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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Reliability Of Wind Power Scenarios And Stochastic Unit Commitment Cost, Didem Sari, Sarah M. Ryan Jan 2017

Reliability Of Wind Power Scenarios And Stochastic Unit Commitment Cost, Didem Sari, Sarah M. Ryan

Industrial and Manufacturing Systems Engineering Technical Reports and White Papers

Probabilistic wind power scenarios constitute a crucial input for stochastic day-ahead unit commitment in power systems with deep penetration of wind generation. To minimize the expected cost, the scenario time series of wind power amounts available should accurately represent the stochastic process for available wind power as it is estimated on the day ahead. The high computational demands of stochastic programming motivate a search for ways to evaluate scenarios without extensively simulating the stochastic unit commitment procedure. Reliability of wind power scenario sets can be assessed by statistical verification approaches. In this study, we examine the relationship between the statistical ...


Statistical Metrics For Assessing The Quality Of Wind Power Scenarios For Stochastic Unit Commitment, Didem Sari, Youngrok Lee, Sarah M. Ryan, David L. Woodruff May 2016

Statistical Metrics For Assessing The Quality Of Wind Power Scenarios For Stochastic Unit Commitment, Didem Sari, Youngrok Lee, Sarah M. Ryan, David L. Woodruff

Industrial and Manufacturing Systems Engineering Publications

In power systems with high penetration of wind generation, probabilistic scenarios are generated for use in stochastic formulations of day-ahead unit commitment problems. To minimize the expected cost, the wind power scenarios should accurately represent the stochastic process for available wind power. We employ some statistical evaluation metrics to assess whether the scenario set possesses desirable properties that are expected to lead to a lower cost in stochastic unit commitment. A new mass transportation distance rank histogram is developed for assessing the reliability of unequally likely scenarios. Energy scores, rank histograms and Brier scores are applied to alternative sets of ...


Scenario Reduction For Stochastic Unit Commitment With Wind Penetration, Yonghan Feng, Sarah M. Ryan Jan 2014

Scenario Reduction For Stochastic Unit Commitment With Wind Penetration, Yonghan Feng, Sarah M. Ryan

Industrial and Manufacturing Systems Engineering Conference Proceedings and Posters

Uncertainties in the day-ahead forecasts for load and wind energy availability are considered in a reliability unit commitment problem. A two-stage stochastic program is formulated to minimize total expected cost, where commitments of thermal units are viewed as first-stage decisions and dispatch is relegated to the second stage. Scenario paths of hourly loads are generated according to a weather forecast-based load model. Wind energy scenarios are obtained by identifying analogue historical days. Net load scenarios are then created by crossing scenarios from each set and subtracting wind energy from load. A new heuristic scenario reduction method termed forward selection in ...


A Pseudo-Likelihood Analysis For Incomplete Warranty Data With A Time Usage Rate Variable And Production Counts, Yu Qiu, Danial J. Nordman, Stephen B. Vardeman Jan 2014

A Pseudo-Likelihood Analysis For Incomplete Warranty Data With A Time Usage Rate Variable And Production Counts, Yu Qiu, Danial J. Nordman, Stephen B. Vardeman

Industrial and Manufacturing Systems Engineering Publications

The most direct purpose of collecting warranty data is tracking associated costs. However, they are also useful for quantifying a relationship between use rate and product time-to-first-failure and for estimating the distribution of product time-to-first-failure (which is modeled in this article as depending on use rate and a unit potential life length under continuous use). Employing warranty data for such reliability analysis purposes is typically complicated by the fact that some parts of some warranty data records are missing. A pseudo-likelihood methodology is introduced to deal with some kinds of incomplete warranty data (such as that available in a motivating ...


Transmission Expansion Planning With Transformer Replacement, Mujing Ye, Sarah M. Ryan, James D. Mccalley Jan 2007

Transmission Expansion Planning With Transformer Replacement, Mujing Ye, Sarah M. Ryan, James D. Mccalley

Industrial and Manufacturing Systems Engineering Conference Proceedings and Posters

Investments in high-voltage transmission facilities require large financial commitments and significantly affect the future reliability and economy of the interconnected power system. Transmission expansion planning is complicated by the potential component unavailability due to forced or scheduled outage. Transformers comprise one important set of system components of which many in current use are reaching an advanced service age. Condition monitoring technologies can help improve predictions of their reliability. We formulate and analyze an optimization model for transmission expansion planning and transformer replacement that accounts for transformer as well as transmission line reliability and solve a small instance in a reasonable ...