Robust Optimal Sizing of a Stand-Alone Hybrid Renewable Energy System Using Machine Learning-Based Uncertainty Sets

This study introduces an adaptive robust approach for optimally sizing hybrid renewable energy systems (HRESs) comprising solar panels, wind turbines, batteries, and a diesel generator. It integrates vector auto-regressive models (VAR) and neural networks (NN) into dynamic uncertainty sets (DUSs) to address temporal auto-correlations and cross-correlations among uncertain parameters like energy demand and solar and wind energy supply. These DUSs are compared to static and independent dynamic uncertainty sets based on time series (TS) from the literature. An exact iterative algorithm is developed to solve the problem effectively. A case study of a northern Ontario community evaluates the proposed framework and the solution method using real test data. Simulation reveals a 10.7% increase in capital cost on average but a 36.2% decrease in operational cost, resulting in a 16.4% total cost reduction and an 8.1% improvement in system reliability compared to the nominal model employing point estimates. Furthermore, the proposed VAR- and NN-based DUSs significantly outperform classical static and TS-based dynamic sets, underscoring the necessity of considering cross-correlations in uncertainty quantification.