Using Probabilistic Forecasts in Stochastic Optimization

被引：3

作者：

Gross, Arne ^{[1
]}

Lenders, Antonia ^{[1
]}

Zech, Tobias ^{[1
]}

Wittwer, Christof ^{[1
]}

Dieh, Moritz ^{[2
]}

机构：

[1] Fraunhofer Inst Solar Energy Syst ISE, Freiburg, Germany

[2] Univ Freiburg, IMTEK, Freiburg, Germany

来源：

2020 INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS (PMAPS) | 2020年

关键词：

Stochastic Dynamic Programming; Model Predictive Control; Probabilistic PV Forecasting; Probabilistic Load Forecasting; PV Battery Systems; MODEL-PREDICTIVE CONTROL; ENERGY MANAGEMENT;

D O I：

10.1109/pmaps47429.2020.9183575

中图分类号：

TE [石油、天然气工业]; TK [能源与动力工程];

学科分类号：

0807 ; 0820 ;

摘要：

In the coming years, the energy system will be transformed from central carbon-based power plants to decentralized renewable generation. Due to the dependency of these systems on external influences such as the weather, forecast uncertainties pose a problem. In this paper, we will compare different methods that mitigate the impact of these forecast uncertainties. Our results suggest that estimating these uncertainties and modeling them for optimization can increase the benefit for the individual system.

引用

页数：6

共 50 条

[1] Stochastic optimization with dynamic probabilistic forecasts
Tankov, Peter
Tinsi, Laura
[J]. ANNALS OF OPERATIONS RESEARCH, 2024, 336 (1-2) : 711 - 747
[2] Stochastic optimization with dynamic probabilistic forecasts
Peter Tankov
Laura Tinsi
[J]. Annals of Operations Research, 2024, 336 : 711 - 747
[3] Probabilistic forecasts of solar irradiance using stochastic differential equations
Iversen, E. B.
Morales, J. M.
Moller, J. K.
Madsen, H.
[J]. ENVIRONMETRICS, 2014, 25 (03) : 152 - 164
[4] BAYESIAN STOCHASTIC OPTIMIZATION OF RESERVOIR OPERATION USING UNCERTAIN FORECASTS
KARAMOUZ, M
VASILIADIS, HV
[J]. WATER RESOURCES RESEARCH, 1992, 28 (05) : 1221 - 1232
[5] Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures
Liang, You
Thavaneswaran, Aerambamoorthy
Paseka, Alexander
Thulasiram, Ruppa K.
Johnson-Skinner, Ethan
[J]. 2021 IEEE 45TH ANNUAL COMPUTERS, SOFTWARE, AND APPLICATIONS CONFERENCE (COMPSAC 2021), 2021, : 1748 - 1753
[6] Probabilistic seasonal precipitation forecasts using quantiles of ensemble forecasts
Jin, Huidong
Mahani, Mona E.
Li, Ming
Shao, Quanxi
Crimp, Steven
[J]. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2024, 38 (05) : 2041 - 2063
[7] Probabilistic seasonal precipitation forecasts using quantiles of ensemble forecasts
Huidong Jin
Mona E. Mahani
Ming Li
Quanxi Shao
Steven Crimp
[J]. Stochastic Environmental Research and Risk Assessment, 2024, 38 : 2041 - 2063
[8] Probabilistic Line Searches for Stochastic Optimization
Mahsereci, Maren
Hennig, Philipp
[J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 28 (NIPS 2015), 2015, 28
[9] Probabilistic Line Searches for Stochastic Optimization
Mahsereci, Maren
Hennig, Philipp
[J]. JOURNAL OF MACHINE LEARNING RESEARCH, 2017, 18
[10] Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
Kwassi Joseph Dzahini
Michael Kokkolaras
Sébastien Le Digabel
[J]. Mathematical Programming, 2023, 198 : 675 - 732

← 1 2 3 4 5 →