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This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

Applications · Statistics 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

Wind power forecasting is essential to power system operation and electricity markets. As abundant data became available thanks to the deployment of measurement infrastructures and the democratization of meteorological modelling, extensive…

Applications · Statistics 2023-11-30 Honglin Wen , Pierre Pinson , Jie Gu , Zhijian Jin

The extensive penetration of wind farms (WFs) presents challenges to the operation of distribution networks (DNs). Building a probability distribution of the aggregated wind power forecast error is of great value for decision making.…

Signal Processing · Electrical Eng. & Systems 2018-12-19 Mengshuo Jia , Chen Shen , Zhiwen Wang

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Short-term probabilistic wind power forecasting can provide critical quantified uncertainty information of wind generation for power system operation and control. As the complicated characteristics of wind power prediction error, it would…

Machine Learning · Computer Science 2017-02-14 You Lin , Ming Yang , Can Wan , Jianhui Wang , Yonghua Song

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

Accurate probabilistic prediction of wind power is crucial for maintaining grid stability and facilitating the efficient integration of renewable energy sources. Gaussian process (GP) models offer a principled framework for quantifying…

Applications · Statistics 2025-11-11 Domniki Ladopoulou , Dat Minh Hong , Petros Dellaportas

To capture the stochastic characteristics of renewable energy generation output, the chance-constrained unit commitment (CCUC) model is widely used. Conventionally, analytical solution for CCUC is usually based on simplified probability…

Optimization and Control · Mathematics 2019-05-30 Yue Yang , Wenchuan Wu , Bin Wang , Mingjie Li

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

This paper addresses the problem of predicting a wind farm's power generation when no or few statistical data is available. The study is based on a time-series wind speed model and on a simple dynamic model of a DFIG wind turbine including…

Applications · Statistics 2008-12-18 Herman Bayem , Yannick Phulpin , Philippe Dessante , Julien Bect

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

Methodology · Statistics 2021-11-30 René Carmona , Xinshuo Yang

Applying probability-related knowledge to accurately explore and exploit the inherent uncertainty of wind power output is one of the key issues that need to be solved urgently in the development of smart grid. This letter develops an…

Systems and Control · Electrical Eng. & Systems 2019-08-19 Libao Shi , Yang Pan , Yixin Ni

We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a…

Optimization and Control · Mathematics 2022-07-12 Eike Cramer , Leonard Paeleke , Alexander Mitsos , Manuel Dahmen

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

This paper proposes a distributionally robust optimal power flow (OPF) model for transmission grids with wind power generation. The model uses the conditional value-at-risk (CVaR) constraints to control the reserve and branch flow limit…

Systems and Control · Electrical Eng. & Systems 2021-10-27 Lei You , Hui Ma , Tapan Kumar Saha , Gang Liu

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

Applications · Statistics 2022-09-28 Rene Carmona , Xinshuo Yang

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid

As penetration of wind power generation increases, system operators must account for its stochastic nature in a reliable and cost-efficient manner. These conflicting objectives can be traded-off by accounting for the variability and…

Optimization and Control · Mathematics 2015-11-11 Yury Dvorkin , Miles Lubin , Scott Backhaus , Michael Chertkov

The probabilistic characteristics of daily wind speed are not well captured by simple density functions such as Normal or Weibull distribuions as suggested by the existing literature. The unmodeled uncertainties can cause unknown influences…

Systems and Control · Computer Science 2018-09-17 Weigao Sun , Mohsen Zamani , Hai-Tao Zhang , Yuanzheng Li

In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…

Systems and Control · Computer Science 2016-11-15 Xiaozhe Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu , Tao Wang
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