The generation of a hydroelectric plant is nonlinear function the turbined outflow, storage and sometimes also spillage. Other aspects, such as forbidden operating zones individual turbine efficiency curves, are important. Although for self-scheduling hydro precise integer modeling power production (HPF) convenient, in security constrained short-term hydrothermal dispatch problem large-scale systems strategy which best balances an accurate representation with acceptable computational burden...

The authors describe a general framework for combining analytical models and Monte Carlo simulation. basic idea is to use simpler model as an approximation more detailed in simulation scheme. then deals with the residual, i.e. difference between result of approximation. component probabilistic indices which can be explained by factored out sampling scheme, handles only unexplained residuals. proposed scheme flexible easy implement, no modification existing required. approach illustrated case...

Abstract The mid-term operation planning of hydro-thermal power systems needs a large number synthetic sequences to represent accurately stochastic streamflows. These are generated by periodic autoregressive model. If the is too big, optimization problem may be difficult solve. To select small set representing process well enough, this work employs two variants Scenario Optimal Reduction technique. first variant applies such technique at last stage tree defined priori for whole horizon while...

This paper presents an efficient parallel algorithm applied to the problem of large scale hydrothermal system operation planning. is solved by stochastic dual dynamic programming. A plan determined for each stage planning period with objective minimizing expected cost over horizon. For state, modeled as a linear programming and variables associated solution are used construct Benders cuts. The represented future function, which approximated piecewise constructed iteratively An optimized...

While hydropower scheduling is a well-defined problem, there are institutional differences that need to be identified promote constructive and synergistic research. We study how established toolchains of computer models organized assist operational in Brazil, Norway, the United States' Colorado River System (CRS). These three systems have vast resources, with numerous, geographically widespread, complex reservoir systems. Although underlying objective essentially same, operated different...

Long-term hydrothermal generation planning (LTHTP) problems have been traditionally conceived as minimum cost-based optimization models. However, such policy may lead to unacceptable amounts of load curtailment in critical inflow scenarios, which are likely be avoided. This paper describes a direct approach for the implementation Conditional Value-at-Risk (CVaR) version stochastic dual dynamic programming LTHTP problem. We also present main results validation studies determining values key...

The weekly hydrothermal dispatch and spot pricing of the Brazilian power system are officially obtained using a large-scale stochastic programming model called DECOMP. This optimization tool is capable representing many aspects entire integrated generation system, such as: interconnected areas, demand per area divided in load bocks; water inflow scenarios; anticipated some thermal plants; an accurate head-dependent hydro production function; pumped storage system-wide, electrical, operation...

In September 2000, the Brazilian system dispatch and spot prices were calculated twice, using different inflow forecasts for that month, as in last 5 days of August inflows to reservoirs South Southeast regions changed 200%. The first run used a smaller forecasted energy second higher inflow. Contrary expectations, price run, with inflow, was than one found run. This paper describes problem, presents special features PAR( p ) model allow described behavior, shows solution taken avoid problem.

Lagrangian relaxation (LR) is one of the most widely used techniques to solve short-term hydrothermal scheduling problem (HTS) for large power systems. The classical form LR relaxes coupling constraints such as demand and reserve requirements whole mix. However, since with this number dual variables increases constraints, approach becomes inapplicable if a electrical network represented in problem. To overcome drawback, we apply technique based on variable splitting HTS. More precisely, by...

In this paper, clustering techniques were applied in the monthly streamflow generation model developed for Brazilian hydroelectric system to alleviate computational effort mid-term operation planning model. The work is organized three parts. first part describes briefly calculating optimal operating strategies a multi-reservoir system. second presents based on autoregressive modeling of periodic hydrologic series. last multivariate that are used group objects their intrinsic properties. A...

Abstract Following a global trend, intermittent sources, especially wind, have been experiencing accelerated growth in Brazil—in the last decade, wind power grew 13 times and became second largest source electricity mix (12%), just behind hydropower (60%). Currently, although following regulatory guidelines, representation of long-term operation planning model is done simplified way, based on monthly average five years aggregated generation, thus demanding improvements. The objective this...

This paper describes an extension of the Baleriaux methodology that represents chronological aspects hydrothermal power system reservoir operation. The production costing problem is decomposed into a sequence hydro reliability problems. Those problems are analytically solved by convolutions storage levels, demand, inflows and generation capacity. illustrated in case study with utility-derived system, results compared existing solution schemes.

During 2014 and 2015, the Brazilian hydrothermal interconnected system faced critical hydrological conditions, such as extremely low multivariate inflow values on February January 2015. Therefore, an issue that arose in early was whether government would have to implement or not energy rationing. In this sense, paper summarizes a proposed approach technically support decision, based dual stochastic dynamic programming, inflows scenarios generation probabilistic analyses, utilized chain of...

Power system planning demands a huge computational effort and to mitigate this some simplifications are needed, among them the use of approximated load curves or typical daily profiles expressed by small number levels (e.g., heavy, medium light). This paper presents methodology build useful expansion operational studies. The proposed approach is based on statistical clustering techniques exploratory data analyses (EDA), which preceded filtering procedure. It also creation LoadPlot curves,...

This paper presents an approach to be used by the Brazilian power industry represent uncertainties of monthly wind production in SDDP algorithm applied long-term operation planning model hydro-dominated systems. It embraces four steps: (i) statistical clustering regimes; (ii) evaluation transfer functions between speed and production; integrated for generation multivariate synthetic scenarios inflows winds, considering cross-correlations speeds, inflows, speeds inflows; (iv) representing...

This paper presents a weekly streamflow forecasting model based on linear ARMA (p, q) models, considering both periodic and nonperiodic models. For each week, fifty possible models are automatically analyzed. The best modeling parameter estimation chosen the minimum square mean forecast error of whole time series. proposed model, which has been validated by Brazilian Multi-Utility Hydrological Studies Working Group, is illustrated in case studies with several hydraulic plants Southern,...

In countries that present a high share of hydropower, as is the case Brazil, operation planning based on optimization models require generation synthetic hydrological inflow scenarios by capable representing associated natural periodic behavior. For example, in PAR(p) model employed computational officially used National Electrical System Operator for long- and medium-term planning. Usually, average monthly generated presents usual prognostic returning to historical roughly some months even...