Demand/Load Forecasting: Course Structure

07/09/2022
Course Structure
Power system Planning and operation
EE 467
Power System Planning & Operation Planning Operational planning Operation
Load Forecasting (LF) • Long-term load

forecasting • Short-term load
• Automatic generation
control
• Generation expansion
forecasting • Optimal power flow
Prof. Mohamed Abido • Unit commitment
• Transmission expansion • System security
• Economic dispatch
• Maintenance scheduling • State estimation
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Power System Planning & Operation Contents

• Definition
• What to forecast? Why?
• Forecast Process
• Forecast types
Demand/Load Forecasting • Data Required for STLF
• Forecasting Methods
– Time Series Methods
– Linear Regression Methods
• Forecast Accuracy
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Demand/Load Forecasting Forecasting/Prediction

Forecasting is a tool used for predicting future Forecast the next number in the following:
demand based on past demand information.
a) 3.7, 3.7, 3.7, 3.7, 3.7, ? 3.7

What is
demand b) 2.5, 4.5, 6.5, 8.5, 10.5, ? 12.5
forecasting?
c) 5.0, 7.5, 6.0, 4.5, 7.0, 9.5, 8.0, 6.5, ? 9.0
c) 25, 32, 24, 28, 26, 27, ? Quiz

Many Answers
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07/09/2022
Forecasting Forecasting
Possible Forecasting are: Possible Forecasting are:
a) 25, 32, 24, 28, 26, 27, ? 27 (simple average) a) 25, 32, 24, 28, 26, 27, ? 27 (simple average)
b) 25, 32, 24, 28, 26, 27, ? 26.25 (average of last 4 values) b) 25, 32, 24, 28, 26, 27, ? 26.25 (average of last 4 values)
c) 25, 32, 24, 28, 26, 27, ? 27 (average of last 3 values) c) 25, 32, 24, 28, 26, 27, ? 27 (average of last 3 values)
d) 25, 32, 24, 28, 26, 27, ? 26.83 (weigh. ave of last 3 values) d) 25, 32, 24, 28, 26, 27, ? 26.83 (weigh. ave of last 3 values)
e) 25, 32, 24, 28, 26, 27, ? 26 (simple average excluding 32) e) 25, 32, 24, 28, 26, 27, ? 26 (simple average excluding 32)
f) 25, 32, 24, 28, 26, 27, ? 28 (increase of last 2 values) f) 25, 32, 24, 28, 26, 27, ? 28 (increase of last 2 values)
g) 25, 32, 24, 28, 26, 27, ? 26 (increase/decrease) g) 25, 32, 24, 28, 26, 27, ? 26 (increase/decrease)
h) 25, 32, 24, 28, 26, 27, ? 30 (considering other factors) h) 25, 32, 24, 28, 26, 27, ? 30 (considering other factors)
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Forecasting Key issues in forecasting

Possible Forecasting are: • Forecasts are rarely perfect!
a) 25, 32, 24, 28, 26, 27, 27 (simple average) 1
• Forecast are more accurate for shorter than longer time
b) 25, 32, 24, 28, 26, 27, 26.25 (average of last 4 values) periods.
c) 25, 32, 24, 28, 26, 27, 27 (average of last 3 values) • The longer the forecast horizon the worst might be the
d) 25, 32, 24, 28, 26, 27, 26.833 (weighted average of last 3 values)
e) 25, 32, 24, 28, 26, 27, 26 (simple average excluding 32)
forecast error.
f) 25, 32, 24, 28, 26, 27, 28 (increase of last 2 values) 2 • A forecast is only as good as the information included in
g) 25, 32, 24, 28, 26, 27, 26 (increase/decrease)
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the forecast (Historical data)
h) 25, 32, 24, 28, 26, 27, 30 (considering other factors)
• Sophisticated forecasting techniques do not mean better
1: Level, [Time series model (moving average)] forecasts
2: Trend, [Linear regression model]
3: Causal, [Linear regression model considering other factors]
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• Every forecast should include an estimate of error 10
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Electric Load Forecasting Electric Load Forecasting: Key Factors

• The electrical load increases about 3-7% per year for many Electric Load Forecasting
years. This necessitates load forecasting.
• The utilities use three types of load forecasting:
– Long-term (e.g. 20+ years)
– Medium term. (e.g. 3–8 weeks) Long-term Medium-term Short-term
Load Forecasts
– Short-term (e.g. one week)
• Historical data • Historical data
• Economy (GDP)
• Max/Min monthly • Weather Factors
• Demand growth temperature
Short term forecasts Medium forecasts Long term forecasts • Electriciity price
• Population growth • Main events
(one hour to a week) (a month up to a year) (over one year) • Holidays and special days
• Demographics • Addition of new loads
• Seasonal variations • Seasonal variation
• Energy generation mix
Quantitative Qualitative • maintenance • Daily variation
• Technology advancement requirements
methods Methods • Weekly cycle
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Electric Load Forecasting: Objectives What to forecast?

Electric Load Forecasting Three values have to be forecasted for proper planning:
1. Peak Demand (MW).
2. Energy Consumption (MWH)
3. Shape of Load Duration Curve (LDC)
Long-term Medium-term Short-term Load Curve Load Duration Curve
• Generation expansion • Fuel supply Scheduling

• Maintenance operations • Economic dispatch
• Transmission expansion
• Plan major tests and • Unit commitment
• Maintenance scheduling commissioning events
• Great saving
• Future investments • Determine outage times
of plants and major • Secure operation
• Inter-tie tariff setting pieces of equipment
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What to forecast? How To Develop a Forecast

Peak Demand (MW): To determine: 1. Set down the basic facts about the past trends and forecasts.
• The required generation capacity.
2. Determine causes of changes in past demand trends.
• Size of Units for capital cost investment and reliability calculations (Economy, Population, Life-style, Weather .. Etc.)
Energy Consumption (MWH): To determine:
3. Determine causes of differences between previous forecasts
• Fuel cost
and actual behavior. (Identify the core causes of differences)
• Operation and maintenance (O&M) costs
• Company’s revenue 4. Determine factors likely to affect the future demand.
Load Duration Curve (LDC): To determine: 5. Make the forecast for some future period and provide the
• Reliability calculations measure of its accuracy and reliability.
• Tariff structure 6. Revise forecasts when necessary.
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Forecasting Steps Long-Term Forecast

• What needs to be forecasted? • The building of a power plant requires:
–Level of detail, time horizon required – 10 years (Nuclear)
• What data is available to evaluate? – 6 years (Large coal-fired)
–Identify needed data & whether it’s available – 3 years (combustion turbine)
• Select and test the forecasting model The electric system planning studies needs the load
–Cost, ease of use & accuracy forecast for several years.
• Generate the forecast • Typically, the long-term forecast covers a period of
20+ years
• Monitor forecast accuracy over time
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Medium-Term Forecast Short-Term Forecast

• Helps in determining: -
• The planning of maintenance, scheduling of the
fuel supply … etc. • The number of generators in operation
• The start up of a new unit
• Covers a period of few weeks.
• The short-term load forecasting provides load data of
• It provides: each day in one week time.
» The peak load in (MW) • The load data are:
» The daily energy requirement in (MWH) –Hourly or half-hourly peak load in MW
–Hourly or half-hourly values of system energy in MWh
–Daily and weekly system energy in MWh
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Short-Term Forecast Importance of Short-term Load Forecasting (STLF)

• The short-term load forecasting is performed daily or weekly. • Provide load data to the dispatchers for economic and reliable operation.
• The timeliness and accuracy of the data affects the cost of operation.
• The day-to-day operation of the system requires accurate short-
– Example: The increase of accuracy of the forecast by 1% reduced the operating cost
term load forecasting. by £ 10M in the British Power system in 1985
• The forecasted data are continuously updated. • The forecasted data are used for:
• An example of STLF is shown. – Unit commitment.
• selection of generators in operation,
Time 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 • start up/shut down of generation to minimize operation cost
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– Hydro scheduling to optimize water release from reservoirs
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– Hydro-thermal coordination to determine least cost operation mode (optimum mix)
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– Transmission line loading
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Input Data Sources for STLF Importance of STLF
Weather Real-time data base System Operator

Historical Load &
& Measured load • Economic load dispatch
weather data Forecast
• Hydro-thermal coordination
• System security assessment
Generators
STLF STLF • Unit commitment
• Strategic bidding
• Cost effective-risk management
Load Serving Entities
• Load scheduling
EMS • Optimal bidding
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Data and System Parameters for Load Forecasting Data and System Parameters for Load Forecasting
• The factors affecting the load are:
2) Time Factors
1. Economical or environmental
2. Time • Seasonal variation of
3. Weather load (summer,
4. Unforeseeable random events winter etc.). The load
change is due to:
1) Economical or environmental factors
– Service area demographics (rural, residential) – Change of number of
– Industrial growth daylight hours
– Emergence of new industry, change of farming – Gradual change of
– Penetration or saturation of appliance usage average temperature
– Economical trends (recession or expansion) – Start of school year,
– Change of the price of electricity vacation
– Demand side load management
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2) Time Factors (Contd.)
2) Time Factors (Contd.)
• Weekly Cyclic Variation
– Week-end days have significant load reduction • Daily variation of load components. (night, morning, etc)
– Typical weekly load pattern:
• Holidays and Major
Is this curve for a load in KSA? events
– Significant reduction of
load
– Days proceeding or
following the holidays
also have a reduced
load.
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3) Weather factors 4) Random factors
• The weather affects the load because of weather sensitive loads:
• Start or stop of large loads (steel mill, factory, furnace)
– air-conditioning
– house heating • Widespread strikes
– Irrigation • Sporting events (football games)
• The most important parameters are:
– Humidity • Popular television shows
– Thunderstorms • Shut-down of industrial facility
– Wind speed
– Rain, fog, snow
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Data and System Parameters for Load Forecasting Short-Term Load Forecasting (STLF)
• The different load forecasting types use different sets of data
listed before.
• Two-three years of data is required for the validation and
development of a new forecasting program.
• The practical use of a forecasting program requires a moving
time window of data
• The forecasting is a continuous process.
Forecasting Methods
• The utility forecasts the load of its service area.
• The forecaster
– prepares a new forecast for every day
– updates the existing forecast daily
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Forecasting Methods Choice of Forecasting Technique

• Qualitative • Choosing forecasting technique is not a trivial task.
–use management judgment, expertise, and opinion to • It depends on nature of load variations.
predict future demand • Before choosing a particular method, a basic understanding of
how a load behaves is essential.
• Quantitative • If on the basis of historical data and good judgment, simple
–Time series methods extrapolation appears to be sufficient, it should be used.
•statistical techniques that use historical demand data to • Choosing the best technique requires good judgment and
predict future demand knowledge of advantages and disadvantages of various
–Regression methods available methods.
•attempt to develop a mathematical relationship between • Once a method is chosen its effectiveness must always be
demand and factors that cause its behavior reevaluated.
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Forecasting Process Forecasting Methods

1. Identify the 2. Collect historical data 3. Plot data and identify
purpose of forecast patterns
6. Check forecast 5. Develop/compute 4. Select a forecast

accuracy with one or forecast for period of model that seems
more measures historical data appropriate for data
7. Is accuracy
of forecast
No 8b. Select new forecast
model or adjust
Time Series Methods
acceptable? parameters of existing
model
Yes
9. Adjust forecast based on 10. Monitor results and
8a. Forecast over measure forecast
additional qualitative
planning horizon accuracy
information and insight
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Time Series Patterns Time Series

• Assume that what has occurred in the past will continue to
occur in the future
• Relate the forecast to only one factor - time
• Methods include
– Naïve Forecasting
– Simple Mean
– Moving Average
– Weighted Moving Average
– Exponential Smoothing
– Adjusted exponential smoothing
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Forecasting Methods Time Series: Moving Average Methods

• Naive forecast
–Demand in the current period is used as next
period’s forecast
Time Series with • Simple moving average
–Stable demand with no pronounced behavioral
Moving Average patterns
• Weighted moving average
–Weights are assigned to most recent data
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Moving Average: Naïve Approach Moving Average: Simple Moving Average

σ𝑛−1
𝑖=0 𝐷𝑡−𝑖
LOAD
FORECAST 𝐹𝑡+1 = 𝑀𝐴𝑛 = , 𝑡≥𝑛
MONTH
Jan
PER MONTH
120 -
𝑛
Feb 90 120 Where
Mar
Apr
100
75
90
100
Ft +1 = Dt Ft+1 = forecast for next period, t+1
May 110 75
June 50 110 Where Dt-i = actual demand for (t – i ) period
July 75 50
Aug 130 75 Ft+1 = forecast for next period, t+1 n = number of periods in the moving average
Sept 110 130
Oct 90 110 Dt = actual demand for present period, t Example
Nov - 90
𝐷𝑡 +𝐷𝑡−1 +𝐷𝑡−2 +𝐷𝑡−3 𝐷4 +𝐷3 +𝐷2+𝐷1
If n = 4, 𝐹𝑡+1 = , and if t = 4, 𝐹5 =
4 4
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Simple Moving Average: Example Simple Moving Average: Example

You are a power system operator and want to forecast the load of a
distribution feeder for days 4-6 using a 3-period moving average. Day Load (MW) Forecast (MW)
1 4 NA
Day Load (MW) Forecast (MW) 2 6 NA
1 4 3 5 NA
2 6 4 3 (4+6+5)/3=5
3 5 5 7
4 3 6
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Simple Moving Average: Example Simple Moving Average: Example
Day Load (MW) Forecast (MW) Day Load (MW) Forecast (MW)
1 4 NA 1 4 NA
2 6 NA 2 6 NA
3 5 NA 3 5 NA
4 3 (4+6+5)/3=5 4 3 (4+6+5)/3=5
5 7 (6+5+3)/3=4.67 5 7 (6+5+3)/3=4.67
6 6 (5+3+7)/3=5
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Moving Average: Simple Moving Average Moving Average: Simple Moving Average
𝐷𝑡 +𝐷𝑡−1 +𝐷𝑡−2
If n= 3, 𝐹𝑡+1 =
ORDERS 3
MONTH PER MONTH FORECAST
ORDERS MOVING
Jan 120 ? MONTH PER MONTH AVERAGE
Feb 90 ? Jan 120 – Example
Mar
Apr
100
75
?
?
Find the forecast if Feb
Mar
90
100
–
– 𝑭𝟒 =
𝑫𝟑 + 𝑫𝟐 + 𝑫𝟏 𝟏𝟎𝟎 + 𝟗𝟎 + 𝟏𝟐𝟎
= = 𝟏𝟎𝟑. 𝟑
May 110 ? Apr 75 103.3 𝟑 𝟑
June 50 ? a) n=3 May
June
110
50
88.3
95.0
….
July 75 ?
? July 75 78.3 ….
Aug 130
Sept 110 ? b) n=5 Aug
Sept
130
110
78.3
85.0 ….
Oct 90 ? Oct 90 105.0 𝑫𝟏𝟎 + 𝑫𝟗 + 𝑫𝟖 𝟗𝟎 + 𝟏𝟏𝟎 + 𝟏𝟑𝟎
Nov ---- ? Nov - 110.0 𝑭𝟏𝟏 = = = 𝟏𝟏𝟎
𝟑 𝟑
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Moving Average: Simple Moving Average Moving Average: Smoothing Effects

𝐷𝑡 +𝐷𝑡−1 +𝐷𝑡−2 +𝐷𝑡−3 +𝐷𝑡−4 n = 5 gives smoother forecasting than n = 3 case
If n= 5, 𝐹𝑡+1 = 5 • A smaller n makes 150 –
ORDERS MOVING the forecast more
125 – 5-month
MONTH PER MONTH AVERAGE
Jan 120 –
Example Responsive
𝑫𝟓 + 𝑫𝟒 + 𝑫𝟑 + 𝑫𝟐 + 𝑫𝟏
Feb 90 – 𝑭𝟔 = 100 –
𝟓
Mar 100 – 𝟏𝟏𝟎 + 𝟕𝟓 + 𝟏𝟎𝟎 + 𝟗𝟎 + 𝟏𝟐𝟎
Orders
– = = 𝟗𝟗
Apr
May
75
110 – 𝟓 • A larger n makes 75 –
….
June
July
50
75
99.0
85.0
the forecast more 50 – 3-month
….
Aug 130 82.0
Sept 110 88.0 …. Stable/Smooth 25 –
Actual
Oct 90 95.0 𝑫𝟏𝟎 + 𝑫𝟗 + 𝑫𝟖 + 𝑫𝟕 + 𝑫𝟔

𝑭𝟏𝟏 =
Nov - 91.0 𝟑 0– | | | | | | | | | | |
𝟗𝟎 + 𝟏𝟏𝟎 + 𝟏𝟑𝟎 + 𝟕𝟓 + 𝟓𝟎 Jan Feb Mar Apr May June July Aug Sept Oct Nov
= = 𝟗𝟏
𝟓 Month
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Weighted Moving Average Weighted Moving Average Example

𝑛−1
Find the forecast of November considering the weights given and
𝐹𝑡+1 = 𝑊𝑀𝐴𝑛 = ෍ 𝑊𝑖 𝐷𝑡−𝑖 , 𝑡≥𝑛 3 periods moving average. MONTH WEIGHT DATA
𝑖=0
August 17% 130
Where
September 33% 110
Ft+1 = forecast for next period, t+1 October 50% 90
Dt-i = actual demand for (t – i ) period
n = number of periods in the moving average
Wi = the weight for period i, Wi [0 – 1], & σ𝑖 𝑊𝑖 = 1.0 Solution
WMAn adjusts moving average method to more closely reflect data fluctuations 𝑭𝟒 = 𝑾𝑴𝑨𝟑 = 𝟎. 𝟓𝑫𝟑 + 𝟎. 𝟑𝟑𝑫𝟐 + 𝟎. 𝟏𝟕𝑫𝟏
Example = 𝟎. 𝟓 × 𝟗𝟎 + 𝟎. 𝟑𝟑 × 𝟏𝟏𝟎 + 𝟎. 𝟏𝟕 × 𝟏𝟑𝟎 = 𝟏𝟎𝟑. 𝟒
If n = 3, 𝐹𝑡+1 = 𝑊0 𝐷𝑡 + 𝑊1 𝐷𝑡−1 + 𝑊2 𝐷𝑡−2 , where W0, W1, W2, are the weights
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Forecasting Methods Exponential Smoothing

Ft +1 =  Dt + (1 - )Ft
where:
Ft +1 = forecast for next period
Exponential Smoothing Dt = actual demand for present period

Ft = previously determined forecast for present period
 = weighting factor or smoothing constant, [0 – 1]
• If  = 0.20, then Ft +1 = 0.20 Dt + 0.80 Ft
• If  = 0, then Ft +1 = 0 Dt + 1 Ft = Ft , Forecast does not reflect recent data
• If  = 1, then Ft +1 = 1 Dt + 0 Ft = Dt , Forecast based only on most recent data
• Ft +1 =  Dt + (1 - )Ft =  Dt + (1 - ) [ Dt-1 + (1 - ) Ft-1]
=  Dt +  (1 - ) Dt-1 + (1 - )2 Ft-1]
It is a weighted Moving Average!!!
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Exponential Smoothing: Example Exponential Smoothing: Example

For the data shown, FORECAST, Ft + 1
(a) Find F2, F3, and F13. Consider the smoothing constant  = 0.3 PERIOD MONTH DEMAND ( = 0.3) ( = 0.5)
1 Jan 37 – –
(b) Find the forecast for all periods considering  = 0.3 and  = 0.5 2 Feb 40 37.00 37.00
PERIOD MONTH DEMAND Solution 3 Mar 41 37.90 38.50
1 Jan 37
2 Feb 40
F2 =  D1 + (1 - ) F1 4 Apr 37 38.83 39.75
Which value of 
5 May 45 38.28 38.37
3
4
Mar
Apr
41
37
= (0.30)(37) + (0.70)(37) = 37
6 Jun 50 40.29 41.68 gives better results?
5 May 45 7 Jul 43 43.20 45.84
6 Jun 50 F3 =  D2 + (1 - ) F2 8 Aug 47 43.14 44.42
7 Jul 43
9 Sep 56 44.30 45.71
8 Aug 47 = (0.30)(40) + (0.70)(37) = 37.9
9 Sep 56 10 Oct 52 47.81 50.85
10 Oct 52 11 Nov 55 49.06 51.42
11 Nov 55 F13=  D12 + (1 - ) F12 12 Dec 54 50.84 53.21
12 Dec 54 13 Jan – 51.79 53.61
= (0.30)(54) + (0.70)(50.84) = 51.79
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Exponential Smoothing: Example Exponential Smoothing

 = 0.3 gives smoother forecasting than  = 0.5 case This method has the following advantages
• A smaller  70 –
makes the 60 – Actual  = 0.50 • Averaging method

forecast more
50 –
Stable/Smooth
40 –
• Weights most recent data more strongly
Orders
 = 0.30
• A larger  makes 30 – • Reacts more to recent changes
the forecast 20 –
more
10 –
• Widely used and more accurate method
responsive | | | | | | | | | | | | |
0–
1 2 3 4 5 6 7 8 9 10 11 12 13 Can We Improve It Further?
Month
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Adjusted Exponential Smoothing Adjusted Exponential Smoothing Example

For the data shown, find AF3 and AF13. Consider the smoothing
AFt +1 = Ft +1 + Tt +1 constant  = 0.5 and trend factor  = 0.3.
where
AF = Trend-adjusted exponentially smoothed forecast Solution:
F = exponentially smoothed forecast as before
T3 =  (F3 - F2) + (1 - ) T2
(Ft +1 =  Dt + (1 - )Ft)
= (0.30)(38.5 - 37.0) + (0.70)(0) = 0.45
T = exponentially smoothed trend factor AF3 = F3 + T3 = 38.5 + 0.45 = 38.95
Tt +1 = (Ft +1 - Ft) + (1 - ) Tt
T13 =  (F13 - F12) + (1 - ) T12
where
= (0.30)(53.61 - 53.21) + (0.70)(1.77) = 1.36
Tt = the last period trend factor
AF13= F13 + T13 = 53.61 + 1.36 = 54.96
 = trend factor,   [0 – 1]
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Adjusted Exponential Smoothing: Example Adjusted Exponential Smoothing: Example

FORECAST TREND ADJUSTED Adjusted forecast is more accurate and closer to the actual values
PERIOD MONTH DEMAND Ft +1 Tt +1 FORECAST AFt +1
70 –
1 Jan 37 37.00 – – Adjusted forecast ( = 0.30)
2 Feb 40 37.00 0.00 37.00 60 –
Actual
3 Mar 41 38.50 0.45 38.95
50 –
4 Apr 37 39.75 0.69 40.44
5 May 45 38.37 0.07 38.44
Demand
40 –
6 Jun 50 41.68 1.04 42.72
7 Jul 43 45.84 1.97 47.82 30 – Forecast ( = 0.50)
8 Aug 47 44.42 0.95 45.37
20 –
9 Sep 56 45.71 1.05 46.76
10 Oct 52 50.85 2.28 53.13
10 –
11 Nov 55 51.42 1.76 53.19
12 Dec 54 53.21 1.77 54.98 0– | | | | | | | | | | | | |
1 2 3 4 5 6 7 8 9 10 11 12 13
13 Jan – 53.61 1.36 54.96
Period
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Forecasting Methods Linear Regression
Linear Regression Methods
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Linear Regression Linear Regression Example

Approximate the data to a line σ 𝒙𝒚 − 𝒏 ഥ𝒙 ഥ𝒚 For the data shown,
y = a + bx 𝒃=
σ 𝒙𝟐 − 𝒏 ഥ𝒙𝟐
where 𝒂=ഥ
𝒚−𝒃ഥ
𝒙 (a) Find the linear regression.
a = intercept of y
b = slope of the line
x = time period Where (b) Find F13.
y = forecast for demand for period x
n = number of periods
Steps
1- Calculate 𝒙ഥ 𝒂𝒏𝒅 𝒚ഥ σ𝒙
ഥ
𝒙= = 𝒎𝒆𝒂𝒏 𝒐𝒇 𝒙 𝒗𝒂𝒍𝒖𝒆𝒔
2- Calculate 𝒙𝒚 𝒂𝒏𝒅 𝒙𝟐 𝒏
3- Calculate b and a σ𝒚
ഥ=
𝒚 = 𝒎𝒆𝒂𝒏 𝒐𝒇 𝒚 𝒗𝒂𝒍𝒖𝒆𝒔
4- Calculate the forecast at any period 𝒙 𝒏
65 66
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Linear Regression Example (cont.) Linear Regression Example (cont.)

Solution 70 –
n = 12
60 –
σ 𝒙 𝟕𝟖 Actual
ഥ=
𝒙 = = 𝟔. 𝟓
𝒏 𝟏𝟐 50 –
Demand
σ 𝒚 𝟓𝟓𝟕 40 –
ഥ=
𝒚 = = 𝟒𝟔. 𝟒𝟐
𝒏 𝟏𝟐
30 – Linear trend line
σ 𝒙𝒚 − 𝒏 ഥ𝒙 ഥ𝒚 𝟑𝟖𝟔𝟕 − 𝟏𝟐 × 𝟔. 𝟓 × 𝟒𝟔. 𝟒𝟐
𝒃= = = 𝟏. 𝟕𝟐
σ 𝒙𝟐 − 𝒏 𝒙ഥ𝟐 𝟔𝟓𝟎 − 𝟏𝟐 × 𝟔. 𝟓𝟐 20 –
ഥ−𝒃𝒙
𝒂=𝒚 ഥ = 𝟒𝟔. 𝟒𝟐 − 𝟏. 𝟕𝟐 × 𝟔. 𝟓 = 𝟑𝟓. 𝟐 10 –
(a) Linear trend line: y = 35.2 + 1.72 x | | | | | | | | | | | | |
0– 1 2 3 4 5 6 7 8 9 10 11 12 13
(b) Forecast for period 13 y = 35.2 + 1.72  13 = 57.56 units Period
67 68
67 68
Seasonal Adjustments Seasonal Adjustment: Example

With seasonal (repetitive) increase/decrease in demand, use The demand per quarter is given as shown,
seasonal factor to adjust forecast. If Di is the total demand in a (a) Find the seasonal factor of each quarter
season, Seasonal factor, Si, is calculated as follows
𝐷𝑖 (b) Forecast for year 2005 using Linear trend line
𝑆𝑖 = (c) Use the seasonal adjustment to forecast for each
σ𝐷
Steps quarter of year 2005
1. Calculate the average demand per season Year Q1 Q2 Q3 Q4
2. Calculate the seasonal factor for each season
2002 12.6 8.6 6.3 17.5
3. Calculate the forecast as usual
4. Adjust the forecast by multiplying the forecast by the seasonal 2003 14.1 10.3 7.5 18.2
factors. 2004 15.3 10.6 8.1 19.6
69 70
69 70
Seasonal Adjustment Example Seasonal Adjustment Example

Solution Year Q1 Q2 Q3 Q4 Total x (Period) y (Demand) xy x2
(a) Seasonal factors n=3
1 45 45 1
Season 1 (Quarter 1) 2002 12.6 8.6 6.3 17.5 45
σ𝒙 𝟔 2 50.1 100.2 4
The seasonal factor, S1, is 2003 14.1 10.3 7.5 18.2 50.1 ഥ=
𝒙 = =𝟐
𝒏 𝟑 3 53.6 160.8 9
𝐷1 42.0
𝑆1 = = = 0.28 2004 15.3 10.6 8.1 19.6 53.6 Total 6 148.7 306 14
σ 𝐷 148.7 σ 𝒚 𝟏𝟒𝟖. 𝟕
Total 42 29.5 21.9 55.3 148.7 ഥ=
𝒚 = = 𝟒𝟗. 𝟓𝟕
Season 2 (Quarter 2) 𝒏 𝟑
The seasonal factor, S2, is σ 𝒙𝒚 − 𝒏 ഥ𝒙 ഥ𝒚 𝟑𝟎𝟔 − 𝟑 × 𝟐 × 𝟒𝟗. 𝟓𝟕
𝐷2 29.5 𝒃= = = 𝟒. 𝟐𝟗
𝑆2 = = = 0.20 σ 𝒙𝟐 − 𝒏 𝒙ഥ𝟐 𝟏𝟒 − 𝟑 × 𝟐𝟐
σ 𝐷 148.7
ഥ−𝒃𝒙
𝒂=𝒚 ഥ = 𝟒𝟗. 𝟓𝟕 − 𝟒. 𝟐𝟗 × 𝟐 = 𝟒𝟏
Season 3 (Quarter 3) Season 4 (Quarter 4)
The seasonal factor, S3, is The seasonal factor, S4, is (b) Linear trend line: y = 41 + 4.29 x
𝐷4 55.3
𝑆3 =
𝐷3
=
21.9
= 0.15 𝑆4 = = = 0.37 Forecast for 2005 F4 = y = 41 + 4.29  4 = 58.16
σ 𝐷 148.7 σ 𝐷 148.7 71
72
71 72
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Seasonal Adjustment Example Forecasting Methods

(c) Forecast for each quarter of year 2005
For Q1: SF1 = (S1) (F4) = (0.28)(58.2) = 16.30
For Q2: SF2 = (S2) (F4) = (0.20)(58.2) = 11.64
For Q3: SF3 = (S3) (F4) = (0.15)(58.2) = 8.73 Forecast Accuracy
For Q4: SF4 = (S4) (F4) = (0.37)(58.2) = 21.53
73 74
73 74
Forecast Accuracy Forecast Accuracy

• Forecasts are rarely perfect Forecast error:
• Need to know how much we should rely on our chosen It is the difference between forecast and actual demand. The
forecasting method forecast accuracy can be evaluated by the following measures.
• Measuring forecast error:
➢ MAD (Mean absolute deviation)
et = Dt – Ft
• Note that over-forecasts = negative errors and under-forecasts ➢ MSE (Mean squared error)
= positive errors
• It was estimated that an increase of operating cost associated
with a 1% increase of forecast error was 10 million £/year in UK ➢ MAPD (Mean absolute percent deviation)
76
75 76
Mean Absolute Deviation (MAD) Mean Squared Error (MSE)

σ 𝐷𝑡 − 𝐹𝑡 σ 𝑒𝑡 Here, the large forecast errors are heavily penalized
𝑀𝐴𝐷 = =
𝑛 𝑛
Where σ𝑛𝑡=1 𝐷𝑡 − 𝐹𝑡 2 σ𝑛𝑡=1 𝑒𝑡2
t = period number 𝑀𝑆𝐸 = =
𝑛 𝑛
Dt = demand in period t Where
Ft = forecast for period t et = forecast error for period t
Et = forecast error for period t n = number of periods of evaluation
n = total number of periods
| | = absolute value
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Mean Absolute Percent Deviation (MAPD) Forecast Accuracy: Example

PERIOD DEMAND, Dt
For the data shown, calculate the
1 37
Here the accuracy is given as a percentage of the total forecast using the following methods: 2 40
demand a) Exponential smoothing ( = 0.30) 3 41
4 37
σ 𝐷𝑡 − 𝐹𝑡 σ 𝑒𝑡 b) Exponential smoothing (= 0.50) 5 45
𝑀𝐴𝑃𝐷 = =
σ 𝐷𝑡 σ 𝐷𝑡 c) Linear trend line 6 50
7 43
d) Compare the accuracy of these 8 47
methods using MAD, MSE, MAPD 9 56
10 52
11 55
12 54
79 80
79 80
Forecast Accuracy: Example Forecast Accuracy: Example

Solution: (a) Exponential smoothing ( = 0.30) Solution: (b) Exponential smoothing ( = 0.50)
Accuracy Measures 1 (MAD) Accuracy Measures 1 (MAD)
Period Dt Ft et = Dt – Ft σ 𝐷𝑡 − 𝐹𝑡 Period Dt Ft et = Dt – Ft σ 𝐷𝑡 − 𝐹𝑡
𝑀𝐴𝐷 = 𝑀𝐴𝐷 =
1 37 – – 𝑛 1 37 – – 𝑛
n = 11, |Dt – Ft | = 53.41 n = 11, |Dt – Ft | = 44.43
2 40 37 3 2 40 37 3
MAD = 4.86 MAD = 4.04
3 41 37.9 3.1 3 41 38.5 2.5
4 37 38.83 -1.83 Accuracy Measures 2 (MSE) 4 37 39.75 -2.75 Accuracy Measures 2 (MSE)
5 45 38.28 6.72 σ𝑛𝑡=1 𝑒𝑡2 5 45 38.37 6.63 σ𝑛𝑡=1 𝑒𝑡2
𝑀𝑆𝐸 = 𝑀𝑆𝐸 =
6 50 40.29 9.71 𝑛 6 50 41.68 8.32 𝑛
n = 11, σ 𝑒𝑡2= 376.06 n = 11, σ 𝑒𝑡2= 271.36
7 43 43.2 -0.2 MSE = 34.19 7 43 45.84 -2.84 MSE = 24.67
8 47 43.14 3.86 8 47 44.42 2.58
Accuracy Measures 3 (MAPD) Accuracy Measures 3 (MAPD)
9 56 44.3 11.7 σ 𝐷𝑡 − 𝐹𝑡
9 56 45.71 10.29 σ 𝐷𝑡 − 𝐹𝑡
10 52 47.81 4.19 𝑀𝐴𝑃𝐷 = × 100 10 52 50.85 1.15 𝑀𝐴𝑃𝐷 = × 100
σ 𝐷𝑡 σ 𝐷𝑡
11 55 49.06 5.94  Dt = 520, |Dt – Ft | = 53.41 11 55 51.42 3.58  Dt = 520, |Dt – Ft | = 44.43
12 54 50.84 3.16 MAPD = 10.27% 12 54 53.21 0.79 MAPD = 8.54%
81 82
81 82
Forecast Accuracy: Example Comparison of Forecasts

Solution: (c) Linear trend line (y = 35.2 + 1.72 x) FORECAST METHOD MAD MSE MAPD
Accuracy Measures 1 (MAD)
Period Dt Ft et = Dt – Ft σ 𝐷𝑡 − 𝐹𝑡
1 37 – – 𝑀𝐴𝐷 =
𝑛
Exponential smoothing (= 0.30) 4.86 34.18 10.27%
n = 11, |Dt – Ft | = 27.4
2 40 38.64 1.36
MAD = 2.49
3 41 40.36 0.64 Exponential smoothing (= 0.50) 4.04 24.67 8.54%
4 37 42.08 -5.08 Accuracy Measures 2 (MSE)
𝑛
5 45 43.80 1.20 σ𝑡=1 𝑒𝑡2
𝑀𝑆𝐸 = Linear trend line 2.49 9.46 5.27%
6 50 45.52 4.48 𝑛
n = 11, σ 𝑒𝑡2= 104.02
7 43 47.24 -4.24 MSE = 9.46
8 47 48.96 -1.96
Accuracy Measures 3 (MAPD)
9 56 50.68 5.32
10 52 52.40 -0.40 𝑀𝐴𝑃𝐷 =
σ 𝐷𝑡 − 𝐹𝑡
σ𝐷
× 100 Which method would you prefer?
𝑡
11 55 54.12 0.88  Dt = 520, |Dt – Ft | = 27.4
12 54 55.84 -1.84 MAPD = 5.27%
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Course Structure
EE 467
• Long-term load • Automatic generation

Economic Dispatch forecasting • Short-term load
forecasting
control
• Generation expansion • Optimal power flow
Prof. Mohamed Abido • Unit commitment
1
2
1 2
Power System Planning & Operation Economic Dispatch (ED)

Contents
• Definition
• Operating Cost & Generator Cost Curves
• Formulation of ED problem
• Optimization
Economic Dispatch (ED) ─ Unconstrained Optimization
─ Constrained Optimization
• Economic Dispatch Solution Neglecting Losses and
Generator Limits
• Economic Dispatch Solution Neglecting Losses
3 4
3 4
Economic Dispatch Problem Economic Dispatch Problem
A B C L
A B C L
• Several generating units serving the load
Given L = 90 MW, • What share of the load should each generating unit
What share of the load should each produce?
generating unit produce? • What if the limits of the generating units are considered?
• What if the limits of the network are considered?
5 6
5 6
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Generation Dispatch Generator types

• Since the load is variable, there must be enough generation to • Traditionally, utilities have had three broad groups of generators
meet the load. –baseload units: large coal/nuclear; always on at max.
–midload units: smaller coal that cycle on/off daily
• Optimally determining which generators to use can be a –peaker units: combustion turbines used only for several hours during
complicated task due to many different constraints periods of high demand
–For generators with low or no cost fuel (e.g., wind and solar PV) it is
“use it or lose it”
Wind and solar PV can
–For others like hydro there may be limited energy for the year
be quite variable.
–Some fossil has shut down and start up times of many hours Usually, they are
operated at maximum
• Economic dispatch looks at the best way to instantaneously available power
dispatch the demand among the committed generators
7 8
7 8
Example California Wind Output Thermal versus Hydro Generation

Wind output for a month by hour and day • The two main types of generating units are thermal and hydro,
with wind and PV rapidly growing
• For hydro, the fuel (water) is free but there may be many
constraints on operation
– fixed amounts of water available
– reservoir levels must be managed and coordinated
– downstream flow rates for fish and navigation
• Hydro optimization is typically longer term (many months or
years)
• We will concentrate on thermal units, looking at short-term
optimization
Source: www.megawattsf.com/gridstorage/gridstorage.htm 9 10
9 10
Block Diagram of Thermal Unit Economic Dispatch (ED)

B T G
Operating Cost
Fuel
(Input)
Electric Power
(Output)
&
To optimize generation costs we need to develop cost Generator Cost Curves
relationships between net power out and operating costs.
11
12
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Operating Costs Generator Cost Curves

• Factors influencing the minimum cost of power generation • Generator costs are typically represented by up to four
different curves
– operating efficiency of prime mover and generator
– input/output (I/O) curve (Mbtu/h vs. MW)
– fuel costs
– fuel-cost curve ($/h vs. MW)
– transmission losses
– heat-rate curve (Mbtu/MWh vs. MW)
• The most efficient generator in the system does not guarantee – incremental cost curve ($/MWh vs. MW)
minimum costs
– may be located in an area with high fuel costs
• For reference
– 1 Btu (British thermal unit) = 1054 J
– may be located far from load centers and transmission losses are high
– 1 MBtu = 1x106 Btu
• The problem is to determine generation at different plants to – 1 MBtu = 0.293 MWh
minimize the total operating costs – 3.41 Mbtu = 1 MWh
13 14
13 14
I/O Curve Heat-rate Curve

The IO curve plots fuel input (MBtu/hr) versus net output (MW) • Plots the average MBtu/hr of fuel input needed per MW of output.
• Heat-rate curve is the I/O curve scaled by MW
Best for most efficient units are

around 9.0
15 16
15 16
Fuel-cost Curve Fuel-cost Curve

The fuel-cost curve is the I/O curve scaled by fuel cost $/hr
Not necessarily to be
linear or smooth
MW
Quadratic Cost Curve Non-smooth Cost Curve (Fuel Switching)
17 18
17 18
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Fuel-cost Curve Incremental (Marginal) Cost (IC) Curve

• Plots the incremental $/MWh as a function of MW.
Non-smooth Cost Curve (Valve Opening) • Found by differentiating the cost curve
$/hr
MW
19 20
19 20
Mathematical Formulation of Costs Incremental Cost Example

• Generator cost curves are usually not smooth. For a two−generator system assume
• However, the curves can usually be adequately approximated 2
𝐶1 (𝑃𝐺1 ) = 1000 + 20𝑃𝐺1 + 0.01𝑃𝐺1 $/ℎ𝑟
using piece-wise smooth functions. 2
𝐶2 (𝑃𝐺2 ) = 400 + 15𝑃𝐺2 + 0.03𝑃𝐺2 $/ℎ𝑟
• Two representations predominate
–quadratic or cubic functions
–piecewise linear functions Then
• Generally, a quadratic presentation is assumed. 𝑑𝐶1 (𝑃𝐺1 )
2
𝐶𝑖 (𝑃𝐺𝑖 ) = 𝛼𝑖 + 𝛽𝑖 𝑃𝐺𝑖 + 𝛾𝑖 𝑃𝐺𝑖 $/hr (fuel−cost) 𝐼𝐶1 (𝑃𝐺1 ) = = 20 + 0.02𝑃𝐺1 $/MWh
𝑑𝑃𝐺1
𝑑𝐶𝑖 (𝑃𝐺𝑖 ) 𝑑𝐶2 (𝑃𝐺2 )
𝐼𝐶𝑖 (𝑃𝐺𝑖 ) =
𝑑𝑃𝐺𝑖
= 𝛽𝑖 + 2𝛾𝑖 𝑃𝐺𝑖 $/MWh 𝐼𝐶2 (𝑃𝐺2 ) = = 15 + 0.06𝑃𝐺2 $/MWh
21
𝑑𝑃𝐺2 22
21 22
Incremental Cost Example, cont'd Economic Dispatch (ED)

If PG1 = 250 MW and PG2 = 150 MW Then
𝐶1 (250) = 1000 + 20 × 250 + 0.01 × 2502 = $ 6625/hr
𝐶2 (150) = 400 + 15 × 150 + 0.03 × 1502 = $ 6025/hr Formulation of
Then ED problem
𝐼𝐶1 (250) = 20 + 0.02 × 250 = $ 25/MWh
𝐼𝐶2 (150) = 15 + 0.06 × 150 = $ 24/MWh
23
24
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Economic Dispatch: Formulation Mathematical Formulation

• The goal of economic dispatch is to determine the generation • Objective function
dispatch that minimizes the operating cost, subject to the 𝐶 = 𝐶𝐴 (𝑃𝐴 ) + 𝐶𝐵 (𝑃𝐵 ) + 𝐶𝐶 (𝑃𝐶 )
constraint that total generation = total load + losses • Constraints
𝑚 A B C L
– Load / Generation balance:
Minimize CT = ෍ 𝐶𝑖 (𝑃𝐺𝑖 )
𝑖=1 𝐿 + 𝑙𝑜𝑠𝑠𝑒𝑠 = 𝑃𝐴 + 𝑃𝐵 + 𝑃𝐶
Such that – Unit Constraints:
m
𝑃𝐴min ≤ 𝑃𝐴 ≤ 𝑃𝐴max • This is an optimization problem!
෍ 𝑃𝐺𝑖 = 𝑃𝐷 + 𝑃𝐿𝑜𝑠𝑠𝑒𝑠
𝑃𝐵min ≤ 𝑃𝐵 ≤ 𝑃𝐵max • Initially we'll ignore generator
i=1
limits and the losses
min
𝑃𝐺𝑖 max
≤ 𝑃𝐺𝑖 ≤ 𝑃𝐺𝑖 𝑃𝐶min ≤ 𝑃𝐶 ≤ 𝑃𝐶max
25 26
25 26
Mathematical Formulation Economic Dispatch (ED)

The simplest formulation of the ED problem is when system losses
and generator limits are neglected
Optimization
𝑛𝑔𝑒𝑛 𝑛𝑔𝑒𝑛
minimize 𝐶𝑡𝑜𝑡𝑎𝑙 = ෍ 𝐶𝑖 = ෍ 𝛼𝑖 + 𝛽𝑖 𝑃𝑖 + 𝛾𝑖 𝑃𝑖2

𝑖=1 𝑖=1
s.t. • Unconstrained Optimization
𝑛𝑔𝑒𝑛
෍ 𝑃𝑖 = 𝑃𝐷𝑒𝑚𝑎𝑛𝑑 • Constrained Optimization

𝑖=1 A B C L
27
28
27 28
Basics of Optimization Unconstrained Minimization

• General cost function:
𝑓 𝑥1 , 𝑥2 , . . . , 𝑥𝑛 = 𝐶
• Unconstrained parameter optimization, from
Solving Unconstrained calculus:
Optimization – the first derivative of f vanishes at a local extrema
– for f to be a local minimum, the second derivative
must be positive at the point of the local extrema
𝑑 𝑑2
𝑓(𝑥) =0 & 𝑓 𝑥 >0
29
𝑑𝑥 𝑑𝑥 2 30
29 30
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Unconstrained Minimization Unconstrained Minimization: Example 1

• For a set of parameters, the gradient of f vanishes at a local extrema
Minimize 𝐶 = 𝑥122 + 4𝑥22 − 2𝑥1 𝑥2
𝜕𝑓 Minimize C = x1 + 4 x2 − 2 x1 x2
2
=0 and 𝑖 = 1, . . . , 𝑛
𝜕𝑥𝑖 Solution
• To be a local minimum, the Hessian Necessary conditions for optimality:
matrix must be a positive definite matrix 𝜕 2𝑓 𝜕 2𝑓 𝜕 2𝑓
⋯ C
(i.e. positive eigenvalues) 𝜕𝑥12 𝜕𝑥1 𝜕𝑥2 𝜕𝑥1 𝜕𝑥𝑛
= 2 x1 − 2 x2 = 0
𝜕 2𝑓 𝜕 2𝑓 𝜕 2𝑓 x1
⋯ 𝑥 =0
ቊ 1
∧ ∧ ∧ 𝐻 = 𝜕𝑥2 𝜕𝑥1 𝜕𝑥22 𝜕𝑥2 𝜕𝑥𝑛
𝜕 2 𝑓 𝑥1 . . . 𝑥𝑖 . . . 𝑥𝑛 C
𝐻𝑖𝑗 =
⋮
𝜕 2𝑓
⋮
𝜕 2𝑓
⋱ ⋮
𝜕 2𝑓 = −2 x1 + 8 x2 = 0 𝑥2 = 0
𝜕𝑥𝑖 𝜕𝑥𝑗 𝜕𝑥𝑛 𝜕𝑥1 𝜕𝑥𝑛 𝜕𝑥2
⋯
𝜕𝑥𝑛2
x2
31
This is a stationary point 32
31 32
Unconstrained Minimization: Example 1 Unconstrained Minimization: Example 2

Sufficient conditions for optimality: Find the minimum of
𝜕2𝐶 𝜕2𝐶 𝑓 𝑥1 , 𝑥2 , 𝑥3 = 𝑥1 2 + 2𝑥2 2 + 3𝑥3 2 + 𝑥1 𝑥2
𝜕𝑥12 𝜕𝑥1 𝜕𝑥2 2 −2
Hessian Matrix: = + 𝑥2 𝑥3 − 8𝑥1 − 16𝑥2 − 32𝑥3 + 110
𝜕2𝐶 𝜕2𝐶 −2 8
Solution
𝜕𝑥2 𝜕𝑥1 𝜕𝑥22
• Evaluating the first derivatives to zero results in
H must be positive definite (i.e. all eigenvalues must be positive)
𝜕𝑓
𝜆−2 2 = 2𝑥1 + 𝑥2 − 8 = 0
=0 𝜕𝑥1
2 𝜆−8 The stationary point is 𝜕𝑓
2
⇒ 𝜆 − 10𝜆 + 12 = 0 = 𝑥1 + 4𝑥2 + 𝑥3 − 16 = 0
a minimum 𝜕𝑥2
10 ± 52 𝜕𝑓
⇒𝜆= ≥0 = 𝑥2 + 6𝑥3 − 32 = 0
2 33
𝜕𝑥3 34
33 34
Unconstrained Minimization: Example 2 Unconstrained Minimization: Example 2

• Solving ∧ • The eigenvalues of H are found
∧
2 1 0 𝑥1 8 𝑥1 3
1 4 1 𝑥2
∧
= 16 ∧
𝑥2 = 2
2 1 0 1.55 0
0 1 6 ∧
𝑥3
32 ∧
𝑥3
5 𝑒𝑖𝑔𝑒𝑛 1 4 1 = 4.0 > 0
• Evaluating the second derivatives and forming the Hessian matrix 0 1 6 6.45 0
𝜕𝑓
= 2𝑥1 + 𝑥2 − 8
𝜕𝑥1 2 1 0 •The eigenvalues are all greater than zero, so it’s a
𝜕𝑓 ∧ minimum point
𝜕𝑥2
= 𝑥1 + 4𝑥2 + 𝑥3 − 16 𝐻(𝑥 ) = 1 4 1
𝜕𝑓 0 1 6 •Substitute and calculate f (3,2,5) = 2
= 𝑥2 + 6𝑥3 − 32
𝜕𝑥3 35 36
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Basics of Optimization Minimization with Equality Constraint

• When the minimization is constrained with an equality
constraint, we can solve the problem using the method of
Lagrange Multipliers
Solving Constrained • Key idea is to modify a constrained minimization problem to be
an unconstrained problem.
Optimization (Equality • The original optimization problem is
Constraints) ∧ ∧
minimize 𝑓 𝑥1 . . . 𝑥𝑖 . . . 𝑥𝑛
∧
s.t. ∧ ∧ ∧
𝑔𝑖 𝑥1 . . . 𝑥𝑖 . . . 𝑥𝑛 = 0, 𝑖 = 1,2, . . . 𝑘
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Minimization with Equality Constraint Minimization with Equality Constraint

• The problem is transferred to unconstrained problem by • The necessary conditions for finding the local minimum
defining new cost function as 𝑘
𝑘
𝜕𝐿 𝜕𝑓 𝜕𝑔𝑖
= + ෍ 𝜆𝑖 =0
𝐿 = 𝑓 + ෍ 𝜆𝑖 𝑔𝑖 𝜕𝑥𝑖 𝜕𝑥𝑖 𝜕𝑥𝑖
𝑖=1
𝑖=1 𝜕𝐿
k = number of equality constrains = 𝑔𝑖 = 0
𝜕𝜆𝑖
L = augmented objective function, called the Lagrangian
 = Lagrange Multiplier
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Optimization with Equality Constraints Optimization with Equality Constraints

At a stationary point
min f (x); x  n
x
f ( x2 )
subject to: h(x) = 0; m constraints (m  n) = 0 → −6(6 − 3x2 ) + 10 x2 = 0
x2
Elimination of variables:
Example: min f (x) = 4 x 2 + 5x 2
1 2 (a) → 28 x2 = 36 → x2* = 1.286
x1 , x2
s.t. 2 x1 + 3x2 = 6 (b) 6 − 3x2*

Then using (c): x1* = = 1.071
6 − 3 x2 2
Using (b) to eliminate x1 gives: x1 = (c)
2
and substituting into (a) :- f ( x2 ) = ( 6 − 3x2 ) 2 + 5x22 Hence, the stationary point (min) is: (1.071, 1.286)
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The Lagrange Multiplier Method The Lagrange Multiplier Method

Consider a two variable problem with a single We can solve the constrained optimisation problem by
equality constraint: solving:
min f ( x1 , x2 ) 𝜕𝐿 𝜕𝑓 𝜕ℎ
x1 , x2 = +λ =0
𝜕𝑥1 𝜕𝑥1 𝜕𝑥1
s. t. h( x1 , x2 ) = 0
𝜕𝐿 𝜕𝑓 𝜕ℎ
If an augmented objective function, called the = +λ =0
𝜕𝑥2 𝜕𝑥2 𝜕𝑥2
Lagrangian is defined as:
𝜕𝐿
L( x1 , x2 ,  ) = f ( x1 , x2 ) + h( x1 , x2 ) 𝜕λ
= ℎ(𝑥1 , 𝑥1 ) = 0
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The Lagrange Multiplier Method Example

Generalizing : To solve the problem: Consider the previous example again. The Lagrangian is
min f (x);
x
x  n L = 4 x12 + 5x22 +  (2 x1 + 3x2 − 6)
subject to: h(x) = 0; m constraints (m  n) L
= 8 x1 + 2 = 0 (a)
define the Lagrangian: x1
L(x,  ) = f (x) + T h(x),  m L
= 10 x2 + 3 = 0 (b)
and the stationary point (points) is obtained from:- x2
  h ( x) 
T
L
 x L(x,  ) =  x f (x) +  =0 = 2 x1 + 3x2 − 6 = 0 (c)
  x  
  L(x,  ) = h(x) = 0 Substituting (a) and (b) into (c) gives:
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Example Minimization with Equality Constraint: Example

 3 
9 30 • Use the Lagrange multiplier method to determine the minimum
x1 = − , x2 = − →− −6= 0→  = −
− = −4.281
4 10 2 10 7 distance from the origin of the x-y plane to a circle described by
15 90
Hence, x1 = = 1071
. , x2 = = 1286
.
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4
3 𝑥−8 2 + 𝑦−6 2 = 25
2
Same as previous result. 1

OR
x2
0
𝑔 𝑥, 𝑦 = 𝑥 − 8 2 + 𝑦−6 2 − 25
-1
-2
-3
-4
-4 -3 -2 -1 0 1 2 3 4
x1 48
47
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Minimization with Equality Constraint: Example Minimization with Equality Constraint: Example
• The distance from the origin can be described by
𝐿 = 𝑓 + 𝜆 ⋅ 𝑔 = 𝑥 2 + 𝑦2 + 𝜆 𝑥 − 8 2 + 𝑦−6 2 − 25
𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2
𝜕𝐿
• The problem can be formulated as = 2𝑥 + 𝜆 2𝑥 − 16 = 0 or 2x 𝜆+1 = 16𝜆
𝜕𝑥
minimize 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 𝜕𝐿
= 2𝑦 + 𝜆 2𝑦 − 12 = 0 or 2y 𝜆+1 = 12𝜆
𝜕𝑦
s.t.
𝑔 𝑥, 𝑦 = 𝑥 − 8 2
+ 𝑦−6 2
− 25 𝜕𝐿 2 2
= 𝑥−8 + 𝑦−6 − 25 = 0
𝜕𝜆
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Minimization with Equality Constraint: Example Minimization with Equality Constraint: Iterative Techniques
• Eliminating λ from the first two equations • In many problems, a direct solution using Lagrange multiplier
16𝜆 12𝜆 3 method is not possible
= →𝑦= 𝑥 – The equations are solved iteratively
2𝑥 2𝑦 4
– Newton-Raphson method is superior
• Substituting for y in the third equation yields
2 • One possible way of casting the last example into an iterative
2
3 process:
𝑥−8 + 𝑥−6 − 25 = 0
4 – rewrite the first two equations in terms of λ
– substitute the first two equations into the third equation
25 2 – the third equation is non-linear and in terms of a single variable, λ
𝑥 − 25𝑥 + 75 = 0 → 𝑥 = 4 & 𝑥=12
16 8𝜆 6𝜆
𝑥 = 𝜆+1 , y = 𝜆+1 , then
minimum maximum 2
𝜆 𝜆
Extrema: 4,3 , 𝜆 = 1 and 12,9 , 𝜆 = −3 f 𝜆 = 100 − 200 + 75 = 0
51
𝜆+1 𝜆+1 52
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Minimization with Equality Constraint: Iterative Techniques Minimization with Equality Constraint: Iterative Techniques
• Applying Newton-Raphson method, iteratively, as – Numerical results of previous example, starting with initial value λ1= 0.4
−Δ𝑓 𝜆 𝑘 −Δ𝑓 𝜆 𝑘 Since the final value is zero, Δf 𝜆 = f 𝜆
Δ𝜆 𝑘 = 𝑘
and Δ𝜆 𝑘 = 2
𝑑𝑓 𝑑𝑓 𝑘 𝜆 𝜆
Δf 𝜆 = f 𝜆 = 100 − 200 + 75
𝑑𝜆 𝑑𝜆 𝜆+1 𝜆+1
𝜆 k+1 = 𝜆 𝑘 + Δ𝜆 𝑘 𝜆 k+1 = 𝜆 𝑘 + Δ𝜆 𝑘
𝑘
𝑑𝑓 −200
𝐽𝑘 = =
• Starting with an estimated value of λ, a new value is found in the 𝑑𝜆 𝜆+1 3
direction of steepest descent.
• The process is repeated until the error Δf (λk) [=f (λk)] is less than
a specified accuracy. (Note the desired value of f = 0)
• This algorithm is known as the gradient method.
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Basics of Optimization Economic Dispatch

The simplest problem is when losses and generator limits are neglected
• minimize the objective or cost function over all plants
• a quadratic cost function is used for each plant
Solving Economic dispatch 𝑛𝑔𝑒𝑛 𝑛𝑔𝑒𝑛
minimize 𝐶𝑡𝑜𝑡𝑎𝑙 = ෍ 𝐶𝑖 = ෍ 𝛼𝑖 + 𝛽𝑖 𝑃𝑖 + 𝛾𝑖 𝑃𝑖2

with Equality Constraint 𝑖=1 𝑖=1
• The total demand is equal to the sum of the generators’ output; the
equality constraint
𝑛𝑔𝑒𝑛
෍ 𝑃𝑖 = 𝑃𝐷𝑒𝑚𝑎𝑛𝑑
A B C L
𝑖=1
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Economic Dispatch Economic Dispatch

A typical approach is using the Lagrange multipliers
The second condition for optimal dispatch
𝑛𝑔𝑒𝑛
𝑛𝑔𝑒𝑛 𝑛𝑔𝑒𝑛
𝐿 = 𝐶𝑡𝑜𝑡𝑎𝑙 + 𝜆 𝑃𝐷𝑒𝑚𝑎𝑛𝑑 − ෍ 𝑃𝑖 𝑑𝐿
= 𝑃𝐷𝑒𝑚𝑎𝑛𝑑 − ෍ 𝑃𝑖 =0 → ෍ 𝑃𝑖 = 𝑃𝐷𝑒𝑚𝑎𝑛𝑑 (2)
𝑖=1 𝑑𝜆
The first condition for optimal dispatch 𝑖=1 𝑖=1
𝜕𝐿 𝜕𝐶𝑡𝑜𝑡𝑎𝑙 𝜕𝐶𝑡𝑜𝑡𝑎𝑙 Rearranging and combining the equations to solve for λ

= +𝜆 0−1 = 0 → =𝜆 𝜆 − 𝛽𝑖
𝜕𝑃𝑖 𝜕𝑃𝑖 𝜕𝑃𝑖
𝑃𝑖 = 𝑛𝑔𝑒𝑛 𝛽𝑖
𝑛𝑔𝑒𝑛 2𝛾𝑖 𝑃𝐷𝑒𝑚𝑎𝑛𝑑 + σ𝑖=1
𝜕𝐶𝑡𝑜𝑡𝑎𝑙 𝑑𝐶𝑖 2𝛾 𝑖
𝐶𝑡𝑜𝑡𝑎𝑙 = ෍ 𝐶𝑖 → = = 𝜆 ∀𝑖 = 1, . . . , 𝑛𝑔 𝑛𝑔𝑒𝑛 𝜆=
𝜕𝑃𝑖 𝑑𝑃𝑖 𝜆 − 𝛽𝑖 𝑛𝑔𝑒𝑛 1
𝑖=1
෍ = 𝑃𝐷𝑒𝑚𝑎𝑛𝑑 σ𝑖=1
𝑑𝐶𝑖 2𝛾𝑖 2𝛾𝑖
𝜆= = 𝛽𝑖 + 2𝛾𝑖 𝑃𝑖 (1) Note: 𝐶𝑖 = 𝛼𝑖 + 𝛽𝑖 𝑃𝑖 + 𝛾𝑖 𝑃𝑖2 𝑖=1
𝑑𝑃𝑖 57 58
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Economic Dispatch: Example 1 Economic Dispatch: Example 1

Neglecting system losses and generator limits, find the optimal 𝑛𝑔𝑒𝑛 𝛽𝑖 5.3 5.5 5.8
𝑃𝐷𝑒𝑚𝑎𝑛𝑑 + σ𝑖=1 800 + 0.008 + 0.012 + 0.018
dispatch and the total cost in $/hr for the three generators and the 2𝛾 𝑖
𝜆= = = 8.5
given load demand 𝑛
𝑔𝑒𝑛 1 1 1 1
σ𝑖=1
2𝛾𝑖 0.008 + 0.012 + 0.018
𝐶1 = 500 + 5.3𝑃1 + 0.004𝑃1 2 $/MWhr 8.5 − 5.3
𝑃1 = = 400𝑀𝑊
2 0.004
2
𝐶2 = 400 + 5.5𝑃2 + 0.006𝑃2 $/MWhr 𝜆 − 𝛽𝑖 8.5 − 5. 5𝑖
𝑃𝑖 = ⇒ 𝑃2 = = 250𝑀𝑊
2𝛾𝑖 2 0.004
𝐶3 = 200 + 5.8𝑃3 + 0.009𝑃3 2 $/MWhr 𝑃3 =
8.5 − 5.8
= 150𝑀𝑊
2 0.009
𝑃𝐷𝑒𝑚𝑎𝑛𝑑 = 800𝑀𝑊 𝑷𝑫𝒆𝒎𝒂𝒏𝒅 = 𝟖𝟎𝟎 = 𝟒𝟎𝟎 + 𝟐𝟓𝟎 + 𝟏𝟓𝟎
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Using iterative method, find the optimal dispatch and the total cost
in $/hr for the three generators and the given load demand
𝐶1 = 500 + 5.3𝑃1 + 0.004𝑃1 2 $/MWhr
𝐶2 = 400 + 5.5𝑃2 + 0.006𝑃2 2 $/MWhr
𝐶3 = 200 + 5.8𝑃3 + 0.009𝑃3 2 $/MWhr

𝑃𝐷𝑒𝑚𝑎𝑛𝑑 = 800𝑀𝑊
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𝜆 − 𝛽𝑖
Δ𝑓 𝜆 = 𝑃𝐷 − 𝑓 𝜆 , 𝑓 𝜆 = ෍ = ෍ 𝑃𝑖
2𝛾𝑖
𝜆 k+1 = 𝜆 𝑘 + Δ𝜆 𝑘
𝜕𝑓 𝑑𝑃𝑖 1
=෍ =෍
𝜕𝜆 𝑑𝜆 2𝛾𝑖
Δ𝑓 𝜆 𝑘 𝑃𝐷 − 𝑓 𝜆 [𝑘]
Δ𝜆 𝑘 = =
𝜕𝑓 𝑘 1 1 1
𝜕𝜆 2𝛾1 + 2𝛾2 + 2𝛾3
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65 66
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What is economic dispatch for a two-generator
system
𝑃𝐷 = 𝑃𝐺1 + 𝑃𝐺2 = 500 MW
2
𝐶1 (𝑃𝐺1 ) = 1000 + 20𝑃𝐺1 + 0.01𝑃𝐺1 $/h
2
𝐶2 (𝑃𝐺2 ) = 400 + 15𝑃𝐺2 + 0.03𝑃𝐺2 $/h
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67 68

We therefore need to solve three linear equations
Using the Lagrange multiplier method we know:
20 + 0.02𝑃𝐺1 − 𝜆 = 0
𝑑𝐶1 (𝑃𝐺1 ) 15 + 0.06𝑃𝐺2 − 𝜆 = 0
− 𝜆 = 20 + 0.02𝑃𝐺1 − 𝜆 = 0 500 − 𝑃𝐺1 − 𝑃𝐺2 = 0
𝑑𝑃𝐺1 0.02 0 −1 𝑃𝐺1 −20
𝑑𝐶2 (𝑃𝐺2 ) 0 0.06 −1 𝑃𝐺2 = −15
− 𝜆 = 15 + 0.06𝑃𝐺2 − 𝜆 = 0 −1 −1 0 𝜆 −500
𝑑𝑃𝐺2 𝑃𝐺1 312.5 MW
500 − 𝑃𝐺1 − 𝑃𝐺2 = 0 𝑃𝐺2 = 187.5 MW
𝜆 26.2 $/MWh
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Basics of Optimization Generator MW Limits

• Generators have limits on the minimum and maximum
amount of power they can produce
Solving Economic dispatch • Often times the minimum limit is not zero. This represents
a limit on the generator’s operation with the desired fuel
with Inequality Constraints type
• Because of varying system economics usually many
generators in a system are operated at their maximum
MW limits.
• The problem here has equality and inequality constraints
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Inequality Constrains in Optimization Kuhn-Tucker Method
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Example Example
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Example Example
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Economic dispatch with Generator Limits Example
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Example Example
Unacceptable Solution! Why?

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Example Example
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Example
86
85
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Course Structure
EE 467

Unit Commitment forecasting • Short-term load
forecasting
control
• Unit commitment
Prof. Mohamed Abido • Transmission expansion
• System security
1
2
1 2
Power System Planning & Operation Unit Commitment (UC)

Contents
• Definition
• Link between UC and EC
Unit Commitment (UC) • UC for one period and multiple periods
• Formulation of UC problem
• Constraints
• UC Solution
3 4
3 4
Unit Commitment Economic Dispatch: Problem Definition

• Given a load
• Given a set of units on-line
Unit Commitment • How much should each unit generate to meet this
load at minimum cost?
Definition
L
A B C
6
5
5 6
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Economic Dispatch Load Demand Cycles

G
G
• Human activity follows cycles
G
–transportation, communication, and electric power
G
G
G systems
G
G
G
• Electric power consumption follows a daily, weekly,
and seasonal cycles
• With a given set of units running, how much power should –high power usage during the day and evening hours
be generated at each unit to cover the load and losses?
❖ industrial and commercial operations and lighting loads
This is the question of Economic dispatch.
–lower usage on the weekends
• The solution is for the current state of the network and
does not typically consider future time periods. –higher usage during the summer
7 8
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Typical summer and winter loads Load Demand Cycles

• Load cycles create economic problems for power
Typical Summer Peak
generation
– it is quite expensive to continuously run all generation,
Typical Summer Day
which is needed to meet the peak power demands
• Definition
Typical Winter Day
Commitment means to turn-on a given generation unit,
that involves: -
Minimum Winter Day • having the prime mover operating the unit at synchronous
speed
9
• synchronizing and connecting the unit to the network grid 10
9 10
Unit Commitment Deciding which units to “commit”

• Given the load profile G
G
(e.g. values of the load for each hour of a day) G
G
Q: What does available mean? G

• Given a set of units available G
A: Not under maintenance
• When should each unit be started, stopped, and how much G
G
G
should it generate to meet the load at minimum cost?

Load
1000 • When should the generating units (G) be run for

500
? ? ? most economic operation?
– Concern must be given to constraints
Load Profile
Time
G G G
0 6 12 18 24
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What is Unit Commitment (1) What is Unit Commitment (2)

• We have a forecasted load for a day/week • It turns out that we cannot just flip the switch of
• We have some generators (units) available certain units on and use them!
• Besides the cost of running the units we have • We need to think ahead, and based on the
additional costs and constraints forecasted load and unit constraints, determine
which units to turn on (commit) and which ones to
– start-up cost
keep down
– shut-down cost
– spinning reserve • Minimize cost, cheap units play first
– ramp-up time... and more • Expensive ones run only when demand is high
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Unit Commitment How Do We Solve the Problem

• If a unit is on, we designate this with 1 and respectively,
the off unit is 0
• So, if we have five units, we decide that for the next
Unit Commitment Solution hour we will have "0 1 1 0 1"
• Based on that, we solve the economic dispatch problem
for unit U2, U3, and U5
• We start turning on U2, U3, and U5
• When the next hour comes, we have them up and
running
16
15
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To Come Up With Unit Commitment A Simple Example

• Unit 1:
• The question is, how do we come up with this unit PMin = 250 MW, PMax = 600 MW
commitment "0 1 1 0 1" ? C1 = 510.0 + 7.90 P1 + 0.00172 P12 $/h
• Unit 2:
• One very simplistic way: if we have very few units, PMin = 200 MW, PMax = 400 MW
go over all combinations from hour to hour C2 = 310.0 + 7.85 P2 + 0.00194 P22 $/h
• Unit 3:
• For each combination at a given hour, solve the PMin = 150 MW, PMax = 500 MW
economic dispatch C3 = 78.0 + 9.56 P3 + 0.00694 P32 $/h
• For each hour, pick the combination giving the • What combination of units 1, 2 and 3 will produce 550 MW at minimum cost?
• How much should each unit in that combination generate?
lowest cost! • Repeat for 1100 MW demand
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Cost of the various combinations Cost of the various combinations

Unit 1: PMin = 250, PMax = 600 Unit 1: PMin = 250, PMax = 600
Unit 2: PMin = 200, PMax = 400 Demand = 550 MW Unit 2: PMin = 200, PMax = 400 Demand = 550 MW
1 2 3 Pmin Pmax P1 P2 P3 Ctotal
1 2 3 Pmin Pmax P1 P2 P3 Ctotal
Off Off Off 0 0 Infeasible ---
Off Off Off 0 0 Infeasible ---
Off Off On 150 500 Infeasible ---
Off Off On 150 500 Infeasible ---
Off On Off 200 400 Infeasible ---
Off On Off 200 400 Infeasible ---
Off On On 350 900 0 400 150 5418
Off On On 350 900 0 400 150 5418
On Off Off 250 600 550 0 0 5389
On Off Off 250 600 550 0 0 5389
On Off On 400 1100 400 0 150 5613
On Off On 400 1100 400 0 150 5613
On On Off 450 1000 295 255 0 5471
On On Off 450 1000 295 255 0 5471
On On On 600 1500 Infeasible
On On On 600 1500 Infeasible
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Cost of the various combinations Cost of the various combinations

Unit 2: PMin = 200, PMax = 400 Demand = 1100 MW Unit 2: PMin = 200, PMax = 400 Demand = 1100 MW
1 2 3 Pmin Pmax P1 P2 P3 Ctotal 1 2 3 Pmin Pmax P1 P2 P3 Ctotal
Off Off Off 0 0 Infeasible --- Off Off Off 0 0 Infeasible
Off Off On 150 500 Infeasible --- Off Off On 150 500 Infeasible
Off On Off 200 400 Infeasible --- Off On Off 200 400 Infeasible
Off On On 350 900 Infeasible --- Off On On 350 900 Infeasible
On Off Off 250 600 Infeasible --- On Off Off 250 600 Infeasible
On Off On 400 1100 600 0 500 12462 On Off On 400 1100 600 0 500 12462
On On Off 450 1000 Infeasible --- On On Off 450 1000 Infeasible
On On On 600 1500 550 400 150 10804 On On On 600 1500 550 400 150 10804
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21 22
Observations on The Example: Unit Commitment

• The least expensive way to supply 550 MW load is
not with all three units running or with any
combination involving two units
• The optimal commitment for 550 MW load is to Unit Commitment Solution
only run unit #1, the most economic unit
➢ By running the most economic unit, load can be
with Multiple periods
covered by unit operating closer to its best efficiency
➢ If another unit is committed, both unit #1 and the
other unit will be loaded further from their best
efficiency points, resulting in a higher net cost 23 24
23 24
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Example with Multiple periods Optimal combination for each hour: Example
• Provide optimal generation • Unit 1: Load
Load
schedule for a load profile PMin = 250 MW, PMax = 600 MW
C1 = 510.0 + 7.90 P1 + 0.00172 P12 $/h
• Decompose the profile into a 1000
1000 • Unit 2:
set of period PMin = 200 MW, PMax = 400 MW
• Assume load is constant over C2 = 310.0 + 7.85 P2 + 0.00194 P22 $/h 500
each period 500 • Unit 3:

• For each time period, which PMin = 150 MW, PMax = 500 MW Time
units should be committed to C3 = 78.0 + 9.56 P3 + 0.00694 P32 $/h 0 6 12 18
supply the load at minimum Time What combination of units 1, 2 and 3 will produce the above load
cost during that period? 0 6 12 18 24 (500 MW – 1100 MW) at minimum cost?
25 26
25 26
Optimal Combination for Each Hour Matching the combinations to the load
For each hour, Load
• identify the feasible solutions, Unit 3
• solve ED problem,
• find the optimal combination for each load level as below
Load Unit 1 Unit 2 Unit 3
1100 On On On 1100 MW load (Solved) Unit 2
1000 On On Off
900 On On Off Each row involves 8 Unit 1
800 On On Off possible combinations
700 On On Off to be examined
600 On Off Off Time
550 MW load (Solved) 0 6 12 18 24
500 On Off Off
27
28
27 28
Important Issues Unit Commitment

• We must consider the constraints
–Unit constraints
–System constraints
• Some constraints create a link between periods
Unit Commitment
• Start-up costs Constraints
–Cost incurred when we start a generating unit
–Different units have different start-up costs
• Curse of dimensionality
29
30
29 30
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Constraints: Unit Constraints Constraints: Minimum up-time and down-time

• Minimum up time
• Constraints that affect each unit individually:
– Once a unit is running it may not be shut down
–Maximum generating capacity
immediately
–Minimum generation level
–Minimum “up time” • Minimum down time
–Minimum “down time” – Once a unit is shut down, it may not be started
–Ramp rate immediately
–Crew constraint
31 32
31 32
Constraints: Ramp Rates Constraints: System Constraints

• Maximum ramp rates
–To avoid damaging the turbine, the electrical output of a unit •Constraints that affect more than one
cannot change by more than a certain amount over a period of
time: Maximum ramp up rate constraint:
unit
x ( i,t +1) - x ( i,t ) £ DPi up,max – Load/generation balance in each period
– Reserve generation capacity
Maximum ramp down rate constraint:
x(i,t) - x(i,t +1) £ DPi down,max

• Crew Constraint: – Emission constraints
➢at a multiple unit plant, there is usually only enough
personnel to start one unit at a time
– Network constraints
33 34
33 34
Constraints: Load/Generation Balance Constraint Constraints: Reserve Capacity Constraint

• Balance Constraint • Unanticipated loss of a generating unit or an interconnection
causes unacceptable frequency drop if not corrected rapidly
• Need to increase production from other units to keep
𝑵 frequency drop within acceptable limits
• Rapid increase in production only possible if committed units
෍ 𝑷𝑮 (𝒊, 𝒕) = 𝑳 𝒕 are not all operating at their maximum capacity
𝑵
𝒊=𝟏
Where ෍ 𝑷𝒎𝒂𝒙
𝒊 = 𝑳 𝒕 + 𝑹(𝒕)
𝒊=𝟏
N is the number of committed units. Where
N is the number of committed units.
L(t) is the load at time t. R(t) is the reserve requirement at time t.
35 36
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How much reserve? Types of Reserve

Reserve protects the system against • Spinning reserve types: -
unpredictable outage. To estimate the reserve: - – Primary reserve
• Quick response for a short time
• Deterministic criteria: – Secondary reserve
– Capacity of largest unit or interconnection • Slower response for a longer time
– Percentage of peak load – Tertiary reserve
• Replace primary and secondary reserve to protect against
• Probabilistic criteria: another outage
– Takes into account the number and size of the • Provided by units that can start quickly (e.g. open cycle gas
committed units as well as their outage rate turbines)
37
• Also called scheduled or off-line reserve 38
37 38
Types of Reserve Types of Reserve

•Other sources of reserve:
– Pumped hydro plants
– Demand reduction (e.g. voluntary load shedding)
•Reserve must be spread around the
network
– Must be able to deploy reserve even if the
network is congested
40
39
39 40
Cost of Reserve Constraints: Environmental constraints

• Reserve has a cost even when it is not called
• Scheduling of generating units may be
• More units scheduled than required
affected by environmental constraints
– Units not operated at their maximum efficiency
– Extra start up costs • Constraints on pollutants such CO2, SO2,
• Must build units capable of rapid response NOx
• Cost of reserve proportionally larger in small • Constraints on hydro generation
systems
– Important driver for the creation of interconnections – Protection of wildlife
between systems 41 42
41 42
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Constraints: Network Constraints Start-up Costs

• Transmission network may have an effect on the • Thermal units must be “warmed up” before they
commitment of units can be brought on-line
– Some units must run to provide voltage support
– The output of some units may be limited because their
• Warming up a unit costs money
output would exceed the transmission capacity of the
network (Power System Security) • Start-up cost αi + βi
A B
depends on
time unit
𝑡 𝑂𝐹𝐹
has been off αi
𝑆𝐶𝑖 (𝑡𝑖𝑂𝐹𝐹 ) = 𝛼𝑖 + 𝛽𝑖 (1 − 𝑒
− 𝑖
𝜏𝑖 )
Cheap generators More expensive generator

May be “constrained off” May be “constrained on” tiOFF
43 44
43 44
Example Example
Consider a power system Verify the allocation of spinning reserves
consisting of 2 regions
• Transmission tie-lines join the
regions and may transfer
power up to a maximum of 550
MW in either direction.
• Five units have been
committed to supply 3090 MW
of loading as follows. 45
46
45 46
Example Example
Verify the allocation of spinning reserves if the largest
generator is lost in i) Western area, ii) Eastern area
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Example Example
i) Western area ii) Eastern area
• Generation of largest unit: 900 MW • generation of largest unit: 1040 MW
• available spinning reserve
• Available spinning reserve – local: 290+160 (tie) MW;
– Local reserve: 760 MW; – tie-line capacity: 550 MW;
– tie-line capacity:
– western region: 700 MW
=550 – 160 = 390 MW;
– eastern reserve: • total: 1000 MW
=160 + 290 = 450 MW; • Load can not be supplied
So, eatern reserve can cover 390 MW • Lack of 40 MW of spinning
reserve in the eastern region
• Total Reserve= 1150 MW • Solution ?
Load can be supplied since it is • Commit 40 MW of new generation
greater than the lost generation
within the eastern region]
(900 MW) 49 50
49 50
Unit Commitment UC Problem Formulation

The following should be considered.
• Some constraints link periods together
Unit Commitment • Minimizing the total cost (start up + running) must
be done over the whole period of study
Formulation • Generation scheduling or unit commitment is a
more general problem than economic dispatch
• Economic dispatch is a sub-problem of generation
scheduling
52
51
51 52
Flexible Plants Inflexible Plants

• Power output can be adjusted (within limits) • Power output cannot be adjusted for technical
Examples: or commercial reasons
–Coal-fired Examples:
–Oil-fired –Nuclear
–Open cycle gas turbines Thermal units –Run-of-the-river hydro
–Combined cycle gas turbines
–Renewables (wind, solar,…)
–Hydro plants with storage
–Combined heat and power (CHP, cogeneration)
• Status and power output can be optimized • Output treated as given when optimizing
53 54
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Solving the Unit Commitment Problem Optimization with integer variables

•Decision variables: • Continuous variables
– Status of each unit at each period: – Can follow the gradients or use LP
– Any value within the feasible set is OK
𝑢(𝑖, 𝑡) ∈ 0,1 ∀ 𝑖, 𝑡
• Discrete variables
– Output of each unit at each period:
– There is no gradient
𝑥(𝑖, 𝑡) ∈ 0, 𝑃𝑖𝑚𝑖𝑛 ; 𝑃𝑖𝑚𝑎𝑥 ∀ 𝑖, 𝑡 – Can only take a finite number of values
•Combination of integer and continuous – Problem is not convex
variables. 55
– Must try combinations of discrete values 56
55 56
How many combinations are there? How many solutions are there anyway?
•Examples 111 • Optimization over a
– How many combinations for a 3 110 time horizon divided
units? 101 into intervals
8 possible states = 23 100 Current • A solution is a path
011 Status linking one combination
– How many combinations for an N at each interval
010
units?
001 • How many such paths
2N possible states 000 T= 1 2 3 4 5 6
are there?
57 58
57 58
How many solutions are there anyway? The Curse of Dimensionality

• Optimization over a time • Example: 5 units, 24 hours
horizon divided into
intervals 2𝑁 𝑇 = 25 24 = 6.2 × 1035 combinations
• A solution is a path linking • Processing 109 combinations/second, this
one combination at each would take 1.9  1019 years to solve
interval
• There are 100’s of units in large power
• How many such paths are
there? systems...
T= 1 2 3 4 5 6 Answer: 2𝑁 2𝑁 . . . 2𝑁 = 2𝑁 𝑇
• Many of these combinations do not satisfy the
59
constraints 60
59 60
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Unit Commitment How do you Beat the Curse?

Brute force approach won’t work!
• Need to be smart
Unit Commitment Methods • Try only a small subset of all combinations
• Can’t guarantee optimality of the solution
• Try to get as close as possible within a
reasonable amount of time
62
61
61 62
Main Solution Techniques Priority-List Methods

• Characteristics of a good technique • Consist of a simple shut-down rule
– Solution close to the optimum – obtained by an exhaustive enumeration of all unit
– Reasonable computing time combinations at each load level, or
– Ability to model constraints – obtained by noting the full-load average production
cost of each unit
•Solution Techniques
– Priority list / heuristic approach • various enhancements can be made to the
– Dynamic programming priority-list scheme
– Lagrangian relaxation – by the grouping of units to ensure that various
– Mixed Integer Programming constraints are met
63
64
63 64
Typical shut-down rules Typical shut-down rules

• At each hour when load is dropping, determine whether
dropping the next unit on the list leaves sufficient •Perform a cost comparison
generation to supply the load plus the spinning-reserve
requirements – the sum of the hourly production costs for
– if the supply is not sufficient, keep the unit committed
the next number of hours with the next unit
to be dropped being committed
• Determine the number of hours before the unit is needed
again – and the sum of the restart costs for the next
– if the time is less than the minimum shut-down time unit
for the unit, keep it committed
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65 66
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Example Example
Construct a priority list for the units using the The full-load average production costs
cost equations
A strict priority order for these units: [ 2, 1, 3 ]
67 68
67 68
Example Unit Commitment

The commitment scheme
ignoring minimum up/down
times and start-up costs
A Simple Unit Commitment
Combination Min MW Max MW
Example
2+1+3 300 1200
2+1 250 1000
2 100 400
69
70
69 70
Unit Data Demand Data

Min Min No-load Marginal Start- Hourly Demand
Pmin Pmax Initial
Unit up down cost cost up cost
(MW) (MW) status
(h) (h) ($) ($/MWh) ($) 350
300
250
A 150 250 3 3 0 10 1,000 ON 200
Load
150
100
50
B 50 100 2 1 0 12 600 OFF 0
1 2 3
Hours
C 10 50 1 1 0 20 100 OFF
71
Reserve requirements are not considered! 72
71 72
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Feasible Unit Combinations (states) Transitions between feasible combinations

Combinations 1 2 3 1 2 3
Pmin Pmax A B C
A B C 150 300 200 150 300 200
1 1 1 210 400 1 1 1
1 1 0 200 350 1 1 0
TD TU
1 0 1 160 300 1 0 1 Initial
State
1 0 0 150 250 A 3 3
1 0 0
0 1 1 60 150 B 1 2
0 1 1
0 1 0 50 100 C 1 1
0 0 1 10 50
The remaining solutions satisfy the load requirements
0 0 0 0 0
73
Is there any violation on minimum TDs and TUs? 74
73 74
Infeasible transitions: Minimum down time of unit A Infeasible transitions: Minimum up time of unit B
1 2 3 1 2 3
A B C 150 300 200 A B C 150 300 200
1 1 1 1 1 1
1 1 0 1 1 0
Initial Initial
1 0 1 1 0 1 State
State
1 0 0 1 0 0
TD TU 0 1 1 0 1 1
TD TU
A 3 3 A 3 3
B 1 2 B 1 2
C 1 1 C 1 1
75 76
75 76
Feasible transitions Operating costs

1 2 3 1 2 3
150 300 200
A B C 150 300 200 1 1 1 4
1 1 1
1 1 0 1 1 0 3 7
Initial
1 0 1 State
1 0 1 2 6
1 0 0
1 0 0
1
5
Unit Pmin Pmax No-load cost Marginal cost

A 150 250 0 10
B 50 100 0 12
77 C 10 50 0 20 78
77 78
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05/10/2022
Economic dispatch Operating costs

State Load PA PB PC Cost
1 100 150 150 0 0 1500
1 1 1 4
2 101 300 250 0 50 3500 $3200
3 110 300 250 50 0 3100 1 1 0 3 7
4 111 300 240 50 10 3200 $3100 $2100
5 100 200 200 0 0 2000 1 0 1 2 6
$3500 $2100
6 101 200 190 0 10 2100
1 0 0 1 5
7 110 200 150 50 0 2100 $1500 $2000
No-load Margin
Unit Pmin Pmax
cost al cost
A 150 250 0 10
B 50 100 0 12
C 10 50 0 20 79 80
79 80
Start-up costs Accumulated costs

$5400
1 1 1 4
$3200 $0 1 1 1 4
$3200 $0
1 1 0 $700 3 $0 7
$3100 $600 $2100 $5200 $7300
$600 1 1 0 $700 3
$0
7
1 0 1 2 6
$0 $3100 $2100
$3500 $2100 $600
1 0 0 $0 $100 $0 $5100 $7200
$600 $0
1 5 1 0 1 2 6
$1500 Start-up $2000
Unit $3500 $2100
cost $0
$1500 $100
A 1000 $7100
1 0 0 $0 1 5
B 600
$1500 $2000
C 100 81 82
81 82
Total costs Optimal solution

4
1 1 1
$7300 1 1 1
3 7
1 1 0 1 1 0
$7200
2 6 1 0 1 2
1 0 1
$7100
$7100 1 0 0 1 5
1 0 0 1 5
Lowest total cost

83 84
83 84
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Notes
• This example is intended to illustrate the principles of unit
commitment
• Some constraints have been ignored and others artificially
tightened to simplify the problem to be solvable by hand
• Therefore it does not illustrate the true complexity of the
problem
• The solution method used in this example is based on
dynamic programming. This technique is no longer used in
industry because it only works for small systems (< 20
units) 85 86
85 86
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Course Structure
EE 467
Planning Operational planning Operation
Power System Planning & Operation
Power System Security forecasting • Short-term load
forecasting
control
• Unit commitment
Prof. Mohamed Abido • Transmission expansion • System security
1
2
1 2
Power System Planning & Operation Power System Security (PSS)

Contents
• Introduction
• Power System Security Functions
✓ System monitoring
Power System Security ✓ Contingency analysis
✓ Security-constrained optimal power flow
• Factors Affecting System Security
• Security (Contingency) Analysis
• Security analysis Fast Calculation
✓ DC Load Flow
3
✓ Contingency Selection 4
3 4
Introduction Introduction
• System security • North American Electric Reliability Corporation (NERC)
Keeping the system operating when components fail permits (n-1) rule
• generator outage
• transmission line outage • No generation outage will result in so large a frequency
• All equipment in power systems can be disconnected for drop that other generators will be forced off-line.
▪ Scheduled outages
▪ maintenance • No single outage will result in other components
▪ replacement of the equipment experiencing flow or voltage limit violations
▪ Scheduled to minimize the impact on system reliability.
▪ Forced outages • Most large power systems install equipment to allow
▪ internal component failures operators to monitor and operate the system in a
▪ outside influences such as lightning, wind storms, ice buildup reliable manner.
▪ unpredictable and can lead to system blackout due cascading failures 5 6
5 6
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Power System Security Power System Security Functions

System security can be broken down into three parts:
• System monitoring
Are there any components with parameters out of limit right
Power System now?
• Contingency analysis
Security Functions Are there any components with parameters that would be out
of limit due to the outage of another component?
• Security-constrained optimal power flow
How do we correct for problems?
7 8
7 8
1- System Monitoring: Tools Supervisory Control And Data Acquisition (SCADA)

• Energy Management System (EMS) • Real time industrial process control
▪ voltages, currents, power flows, frequency, …etc systems to monitor and control
remote or local industrial
▪ status of circuit breakers and switches equipment
▪ generator outputs
• Vital components of most nation’s
▪ transformer tap positions critical infrastructures
▪ computer can check incoming information Components
▪ alarm operators in the event of overload or out-of-limit – Typical IT network
voltage – Servers and workstations
• State Estimation – Human-machine interfaces
• SCADA system – Programmable Logic Controllers (PLC)
– Remote Terminal Units (RTU)
• Phasor Measurement Units (PMU) – Intelligent Electronic Devices (IED)
9
9 10
Phasor Measurement Unit (PMU) Phasor Measurement Unit (PMU)

• PMUs are wide-area measurement devices, installed on
remote location.
• PMU gathers time-stamped data from remote location
synchronized with GPS clock.
• PMU signiﬁcantly improves monitoring of wide-area
power system.
• Enhancement of power system controllability.
• Real-time feedback control becomes increasingly
feasible than ever. 11 12
11 12
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Phasor Measurement Units (PMUs) Importance of Phasor Technology

Time tagging and Synchronization Sampling of the analog signals • SCADA and EMS systems evolved over the last 50 years.
• Phasor is the next generation of measurement technology that
is needed for the real-time wide area monitoring of the power
Filtering
system.
ATTRIBUTE SCADA PMU
Measurement Analog Digital
Resolution 2-4 samples per sec Up to 60 samples per sec
Observability Steady State Dynamic/Transient
Monitoring Local Wide-Area
Phase Angle Measurement No Yes
Transferring PMU Magnitude (RMS) and phase offset

Determines the +ve sequence phasors measurements over the Measured Quantity RMS – MW, MVAR from common reference – MW,
and the timing message from the GPS communication links MVAR, and Angle Difference
14
13
13 14
1- System Monitoring: Operating States 2- Contingency Analysis

▪ Normal Normal
▪ Alert • Operate defensively

Restorative Alert
▪ Emergency • Study outage events
▪ In extremis
• Alarm the operators
▪ Restoration In extremis Emergency
15 16
15 16
3- Security-Constrained OPF Secure Dispatch

• Contingency analysis is combined with OPF The state that the power system is in prior to any
• Operating Objectives of power systems contingency. It is optimal with respect to economic
▪ Normal dispatch operation, but it may not be secure.
optimal economic operation, but it may not be secure
▪ Post-contingency
security violation
▪ Secure dispatch Line Flow Limit is 400 MW
not optimal economic operation, but secure
▪ Secure post-contingency
operating condition with corrections
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17 18
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Secure Dispatch Secure Dispatch

The state of the power system after a contingency has occurred. The state of the system with no contingency outages,
This condition has a security violation (line or transformer beyond
its flow limit, or a bus voltage outside the limit). but with corrections to the operating parameters to
account for security violations.
19 20
19 20
Secure Post Dispatch Power System Security

The state of the system when the contingency is applied to
the base-operating condition with corrections.
Factors Affecting
System Security
21 22
21 22
Factors Affecting System Security Generation Outages

• Transmission line failures • Effect on other generators Power imbalance between
▪ Power flow on disconnected lines becomes zero affecting the all load and generation
nearby flows. ✓ Drop in frequency
▪ Power flows and bus voltages will be changed. ✓ If insufficient spinning reserve available, other
▪ The result can be a line flow limit or bus voltage limit violation.
generators can go out due to drop in frequency
• Generation failures
• Changes in line flows as generation is shifted to other
▪ Causes changes in other generators and in transmission system.
▪ Changes power flows and voltages. generators
▪ Disturbs system frequency. ✓ Lines can be overloaded
• There is no way to know which line/transformer/generator ✓ Bus voltages drop due to flow changes
outage is going to cause the worst violations. ✓ Loss of generator var support
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Transmission outages Reactive effects of a transmission loss

A line outage means flows shift to remaining
lines
• Remaining lines can overload
• Reactive losses increase on the remaining
transmission lines
• Bus voltages may drop below acceptable
limits
25 26
25 26
Summing the reactive loss terms Contingency Analysis: 6-bus Test System Example
= reactive power losses

When a line is lost, the first term increases due to increased
line current flow, this may cause the remaining terms to drop
as the bus voltages drop.
Result: increased VAR losses and decreased VAR injections
into the system, this in turn will increase the VAR demand on
generators, and if they hit their VAR limits then the generator
terminal voltages drop making everything even worse.
27 28
27 28
Contingency Analysis: 6-bus Test System Example Base Case Load Flow Solution
Line data
Check the system security under the

following cases:
Bus data
(a)Normal Condition
(b)Outage of generator 3
(c)Outage of line 1-4
(d)Doubling Load at Bus 4
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Base Case Load Flow Solution Base Case Load Flow Solution
31 32
31 32
Outage of Generator 3 Case Outage of Generator 3 Case Cont’d
33 34
33 34
Outage of Generator 3 Case Cont’d Outage of Line 1-4 Case
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Outage of Line 1-4 Case Cont’d Outage of Line 1-4 Case Cont’d
37 38
37 38
Doubling Load at Bus 4 Doubling Load at Bus 4 Cont’d
39 40
39 40
Doubling Load at Bus 4 Cont’d Power System Security
Security (Contingency)
Analysis
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41 42
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Security Analysis Contingency analysis procedure

Operator needs to know which outages will cause problems
➔ Solution: Security Analysis
• Need to study “what if this component is lost” for each
component in the power system Generator Outage
• Run AC power flow for each line and transformer outage
• Simulate generator outage and governor response for all
remaining generators and run AC power flow
• Very large computational task (typically one of the largest
tasks performed in power system operations computer
systems)
43 44
43 44
Contingency analysis procedure Security analysis Fast Calculation

• Study the power system with approximate but very fast
Line Outage algorithms.
▪ Used for many years with various names like “Distribution factor
methods,” “linear sensitivity methods,” “DC power flow methods”
• Select only the important cases for detailed analysis.
▪ Eliminate all or most of the non-violation cases and only run complete
power flows on the “critical” cases
• Use a computer system made up of multiple processors to gain
speed.
• Use a combination of the above
46
45
45 46
Power System Security DC Load Flow

• For a 50,000 bus system, with perhaps 2000 contingencies
to be assessed (much lower than all N-1), if each power
flow solution requires 10 seconds, we require about 5.5
hours on a sequential computer.
• If we use parallelism on this problem very effectively (e.g.,
DC Load Flow 10 computers, with each assigned to perform 200
contingencies, will get the job done in about 33 minutes).
• If we reduce the time per contingency to 0.1 s instead of 10.
Then the sequential computer requires only 3.3 minutes,
and the 10 parallel computers require only 20 seconds!
48
47
47 48
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DC Load Flow DC Load Flow

• Approximations to the power flow equations • Observation 1: The resistance of transmission circuits is
• Let us reconsider the power flow equations: significantly less than the reactance. Usually, it is the case that the
X/R ratio is between 2 and 10.
• If R=0, then G=0, B=1/X , How?
• Applying this conclusion to the power flow equations
𝑃𝑘 = 𝑃𝐺𝑘 −𝑃𝐿𝑘
𝑄𝑘 = 𝑄𝐺𝑘 −𝑄𝐿𝑘
• We will make use of three practical observations regarding high
voltage electric transmission systems. 49 50
49 50
DC Load Flow DC Load Flow

• Observation 2: For most typical operating conditions, the • Observation 3: In the per-unit system, the numerical values of
difference in angles of the voltage phasors at two buses k and j voltage magnitudes |Vk| and |Vj| are very close to 1.0. Typical
connected by a circuit, which is θk – θj for buses k and j, is less range under most operating conditions is 0.95 to 1.05.
than 10-15 degrees. It is extremely rare to see such angular
• In addition, we can narrow our statements about power flow.
separation exceeds 30 degrees. Thus, we say that the angular
separation across any transmission circuit is “small.” ➢ Reactive power flow across circuits is determined by the
difference in the voltage phasor magnitudes between the
sin 𝛿 ≅ 𝛿 terminating buses.
cos 𝛿 ≅ 1 ➢ Real power flow across circuits is determined by the
difference in voltage phasor angles between the terminating
buses.
51 52
51 52
DC Load Flow DC Load Flow: Example

Consider the 4-bus network given below. All 5 lines have the same admittance
• Therefore, we assume all voltages equal to 1.0 and line R=0 for this network. The real power for each generator and each
loads are given. All numerical quantities are given in per-unit.
and neglect the Q-V sub-problem. Finally, the The problem is to compute the real power flows on all circuits.
remaining problem is P- and real power flow.
X=0.1
X=0.1
X=0.1
X=0.1
= 𝑃𝐺𝑘 − 𝑃𝐿𝑘 X=0.1
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DC Load Flow: Example DC Load Flow: Example

• Set the first variable, θ1, to zero (which means we • Collecting terms in the same variables results in:
are choosing θ1 as the reference and bus 1 is the
slack bus).
• Writing the power equations at buses 2, 3, and 4
• Similarly,
gives.
• This results in:

55 56
55 56

• However, the problem statement requires us to
compute the power flows on the lines (this is
X=0.1 usually the information needed by operational and
planning engineers as they study the power
X=0.1
X=0.1 X=0.1 system).
• The solution on the right-
hand-side gives the angles
• We can get the power flows easily using:
X=0.1
on the bus voltage phasors

at buses 2, 3, and 4.
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57 58

We utilize the Y-bus elements together with the bus We utilize the Y-bus elements together with the bus
angles to make these calculations, as follows: angles to make these calculations, as follows:
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DC Load Flow: Example Power System Security

These computed flows are illustrated in Figure below. The
power flowing into a bus equals the power flowing out of
that bus. Note that DCLF is non-iterative solution!
Contingency Selection
61
62
61 62
Contingency Selection Contingency Selection

Use of a Performance Index (PI) which will be large if one or Solving the Full AC Power Flow for Each Contingency
more lines are over limit, and small if all lines are below their
limit (nPIflow= 2, 3, …) 3
1
2
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04/11/2022
Course Structure
EE 467

Optimal Power Flow forecasting • Short-term load control
forecasting
• Unit commitment
Prof. Mohamed Abido • Transmission expansion
• System security
1
2
1 2
Optimal Power Flow (OPF): Opening Qs Power System Planning & Operation
• Is there a reactive power dispatch? Optimal Power Flow (OPF)

Terminal Objectives
• What are reactive power sources?
• Understand the importance of OPF problem
• Know what are the key factors in OPF problem
• What is optimal Power flow?
• Know how to formulate the OPF
• Know how to solve the OPF
3 4
3 4
Optimal Power Flow (OPF) Introduction

Contents • Optimal OPF is extended form of Economic Dispatch (ED)
• ED finds the lowest-cost generation dispatch for a set of
• Introduction generators
𝑁𝐺
• Optimal Power Flow vs. Economic
𝑃𝑡𝑜𝑡𝑎𝑙 𝑙𝑜𝑎𝑑 + 𝑃𝑡𝑜𝑡𝑎𝑙 𝑙𝑜𝑠𝑠 − ෍ 𝑃𝑔𝑒𝑛𝑗 = 0
Dispatch 𝑗=1
• ED calculation ignores the specific details of the network
• OPF Problem Formulation
• The result is the generation dispatch representing the
• Solving OPF minimum $/h
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Economic Dispatch Problem OPF: Combining ED and Power Flow

• Objective Function: • Objective Function: minimize total cost $/h (same
𝑁𝐺
as ED)
𝑚𝑖𝑛 ෍ 𝐹𝑗 𝑃𝑔𝑒𝑛𝑗 , 𝐹 𝑖𝑠 𝑡ℎ𝑒 𝑐𝑜𝑠𝑡
• Generator limit constraints (same as ED)
𝑗=1
• Generator limit inequality constraints • For each bus:
𝑃𝑔𝑒𝑛𝑗 𝑚𝑖𝑛 ≤ 𝑃𝑔𝑒𝑛𝑗 ≤ 𝑃𝑔𝑒𝑛𝑗 𝑚𝑎𝑥 𝑓𝑜𝑟 𝑗 = 1, … , 𝑁𝐺 ▪ Pgen - Pload = net power flow at the bus
• Generation, load, loss balance constraints ▪ Introduces voltage magnitude and angle for each bus
𝑁𝐺
into the problem
𝑃𝑡𝑜𝑡𝑎𝑙 𝑙𝑜𝑎𝑑 + 𝑃𝑡𝑜𝑡𝑎𝑙 𝑙𝑜𝑠𝑠 − ෍ 𝑃𝑔𝑒𝑛𝑗 = 0
▪ adds 2(Nbus-1) equality constraints to the problem
𝑗=1
7 8
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OPF Problem Formulation OPF Problem Formulation

• Objective Function: • Power flow balance at each bus i G
𝑁𝐺 ∗ S Gi = PGi + jQGi
𝑁𝐵
Bus i Vi  i or
𝑚𝑖𝑛 ෍ 𝐹𝑗 𝑃𝑔𝑒𝑛𝑗 , 𝐹 𝑖𝑠 𝑡ℎ𝑒 𝑐𝑜𝑠𝑡 𝑃𝑛𝑒𝑡𝑖 + 𝑗𝑄𝑛𝑒𝑡𝑖 = 𝑉𝑖 ෍ 𝑌𝑖𝑘 𝑉𝑘 Ei = ei + jf i
𝑗=1 𝑘=1
• Generator real power limit inequality constraints S Di = PDi + jQDi Outgoing
Lines
𝑚𝑖𝑛 𝑚𝑎𝑥 𝑃𝑔𝑒𝑛𝑖 − 𝑃𝑙𝑜𝑎𝑑𝑖 + 𝑗 𝑄𝑔𝑒𝑛𝑖 − 𝑄𝑙𝑜𝑎𝑑𝑖
𝑃𝑔𝑒𝑛𝑗 ≤ 𝑃𝑔𝑒𝑛𝑗 ≤ 𝑃𝑔𝑒𝑛𝑗 𝑓𝑜𝑟 𝑗 = 1, … , 𝑁𝐺 ∗
𝑁𝐵
• Generator VAR limit inequality constraints = 𝑉𝑖 ෍ 𝑌𝑖𝑘 𝑉𝑘
𝑄𝑔𝑒𝑛𝑗 𝑚𝑖𝑛 ≤ 𝑄𝑔𝑒𝑛𝑗 ≤ 𝑄𝑔𝑒𝑛𝑗 𝑚𝑎𝑥 𝑓𝑜𝑟 𝑗 = 1, … , 𝑁𝐺 𝑘=1
9
• This can be written as 10
9 10
OPF Problem Formulation Result of OPF Solution

G • Generator outputs now equal the load plus losses
• This can be written as S Gi = PGi + jQGi as required
Bus i Vi  i or
Ei = ei + jf i ̶ No need to explicitly calculate transmission losses
∗
𝑁𝐵 as in ED solution
S Di = PDi + jQDi Outgoing
𝑃𝑔𝑒𝑛𝑖 − 𝑃𝑙𝑜𝑎𝑑𝑖 − 𝑅𝑒𝑎𝑙 𝑉𝑖 ෍ 𝑌𝑖𝑘 𝑉𝑘 =0 Lines
• Can include generator MW and MVAR limits
𝑘=1
• Can include transmission line or transformer limits
∗
𝑁𝐵 on MW or MVA flows
𝑄𝑔𝑒𝑛𝑖 − 𝑄𝑙𝑜𝑎𝑑𝑖 − 𝐼𝑚𝑎𝑔 𝑉𝑖 ෍ 𝑌𝑖𝑘 𝑉𝑘 =0 • Can include bus voltage limits for any bus in the
𝑘=1
system
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Solving OPF: DC or Linear Power Flow Solving OPF: DC or Linear Power Flow
• Objective Function: • Rewrite the last equation so that Pgen and Pload are in MW
• OPF can now be written as a Lagrangian as follows

• Generator inequality constraints:
• Note that we need to force the reference bus phase angle to zero
radians
• DC Power Flow formulation • Including generator upper and lower limits results in
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Solving DC OPF: Example Solving DC OPF: Example

F1 (P1 ) = 561 + 7.92P1 + 0.001562P 1
2
F2 (P2 ) = 310 + 7.85P2 + 0.00194P22

F3 (P3 ) = 78 + 7.97P3 + 0.00482P32 X=0.1
Generator P min P max

1 150 600 X=0.125
2 100 400 X=0.2
3 50 200
P1 = 393.2
Solution of ED for ,  = 9.148 $/MWh
P2 = 334.6
Load = 850 MW is
P3 = 122.2 15 16
15 16
Solving DC OPF: Example Solving DC OPF: Lagrangian of Example
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Solving DC OPF: Solution Solving DC OPF: Matrix equation
These 10 linear equations

can be used to solve directly
for the unknown variables
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Solving DC OPF: Solution Solving DC OPF: Adding a line flow constraint
What if line 1–2 flow

is limited to 150 MW
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Solving DC OPF: Adding a line flow constraint Solving DC OPF: Some practical details
• Line flows are inequality constraints as
generator MW and MVAR limits.
• One solution would be to formulate the OPF as an LP
as was done with LP solution of ED and add
transmission constraints and inequality constraints
on lines
• Another is to use Quadratic Programming (QP) to
solve with quadratic cost functions and linear
23
transmission line equality and inequality constraints 24
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09/11/2022
Course Structure
EE 467
• Short-term load
State Estimation forecasting
forecasting
control
• Unit commitment
Prof. Mohamed Abido • Economic dispatch
1
2
1 2
Power System Planning & Operation State Estimation

• What are the states?
• Do we need to measure all the
states?
State Estimation (SE) • What is the state estimation?
• What is the condition for state
estimation?
3 4
3 4
Objectives State Estimation: Basics

• Basic Definitions Idea:
Use measurements to figure out the “state” (that is,
• Power System Observability Voltage magnitudes and phase angles) of an
• State Estimation Objective operating power system
• State Estimation Challenges Measurements:
• State Estimation Methods • voltage magnitudes
• power,
• State Estimation of AC Networks • VAR,
• ampere-flow
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State Estimation Network Observability

• Observability A power system What is the minimum
is observable if the number of measurements
measurements made on it for system observability?
allow determination of bus
voltage magnitude and angle
Network Observability at every bus of the network.
• At which bus the measuring

devices should be installed
for the system to be
observable?
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Network Observability Network Observability

• What is the Given one measurement on a 3-bus
situation for system, would be the system observable?
this system? Can we estimate the two unknown
phase angles?
This network is “unobservable”.
• Optimization
Solution, add a pseudo measurement to make it
observable, for example use a load prediction program
to get an estimate of the load on bus 2 and add to the
measurement set. It is now observable.
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State Estimation State Estimation

Problems/Challenges:
Solution:
• Measured quantities have noise and errors
A state estimator that can:
• Limited number of measurements, not as many as
necessary • smooth out small random errors in meter readings
• Measurement transducer errors • detect and identify gross measurement errors
• Communication failure
• fill in meter readings that have failed due to
• Some measurements are BAD (measured value is very communication failures.
different from the actual quantity)
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State Estimation State Estimation

Approximations Approximations
• The power flow between bus k and bus j is • Reactive power flow across circuits is determined by the
𝑉𝑘 𝑉𝑗 difference in the voltage phasor magnitudes between the
𝑃𝑘𝑗 = sin 𝛿𝑘 − 𝛿𝑗 terminating buses. So, reactive power flow can be neglected.
𝑋𝑘𝑗
• In the per-unit system, the numerical values of voltage magnitudes • Then, the power flow can be approximated to
1
|Vk| and |Vj| are very close to 1.0. Typical range under most 𝑃𝑘𝑗 = 𝛿 − 𝛿𝑗
operating conditions is 0.95 to 1.05. So, |Vk|=|Vj|1.0 pu 𝑋𝑘𝑗 𝑘
• In addition, (θk – θj) is less than 10-15 degrees. So, sin 𝛿𝑘 − 𝛿𝑗 • That means, the real power flow across circuits is determined by
≅ 𝛿𝑘 − 𝛿𝑗 the difference in voltage phasor angles between the terminating
buses.
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Example: Example:
Suppose we use accurate
How many meter readings values of two-meter
are required to calculate readings M13 and M32 and
the bus phase angles and M13 = 5 MW = 0.05 pu
all load and generation M 32 = 40 MW = 0.40 pu
values fully (observable)? Find all the states, loads,
generations, and line
The answer is 2 flows.
(Can U exercise it!)
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Example: Example: Measurements with errors

M13 = 5 MW = 0.05 pu ? Suppose the readings obtained are:
M 32 =40 MW = 0.40 pu M12 = 62 MW = 0.62 pu
1 M13 = 6 MW = 0.06 pu
𝑓13 = 𝜃 − 𝜃3 = 𝑀13 = 0.05 𝑝𝑢
𝑋13 1 M32 = 37 MW = 0.37 pu
1
𝑓32 = 𝜃 − 𝜃2 = 𝑀32 = 0.40 𝑝𝑢 Using M13 and M32 , the phase
𝑋32 3
angles can be calculated as follows
Assume 3 = 0
1 = 002 rad Assume 3 = 0
2 = −010 rad 1 = 0024 rad
2 = −00925 rad
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Example: Measurements with errors Example: Alternate measurements

1 = 0024 rad Use measurements at
2 = −00925 rad M12 and M32 result,
3 = 0 rad (still assumed zero) flows at M12 and M32
Using M13 and M32 the flows at match measured
those measurements match the values, but flow in line
measured values, but the flow 1 – 3 (6 MW) does not
on line 1 – 2 (62 MW) is not match M13 measured
equal to the M12 measured (7.875 MW)
value (58.25 MW).
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Problem Objective Problem Statement

We need a procedure that uses the Redundant measurements can be used to
estimate the “states” (voltage magnitudes and
information available from all meters to phase angles) of the power system assuming:
produce the best estimate of the actual
• network configuration is known
angles, voltages, line flows, loads, and
• network impedances are known
generations.
• transformer taps positions are known
• phase angle regulator positions are known
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State Estimation: Definition State Estimation: Techniques

State Estimation: is the art of estimating the The weighted least-squares criterion,
exact system state given a set of imperfect where the objective is to minimize the sum of
measurements made on the power system. the squares of the weighted deviations of the
estimated measurements, zˆ, from the actual
This leads to the problem of how to formulate a
measurements, z.
“best” estimate of the unknown parameters 𝑵𝒎
given the available measurements. 𝟐
𝑴𝒊𝒏𝒊𝒎𝒊𝒛𝒆 ෍ 𝒘𝒊 𝒛𝒊 − 𝒛ො 𝒊
Solution: Optimization 𝒊=𝟏
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Weighted Least-Squares Estimator Matrix formulation of weighted least squares estimator

Estimating Ns unknown parameters (states: x1, x2, If the fi functions are linear, that is:
….,xns) using Nm measurements, we would write: 𝑓𝑖 𝑥1 , 𝑥2 , … , 𝑥𝑁𝑠 = 𝑓𝑖 𝒙 = ℎ𝑖1 𝑥1 + ℎ𝑖2 𝑥2 + ⋯ + ℎ𝑖𝑁𝑠 𝑥𝑁𝑠
𝑁𝑚 2 We can write
𝑍𝑖𝑚𝑒𝑎𝑠 − 𝑓𝑖 (𝑥1, 𝑥2 , … , 𝑥𝑁𝑠 )
min 𝐽 𝑥1 , 𝑥2 , … , 𝑥𝑁𝑠 = ෍
𝜎𝑖2 𝑓1 (𝒙)
𝑖=1
zi is the ith measured value 𝑓2 (𝒙)
𝒇 𝒙 = = 𝐻𝒙
fi is the estimated value (z˄) ⋮
σi is the weighting factor (meter’s accuracy is set as ±3σ, 𝑓𝑁𝑚 (𝒙)
for example, a meter with ±6 MW accuracy has σ = 2 H is NmNs matrix containing the coefficients of the linear
MW).
functions fi (x)
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Matrix formulation of weighted least squares estimator Matrix formulation of weighted least squares estimator
In compact form, WLS can be written as: The solution of ∇ J(x) = 0 gives :
min 𝐽 𝒙 = 𝑍 𝑚𝑒𝑎𝑠 − 𝑓(𝒙) 𝑇 𝑅 −1 𝑍 𝑚𝑒𝑎𝑠 − 𝑓(𝒙)
(a) If Nm = Ns (Completely determined)
Where
𝑋 𝑒𝑠𝑡 = 𝐻 −1 𝑍 𝑚𝑒𝑎𝑠
𝑧1𝑚𝑒𝑎𝑠
𝝈𝟐𝟏 ⋯ 𝟎 (b) If Nm > Ns (Over-determined)
𝑧 𝑚𝑒𝑎𝑠
= 2
𝒛𝑚𝑒𝑎𝑠 𝑹 = ⋮ ⋱ ⋮ −1
⋮ 𝑋 𝑒𝑠𝑡 = 𝐻 𝑇 𝑅−1 𝐻 𝐻 𝑇 𝑅−1 𝑍 𝑚𝑒𝑎𝑠
𝟎 ⋯ 𝝈𝟐𝑵𝒎
𝑧𝑁𝑚𝑒𝑎𝑠
𝑚
R is a diagonal matrix. The minimum of J(x) is found when: (c) If Nm < Ns (Under-determined)
𝜕𝐽 𝒙
= 0, 𝑓𝑜𝑟 𝑖 = 1, … , 𝑁𝑠 OR ∇ J(x) = 0 𝑋 𝑒𝑠𝑡 = 𝐻 𝑇 𝐻 𝐻 𝑇 −1 𝑍 𝑚𝑒𝑎𝑠
𝜕𝑥𝑖
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Example 1: WLS for 3-bus with 3 measurements system Example 1: WLS for 3-bus with 3 measurements system
Suppose the readings obtained are: Solution
M12 = 62 MW = 0.62 pu We will assume that the meter’s accuracy (± 3 MW) is being stated as equal
to the ± 3. Then ± 3 MW corresponds to a metering standard deviation of
M13 = 6 MW = 0.06 pu
 = 1 MW = 0.01 pu
M32 = 37 MW = 0.37 pu
Note that: Nm > Ns (over determined problem), then
Using M12 , M13 and M32 , find the best −1
estimate of the phase angles using WLS. 𝑋 𝑒𝑠𝑡 = 𝐻 𝑇 𝑅−1 𝐻 𝐻 𝑇 𝑅−1 𝑍 𝑚𝑒𝑎𝑠
Assume that all three meters have the 𝑋 𝑒𝑠𝑡= vector of estimated state variables
following characteristics. 𝐻 = measurement function coefficient matrix
Meter full-scale value: 100 MW Meter 𝑅 = measurement covariance matrix
accuracy: ± 3 MW 𝑍 𝑚𝑒𝑎𝑠 = vector of measured values
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-1
31 32
31 32
Suppose the readings obtained are:
M12 = 62 MW M12 = 62 MW = 0.62 pu
M13 = 6 MW M13 = 6 MW = 0.06 pu
M32 = 37 MW M32 = 37 MW = 0.37 pu
Find the best estimate of the phase angles using WLS. Assume that
the three meters have the following.
Compare with the
case of using two Meters M12, M32 : 100 full-scale MW
: ± 3 MW accuracy
readings only.
Meter M13 : 100 full-scale MW
: ± 0.3 MW accuracy
33 34
33 34
Solution
We will assume that the meter’s accuracy is being stated as equal to the
± 3. Then,
12 = 1.0 MW = 0.01 pu = 32
13 = 0.1 MW = 0.001 pu
The covariance matrix X
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Example 2: WLS for 3-bus with 3 measurements system State Estimation of an AC Network
M12 = 62 MW Objective: minimize the sum of measurement residuals:
𝑁𝑚
M13 = 6 MW 𝑍𝑖𝑚𝑒𝑎𝑠 − 𝑓𝑖 (𝑥) 2
min 𝐽 𝑥 = ෍
M32 = 37 MW 𝜎𝑖2
𝑖=1
Measurements: MW, MVAR, MVA, amperes, transformer tap
Note
position, and voltage magnitude
• estimated flow on line 1–3 much States:
closer to the meter Reading. • voltage magnitude at each bus,
• estimated flow on lines 1–2 and • the phase angles at all buses except the reference bus,
3–2 are now further from the • the transformer taps
meter readings. Note: fi(x) functions will be nonlinear functions, except for a
37
voltage magnitude measurement 38
37 38
Sources of Error in State estimation What can phasor measurements do for a state estimator?
• Modeling Errors: wrong impedances, wrong • The PMUs do improve the state estimator accuracy
switch and breaker status in SCADA system through the following means:
• Data Errors: Wrong measurement direction ❖ The time accuracy of PMU measurements means that
specified in SCADA data base time differences now taken for granted in SCADA systems
are largely eliminated.
• Transducer Errors: Transducer magnetic amplifier ❖ Providing direct measurement of a voltage magnitude
or other electronics are not correctly calibrated and phase allows the state estimator to have additional
measurements for the same number of states
• Sampling Errors: not all measurements are taken
simultaneously
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Course Structure
EE 467
forecasting • Short-term load control
Automatic Generation Control • Generation expansion
forecasting
• Optimal power flow
• Unit commitment
Prof. Mohamed Abido • Economic dispatch
1
2
1 2
Load-Frequency Control Stimulating Questions

• 50/60 Hz frequency! Which one? Why?
• Why do we need constant frequency?

What are the consequences?
• What causes frequency change? What is

the solution?
• What are the methods of regulating the

3
system frequency 4
3 4
Objectives Load-Frequency Control

• Basic Functions of AGC
• Power System Modeling
• Generator
• Load
• Turbine
• Governor
• Governor Droop Characteristics
• Load Reference Set Point
• Tie-Line Model
• Model of Interconnected Control Areas
• Frequency Response to Load Change
• Supplementary Control
• Area Control Error 5
Frequency is a global variable 6
5 6
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Load-Frequency Control Load-Frequency Control

• Frequency control was not a critical issue before because there • Consequences of a significant drop in frequency:
used to be a large enough fleet of traditional synchronous ̶ stalling of generators and motors,
machines.
̶ high magnetizing currents in induction motors and
• Frequency becomes a critical issue due to possible shortfall of transformers,
inertia associated with inverter-based generation (renewables). ̶ loss of auxiliary motor drives in power stations,
• PV and Wind generations are not contributing much to the ̶ development of errors in equipment that utilize electric
system inertia. timers (“electric clocks go slow”),
• Some solutions are based on virtual inertia using grid-forming ̶ reduction in the values of the reactances of circuit elements,
converters.
̶ loss of blocks of demand through underfrequency load
shedding (frequency dependent load-tripping relays).
7 8
7 8
Load-Frequency Control Load-Frequency Control

• Consequences of a significant rise in frequency: • Methods of regulating the system frequency:
̶ tripping on overspeed of synchronous generators and ̶ Speed governor system that regulates the frequency
motors by adjusting the power output of the generator
̶ errors developing in equipment utilizing electric timers through the prime-mover (turbine) control.
(“electric clocks go fast”) ̶ In wind turbines and solar PV systems, regulation of
̶ increase in the reactances of circuit elements which the local frequency is achieved by purely electronic
leads to change in voltage drop and real system and means which has now been made technologically
reactive losses. possible
̶ loss of blocks of demand through over-frequency. ̶ large batteries and high voltage direct current (HVDC)
links
9 10
9 10
Generation Control System Generation Control System
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Automatic Generation Control (AGC) Basic Turbine-Generator

Objectives:
• Restore system frequency when it deviates from
the nominal value 50 or 60 Hz.
• Frequency directly related to speed of rotation
• Reallocate generation to keep it at economic – Constant frequency = constant speed of rotation
dispatch
• If mechanical energy in = electrical energy out
• Keep interchange with other control areas at the – Mechanical torque = Electrical torque
scheduled MW – Speed remains constant
• Monitor and control generators as they ramp up and • Electrical load changes are uncontrolled, so we must
down control mechanical energy input to match
13 14
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Mathematical analysis of generation control Automatic Generation Control

𝑑𝜔 𝑑2 𝛿
𝑃𝑛𝑒𝑡 = 𝑃𝑚𝑒𝑐ℎ − 𝑃𝑒𝑙𝑒𝑐 = 𝑀𝛼 = 𝑀 =𝑀 2
𝑑𝑡 𝑑𝑡
 = rotational speed (rad/sec)
 = rotational acceleration Generator Model
 = phase angle of a rotating machine
Pnet = net accelerating power
Pmech = mechanical power input
Pelec = electrical power output
M = angular momentum (inertia) of the machine 15
16
15 16
Generator Model Automatic Generation Control
Load Model
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Load Model Automatic Generation Control
Prime Mover Model
19 20
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Turbine-Generator System Prime Mover Model

The simplest prime-mover model, the non-reheat turbine, is
TCH = “Charging time” time constant

∆Pvalve = per unit change in valve position from nominal
Combined prime-mover and generator model
21 22
21 22
Automatic Generation Control Governor Model with Speed Droop
Governor Model with

Speed Droop
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23 24
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Governor Model with Speed Droop Governor Model with Speed Droop
25 26
25 26
Governor Droop Characteristics Governor Droop Characteristics

• R is the speed regulation that determines the change on the unit output Common practice is to set R on each generating unit so that a
for a given change in frequency (i.e., the slope of the characteristic). change from 0 to 100% (i.e., rated) output will result in the same
∆𝜔 frequency change for each unit. As a result, a change in electrical
𝑅= 𝑝𝑢
∆𝑃 load on a system will be compensated by generator unit output
• For instance, 3% regulation for a unit indicates that a 100% (1.0 pu)
change in unit output requires a 3% change in frequency. changes proportional to each unit rated output.
R
3%
27 28
27 28
Governor Droop Characteristics Automatic Generation Control

Example:
The two units start at a nominal frequency of f0. When a load increases,
PL, it causes the units to slow down, the governors increase output until
the units seek a new, common operating frequency, f ′. The amount of load
pickup on each unit is proportional to the slope of its droop characteristic.
Load Reference Set
Point
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29 30
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Load Reference Set Point Load Reference Set Point

• By changing the load reference, the droop characteristic can be set to give reference
frequency at any desired unit output.
• By adjusting this set point on each unit, a desired unit dispatch can be maintained while
holding system frequency close to the desired nominal value.
• This is the boundary between response capability and economic allocation by economic
dispatch.
31
31 32
31 32
Automatic Generation Control Model of Governor, Turbine, and Generator
Integrated Model
34
33
33 34
Model of governor, turbine, and generator Model of governor, turbine, and generator
Example: The steady-
Using the block diagram, find the frequency change, ω, state value
for a step increase in load, PL. of ω can
Solution: be found as
The transfer function relating ω and PL is given by
Note that if D were 0, the change in speed would simply be
If several generators were connected to the system, the frequency
change would be
and ,
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35 36
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Automatic Generation Control Tie-Line Model

The power flowing across a transmission line can be
modeled using the DC load flow method as
Tie-Line Model Then;
Alternatively;
where T = 377 × 1/Xtie (for a 60-Hz system)

T is tie-line stiffness coefficient
37 38
37 38
Automatic Generation Control Model of interconnected control areas
Two-area System Model
39 40
39 40
Model of Interconnected Control Areas Model of Interconnected Control Areas

For a load change PL1 in area 1, the steady state frequency, after all Substituting
oscillations have damped out, will be constant and equal to the same
value on both areas and can be calculated as follows.
Solving
and
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41 42
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For a load change PL1 in area 1, the steady state frequency Substituting
without governor action can be calculated as follows.
Solving
Without governor action

Pmech1 = 0 Pmech2 = 0
43 44
43 44

Example: Solution:
You are given two system areas connected by a tie line with
the Characteristics shown in the table below. A load change
of 100 MW (0.2 pu) occurs in area 1. What is the new
steady-state frequency and what is the change in tie flow?
Assume both areas were at nominal frequency (60 Hz) to
begin.
45 46
45 46
Model of Interconnected Control Areas Frequency Response to Load Change

The change in prime-mover power would be
Observations:
• The figure shows the average
frequency (omitting high
freq. oscillations)
The total changes in generation is 98.814 MW, which is 1.186 MW short of • A step change in load would
the 100 MW load change. always result in a steady
The change in total area load due to frequency drop would be state freq. error
• A supplementary control is
Therefore, the total load change = 1.186 MW, which accounts for the
needed to eliminate the
difference in total generation change and total load change. steady state error in freq.
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Power System Planning & Operation Automatic Generation Control (AGC)

Objectives:
1. To hold system frequency at a specified nominal
Automatic Generation value (e.g., 50 or 60 Hz).
2. To maintain the correct value of interchange
Control (AGC) power between control areas.
3. To maintain each unit’s generation at the most
economic value.
50
49
49 50
Supplementary Control Rules of tie line control
Supplementary integral or PID control is necessary to force

the frequency error to 0 by adjustment of the load
reference set point. 51
52
51 52
Area Control Error
54
53
53 54

Demand/Load Forecasting: Course Structure

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07/09/2022

Load Forecasting (LF) • Long-term load

Power System Planning & Operation Contents

Demand/Load Forecasting Forecasting/Prediction

a) 3.7, 3.7, 3.7, 3.7, 3.7, ? 3.7

c) 25, 32, 24, 28, 26, 27, ? Quiz

Forecasting Key issues in forecasting

Electric Load Forecasting Electric Load Forecasting: Key Factors

Electric Load Forecasting: Objectives What to forecast?

• Generation expansion • Fuel supply Scheduling

What to forecast? How To Develop a Forecast

Forecasting Steps Long-Term Forecast

Medium-Term Forecast Short-Term Forecast

Short-Term Forecast Importance of Short-term Load Forecasting (STLF)

Input Data Sources for STLF Importance of STLF

Weather Real-time data base System Operator

Forecasting Methods Choice of Forecasting Technique

Forecasting Process Forecasting Methods

6. Check forecast 5. Develop/compute 4. Select a forecast

Time Series Patterns Time Series

Forecasting Methods Time Series: Moving Average Methods

Moving Average: Naïve Approach Moving Average: Simple Moving Average

Simple Moving Average: Example Simple Moving Average: Example

Simple Moving Average: Example Simple Moving Average: Example

Moving Average: Simple Moving Average Moving Average: Smoothing Effects

Oct 90 95.0 𝑫𝟏𝟎 + 𝑫𝟗 + 𝑫𝟖 + 𝑫𝟕 + 𝑫𝟔

Weighted Moving Average Weighted Moving Average Example

Forecasting Methods Exponential Smoothing

Exponential Smoothing Dt = actual demand for present period

Exponential Smoothing: Example Exponential Smoothing: Example

Exponential Smoothing: Example Exponential Smoothing

makes the 60 – Actual  = 0.50 • Averaging method

Adjusted Exponential Smoothing Adjusted Exponential Smoothing Example

Adjusted Exponential Smoothing: Example Adjusted Exponential Smoothing: Example

Forecasting Methods Linear Regression

Linear Regression Methods

Linear Regression Linear Regression Example

Linear Regression Example (cont.) Linear Regression Example (cont.)

Seasonal Adjustments Seasonal Adjustment: Example

Seasonal Adjustment Example Seasonal Adjustment Example

Seasonal Adjustment Example Forecasting Methods

Forecast Accuracy Forecast Accuracy

Mean Absolute Deviation (MAD) Mean Squared Error (MSE)

Mean Absolute Percent Deviation (MAPD) Forecast Accuracy: Example

Forecast Accuracy: Example Forecast Accuracy: Example

Forecast Accuracy: Example Comparison of Forecasts

• Long-term load • Automatic generation

Power System Planning & Operation Economic Dispatch (ED)

Economic Dispatch Problem Economic Dispatch Problem

Generation Dispatch Generator types

Example California Wind Output Thermal versus Hydro Generation

Block Diagram of Thermal Unit Economic Dispatch (ED)

Operating Costs Generator Cost Curves

I/O Curve Heat-rate Curve

Best for most efficient units are

Fuel-cost Curve Fuel-cost Curve

Fuel-cost Curve Incremental (Marginal) Cost (IC) Curve

Mathematical Formulation of Costs Incremental Cost Example

Incremental Cost Example, cont'd Economic Dispatch (ED)

Economic Dispatch: Formulation Mathematical Formulation

Mathematical Formulation Economic Dispatch (ED)

minimize 𝐶𝑡𝑜𝑡𝑎𝑙 = ෍ 𝐶𝑖 = ෍ 𝛼𝑖 + 𝛽𝑖 𝑃𝑖 + 𝛾𝑖 𝑃𝑖2