Unit Commitment with Wind Power Generation: Integrating Wind Forecast Uncertainty and Stochastic Programming

TitleUnit Commitment with Wind Power Generation: Integrating Wind Forecast Uncertainty and Stochastic Programming
Publication TypeReport
Year of Publication2009
AuthorsConstantinescu, EM, Zavala, VM, Rocklin, M, Lee, S, Anitescu, M
Date Published09/2009
Other NumbersANL/MCS-TM-309
Abstract

We present a computational framework for integrating of the state-of-the-art Weather Research and Forecasting (WRF) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the WRF model with adjoint sensitivity analysis capabilities and a sampling technique implemented in a distributed-memory parallel computing architecture. We use these capabilities through an ensemble approach to model the uncertainty of the forecast errors. The wind power realizations are exploited through a closed-loop stochastic unit commitment/energy dispatch formulation. We discuss computational issues arising in the implementation of the framework. In addition, we validate the framework using real wind speed data obtained from a set of meteorological stations. We also build a simulated power system to demonstrate the developments.

PDFhttp://www.mcs.anl.gov/papers/TM-309A.pdf