Statistical metrics for assessing the quality of wind power scenarios for stochastic unit commitment

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2016-05-01
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Sari, Didem
Lee, Youngrok
Woodruff, David
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Ryan, Sarah
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Industrial and Manufacturing Systems Engineering
The Department of Industrial and Manufacturing Systems Engineering teaches the design, analysis, and improvement of the systems and processes in manufacturing, consulting, and service industries by application of the principles of engineering. The Department of General Engineering was formed in 1929. In 1956 its name changed to Department of Industrial Engineering. In 1989 its name changed to the Department of Industrial and Manufacturing Systems Engineering.
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Industrial and Manufacturing Systems Engineering
Abstract

In power systems with high penetration of wind generation, probabilistic scenarios are generated for use in stochastic formulations of day-ahead unit commitment problems. To minimize the expected cost, the wind power scenarios should accurately represent the stochastic process for available wind power. We employ some statistical evaluation metrics to assess whether the scenario set possesses desirable properties that are expected to lead to a lower cost in stochastic unit commitment. A new mass transportation distance rank histogram is developed for assessing the reliability of unequally likely scenarios. Energy scores, rank histograms and Brier scores are applied to alternative sets of scenarios that are generated by two very different methods. The mass transportation distance rank histogram is best able to distinguish between sets of scenarios that are more or less calibrated according to their bias, variability and autocorrelation.

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This is the peer reviewed version of the following article from Wind Energy 19 (2016): 873, which has been published in final form at http://dx.doi.org/ 10.1002/we.1872. This article may be used for non-commercial purposed in accordance with Wiley Terms and Conditions for self-archiving.

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Thu Jan 01 00:00:00 UTC 2015
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