Abstract：Due to the fluctuation and intermittent of wind power,large-scale wind power grid connection makes the contradiction between the spinning reserve benefit and risk more prominent.The capacity cost and the energy cost of the system up and down spinning reserve,the reduced power loss due to the purchase of up spinning reserve and the reduced wind loss due to the purchase of the down spinning reserve are considered.To establish the spinning reserve benefit-risk model of wind power integrated system based on conditional value at risk(CVaR)with the goal of maximum expected spinning reserve benefit and minimum CVaR value of system loss.Monte Carlo method is used to simulate the actual load power and wind power prediction error,and the multi-objective particle swarm optimization algorithm is improved to find the efficient frontier of expected spinning reserve benefit-risk and the day-ahead spinning reserve plan,and the influence of different reliability level and confidence level on expected spinning reserve benefit and risk.Finally,the example shows the feasibility of the model and the algorithm.
刘兴宇, 温步瀛, 江岳文. 基于条件风险价值的含风电电力系统旋转备用效益研究[J]. 电工技术学报, 2017, 32(9): 169-178.
Liu Xingyu, Wen Buying, Jiang Yuewen. Study on the Benefit from Spinning Reserve in Wind Power Integrated Power System Based on Conditional Value at Risk. Transactions of China Electrotechnical Society, 2017, 32(9): 169-178.
[1] 胡国伟,别朝红,王锡凡.考虑运行可靠性的含风电电力系统优化调度[J].电工技术学报,2013,28(5):58-65. Hu Guowei,Bie Chaohong,Wang Xifan.Optimal dispatch in wind integrated system considering operating reliability[J].Transactions of China Electrotechnical Society,2013,28(5):58-65. [2] 蒋程,刘文霞,张建华,等.含风电接入的发输电系统风险评估[J].电工技术学报,2014,29(2):260-270. Jiang Cheng,Liu Wenxia,Zhang Jianhua,et al.Risk assessment of generation and transmission systems considering wind power penetration[J].Transactions of China Electrotechnical Society,2014,29(2):260-270. [3] 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-objeetive dynamic optimal dispatch for large-scale power systems considering wind power penetration[J].Transactions of China Electrotechnical Society,2014,29(10):286-295. [4] Wu Junli,Zhang Buhan,Xiao Zhenyin,et al.Application of portfolio theory based on CVaR in determining optimal spinning reserve with consideration of load and wind power uncertainties[J].Advanced Materials Research,2013,724-725:649-654. [5] Wu Junli,Zhang Buhan,Deng Weisi,et al.Application of cost-CVaR model in determining optimal spinning reserve for wind power penetrated system[J].International Journal of Electrical Power & Energy Systems,2015,66:110-115. [6] 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. [7] 张新松,礼晓飞,王运,等.不确定性环境下考虑弃风的电力系统日前调度[J].电力系统保护与控制,2015,43(24):75-82. Zhang Xinsong,Li Xiaofei,Wang Yun,et al.Day-ahead dispatching in consideration of wind power curtailments in uncertain environments[J].Power System Protection and Control,2015,43(24):75-82. [8] 周辉,娄素华,吴耀武,等.发电系统一致性运行可靠性指标及其优化模型[J].中国电机工程学报,2009,29(13):72-79. Zhou Hui,Lou Suhua,Wu Yaowu,et al.Coherent reliability index for generation system operation and its optimization model[J].Proceedings of the CSEE,2009,29(13):72-79. [9] 周任军,张浩,范文帅,等.基于条件风险方法的含风电系统旋转备用优化调度[J].电力科学与技术学报,2015,30(1):3-9. Zhou Renjun,Zhang Hao,Fan Wenshuai,et al.Spinning reserve optimal dispatch in wind power integrated system with CVaR method[J].Journal of Electric Power Science and Technology,2015,30(1):3-9. [10] 王乐,余志伟,文福拴.基于机会约束规划的最优旋转备用容量确定[J].电网技术,2006,30(20):14-19. Wang Le,Yu Zhiwei,Wen Fushuan.A chance-constrained programming approach to determine requirement of optimal spinning reserve capacity[J].Power System Technology,2006,30(20):14-19. [11] 王旭,蒋传文,刘玉娇,等.含大规模风电场的电力系统旋转备用风险决策模型和方法[J].电力系统自动化,2014,28(13):64-70. Wang Xu,Jiang Chuanwen,Liu Yujiao,et al.Decision-making model and method for spinning reserve and risk of power system integrated with large-scale wind farms[J].Automation of Electric Power Systems,2014,28(13):64-70. [12] 赵晋泉,唐洁,罗卫华,等.一种含风电电力系统的日前发电计划和旋转备用决策模型[J].电力自动化设备,2014,34(5):21-27. Zhao Jinquan,Tang Jie,Luo Weihua,et a1.Day ahead generation scheduling and spinning reserve decision-making model for powerd containing wind power[J].E1ectric Power Automation Equipment,2014,34(5):21-27. [13] 张国全,王秀丽,王锡凡.电力市场中旋转备用的效益和成本分析[J].电力系统自动化,2004,24(21):14-18. Zhang Guoquan,Wang Xiuli,Wang Xifan.Study on benefits and costs of spinning reserve capacity in power market[J].Automation of Electric Power Systems,2004,24(21):14-18. [14] 王司令,宋保维,段桂林.某型AUV对转电机子群协同多目标粒子群优化[J].电工技术学报,2015,30(5):135-141. Wang Siling,Song Baowei,Duan Guilin.Optimization design of an AUV’s motor with counter-rotating rotors based on the collaborative multi-objective particle swarm algorithm[J].Transactions of China Electrotechnical Society,2015,30(5):135-141. [15] Coello A C,Pulido G T,Lechuga M S.Handling multiple objectives with particle swarm optimization[J].IEEE Transactions on Evolutionary Computation,2004,8(3):256-279. [16] Raquel C R,Naval P C.An effective use of crowding distance in multi-objective particle swarm optimization[C]//Genetic and Evolutionary Computation Conference,Washington,2005:257-264. [17] 孟安波,李专.采用多目标纵横交叉算法的电力系统动态环境经济调度[J].电力系统保护与控制,2016,44(2):109-115. Meng Anbo,Li Zhuan.Dynamic environmental economic dispatch of power system adopting multi-objective crisscross optimization algorithm[J].Power System Protection and Control,2016,44(2):109-115. [18] 谭伦农,张保会.市场环境下的事故备用容量[J].中国电机工程学报,2002,22(11):54-58. Tan Lunnong,Zhang Baohui.Reserve capacity for failure in power market environment[J].Proceedings of the CSEE,2002,22(11):54-58. [19] Doherty R,Malley M O.A new approach to quantify reserve demand in systems with significant installed wind capacity[J].IEEE Transactions on Power Systems,2005,20(2):587-595. [20] Bludszuweit H,Dominguez-Navarro J A,Llombart A.Statistical analysis of wind power forecast error[J].IEEE Transactions on Power Systems,2008,23(3):983-991. [21] Jones P N,Mclachlan G J.Laplace-normal mixtures fitted to wind shear data[J].Journal of Applied Statistics,1990,17(2):271-276. [22] 葛炬,王飞,张粒子.含风电场电力系统旋转备用获取模型[J].电力系统自动化,2010,34(6):32-36. Ge Ju,Wang Fei,Zhang Lizi.Spinning reserve model in the wind power integrated power system[J].Automation of Electric Power Systems,2010,34(6):32-36. [23] 周双喜,王海超,陈寿孙.风力发电运行价值分析[J].电网技术,2006,30(14):99-102. Zhou Shuangxi,Wang Haichao,Chen Shousun.Analysis on operation value of wind power resources[J].Power System Technology,2006,30(14):99-102. [24] 卢志刚,刘艳娥,马丽叶,等.基于安全等级的电网最优安全经济域研究[J].电工技术学报,2015,30(20):210-218. Lu Zhigang,Liu Yane,Ma Liye,et al.The optimal security and economic region study based on the security hierarchy[J].Transactions of China Electrotechnical Society,2015,30(20):210-218. [25] Rockafellar R T,Uryasev S.Conditional value-at-risk for general loss distributions[J].Journal of Banking and Finance,2002,26(7):1443-1471. [26] 王壬,尚金成,冯旸,等.基于CVaR风险计量指标的发电商投标组合策略及模型[J].电力系统自动化,2005,29(14):5-9. Wang Ren,Shang Jincheng,Feng Yang,et al.Combined bidding strategy and model for power suppliers based on CVaR risk measurement techniques[J].Automation of Electric Power Systems,2005,29(14):5-9. [27] Rockafellar R T,Uryasev S.Optimization of conditional value-at-risk[J].Journal of Risk,1999,29(1):1071-1074. [28] 卢鹏铭,温步瀛,江岳文.基于多时间尺度协调机组组合的含风电系统旋转备用优化研究[J].电力系统保护与控制,2015,43(5):94-100. Lu Pengming,Wen Buying,Jiang Yuewen.Study on optimization of spinning reserve in wind power integrated power system based on multiple timescale and unit commitment coordination[J].Power System Protection and Control,2015,43(5):94-100.
2017, Vol. 32 
