基于Copula的多风电场出力相关性建模及其在电网经济调度中的应用Modeling of Multi Wind Farm Output Correlation Based on Copula and Its Application in Power System Economic Dispatch
谢敏;熊靖;刘明波;周尚筹;
摘要(Abstract):
随着大规模风电并网,构建一个能准确描述风电场出力随机性和彼此间相关性的模型,对电网安全有效地利用风能意义重大。构建了基于Copula理论的多风电场出力联合分布函数模型,并引入相关性和拟合性指标,提出了基于熵权属性识别理论的最优模型选取方法。然后,给出了基于蒙特卡洛抽样和Copula联合分布的风电场出力相关性场景在电力系统经济调度中的应用。最后,以美国加州沿海风电场出力历史同步数据为样本验证Copula建模的有效性,结果表明,t-Copula不仅能很好地刻画原变量之间的相关性,而且能精准地拟合原样本经验分布函数。通过含多风电场的IEEE 118节点系统的动态经济调度算例,说明了考虑多风电场间相关性的建模对制定合理调度计划是必要且有效的。
关键词(KeyWords): Copula理论;秩相关系数;熵权属性识别;动态经济调度
基金项目(Foundation): 国家重点基础研究发展计划项目(973项目)(2013CB228205);; 国家自然科学基金青年基金资助项目(50907023)~~
作者(Author): 谢敏;熊靖;刘明波;周尚筹;
Email:
DOI: 10.13335/j.1000-3673.pst.2016.04.018
参考文献(References):
- [1]薛禹胜,雷兴,薛峰,等.关于风电不确定性对电力系统影响的评述[J].中国电机工程学报,2014,34(29):5029-5040.Xue Yusheng,Lei Xing,Xue Feng,et al.A review on impacts of wind power uncertainties on power systems[J].Proceedings of the CSEE,2014,34(29):5029-5040(in Chinese).
- [2]丁明,吴义纯,张立军.风电场风速概率分布参数计算方法的研究[J].中国电机工程学报,2005,25(10):107-110.Ding Ming,Wu Yichun,Zhang Lijun.Study on the algorithm to the probabilistic distribution parameters of wind speed in wind farms[J].Proceedings of the CSEE,2005,25(10):107-110.
- [3]蔡德福,钱斌,陈金富,等.含电动汽车充电负荷和风电的电力系统动态概率特性分析[J].电网技术,2013,37(3):590-596.Cai Defu,Qian Bin,Chen Jinfu,et al.Analysis on dynamic probabilistic characteristic of power grid connected with electric vehicle charging load and wind power[J].Power System Technology,2013,37(3):590-596(in Chinese).
- [4]赵文猛,刘明波,朱建全.考虑风电随机性的电力系统厂/网双层分解协调经济调度方法[J].电网技术,2015,39(7):1847-1854.Zhao Wenmeng,Liu Mingbo,Zhu Jianquan.A bi-level decomposition and coordination economic dispatch method for power plants/network considering stochastic wind generation[J].Power System Technology,2015,39(7):1847-1854.
- [5]杨柳青,林舜江,刘明波,等.考虑风电接入的大型电力系统多目标动态优化调度[J].电工技术学报,2014,29(10):286-295.Yang Liuqing,Lin Shunjiang,Liu Mingbo,et al.Multi-objective dynamic optimal dispatch for large-scale power systems considering wind power penetration[J].Transactions of China Electrotechnical Society,2014,29(10):286-295(in Chinese).
- [6]张尧庭.我们应该选用什么样的相关性指标[J].统计研究,2002(9):41-44.Zhang Yaoting.What co-relative indicators should we employ[J].Statistical Research,2002(9):41-44(in Chinese).
- [7]徐潇源,严正,冯冬涵,等.基于输入变量秩相关系数的概率潮流计算方法[J].电力系统自动化,2014,38(12):54-61.Xu Xiaoyuan,Yan Zheng,Feng Donghan,et al.Probabilistic load flow calculation based on rank correlation coefficient of input random variables[J].Automation of Electric Power Systems,2014,38(12):54-61.
- [8]Pagaefthymiou G,Kurowicka D.Using Copulas for modeling stochastic dependence in power system uncertainty analysis[J].IEEE Transactions on Power Systems,2009,24(1):40-49.
- [9]蔡菲,严正,赵静波,等.基于Copula理论的风电场间风速及输出功率相依结构建模[J].电力系统自动化,2013,37(17):9-16.Cai Fei,Yan Zheng,Zhao Jingbo,et al.Dependence structure models for wind speed and wind power among different wind farms based on copula theory[J].Automation of Electric Power Systems,2013,37(17):9-16.
- [10]王爽.含多风电场的电力系统随机优化调度研究[D].长沙:长沙理工大学,2011.
- [11]Lehmann E L.Nonparameterics:statistic methods based on ranks[M].San Francisco:Holdem-Day Inc,1975:43-45.
- [12]王俊,蔡兴国,季峰.基于Copula理论的相关随机变量模拟方法[J].中国电机工程学报,2013,33(22):75-82.Wang Jun,Cai Xingguo,Ji Feng.A simulation method of correlated random variables based on Copula[J].Proceedings of the CSEE,2013,33(22):75-82.
- [13]林济铿,李童飞,赵子明,等.基于熵权模糊综合评价模型的电力系统黑启动方案评估[J].电网技术,2012,36(2):115-120.Lin Jikeng,Li Tongfei,Zhao Ziming,et al.Assessment on power system black-start schemes based on entropy-weighted fuzzy comprehensive evaluation model[J].Power System Technology,2012,36(2):115-120(in Chinese).
- [14]周玮,孙辉,顾宏,等.计及风险备用约束的含风电场电力系统动态经济调度[J].中国电机工程学报,2012,32(1):47-55.Zhou Wei,Sun Hui,Gu Hong,et al.Dynamic economic dispatch of wind integrated power systems based on risk reserve constraints[J].Proceedings of the CSEE,2012,32(1):47-55(in Chinese).
- [15]查浩,韩学山,杨朋朋.电网运行状态下的概率优化调度[J].中国电机工程学报,2008,28(28):54-60.Zha Hao,Han Xueshan,Yang Pengpeng.Probabilistic optimal dispatching under operating condition of power network[J].Proceedings of the CSEE,2008,28(28):54-60.
- [16]王锡凡,方万良,杜正春.现代电力系统分析[M].北京:科学出版社,2012:95-98.
- [17]谢敏,闫圆圆,刘明波,等.含随机风电的大规模多目标机组合问题的向量序优化方法[J].电网技术,2015,39(1):215-222.Xie Min,Yan Yuanyuan,Liu Mingbo,et al.A vector ordinal optimization method for large-scale multi-objective unit commitment considering stochastic wind power generation[J].Power System Technology,2015,39(1):215-222.
- [18]GAMS Development Corporation.GAMS,the solvers¢manual[EB/OL].2013-12-23[2015-05-23].http://www.gams.com/solvers/.
- [19]Debbie Lew.Western wind dataset[DB/OL].2015-05-06[2015-06-18].http://www.nrel.gov/.