Conditional value at risk-computed integrated energy system economic scheduling method

An integrated energy system, conditional value-at-risk technology, applied in the field of electrical equipment and electrical engineering, can solve problems such as subadditivity, consistency axiom, and inaccurate tail risk prediction

Inactive Publication Date: 2018-09-28
TIANJIN UNIV
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Problems solved by technology

Because VaR has defects such as not satisfying the consistency axiom, subadditivity in some cases, and inaccurate prediction of tail risk, Rockafeller and Uryasev proposed CVaR in 2000, which refers to the conditional expectation that the loss is greater than VaR, namely The average loss faced when a loss greater than VaR occurs

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  • Conditional value at risk-computed integrated energy system economic scheduling method
  • Conditional value at risk-computed integrated energy system economic scheduling method
  • Conditional value at risk-computed integrated energy system economic scheduling method

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specific Embodiment

[0151] The basic structure of EH studied in this embodiment, such as figure 1 , where the solid line represents the power transmission channel, and the dotted line represents the natural gas power transmission channel.

[0152] In order to verify the comprehensive energy system economic dispatch model considering CVaR established by the present invention, adopt figure 1 EH frame construction shown. Taking the electricity price in literature [1] as the basic data, taking its average value as the mean value, and 0.1 times the mean value as the standard deviation, 10 electricity price scenarios are generated according to the normal distribution. In the same way, 10 electric load scenarios, 10 thermal load scenarios and 10 wind speed scenarios are respectively constructed using the electric load, heat load and wind speed data in literature [2]. Combine the obtained wind speed scene with formula (35) to generate the wind power output scene.

[0153] Therefore, the total number o...

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Abstract

The invention discloses a conditional value at risk-computed integrated energy system economic scheduling method. The method comprises the steps that the cost corresponding to each scene s of variousuncertainties is determined; and a CVaR-computed integrated energy system economic scheduling model is built to obtain an optimal scheduling strategy, wherein the CVaR-computed integrated energy system economic scheduling model comprises a target function and constraint conditions of CVaR-computed economic scheduling, the minimum cost function of CVaR-computed economic scheduling is the target function, and the constraint conditions of CVaR-computed economic scheduling comprise the energy balancing constraint, the battery energy storage constraint, the heat storage constraint, the technical condition constraint, the demand response constraint and the wind power output constraint. According to the method, the risks possibly brought by the uncertainties are processed by taking an EH containing a cogeneration unit, a lithium battery storage, a heat storage and a gas boiler as a basis and adopting the conditional at risk value theory, the CVaR-computed IES economic scheduling model is built, and the scheduling strategy and the risk assessment problem of an integrated energy system are studied.

Description

technical field [0001] The invention relates to the fields of electrical equipment and electrical engineering, and more specifically relates to an economic dispatching method for a comprehensive energy system taking into account the conditional risk value. Background technique [0002] Integrated energy systems (IES) refer to the energy production formed after the organic coordination and optimization of energy generation, transmission and distribution, conversion, storage, consumption and other links in the process of planning, construction and operation. Supply and marketing integration system. That is to say, under the condition of energy supply, the advantages of multi-energy complementarity can be used to optimize a certain goal through the scheduling of operators. [0003] The energy hub (energy hub, EH) was first proposed by Geidl M and Andersson of the Federal Institute of Technology in Zurich. As an energy conversion unit that can meet the needs of multiple energy ...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q10/06G06Q50/06
CPCG06Q10/06315G06Q10/0635G06Q10/0637G06Q50/06
Inventor 刘怀东晏淑珍
Owner TIANJIN UNIV
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