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Publications

Publications by Vladimiro Miranda

2013

Application of probabilistic wind power forecasting in electricity markets

Authors
Zhou, Z; Botterud, A; Wang, J; Bessa, RJ; Keko, H; Sumaili, J; Miranda, V;

Publication
WIND ENERGY

Abstract
This paper discusses the potential use of probabilistic wind power forecasting in electricity markets, with focus on the scheduling and dispatch decisions of the system operator. We apply probabilistic kernel density forecasting with a quantile-copula estimator to forecast the probability density function, from which forecasting quantiles and scenarios with temporal dependency of errors are derived. We show how the probabilistic forecasts can be used to schedule energy and operating reserves to accommodate the wind power forecast uncertainty. We simulate the operation of a two-settlement electricity market with clearing of day-ahead and real-time markets for energy and operating reserves. At the day-ahead stage, a deterministic point forecast is input to the commitment and dispatch procedure. Then a probabilistic forecast is used to adjust the commitment status of fast-starting units closer to real time, on the basis of either dynamic operating reserves or stochastic unit commitment. Finally, the real-time dispatch is based on the realized availability of wind power. To evaluate the model in a large-scale real-world setting, we take the power system in Illinois as a test case and compare different scheduling strategies. The results show better performance for dynamic compared with fixed operating reserve requirements. Furthermore, although there are differences in the detailed dispatch results, dynamic operating reserves and stochastic unit commitment give similar results in terms of cost. Overall, we find that probabilistic forecasts can contribute to improve the performance of the power system, both in terms of cost and reliability. Copyright (c) 2012 John Wiley & Sons, Ltd.

2013

Demand Dispatch and Probabilistic Wind Power Forecasting in Unit Commitment and Economic Dispatch: A Case Study of Illinois

Authors
Botterud, A; Zhou, Z; Wang, JH; Sumaili, J; Keko, H; Mendes, J; Bessa, RJ; Miranda, V;

Publication
IEEE TRANSACTIONS ON SUSTAINABLE ENERGY

Abstract
In this paper, we analyze how demand dispatch combined with the use of probabilistic wind power forecasting can help accommodate large shares of wind power in electricity market operations. We model the operation of day-ahead and real-time electricity markets, which the system operator clears by centralized unit commitment and economic dispatch. We use probabilistic wind power forecasting to estimate dynamic operating reserve requirements, based on the level of uncertainty in the forecast. At the same time, we represent price responsive demand as a dispatchable resource, which adds flexibility in the system operation. In a case study of the power system in Illinois, we find that both demand dispatch and probabilistic wind power forecasting can contribute to efficient operation of electricity markets with large shares of wind power.

2017

Mitigation in the Very Short-term of Risk from Wind Ramps with Unforeseen Severity

Authors
Pinto, M; Miranda, V; Saavedra, O; Carvalho, L; Sumaili, J;

Publication
JOURNAL OF CONTROL AUTOMATION AND ELECTRICAL SYSTEMS

Abstract
This paper addresses a critical analysis of the impact of the wind ramp events with unforeseen magnitude in power systems at the very short term, modeling the response of the operational reserve against this type of phenomenon. A multi-objective approach is adopted, and the properties of the Pareto-optimal fronts are analyzed in cost versus risk, represented by a worst scenario of load curtailment. To complete this critical analysis, a study about the usage of the reserve in the event of wind power ramps is performed. A case study is used to compare the numerical results of the models based on stochastic programming and models that take a risk analysis view in the system with high level of wind power. Wind power uncertainty is represented by scenarios qualified by probabilities. The results show that the reliability reserve may not be adequate to accommodate unforeseen wind ramps and therefore the system may be at risk.

2014

Optimizing Large Scale Problems With Metaheuristics in a Reduced Space Mapped by Autoencoders-Application to the Wind-Hydro Coordination

Authors
Miranda, V; Martins, JD; Palma, V;

Publication
IEEE TRANSACTIONS ON POWER SYSTEMS

Abstract
This paper explores a technique denoted LASCA to solve large scale optimization problems with metaheuristics by reducing the search space dimension with autoassociative neural networks. The technique applies autoencoders as a reversible mapping between the original problem space and a reduced space. A metaheuristic then evolves in the latter, having its objective function assessed in the original space. The technique is illustrated with an application of an Evolutionary Particle Swarm Optimization (EPSO) algorithm to four benchmarking unconstrained optimization functions and to a wind-hydro constrained coordination problem. The new technique allows an improvement in the quality of the solutions attained.

2013

Reliability Assessment Unit Commitment with Uncertain Wind Power

Authors
Wang, J; Valenzuela, J; Botterud, A; Keko, H; Bessa, R; Miranda, V;

Publication
Handbook of Wind Power Systems - Energy Systems

Abstract

2013

Simplified Cross-Entropy Based Approach for Generating Capacity Reliability Assessment

Authors
Carvalho, LD; Gonzalez Fernandez, RA; Leite da Silva, AML; da Rosa, MA; Miranda, V;

Publication
IEEE TRANSACTIONS ON POWER SYSTEMS

Abstract
This paper presents a new algorithm to estimate the optimal importance sampling (IS) probability distribution in generating capacity reliability (GCR) problems. The proposed approach results from a combination of the cross-entropy (CE) concepts with the standard analytical GCR assessment. A mathematical analysis of the CE equations is carried out to demonstrate that the optimal change of measure or distortion can be obtained by simply dividing the annualized GCR indices for two different configurations of the generating system. Under these hypotheses, a straightforward algorithm based on fast Fourier transform is proposed to systematically obtain the optimal distorted unavailabilities for all generating units in the system. The accuracy and computational performance of the proposed approach are compared with the standard CE optimization process using different generating systems. The IEEE-RTS 79, IEEE-RTS 96, and two configurations of the Brazilian South-Southeastern system are all used for this purpose.

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