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Orientador(es)
Resumo(s)
This paper provides a two-stage stochastic programming approach for the development of optimal offering strategies for wind power producers. Uncertainty is related to electricity market prices and wind power production. A hybrid intelligent approach, combining wavelet transform, particle swarm optimization and adaptive-network-based fuzzy inference system, is used in this paper to generate plausible scenarios. Also, risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study, based on a wind farm in Portugal, are provided and analyzed. Finally, conclusions are duly drawn.
Descrição
Palavras-chave
Artificial intelligence Forecasting Risk analysis Stochastic programming Uncertainty Wind power Value-at-risk Generation Systems Penetration Markets Search
Contexto Educativo
Citação
CATALÃO, J. P. S.; POUSINHO, H. M. I.; MENDES, V. M. F. – Optimal offering strategies for wind power producers considering uncertainty and risk. IEEE Systems Journal. ISSN: 1932-8184. Vol. 6, nr. 2 (2012), pp. 270-277
Editora
IEEE-INST Electrical Electronics Engineers INC