Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos

First, this PhD thesis presents and discusses the various types of forecasting techniques that may be issued as input to decision-making problems. A particular emphasis on predictions was placed, since markets ought to be cleared a fair amount of time before actual operation, while market participan...

Full description

Autores:
Luna Ramírez, Luis Ernesto
Tipo de recurso:
Doctoral thesis
Fecha de publicación:
2016
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/55582
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/55582
http://bdigital.unal.edu.co/51010/
Palabra clave:
62 Ingeniería y operaciones afines / Engineering
Forecasting
Market clearing
Microgrids
Mixed integer nonlinear programming
Probabilistic security
Reserve
Stochastic programming
Pronóstico
Despacho, microredes
Programación no lineal entera mixta
Seguridad probabilística
Reserva
Programación estocástica
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
id UNACIONAL2_dbc396a121a417eac0597c2e55a499a2
oai_identifier_str oai:repositorio.unal.edu.co:unal/55582
network_acronym_str UNACIONAL2
network_name_str Universidad Nacional de Colombia
repository_id_str
dc.title.spa.fl_str_mv Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
title Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
spellingShingle Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
62 Ingeniería y operaciones afines / Engineering
Forecasting
Market clearing
Microgrids
Mixed integer nonlinear programming
Probabilistic security
Reserve
Stochastic programming
Pronóstico
Despacho, microredes
Programación no lineal entera mixta
Seguridad probabilística
Reserva
Programación estocástica
title_short Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
title_full Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
title_fullStr Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
title_full_unstemmed Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
title_sort Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos
dc.creator.fl_str_mv Luna Ramírez, Luis Ernesto
dc.contributor.author.spa.fl_str_mv Luna Ramírez, Luis Ernesto
dc.contributor.spa.fl_str_mv Torres Sánchez, Horacio
dc.subject.ddc.spa.fl_str_mv 62 Ingeniería y operaciones afines / Engineering
topic 62 Ingeniería y operaciones afines / Engineering
Forecasting
Market clearing
Microgrids
Mixed integer nonlinear programming
Probabilistic security
Reserve
Stochastic programming
Pronóstico
Despacho, microredes
Programación no lineal entera mixta
Seguridad probabilística
Reserva
Programación estocástica
dc.subject.proposal.spa.fl_str_mv Forecasting
Market clearing
Microgrids
Mixed integer nonlinear programming
Probabilistic security
Reserve
Stochastic programming
Pronóstico
Despacho, microredes
Programación no lineal entera mixta
Seguridad probabilística
Reserva
Programación estocástica
description First, this PhD thesis presents and discusses the various types of forecasting techniques that may be issued as input to decision-making problems. A particular emphasis on predictions was placed, since markets ought to be cleared a fair amount of time before actual operation, while market participants shall then make decisions even before that. On the other hand, it was described a stochastic methodology that models and forecasts the behavior of the load, the wind power generation, the solar power generation and the failure of units, which are the main random variables affecting the normal operation of microgrids. Furthermore, this methodology lets to construct and evaluate both the net load forecast error scenarios and the unit outage scenarios throughout the next scheduling horizon. Statistical techniques were formulated in order to reduce the number of scenarios and, therefore, make the problem more computationally tractable. Then, an energy-reserve market clearing model for microgrids considering probabilistic security criteria was proposed using mixed integer nonlinear programming methods. The probabilistic security criteria include pre-selected scenarios associated to unreliability of generators and uncertainties caused by the stochastic behavior of loads and renewable units. In contrast to traditional deterministic reserve-constrained market clearing models, this approach determines the optimal amount of reserve as the point at which the sum of its operating costs and the expected cost of load shed reach a minimum. The proposed model was formulated as a two-stage stochastic programming problem. The first stage involves the hour-ahead market that evaluates the unit commitment and the energy-reserve scheduling before the realization of scenarios in the microgrid. The second stage considers the balancing market that investigates the security assurance in the pre-selected scenarios of the microgrid. Furthermore, the constraints pertaining to both the hour-ahead and the balancing market were formulated, which describe the operational rules of dispatchable units and flexible demands. After that, the microgrid ATENEA located at the installations of the National Renewable Energy Centre of Spain (CENER) is described. The technical, economical and operational characteristics of this grid are presented and evaluated. On the other hand, an energy management methodology was developed using JAVA in order to assess the market clearing formulation on the real microgrid ATENEA. This methodology was implemented under three operational configurations of the microgrid. The expected costs, the energy-reserve scheduling prior the revelation of scenarios, and the balancing actions to maintain the system security under the real-time scenarios were optimized and evaluated for each operational configuration. Finally, the market clearing solutions were assessed under different technical and economical conditions of the microgrid ATENEA. It was examined the effects of a) the demand-side valuation of energy not served, and b) the penetration of renewable generation technologies. Moreover, c) the scheduling results of the proposed stochastic formulation were compared with those obtained with a purely deterministic formulation, d) the total cost probability distribution of the microgrid operation was formulated and assessed using Monte Carlo techniques, and e) the computational issues related to the stochastic programming problem were discussed.
publishDate 2016
dc.date.issued.spa.fl_str_mv 2016-01-28
dc.date.accessioned.spa.fl_str_mv 2019-07-02T11:22:16Z
dc.date.available.spa.fl_str_mv 2019-07-02T11:22:16Z
dc.type.spa.fl_str_mv Trabajo de grado - Doctorado
dc.type.driver.spa.fl_str_mv info:eu-repo/semantics/doctoralThesis
dc.type.version.spa.fl_str_mv info:eu-repo/semantics/acceptedVersion
dc.type.coar.spa.fl_str_mv http://purl.org/coar/resource_type/c_db06
dc.type.content.spa.fl_str_mv Text
dc.type.redcol.spa.fl_str_mv http://purl.org/redcol/resource_type/TD
format http://purl.org/coar/resource_type/c_db06
status_str acceptedVersion
dc.identifier.uri.none.fl_str_mv https://repositorio.unal.edu.co/handle/unal/55582
dc.identifier.eprints.spa.fl_str_mv http://bdigital.unal.edu.co/51010/
url https://repositorio.unal.edu.co/handle/unal/55582
http://bdigital.unal.edu.co/51010/
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.ispartof.spa.fl_str_mv Universidad Nacional de Colombia Sede Bogotá Facultad de Ingeniería Departamento de Ingeniería Eléctrica y Electrónica Ingeniería Eléctrica
Ingeniería Eléctrica
dc.relation.references.spa.fl_str_mv Luna Ramírez, Luis Ernesto (2016) Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos. Doctorado thesis, Universidad Nacional de Colombia - sede Bogotá.
dc.rights.spa.fl_str_mv Derechos reservados - Universidad Nacional de Colombia
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.license.spa.fl_str_mv Atribución-NoComercial 4.0 Internacional
dc.rights.uri.spa.fl_str_mv http://creativecommons.org/licenses/by-nc/4.0/
dc.rights.accessrights.spa.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv Atribución-NoComercial 4.0 Internacional
Derechos reservados - Universidad Nacional de Colombia
http://creativecommons.org/licenses/by-nc/4.0/
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.mimetype.spa.fl_str_mv application/pdf
institution Universidad Nacional de Colombia
bitstream.url.fl_str_mv https://repositorio.unal.edu.co/bitstream/unal/55582/1/7730175.2016.pdf
https://repositorio.unal.edu.co/bitstream/unal/55582/2/7730175.2016.pdf.jpg
bitstream.checksum.fl_str_mv 29a1952d821691cd3fc1d6d8b6d2bcbb
6428805c617dce4d2d5a319207389689
bitstream.checksumAlgorithm.fl_str_mv MD5
MD5
repository.name.fl_str_mv Repositorio Institucional Universidad Nacional de Colombia
repository.mail.fl_str_mv repositorio_nal@unal.edu.co
_version_ 1814089828375986176
spelling Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Torres Sánchez, HoracioLuna Ramírez, Luis Ernesto85e5ebdc-cf9e-4ec0-a09e-08aae62a4d9d3002019-07-02T11:22:16Z2019-07-02T11:22:16Z2016-01-28https://repositorio.unal.edu.co/handle/unal/55582http://bdigital.unal.edu.co/51010/First, this PhD thesis presents and discusses the various types of forecasting techniques that may be issued as input to decision-making problems. A particular emphasis on predictions was placed, since markets ought to be cleared a fair amount of time before actual operation, while market participants shall then make decisions even before that. On the other hand, it was described a stochastic methodology that models and forecasts the behavior of the load, the wind power generation, the solar power generation and the failure of units, which are the main random variables affecting the normal operation of microgrids. Furthermore, this methodology lets to construct and evaluate both the net load forecast error scenarios and the unit outage scenarios throughout the next scheduling horizon. Statistical techniques were formulated in order to reduce the number of scenarios and, therefore, make the problem more computationally tractable. Then, an energy-reserve market clearing model for microgrids considering probabilistic security criteria was proposed using mixed integer nonlinear programming methods. The probabilistic security criteria include pre-selected scenarios associated to unreliability of generators and uncertainties caused by the stochastic behavior of loads and renewable units. In contrast to traditional deterministic reserve-constrained market clearing models, this approach determines the optimal amount of reserve as the point at which the sum of its operating costs and the expected cost of load shed reach a minimum. The proposed model was formulated as a two-stage stochastic programming problem. The first stage involves the hour-ahead market that evaluates the unit commitment and the energy-reserve scheduling before the realization of scenarios in the microgrid. The second stage considers the balancing market that investigates the security assurance in the pre-selected scenarios of the microgrid. Furthermore, the constraints pertaining to both the hour-ahead and the balancing market were formulated, which describe the operational rules of dispatchable units and flexible demands. After that, the microgrid ATENEA located at the installations of the National Renewable Energy Centre of Spain (CENER) is described. The technical, economical and operational characteristics of this grid are presented and evaluated. On the other hand, an energy management methodology was developed using JAVA in order to assess the market clearing formulation on the real microgrid ATENEA. This methodology was implemented under three operational configurations of the microgrid. The expected costs, the energy-reserve scheduling prior the revelation of scenarios, and the balancing actions to maintain the system security under the real-time scenarios were optimized and evaluated for each operational configuration. Finally, the market clearing solutions were assessed under different technical and economical conditions of the microgrid ATENEA. It was examined the effects of a) the demand-side valuation of energy not served, and b) the penetration of renewable generation technologies. Moreover, c) the scheduling results of the proposed stochastic formulation were compared with those obtained with a purely deterministic formulation, d) the total cost probability distribution of the microgrid operation was formulated and assessed using Monte Carlo techniques, and e) the computational issues related to the stochastic programming problem were discussed.Resumen. En primer lugar, esta tesis doctoral presentó y discutió los diversos tipos de técnicas de pronóstico que pueden ser usadas como entrada a los problemas de toma de decisiones. Se hizo especial énfasis en los pronósticos, ya que el despacho debe ser identificado y optimizado una buena cantidad de tiempo antes de la operación real, y los agentes deben tomar decisiones incluso antes de eso. Por otra parte, se describió una metodología estocástica que modela y pronostica el comportamiento de la carga, la generación de energía eólica, la generación de energía solar y las fallas en unidades generadoras, que son las principales variables aleatorias que afectan la operación normal de microredes. Además, esta metodología permite construir y evaluar tanto los escenarios de error en el pronóstico de la demanda neta como los escenarios de fallas en unidades, a lo largo del próximo horizonte de programación. Se formularon técnicas estadísticas con el fin de reducir el número de escenarios y, por lo tanto, hacer que el problema sea computacionalmente más manejable. Después, se propuso un modelo de despacho de energía y reserva para microredes considerando criterios de seguridad probabilísticos, utilizando métodos de programación no lineal entera mixta. Los criterios de seguridad probabilísticos incluyeron escenarios preseleccionados asociados a la falta de confiabilidad de generadores y a las incertidumbres causadas por el comportamiento estocástico de cargas y unidades renovables. En contraste con los modelos de despacho tradicionales que consideran restricciones determinísticas para la reserva, este enfoque determina la cantidad _optima de reserva como el punto en el que la suma de sus costos de operaci_on y el costo esperado de carga deslastrada alcanza un mínimo. El modelo propuesto se formuló como un problema de programación estocástica de dos etapas. La primera etapa incluye el mercado de la hora siguiente, que evalúa las unidades comprometidas y la programación de energía y reserva antes de la ocurrencia de escenarios en la microred. La segunda etapa considera el mercado de ajustes, que garantiza la seguridad de la microred durante los escenarios preseleccionados. Por otra parte, se formularon las restricciones del mercado de la hora siguiente y del mercado de ajustes, que describen las reglas de funcionamiento de las unidades despachables y cargas flexibles. Más adelante, se describió la microred ATENEA localizada en las instalaciones del Centro Nacional de Energías Renovables de España (CENER). Las características técnicas, económicas y operativas de esta red fueron presentadas y evaluadas. Por otro lado, se desarrolló una metodología de gestión de la energía utilizando JAVA, con el fin de evaluar la formulación de despacho sobre la microred real ATENEA. Esta metodología se implementó sobre tres configuraciones operativas de la microred. Se optimizaron y evaluaron los costos esperados, la programación de energía y reserva antes de la ocurrencia de escenarios, y las acciones de equilibrio para mantener la seguridad del sistema bajo los escenarios en tiempo real, para cada configuración operativa. Por último, las soluciones del despacho se evaluaron para diferentes condiciones técnicas y económicas de la microred ATENEA. Se examinaron los efectos de a) la valoración de la demanda de energía no servida, y b) la penetración de las tecnologías de generación renovable. Por otra parte, c) se compararon los resultados obtenidos en la formulación estocástica propuesta con los obtenidos a partir de una formulación puramente determinista, d) se formuló y evaluó la distribución de probabilidad del costo total de operación de la microred, utilizando técnicas de Monte Carlo, y e) se discutieron los aspectos computacionales relacionados con el problema de programación estocástica.Doctoradoapplication/pdfspaUniversidad Nacional de Colombia Sede Bogotá Facultad de Ingeniería Departamento de Ingeniería Eléctrica y Electrónica Ingeniería EléctricaIngeniería EléctricaLuna Ramírez, Luis Ernesto (2016) Despacho de energía y reserva en microredes considerando criterios de seguridad probabilísticos. Doctorado thesis, Universidad Nacional de Colombia - sede Bogotá.62 Ingeniería y operaciones afines / EngineeringForecastingMarket clearingMicrogridsMixed integer nonlinear programmingProbabilistic securityReserveStochastic programmingPronósticoDespacho, microredesProgramación no lineal entera mixtaSeguridad probabilísticaReservaProgramación estocásticaDespacho de energía y reserva en microredes considerando criterios de seguridad probabilísticosTrabajo de grado - Doctoradoinfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/acceptedVersionhttp://purl.org/coar/resource_type/c_db06Texthttp://purl.org/redcol/resource_type/TDORIGINAL7730175.2016.pdfapplication/pdf1027007https://repositorio.unal.edu.co/bitstream/unal/55582/1/7730175.2016.pdf29a1952d821691cd3fc1d6d8b6d2bcbbMD51THUMBNAIL7730175.2016.pdf.jpg7730175.2016.pdf.jpgGenerated Thumbnailimage/jpeg4583https://repositorio.unal.edu.co/bitstream/unal/55582/2/7730175.2016.pdf.jpg6428805c617dce4d2d5a319207389689MD52unal/55582oai:repositorio.unal.edu.co:unal/555822024-03-18 23:08:33.133Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co