OPTIMIZAÇÃO DA EXPLORAÇÃO DE CURTO-PRAZO E DAS OFERTAS EM MERCADO PARA UM SISTEMA ELECTROPRODUTOR CONSIDERANDO INCERTEZA E RISCO

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Organização

Publicações

Short-term electricity prices forecasting in a competetive market by a hybrid Pso-Anfis approach

Publication . Pousinho, Hugo Miguel Inácio; Mendes, Victor; Catalão, João Paulo da Silva

In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of 1 week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn.

2012-07Artigo científico

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Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion

Publication . Pousinho, Hugo Miguel Inácio; Mendes, Victor; Catalão, João Paulo da Silva

In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

2012-04Artigo científico

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Entidade financiadora

Fundação para a Ciência e a Tecnologia

Número da atribuição

SFRH/BD/62965/2009