Automation of Electric Power Systems Press
内容类型期刊论文
源URL[http://ir.lut.edu.cn/handle/2XXMBERH/157917]  
专题电气工程与信息工程学院
作者单位1.College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou; 730050, China
2.Key Laboratory of Control of Power Transmission and Conversion, Ministry of Education (Shanghai Jiao Tong University), Shanghai; 200240, China;
推荐引用方式
GB/T 7714
Xu, Chaoran,Xu, Xiaoyuan,Yan, Zheng,et al. Distributionally Robust Optimal Dispatch Method Considering Mining of Wind Power Statistical Characteristics[J]. Dianli Xitong Zidonghua/Automation of Electric Power Systems,2022,46(2):33-42.
APA Xu, Chaoran,Xu, Xiaoyuan,Yan, Zheng,&Li, Hengjie.(2022).Distributionally Robust Optimal Dispatch Method Considering Mining of Wind Power Statistical Characteristics.Dianli Xitong Zidonghua/Automation of Electric Power Systems,46(2),33-42.
MLA Xu, Chaoran,et al."Distributionally Robust Optimal Dispatch Method Considering Mining of Wind Power Statistical Characteristics".Dianli Xitong Zidonghua/Automation of Electric Power Systems 46.2(2022):33-42.
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