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Applied Energy Symposium and Forum, Renewable Energy Integration with Mini/Microgrids,
Applied Energy Symposium and Forum,
REM 2017, 18–20 Renewable Energy
October 2017, Integration
Tianjin, China with Mini/Microgrids,
REM 2017, 18–20 October 2017, Tianjin, China
A
A Multi-microgrids
Multi-microgrids
The 15th International
System
System
Symposium
Model
Model Considering
Considering
on District
Stochastic
Heating and Stochastic
Cooling
Correlations Among
Correlations Among Microgrids Microgrids
Assessing the feasibility of using the heat demand-outdoor
Xingyou Zhang a,*, Bo Chenaa, Yan Chengaa, Shumin Sunaa, Shouxiang Wangbb
a,
temperature
Xingyou Zhang function for a, Yan
*, Bo Chen long-term
Cheng , Shumin districtSun heat demandWang
, Shouxiang
State Grid Shandong Electric Power Research Institute, No. 2000 Wangyue Road, Jinan 250002, China
a
forecast
a
State Grid ShandongbTianjin
ElectricUniversity,
Power Research Institute,
No.92 Weijin No. Tianjin
Road, 2000 Wangyue
300072,Road,
ChinaJinan 250002, China
I. Andrića,b,c*, A. Pina a
Tianjin,University,
P. Ferrão
b a
No.92,Weijin
J. Fournier b
Road, Tianjin.,300072,
B. Lacarrière
China
c
, O. Le Correc
a
IN+ Center for Innovation, Technology and Policy Research - Instituto Superior Técnico, Av. Rovisco Pais 1, 1049-001 Lisbon, Portugal
Abstract b
Abstract Veolia Recherche & Innovation, 291 Avenue Dreyfous Daniel, 78520 Limay, France
c
Département Systèmes Énergétiques et Environnement - IMT Atlantique, 4 rue Alfred Kastler, 44300 Nantes, France
This paper proposes a multi-microgrid system reliability model which considers stochastic correlations among microgrids. Unlike
This
traditional microgridamodel,
paper proposes multi-microgrid
the proposedsystem reliability
model modelstochastic
can consider which considers stochastic
correlations among correlations
output of among microgrids.
distributed Unlike
generators and
traditional microgrid model, the proposed model can consider stochastic correlations among output of
stochastic correlations among loads which is belonging to different microgrids. Using historical data, it shows that the proposed distributed generators and
stochastic
model correlations
helps to simulateamong loads which
the stochastic is belonging
correlations amongtodifferent
differentmicrogrids.
microgrids.Furthermore,
Using historicalthis data,
paperitalso
shows that the
proposes proposed
a reliability
Abstract
model helpsalgorithm
assessment to simulate the stochastic
which incorporatescorrelations among
the proposed different
model. microgrids.
Finally, Furthermore,
the proposed model and thisalgorithm
paper alsoareproposes
applied atoreliability
a multi-
assessment
microgrid algorithm
system which evaluation
reliability incorporatescase,
the proposed
which model.
shows thatFinally,
the the proposed
proposed model
stochastic and and
model algorithm are applied
algorithm can be to a multi-
effectively
District heating networks are commonly addressed in the literature as one of the most effective solutions for decreasing the
microgrid
utilized system
by planners reliability
to conduct evaluation
reliabilitycase, which
evaluation shows that the proposed stochastic model and algorithm can be effectively
greenhouse gas emissions from the building sector.ofThese
a multi-microgrid
systems requiresystem.
high investments which are returned through the heat
utilized by planners to conduct reliability evaluation of a multi-microgrid system.
sales. Due to the changed climate conditions and building renovation policies, heat demand in the future could decrease,
Copyright
prolonging © the
2018 Elsevier Ltd.
investment returnAllperiod.
rights reserved.
Copyright
Copyright ©
© 2018
2018 The Authors.
Elsevier Ltd. Published
All by Elsevier Ltd.
rights reserved.
Selection
Selection and
The mainand peer-review
peer-review
scope under
under
of this paper responsibility
is responsibility of the
of the scientific
scientific
to assess the feasibility of thecommittee
committee
using heat of theofApplied
demand the Applied
Energy
– outdoor Energy
Symposium
temperature Symposium forand
and Forum,
function heatForum,
demand
Selection
Renewable and peer-review
Energy Integration under
with responsibility
Mini/Microgrids, of the
REMscientific
2017. committee of the Applied Energy Symposium and Forum,
Renewable Energy Integration with Mini/Microgrids, REM 2017
forecast. The district of Alvalade, located in Lisbon (Portugal), was used as a case study. The district is consisted of 665
Renewable Energy Integration with Mini/Microgrids, REM 2017.
buildings that vary in both construction period and typology. Three weather scenarios (low, medium, high) and three district
Keywords: multi-microgrid system; stochastic correlation; energy exchange; reliability model; reliability assessment
renovation
Keywords: scenarios were
multi-microgrid developed
system; stochastic(shallow, intermediate,
correlation; deep).
energy exchange; To estimate
reliability the error,assessment
model; reliability obtained heat demand values were
compared with results from a dynamic heat demand model, previously developed and validated by the authors.
The results showed that when only weather change is considered, the margin of error could be acceptable for some applications
1.(the
Introduction
error in annual demand was lower than 20% for all weather scenarios considered). However, after introducing renovation
1. Introduction
scenarios, the error value increased up to 59.5% (depending on the weather and renovation scenarios combination considered).
With
The theofdevelopment
value slope coefficientof microgrid
increasedtechnology, there may
on average within exist many
the range of 3.8% microgrids
up to 8%inper their immediate
decade, neighborhood.
that corresponds to the
decrease in the number of heating hours of 22-139h during the heating season (depending on the combinationneighborhood.
With
Multiple the development
microgrids in a of
localmicrogrid
area may technology,
operate there
separately,may orexist
form many
a microgrids
multi-microgrid in their
system immediate
(MMS) to interact
of weather with
and
Multiple
each other
renovationmicrogrids
[1],[2]. In
scenarios in ageneral,
local area
considered). Onmay
connectingoperate
the other separately,
individual
hand, or form increased
microgrids
function intercept ainto
multi-microgrid
a MMS maysystem
for 7.8-12.7% per (MMS)
improve to interact on
their(depending
decade reliability with
and
the
each other
coupled
economics [1],[2]. The
scenarios).
because In complementary
of general, connecting
values suggested couldindividual
charactersbe ofused tomicrogrids the into
modifygenerations
distributed a MMS
function may
parameters
(DGs) improve
for
and loads their reliability
theinscenarios
different considered,
microgrids. and
and
economics
improve thebecause
accuracyofofcomplementary characters of distributed generations (DGs) and loads in different microgrids.
heat demand estimations.

© 2017 The Authors. Published by Elsevier Ltd.

Peer-review under responsibility of the Scientific Committee of The 15th International Symposium on District Heating and
* Corresponding author. Tel.: +86-0531-6798-2556.
Cooling.
* Corresponding author. Tel.: +86-0531-6798-2556.
E-mail address: zhxyou_sd@163.com
E-mail address: zhxyou_sd@163.com
Keywords: Heat demand; Forecast; Climate change
1876-6102 Copyright © 2018 Elsevier Ltd. All rights reserved.
1876-6102and
Selection Copyright © 2018
peer-review Elsevier
under Ltd. All of
responsibility rights reserved. committee of the Applied Energy Symposium and Forum, Renewable Energy
the scientific
Selection
Integrationand peer-review
with under responsibility
Mini/Microgrids, REM 2017. of the scientific committee of the Applied Energy Symposium and Forum, Renewable Energy
Integration with Mini/Microgrids, REM 2017.
1876-6102 © 2017 The Authors. Published by Elsevier Ltd.
Peer-review under responsibility of the Scientific Committee of The 15th International Symposium on District Heating and Cooling.
1876-6102 Copyright © 2018 The Authors. Published by Elsevier Ltd.
Selection and peer-review under responsibility of the scientific committee of the Applied Energy Symposium and Forum, Renewable Energy
Integration with Mini/Microgrids, REM 2017
10.1016/j.egypro.2018.04.002
 4 Xingyou Zhang et al. / Energy Procedia 145 (2018) 3–8
2 Xingyou Zhang, et al./ Energy Procedia 00 (2018) 000–000

MMS is a more complex system composed with microgrid. An MMS has distinct characteristics as compared to
individual microgrid. In fact, microgrids can support each other when they are connected together. It should also be
noticed that wind speed and solar insolation measured at different sites in each microgrid may has similar but different
changing characteristics when consider influence of micro-environment. In mathematical, this phenomenon can be
described by stochastic correlations method. Also, construction of loads in a microgrid may be different from another
microgrid in a MMS. Therefore, the changing characteristics of loads in different microgrids may also have similar
but different changing characteristics. Some studies have focused on planning, optimal energy schedule and control of
MMSs [3]-[6]. However, there is little studies focus on emerging characteristics of a MMS. Stochastic correlations
among variables are one of the most important operating characteristics of a MMS, and there is currently no suitable
model for this aspect. It is necessary to propose new models for assessing the performance of a MMS.
As a new method to model the stochastic correlations among variables, pair-copula method has received wide
attention and under extensive researches. This paper brings pair-copula method to model the stochastic correlations
among microgrids. This paper also proposes a reliability assessment algorithm which incorporates the proposed model.
Finally, the proposed model and algorithm are applied to a MMS reliability evaluation case, which shows that the
proposed stochastic model and algorithm can be effectively utilized by planners to conduct reliability evaluation of a
MMS.

2. MMS Stochastic Correlations Model Using Pair-Copula Method

2.1. Structure Introduction of pair-copula method

Pair-copula method includes a set of functions which can describe stochastic correlations among variables. The
basic steps for constructing pair-copula function are shown as follows. In mathematical, the joint distribution function
of n variables can be got by the following expression:

f ( x1 , x2 , , xn ) 
f ( xn )  f ( xn 1 | xn )  f ( xn  2 | xn 1 , xn ) f ( x1 | x2 , , xn ). (1)

By Sklar’s theorem, f(xn-1|xn) can be written to:

f ( xn 1 | xn ) cxn1 , xn {Fn 1 ( xn 1 ), Fn ( xn )}  f n 1 ( xn 1 ). (2)

Similarly, f(xn-1|xn-1,xn) can be written to:

f ( xn  2 | xn 1 , xn )  ( f ( xn  2 | xn , xn 1 | xn )) f ( xn 1 | xn ). (3)

Therefore, if the conditional variables are vector v, then the conditional probabilistic density function can be written
by:

f ( x | v) cx ,v j |v j {F ( x | v j ), F (v j | v j )}  f ( x | v j ). (4)

Where v-j is a vector which is equals to vector v excludes the j-th variable of vector v. it is also should be mentioned
that cx,vj|v-j is a copula function for two variables. Therefore, expression (1) can be written to the following formulation.
And a probabilistic function which can describe stochastic correlations among n variables is established.

f ( x1 , f n ( xn )  cxn1 , xn  Fn 1 ( xn 1 ), Fn ( xn )  f ( xn 1 )
, xn )  cx ,v j |v j {F ( x | v j ), F (v j | v j )}  f ( x | v j ). (5)
 Xingyou Zhang et al. / Energy Procedia 145 (2018) 3–8 5
Xingyou Zhang, et al. / Energy Procedia 00 (2018) 000–000 3

2.2. Structure Introduction of pair-copula method

In reliability assessment of a MMS, the following variables should be modeled: output of distributed generators
(for example wind power, solar power) and load demand in each microgrid.
(1) wind speed model in a MMS
Affected by micro-environment, wind speed within a nearby region may have similar but different characteristics.
Exactly, wind speed at nearby regions may be in same scale from a macro point of view. And wind speed at nearby
regions may change unsynchronized from micro scope point of view. Therefore, pair-copula method is suitable to
model variables in MMS reliability assessment.
When describe correlations among variables, original data of variables should be transformed from actual value to
per unit value to exclude effects from absolute magnitude. Probabilistic density function is the most used
transformation method to transform original data to per unit value. If probability value of variable r is R, probabilistic
density function of variable r is F(r), reverse function of function F(r) is F-1(R), then it can be written to:

 (r ); r F 1 ( R).
R F (6)

Table 1 gives the stochastic correlations parameters of wind speed measured at three sites. It can be observed that
wind speed measured at site A and site C has a stronger correlation than wind speed measured at other sites. Order of
correlations is A-C >A-B >B-C. The hypothesis test values are also listed in Table 1 behind the correlation value.

Table 1. Stochastic correlation parameters for wind speed measured at three sites.
A B C
A 1.000(1.000) 0.795(0.906) 0.837(0.914)
B 0.795(0.906) 1.000(1.000) 0.713(0.847)
C 0.837(0.914) 0.713(0.847) 1.000(1.000)

In this paper, the statistics threshold γs =0.0175 (when α=0.01). As can be observed from Table 1, statistical results
in Table 1 has a good credibility. In literatures, Weibull distribution is often used to describe the probabilistic
distribution of wind speed. The probabilistic distribution function and cumulative probabilistic distribution function
are as follows:

1  exp((v / c) k ).
F (v )  (7)

(k / c) (v / c) k 1 exp((v / c) k ).
f (v)  (8)

Where k is shape factor, and c is scale factor. Weibull model is also used as margin distribution of wind speed. A
uniform Weibull distribution is used in this paper, and parameter of Weibull distribution for three sites are k = 1.726,
c = 3.711.
As shown in Table 1, order of correlations for wind spend at different site is A-C>A-B>B-C. this means that when
using pair-copula for modeling wind speed at different site, wind speed measured at site A and site C should be
modeled first, and then consider wind site measured at site A and site B, finally consider wind site measure at site B
and site C. In this section, pair-copula based wind speed model which consider three wind sites are given in (9):

f (v1 , v2 , v3 )  f1 (v1 )  f 2 (v2 )  f3 (v3 )  c1,3 ( F1 (v1 ), F3 (v3 ))  c1,2 ( F1 (v1 ), F2 (v2 ))  c2,3|1{F (v2 | v1 ), F (v3 | v1 )}. (9)

The specific configuration of each component in (9) is as follows:

(k / c)  (vn / c) k 1 exp((vn / c) k ).
f n (vn )  (10)
6 Xingyou Zhang et al. / Energy Procedia 145 (2018) 3–8
4 Xingyou Zhang, et al./ Energy Procedia 00 (2018) 000–000

1  exp((vn / c) k ).
Fn (vn )  (11)

cm, n (um , v
n) (1 1  m, n 2 )  exp ( m2 , n  (um2  vn2 )  2  m, n  um  vn 2  (1  m, n 2 )). (12)

| vn )  (( 1 (vm )  m, n   1 (vn ))

F (vm  1  m2 , n ). (13)

(2) Solar insolation model of a MMS

Usually, microgrids in a multi-microgrid is not far from each other. Solar insolation in each place in a MMS may
have strong consistency but weak difference. Solar insolation at the surface of earth is not only affected by earth
revolution but also affected by earth rotation. Therefore, measured solar insolation value cannot be modeled directly.
Relationship of clearness index kt and solar insolation It can be written as:

It  I 0  kt  [ Rb  ((1  cos  ) 2  Rb )  kd    (1  cos  2)]. (14)

Where β is the angle between solar panel and horizontal plane; Rb is the ratio of solar insolation that reaches the
solar panel and horizontal plane; ρ is the reflection coefficient of earth, and is usually set to 0.2; kd is the scattering
coefficient.
It can be observed from Table 2 that the stochastic correlations among clearness index measured at three sites are
 
similar. Table 2 also gives the value of hypothesis test s . In this section, the critical value of hypothesis test ( s ) is
0.012 (α=0.01). Therefore, the statistical result in Table 2 is credible.

Table 2. Stochastic correlation parameters for clearness index at three sites

A B C
A 1.000(1.000) 0.895(0.957) 0.897(0.963)
B 0.895(0.957) 1.000(1.000) 0.899(0.975)
C 0.897(0.963) 0.899(0.975) 1.000(1.000)
In some literatures, probabilistic distribution of clearness index usually takes the following form which is shown
in (15). In this literature, (15) is also adopted to describe the probabilistic distribution of clearness index.

It  I 0  kt  [ Rb  ((1  cos  2)  Rb )  kd    (1  cos  2)]. (15)

As shown in Table 2, order of correlations among different sites is: B-C>A-C>A-B. The basic structure of pair-
copula based clearness index model is similar with that shown in (9) - (13). Limited to page numbers, the established
model is not described in detail.
(3) Load model of a MMS
Load changing characteristic may have some difference among each microgrid in a MMS. Also, before building
stochastic correlations model for loads, one should remove effect of time on load. In order to get probabilistic
distribution of load, one should decouple stochastic part and time series part of load. In this paper, average load value
at every hour is used to decoupling stochastic part and time series part of load. Average load value at every time is
used as time series part of loads in each microgrid. The stochastic part can be calculated by the following formation:

p ' ( pload (t )  Pbase (t )) Pbase (t ). (16)

Where Pload(t) is load demand at time t, and Pbase(t) is base load at time t.
Table 3 gives stochastic correlation parameters among stochastic part of loads which is calculated from three sites.
 
Table 3 also gives value of hypothesis test s . In this section, the critical value of hypothesis test ( s ) is 0.0546
(α=0.01). Therefore, the statistical result in Table 3 is credible.
 Xingyou Zhang et al. / Energy Procedia 145 (2018) 3–8 7
Xingyou Zhang, et al. / Energy Procedia 00 (2018) 000–000 5

Table 3. Stochastic correlation parameters for load data at three sites

A B C
A 1.000(1.000) 0.655(0.792) 0.421(0.641)
B 0.655(0.792) 1.000(1.000) 0.392(0.618)
C 0.421(0.641) 0.392(0.619) 1.000(1.000)
The distribution of stochastic part of loads in the selected three microgrids follows Guassian distribution. Hence,
the Guassian is selected to model probabilistic distribution of stochastic part of loads.
As shown in Table 3, order of correlations for stochastic part of loads at different microgrids is A-B>A-C>B-C.
Basic structure of pair-copula based load model is similar with that shown in (9) - (13). Limited to page numbers,
established model is not described in detail.

3. MMS Reliability algorithm considering stochastic correlations among variables

Consider energy dispatch strategy and stochastic correlations among variables, this section proposes a reliability
assessment algorithm which considers stochastic correlations among variables of a MMS. Assume there are n
microgrids in a MMS, and these microgrids are marked as MG1, MG2, ……, MGn. Load demands in each microgrid
are marked as PL1,t(t), PL2,t(t), ……, PLn,t(t)(t=0, 1, 2; if t=0 means total load; t=1, means critical load, t=2, means
non-critical load).
• Sample output of distributed generators PGi,w(t) (i=1,……,n), PGi,s(t) (i=1,……,n)) in each microgrid; sample
critical and non-critical load demand in each microgrids ( PL1,t(t) (i=1,……,n)).
• Calculate critical load related reliability indices of each microgrid at the condition that microgrids are operated
individually.
• Consider energy surplus or lackage conditions in each microgrid, calculate critical load related reliability indices
of each microgrid at the condition that microgrids are interconnected.
• Calculate non-critical load related reliability indices for microgrids which have sufficient electricity.
Calculate non-critical load related reliability indices for microgrids when consider interconnections among
microgrids. Meet non-critical load demand of other microgrids as more as possible.

4. Case Study

4.1. Study System

The studied MMS including 3 individual microgrids, and microgrids are connected through MMS. Historical data
for wind speed, solar insolation is taken in 30-min intervals for one year. DG characteristics used in the microgrid and
installation capacity of each type of DGs are given in Table 4.

Table 4. DG characteristics and installation capacity in each microgrid

Micro Turbine Battery Pack PV Array WTG unit Average Peak Critical Ratio
Unit Rating 100kW 50kW 40kW 40kW - - -
MTTF(hr) 1050 950 950 1950 - - -
MTTR(hr) 50 75 50 100 - - -
MG1 2 5 1 3 950 2000 25%
MG2 1 8 2 2 1000 2100 27%
MG3 2 5 2 5 1150 2450 35%

4.2. Sample data quality analysis using pair-copula function

In order to verify the accuracy of pair-copula based model, this paper sampled the data of wind speed, solar
insolation and load power for 1000 times. The sampled data and the relative error of sampled data are shown in Table
5. The figures in boldface are the values of the corresponding correlation parameters, and the relative errors are given
in the parentheses. It can be seen that compared with the original data, the maximum error of sampled data is 3.96%.
8 Xingyou Zhang et al. / Energy Procedia 145 (2018) 3–8
6 Xingyou Zhang, et al./ Energy Procedia 00 (2018) 000–000

As we can see from the result, the relative error of sampled data is within a small range. Therefore, the pair-copula
function method can accurately describe the stochastic correlations among these variables.

Table 5. Stochastic correlation parameters for sampled wind data at three sites
A B C
wind 1.000(1.000) 0.825(3.80%) 0.863(3.01%)
A clearness 1.000(1.000) 0.926(3.80%) 0.867(3.34%)
load 1.000(1.000) 0.679(3.57%) 0.405(3.96%)
wind 0.825(3.80%) 1.000(1.000) 0.689(3.37%)
B clearness 0.825(3.80%) 1.000(1.000) 0.689(3.37%)
load 0.679(3.57%) 1.000(1.000) 0.378(3.76%)
wind 0.863(3.01%) 0.689(3.37%) 1.000(1.000)
C clearness 0.867(3.34%) 0.867(3.56%) 1.000(1.000)
load 0.405(3.96%) 0.378(3.76%) 1.000(1.000)

4.3. MMS reliability assessment considering multiple stochastic correlations

Table 6 shows the reliability assessment result of microgrids in a MMS. Results show that the reliability indices
tend to deteriorate when considering stochastic correlations among variables. The index SAIFI rises by 0.9% which
considers the stochastic correlations among variables, and the index SAIDI rises by 3.3%. Therefore, considering the
stochastic correlations among variables can improve accuracy of microgrid reliability assessment result.

Table 6. Reliability indices of all load in each microgrid

Microgrid SAIFI SAIDI ENS ASAI
Index (f) (h) (kWh) (%)
11.8147 1.6324 2654 99.78
MG1
(12.0628) (1.6634) (2759) (99.77)
19.9058 3.0975 10482 99.30
MG2
(20.2044) (3.1595) (10852) (99.27)
7.1270 0.7785 1676 99.94
MG3
(7.2482) (0.7855) (1719) (99.94)

5. Conclusion

Considering stochastic correlations among output of distributed generators and load demand in a MMS, this paper
proposed a pair-copula method based MMS model which considers stochastic correlations among output of distributed
generators and stochastic correlations among loads which is belonging to different microgrids. This paper also presents
a data sampling method and incorporates it into MMS reliability assessment algorithm. Finally, the proposed model
is applied on a MMS reliability evaluation study, which shows that the proposed stochastic model can be effectively
utilized by planners to conduct reliability evaluation of MMS.

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