基于pair copula的多风电场风险约束随机经济调度

韦洪波; 阮诗迪; 张雄宝; 郑志豪; 韦昌福; 刘欣然

韦洪波,阮诗迪,张雄宝,郑志豪,韦昌福,刘欣然.基于pair copula的多风电场风险约束随机经济调度[J].电测与仪表,2025,62(7):165-173.
WEI Hongbo,RUAN Shidi,ZHANG Xiongbao,ZHENG Zhihao,WEI Changfu,LIU Xinran.Risk constrained stochastic economic dispatch considering dependence of multiple wind farms using pair copula[J].Electrical Measurement & Instrumentation,2025,62(7):165-173.

基于pair copula的多风电场风险约束随机经济调度

Risk constrained stochastic economic dispatch considering dependence of multiple wind farms using pair copula

DOI：j.issn1001-1390.2025.07.019

中文关键词: pair copula 随机经济调度经济风险准蒙特卡罗改进的均值-方差模型

英文关键词:Pair copula, Stochastic economic dispatch, Economic risk, Quasi-Monte Carlo (QMC), Improved mean-variance model.

基金项目:南网科技项目(GXKJXM20190619)

作者中文名	作者英文名	单位
韦洪波	WEI Hongbo	广西电网电力调度控制中心
阮诗迪	RUAN Shidi	广西电网电力调度控制中心
张雄宝	ZHANG Xiongbao	广西电网电力调度控制中心
郑志豪	ZHENG Zhihao	广西电网电力调度控制中心
韦昌福	WEI Changfu	广西电网电力调度控制中心
刘欣然	LIU Xinran	广西电网电力调度控制中心

摘要点击次数: 7

中文摘要:

近年来,风电并网政策的落实,以及风电渗透率的增加为节能减排起到了积极作用,但由于风电出力具有明显的不确定性和相关性,使得电力系统经济调度也面临巨大挑战。提出一种刻画风电场相关性的pair copula方法,基于准蒙特卡罗模拟法生成大量风电出力的随机场景,以表征多个相关风电场出力的不确定性。为解决含风电出力的电网随机经济调度问题,构建考虑风险约束的均值-方差模型,所建均方差模型同时涵盖了考虑风电出力不确定性下的经济成本和经济风险,其中经济风险通过燃料成本的最小方差计算得到。为更适应实际调度现状,建立燃油成本概率密度函数,并提出预定义的置信区间对所建均方差模型进行改进。通过对改进的IEEE 30节点系统进行算例仿真,验证了本文所提pair copula方法和均值-方差模型的有效性。

英文摘要:

In recent years, the implementation of wind power integration policy and the increase of wind power penetration have played a positive role in energy conservation and emission reduction. However, due to the obvious uncertainty and correlation of wind power output, the economic dispatch of power system is also facing great challenges. In this paper, a novel pair copula method is applied to formulate the dependence of multiple wind farms. A large number of stochastic scenarios, in which the complicated dependence of multiple wind farms are considered, are generated to represent the uncertainties of wind power based on quasi-Monte Carlo (QMC) simulations. To solving the stochastic economic dispatch problem with wind power output, a risk constrained mean-variance (MV) model considering risk constraints is constructed. The MV model considers economic cost and economic risk under the uncertainties of wind power simultaneously, among which economic risk is calculated by means of least variance of fuel cost. In order to adapt to the actual scheduling situation, the probability density function (PDF) obtained for fuel cost is established, and a predefined level of confidence interval is proposed to improve the MV model. For solving the multi-objective stochastic economic dispatch problem, group search optimizer with multiple producers (GSOMP) is employed in this paper. The effectiveness of the proposed pair copula method and the improved MV model are validated via numerical simulations with a modified IEEE 30-bus system.

查看全文查看/发表评论下载PDF阅读器

关闭