Abstract Empirical reports validate significant correlation among adjacent wind farms. However, in practice, the market operator schedules the amounts of energy and reserve in the day-ahead market without considering the correlation. This paper develops a computational framework, which allows the market operator to clear the day-ahead market under the correlated wind power production, and evaluate how the energy and reserve schedules may change due to ignoring the correlation. To accomplish this task, a scenario generation methodology is proposed to provide correlated scenarios of wind production in the daily horizon. Through the methodology, a multivariate model presents the power production of each wind farm as a nonlinear function of wind speed and autoregressive moving average model. The multivariate models of wind farms are coupled through their cross-correlation matrix. The methodology is applied to the real-world data of wind farms located at diverse geographic regions in United States. The scenarios are considered as input data for clearing a joint energy and reserve market, which is formulated as a two-stage stochastic model. The potential impact of significant correlation among wind farms is investigated through 6-bus and IEEE 118-bus test systems for different wind penetration levels. The results show that for higher correlation, the policy adopted by the market operator is to schedule less wind energy in the day-ahead market, at the expense of greater energy and reserve capacity allocated to conventional generating units. By ignoring the correlation, the market operator underestimates the reserve capacity that may threaten system security and impose additional cost on the real-time operation.

中文翻译：

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相关风电生产下的日前能源与备用调度

摘要 实证报告验证了相邻风电场之间的显着相关性。然而，在实践中，市场运营商在不考虑相关性的情况下安排日前市场的能量和储备量。本文开发了一个计算框架，允许市场运营商在相关风电生产下清算日前市场，并评估能源和备用计划如何因忽略相关性而发生变化。为了完成这项任务，提出了一种情景生成方法，以提供每日范围内风力生产的相关情景。通过该方法，多元模型将每个风电场的发电量表示为风速的非线性函数和自回归移动平均模型。风电场的多变量模型通过它们的互相关矩阵耦合。该方法应用于位于美国不同地理区域的风电场的真实数据。这些情景被视为清算联合能源和储备市场的输入数据，它被制定为两阶段随机模型。通过针对不同风力渗透水平的 6 总线和 IEEE 118 总线测试系统，研究了风电场之间显着相关性的潜在影响。结果表明，对于更高的相关性，市场运营商采取的政策是在日前市场调度较少的风能，以牺牲分配给常规发电机组的更多能量和储备容量为代价。通过忽略相关性，