IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v293y2021ics0306261921004372.html
   My bibliography  Save this article

Machine learning enabled reduced-order scenario generation for stochastic analysis of solar power forecasts

Author

Listed:
  • Bhavsar, S.
  • Pitchumani, R.
  • Ortega-Vazquez, M.A.

Abstract

With increased reliance on solar-based energy generation in modern power systems, the problem of managing uncertainty in power system operation becomes crucial. However, in order to properly capture the uncertainty spread of the power forecast time series along with all its statistical properties, a large number of scenarios are normally required to be simulated at significant computational cost. This work presents a novel and efficient method to generate statistically accurate scenarios from probabilistic forecasts and a method based on unsupervised machine learning to reduce the number of scenarios and speed up the computations, while preserving the statistical properties of the original set. Through a systematic parametric study, an optimum clustering-based machine learning method and its associated parameters are derived. This approach yields statistically equivalent characteristics as a full set with a substantially reduced cardinality (from 7000 to 20). The reduced set of scenarios also preserves the temporal correlation, which is imperative in time-series data and complies with the non-parametric distribution of power obtained from a probabilistic forecast at any particular time. Applying the optimal algorithm to the benchmark RTS-GMLC and the actual California ISO yearly solar production data, it is shown that the uncertainty in the estimation of the statistical moments is reduced to less than 2% and 4.5% of the respective daily peak power values.

Suggested Citation

  • Bhavsar, S. & Pitchumani, R. & Ortega-Vazquez, M.A., 2021. "Machine learning enabled reduced-order scenario generation for stochastic analysis of solar power forecasts," Applied Energy, Elsevier, vol. 293(C).
  • Handle: RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004372
    DOI: 10.1016/j.apenergy.2021.116964
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0306261921004372
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.apenergy.2021.116964?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. G. A. Young, 1988. "Multivariate Statistical Simulation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 151(1), pages 229-230, January.
    2. James E. Smith, 1993. "Moment Methods for Decision Analysis," Management Science, INFORMS, vol. 39(3), pages 340-358, March.
    3. Arnab Chakraborty, 2006. "Generating multivariate correlated samples," Computational Statistics, Springer, vol. 21(1), pages 103-119, March.
    4. Kristof De Vos & Nicolas Stevens & Olivier Devolder & Anthony Papavasiliou & Bob Hebb & James Matthys-Donnadieu, 2019. "Dynamic dimensioning approach for operations reserves: proof of concept in Belgium," LIDAM Reprints CORE 2993, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. De Vos, K. & Stevens, N. & Devolder, O. & Papavasiliou, A. & Hebb, B. & Matthys-Donnadieu, J., 2019. "Dynamic dimensioning approach for operating reserves: Proof of concept in Belgium," Energy Policy, Elsevier, vol. 124(C), pages 272-285.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hammerschmitt, Bruno Knevitz & Guarda, Fernando Guilherme Kaehler & Lucchese, Felipe Cirolini & Abaide, Alzenira da Rosa, 2022. "Complementary thermal energy generation associated with renewable energies using Artificial Intelligence," Energy, Elsevier, vol. 254(PB).
    2. Zilong, Ti & Yubing, Song & Xiaowei, Deng, 2022. "Spatial-temporal wave height forecast using deep learning and public reanalysis dataset," Applied Energy, Elsevier, vol. 326(C).
    3. Markos A. Kousounadis-Knousen & Ioannis K. Bazionis & Athina P. Georgilaki & Francky Catthoor & Pavlos S. Georgilakis, 2023. "A Review of Solar Power Scenario Generation Methods with Focus on Weather Classifications, Temporal Horizons, and Deep Generative Models," Energies, MDPI, vol. 16(15), pages 1-29, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ifaei, Pouya & Tayerani Charmchi, Amir Saman & Loy-Benitez, Jorge & Yang, Rebecca Jing & Yoo, ChangKyoo, 2022. "A data-driven analytical roadmap to a sustainable 2030 in South Korea based on optimal renewable microgrids," Renewable and Sustainable Energy Reviews, Elsevier, vol. 167(C).
    2. Prakash, Abhijith & Bruce, Anna & MacGill, Iain, 2022. "Insights on designing effective and efficient frequency control arrangements from the Australian National Electricity Market," Renewable and Sustainable Energy Reviews, Elsevier, vol. 161(C).
    3. Li, Binghui & Feng, Cong & Siebenschuh, Carlo & Zhang, Rui & Spyrou, Evangelia & Krishnan, Venkat & Hobbs, Benjamin F. & Zhang, Jie, 2022. "Sizing ramping reserve using probabilistic solar forecasts: A data-driven method," Applied Energy, Elsevier, vol. 313(C).
    4. Rancilio, G. & Rossi, A. & Falabretti, D. & Galliani, A. & Merlo, M., 2022. "Ancillary services markets in europe: Evolution and regulatory trade-offs," Renewable and Sustainable Energy Reviews, Elsevier, vol. 154(C).
    5. Hermans, Mathias & Bruninx, Kenneth & Van den Bergh, Kenneth & Poncelet, Kris & Delarue, Erik, 2021. "On the temporal granularity of joint energy-reserve markets in a high-RES system," Applied Energy, Elsevier, vol. 297(C).
    6. Silva-Rodriguez, Lina & Sanjab, Anibal & Fumagalli, Elena & Virag, Ana & Gibescu, Madeleine, 2022. "Short term wholesale electricity market designs: A review of identified challenges and promising solutions," Renewable and Sustainable Energy Reviews, Elsevier, vol. 160(C).
    7. Felipe Nazaré & Luiz Barroso & Bernardo Bezerra, 2021. "A Probabilistic and Value-Based Planning Approach to Assess the Competitiveness between Gas-Fired and Renewables in Hydro-Dominated Systems: A Brazilian Case Study," Energies, MDPI, vol. 14(21), pages 1-21, November.
    8. Lina Silva-Rodriguez & Anibal Sanjab & Elena Fumagalli & Ana Virag & Madeleine Gibescu, 2020. "Short Term Electricity Market Designs: Identified Challenges and Promising Solutions," Papers 2011.04587, arXiv.org.
    9. Anthony Papavasiliou, 2021. "An Overview of Probabilistic Dimensioning of Frequency Restoration Reserves with a Focus on the Greek Electricity Market," Energies, MDPI, vol. 14(18), pages 1-19, September.
    10. Thomas W. Keelin & Bradford W. Powley, 2011. "Quantile-Parameterized Distributions," Decision Analysis, INFORMS, vol. 8(3), pages 206-219, September.
    11. Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt7g23r5kh, Department of Economics, UC San Diego.
    12. Robert K. Hammond & J. Eric Bickel, 2013. "Reexamining Discrete Approximations to Continuous Distributions," Decision Analysis, INFORMS, vol. 10(1), pages 6-25, March.
    13. Jorge A. Sefair & Oscar Guaje & Andrés L. Medaglia, 2021. "A column-oriented optimization approach for the generation of correlated random vectors," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 777-808, September.
    14. Ravi Kashyap, 2016. "The Perfect Marriage and Much More: Combining Dimension Reduction, Distance Measures and Covariance," Papers 1603.09060, arXiv.org, revised Jul 2019.
    15. Kashyap, Ravi, 2019. "The perfect marriage and much more: Combining dimension reduction, distance measures and covariance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    16. Backe, Stian & Ahang, Mohammadreza & Tomasgard, Asgeir, 2021. "Stable stochastic capacity expansion with variable renewables: Comparing moment matching and stratified scenario generation sampling," Applied Energy, Elsevier, vol. 302(C).
    17. Konstantin Pavlikov & Stan Uryasev, 2018. "CVaR distance between univariate probability distributions and approximation problems," Annals of Operations Research, Springer, vol. 262(1), pages 67-88, March.
    18. Michael G. Pollitt & Karim L. Anaya, 2021. "Competition in Markets for Ancillary Services? The Implications of Rising Distributed Generation," The Energy Journal, , vol. 42(1_suppl), pages 1-2, June.
    19. Concha Bielza & Peter Müller & David Ríos Insua, 1999. "Decision Analysis by Augmented Probability Simulation," Management Science, INFORMS, vol. 45(7), pages 995-1007, July.
    20. Deman, Laureen & Boucher, Quentin, 2023. "Impact of renewable energy generation on power reserve energy demand," Energy Economics, Elsevier, vol. 128(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004372. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.