Stochastic Security-Constrained Unit Commitment With ARMA-Based Wind Modelling Considering Network Uncertainties

Abstract

This paper proposes a short-term stochastic SCUC model that simultaneously schedules generating units’ energy and spinning reserve in presence of wind energy. It should be noted that system uncertainties, wind farm output uncertainties and power generators and lines outages are also considered in optimization process. The proposed stochastic SCUC model is formulated as a two-stage stochastic mixed-integer programming model. Performance of the proposed formulation is proved through test systems and the results are also presented.

Keywords

• Security Constraint Unit Commitment (SCUC), Monte Carlo, Wind Farm, Auto-Regressive Moving Average (ARMA), Stochastic