Two-Stage Optimization Research of Power System with Wind Power Considering Energy Storage Peak Regulation and Frequency Regulation Function
Abstract
1. Introduction
- (1)
- Addressing the limitation that existing wind power scheduling research predominantly employs single deterministic forecasting methods without enabling inter-stage corrections, this paper adopts ARIMA time series method for deterministic modeling in the day-ahead stage and employs Monte Carlo scenario generation combined with improved K-means clustering and simultaneous backward reduction algorithms for uncertainty modeling in the intra-day stage, fully utilizing the characteristic that wind power forecasting accuracy improves as time scales shorten to achieve precise corrections of subsequent stages on preceding stages.
- (2)
- Different from traditional single-function energy storage applications, this paper establishes a dynamic peak-valley identification method based on net load characteristics and a State of Charge (SOC) zoning management mechanism, enabling energy storage to perform peak shaving and valley filling tasks during peak regulation periods and participate in frequency regulation using reserved capacity during non-peak regulation periods, significantly improving energy storage system utilization rates and comprehensive benefits while resolving the single-function limitation of energy storage in existing research.
- (3)
- Establishing a multi-unit coordinated frequency regulation mechanism based on dynamic power flow. This approach overcomes the limitation in conventional power flow calculations where unbalanced power is solely borne by idle buses. It establishes a distribution mechanism whereby wind, thermal, load, and storage resources coordinate to share unbalanced power according to their respective frequency characteristic coefficients. Concurrently, it accounts for the impact of virtual inertia support from energy storage on the initial rate of frequency change. By integrating constraints on both the initial rate of frequency change and steady-state frequency deviation, the dispatch scheme ensures compliance with system frequency quality requirements.
2. Wind Power Forecasting Under Two-Stage Optimal Scheduling
2.1. Stage 1 Deterministic Wind Power Forecasting Based on ARIMA Time Series
- (1)
- Let the original wind speed data be {x1, x2, x3, …, xt}. First, determine whether this data series is stationary. If it is non-stationary, introduce the ordered difference operator ∇ = 1 − K, and perform d-order differencing transformation on the above series until it becomes a stationary series {y1, y2, y3, …, yt}.
- (2)
- The number of terms in the wind speed prediction model is determined by calculating the autocorrelation function and partial autocorrelation function of the series {y1, y2, y3, …, yt}.
- (3)
- Parameter estimation using the least squares method involves minimizing the sum of the squares of the residuals to determine the unknown parameters of the model.
- (4)
- The model residuals are tested to determine whether the white noise is stationary. If so, the model is appropriate; otherwise, the model order requires modification, and parameters must be re-estimated.
- (5)
- The appropriate model performs wind velocity prediction to obtain the predicted wind speed value series for the next 24 h.
2.2. Stage 2 Wind Power Uncertainty Forecasting Based on Multi-Scenario Probability Method
2.2.1. Scenario Generation
- (1)
- For the random variable wind power P, the sampling time is divided into 24 points, namely a sample size of 24, expressed as {P1, P2, …, P24};
- (2)
- For a specific time point of wind power Pm, after obtaining the parameters of its probability distribution function from historical wind power data, simulation methods are utilized to generate random wind power, thereby obtaining a set of randomly generated samples;
- (3)
- Take a sample size M, continue sampling in the sample capacity, and finally obtain the sample group {P1, P2, …, P24}. Take M = 1000, generate 1000 wind power scenarios based on the Monte Carlo simulation method, and obtain a 1000 × 24 array containing the wind power of all time periods in the sample capacity.
2.2.2. Scenario Reduction
3. Coordinated Optimization Operation Strategy for Energy Storage System Peak and Frequency Regulation
3.1. SOC-Based Working Region Division Method
3.2. Dynamic Identification of Peak and Valley Periods with Net Load Characteristics
- (1)
- Import the net load PL, obtain the net load maximum value Pmax and the minimum value Pmin, which serve as the initial boundaries for the peaking line and the filling line.
- (2)
- Set the nominal power and nominal capacity of the energy storage device to Pm and Em, with the current availability of the energy storage system being En. The initial value of the peak shaving line is Pmax, and it moves downward with step size ∆P, yielding the real-time peak shaving line Pf = Pmax − k × ∆P and its intersection points t1, t2 with the load curve. The electricity released by energy storage participating in peak shaving at this time is as follows:
- (3)
- Take the initial valley filling line Pmin and move it upward with step size ∆P. The valley filling line, Pg = Pmin + k × ∆P, intersects with the load curve at points t3 and t4. The electricity absorbed by energy storage participating in valley filling at this time is as follows:
3.3. Coordinated Optimization Operation Strategy for Peak and Frequency Regulation
- (1)
- Valley-filling region: During this period, the load is at valley values with low electricity demand, in a state of supply exceeding demand. Energy storage is in a charging state, absorbing surplus electrical energy. At this time, the energy storage output Pbess(t) = Pg(t) < 0.
- (2)
- Frequency regulation region: During this period, there is no peak regulation demand. If the frequency deviation exceeds the set upper limit, energy storage is in a charging state, with Pbess(t) = PPRF(t) < 0; if the frequency deviation falls below the set lower limit, energy storage is in a discharging state, with Pbess(t) = PPRF(t) > 0; if the frequency deviation is within the dead zone, energy storage output is zero, with Pbess(t) = 0.
- (3)
- Peak shaving region: During this period, the load is at peak values with high electricity demand, in a state of demand exceeding supply. Energy storage is in a discharging state, with energy storage output at this time being Pbess(t) = Pf(t) > 0.
4. Coordinated Optimization of Peak Load and Frequency Regulation Strategies for Energy Storage Systems
4.1. Stage 1 Day-Ahead Optimization Scheduling Model
4.1.1. Objective Function
4.1.2. Constraints Conditions
- (1)
- Upper and lower limit constraints for thermal power unit output:
- (2)
- Thermal power unit power regulation constraints:
- (3)
- Conventional power flow equation equality constraints:
- (4)
- Voltage phase angle constraints:
- (5)
- Transmission line power flow constraints:
- (6)
- SOC constraints:
- (7)
- Energy storage charging and discharging power constraints:
4.2. Stage 2 Intra-Day Optimization Scheduling Model
4.2.1. Initial Rate of Change of Frequency Constraints
4.2.2. Power Flow Equation Equality Constraints Based on Dynamic Power Flow Imbalanced Power Sharing
4.3. Model Solution Method
5. Case Studies
5.1. Wind Power Forecasting and Scenario Analysis
5.2. Energy Storage Peak and Off-Peak Period Division
5.3. Day-Ahead Scheduling Results Analysis
5.3.1. Day-Ahead Scheduling Results Overview
5.3.2. Typical Period Operation Analysis
5.4. Intra-Day Scheduling Results Analysis
- (1)
- Intra-day optimization applying dynamic power flow calculations considering wind, thermal, and load simultaneously sharing imbalanced power. If traditional power flow methods were adopted, all imbalanced power would be borne by the balancing unit G1, potentially causing its power to exceed limits. Applying dynamic power flow calculations allows wind, thermal, and load to jointly share imbalanced power. The corrected power source outputs, frequency deviations, and RoCoF values for each scenario during the 11:30–11:45 period are shown in Table 5. The wind power unit outputs in Table 5 correspond to the power source output values for each scenario at 11:30 in Figure 6. Compared to the first stage wind turbine output in Table 3, there is an increase, with the resulting imbalanced power shared jointly by wind, thermal, and load.As demonstrated above, the balancing unit G1 output in each scenario in Table 5 is reduced compared to Table 3. Units G2–G5 make corresponding adjustments according to their respective cost characteristics, with the G2 unit output relatively reduced due to its higher cost characteristic coefficient, whilst units G3–G5 output relatively increases, and wind power unit output relatively increases. The four scenarios describe four different possibilities, representing wind power uncertainty. In Table 5, the greater the fluctuation of wind power output compared to that in Table 3, the larger the frequency deviation and the greater the initial rate of change of frequency.
- (2)
- Applying dynamic power flow calculations considering wind, thermal, load, and storage jointly sharing imbalanced power. The optimized and corrected outputs, frequency indicators, and costs for each component when applying dynamic power flow calculations are shown in Table 6.
6. Conclusions
- (1)
- Wind power forecasting adapted to different optimization stages was established. In the day-ahead optimization stage requiring long time scales, the ARIMA time series method is employed for deterministic wind power modeling, simplifying computational complexity whilst ensuring forecasting accuracy, providing forecast data for day-ahead 24 h scheduling plan formulation. In the intra-day optimization stage requiring short time scales, Monte Carlo scenario generation technology is employed, combined with a method integrating improved K-means clustering and SBR scenario reduction for wind power uncertainty modeling, enabling more accurate capture of short-term wind power fluctuation characteristics. This differentiated forecasting approach fully considers the characteristic that wind power forecasting accuracy improves as the time scale shortens, laying a solid data foundation for two-stage optimization scheduling.
- (2)
- A day-ahead and intra-day two-stage coordinated optimization scheduling framework was constructed, achieving synergy between energy storage peak and frequency regulation functions. In the day-ahead stage with a 1 h time scale, through energy storage peak regulation periods determined by the dynamic peak-valley identification method, charging during load valleys and discharging during peaks can be achieved, effectively reducing the system net load peak-valley difference and alleviating thermal power unit peak regulation pressure. The intra-day stage is shortened to a 15-min time scale, utilizing the reserved capacity of energy storage to rapidly respond to power imbalances caused by wind power forecasting errors, reducing frequency deviations. Through reasonable design of energy storage SOC working regions and operation mode switching mechanisms, efficient utilization of energy storage resources across different time scales is achieved, avoiding resource idleness during non-peak regulation periods.
- (3)
- The mechanism established based on dynamic power flow for wind, thermal, load, and storage to coordinately share imbalanced power according to frequency characteristic coefficients breaks through the limitation of traditional power flow calculations, where imbalanced power is borne solely by the balancing unit, resulting in reduced output from units with higher cost characteristic coefficients. By considering the initial rate of change of frequency constraints and frequency deviation constraints, the two-stage optimization scheduling scheme ensures economic optimality whilst meeting system frequency quality requirements. Simulation results demonstrate that the energy storage system can not only provide inertia support to reduce initial frequency changes, but its participation in the imbalanced power sharing mechanism can also reduce steady-state frequency deviation. Meanwhile, the output of each power source is further optimized, reducing generation costs and improving the quality and economics of system operation.
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
Abbreviations
Symbol | Definition |
ARIMA | Autoregressive integrated moving average |
DFIG | Doubly fed induction generator |
EMS | Energy management system |
IGDT | Information gap decision theory |
PSO | Particle swarm optimization |
RoCoF | Rate of change of frequency |
SOC | State of charge |
vcr | Cut-in wind speed of the wind turbine |
vco | Cut-out wind speed of the wind turbine |
vr | Rated wind speed of the wind turbine |
Sc | Initial scenario collection |
Sc′ | Reduced scenario collection |
d(sc,sc′) | Euclidean distance between scenarios sc and sc′ |
η(sc,sc′) | Probability product of scenarios sc and sc′ |
psc | Probability of scenario sc in set Sc |
p | Probability of scenario sc′ in reduced scenario set Sc′ |
pc | Probability of representative scenario in c-th cluster |
Nc | Number of scenarios in the c-th cluster before reduction |
N | Total number of scenarios in the initial scenario set S |
Pr | Rated power of the wind turbine |
F1 | Objective function |
fG | Operating cost of thermal power units |
fE | Charging and discharging cost of energy storage |
ai, bi, ci | Fuel cost coefficients of the i-th thermal power unit |
PGit | Active power generated by the thermal power unit at node i during period t |
NG | Total number of thermal power units |
T | Number of periods in one scheduling cycle |
csc | Charging and discharging power cost coefficient of energy storage |
Charging power of energy storage during period t | |
Discharging power of energy storage during period t | |
PGi,min | Minimum active power output of the i-th thermal power unit |
PGi,max | Maximum active power output of the i-th thermal power unit |
Qi,min | Minimum reactive power output of the i-th thermal power unit |
Qi,max | Maximum reactive power output of the i-th thermal power unit |
PGi,t | Active power output of the i-th thermal power unit at time t |
QGi,t | Reactive power output of the i-th thermal power unit at time t |
dGi | Upward regulation power limits of thermal power units |
fGi | Downward regulation of power limits of thermal power units |
∆Pi,t | Power imbalance at node i during period t |
∆Qi,t | Reactive power imbalance at node i during period t |
PWi,t | Active power generated by wind power units at node i during period t |
QWi,t | Reactive power generated by wind power units at node i during period t |
Ui,t, | Voltage magnitudes at node i during period t |
Uj,t | Voltage magnitudes at node j during period t |
θij | Phase angle difference between nodes i and j during period t |
Gij | Corresponding elements between nodes i and j in the node admittance matrix |
Bij | Corresponding elements between nodes i and j in the node admittance matrix |
Ui,min | Lower limits of voltage magnitude at node i |
Ui,max | Upper limits of voltage magnitude at node i |
θi,min | Lower limits of phase angle at node i |
θi,max | Upper limits of phase angle at node i |
Minimum transmission power between transmission line ij | |
Maximum transmission power between transmission line ij | |
SOCi,t | State of charge of the energy storage system at time t |
∆t | Time step |
ηc | Charging efficiency of the energy storage system |
ηd | Discharging efficiency of the energy storage system |
En | Capacity of the energy storage system |
SOCi,pmin | Lower limits of state of charge under peak regulation conditions |
SOCi,pmax | Upper limits of state of charge under peak regulation conditions |
Minimum values of energy storage system discharging power | |
Maximum values of the energy storage system’s discharging power | |
Minimum values of energy storage system charging power | |
Maximum values of the energy storage system’s discharging power | |
∆Pt | Maximum disturbance power during period t |
fN | Rated frequency of the system |
RoCoFmax | Initial rate of change of the frequency limit of the system |
Hsys | System total inertia |
HGi | Inertia time constant of the i-th conventional unit |
Si | Rated capacity of the i-th conventional unit |
HW | Virtual inertia time constant associated with the wind plant |
Sw | Installed capacity associated with the wind plant |
HE | Virtual inertia time constant of storage equipment |
Se | Rated power of storage equipment |
SBASE | Base capacity of the system |
Modified thermal power output after frequency regulation | |
Modified wind power output after frequency regulation | |
Modified charging power after frequency regulation | |
Modified discharging power after frequency regulation | |
P′L,t | Modified load after considering frequency characteristics |
Pacc | Imbalanced power generated in the system |
Ploss,t | Network loss of the system during period t |
KGi | Frequency characteristic coefficients of thermal power units |
KL | Frequency characteristic coefficients of loads |
KWi | Frequency characteristic coefficients of wind power units |
KEi | Frequency characteristic coefficients of energy storage connected to node i |
∆f | Steady-state frequency deviation of the system |
∆fmax | Steady-state frequency deviation limit of the system |
SOCi,fmin | Lower limits of state of charge under frequency regulation conditions |
SOCi,fmax | Upper limits of state of charge under frequency regulation conditions |
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Parameter Type | Parameter Values |
---|---|
Rated capacity/MWh | 300 |
Rated power/MW | 50 |
Charge/discharge efficiency | 0.95/0.95 |
Initial value of SOC | 0.5 |
Maximum/minimum value of SOC | 0.9/0.1 |
Thermal Power Units | Power/MW | Price/(USD/MW2·h) | |||
---|---|---|---|---|---|
Pmax | Pmin | a | b | c | |
G1 | 332 | 50 | 0.044 | 20 | 0 |
G2 | 140 | 15 | 0.250 | 20 | 0 |
G3 | 100 | 15 | 0.010 | 30 | 0 |
G4 | 100 | 15 | 0.010 | 30 | 0 |
G5 | 100 | 15 | 0.010 | 30 | 0 |
Time | Power Source Output (MW) | Cost | ||||||
---|---|---|---|---|---|---|---|---|
G1 | G2 | G3 | G4 | G5 | W | E | ||
11 | 225.7 | 85.4 | 67.2 | 64.6 | 67.5 | 71.7 | 38.0 | 16,698.3 |
Time | Power Source Output (MW) | Cost | |||||
---|---|---|---|---|---|---|---|
G1 | G2 | G3 | G4 | G5 | W | ||
11 | 298.4 | 69.4 | 59.0 | 60.6 | 60.9 | 71.7 | 18,001.1 |
Scenario | G1 | G2 | G3 | G4 | G5 | PW | ∆f | ROCOF | Cost |
---|---|---|---|---|---|---|---|---|---|
S1 | 183.9 | 57.9 | 87.8 | 85.2 | 88.1 | 94.3 | 0.039 | 0.163 | 15,218.9 |
S2 | 194.3 | 59.3 | 89.2 | 86.7 | 89.5 | 85.2 | 0.111 | 0.464 | 15,811.7 |
S3 | 188.1 | 58.5 | 88.4 | 85.8 | 88.7 | 90.6 | 0.068 | 0.286 | 15,460.6 |
S4 | 186.9 | 58.3 | 88.2 | 85.6 | 88.5 | 91.7 | 0.059 | 0.249 | 15,387.8 |
Scenario | G1 | G2 | G3 | G4 | G5 | Pdis | ∆f | ROCOF | Cost |
---|---|---|---|---|---|---|---|---|---|
S1 | 183.7 | 57.8 | 87.6 | 85.1 | 87.9 | 41.9 | 0.031 | 0.162 | 15,192.9 |
S2 | 193.8 | 58.9 | 88.8 | 86.3 | 89.1 | 44.5 | 0.090 | 0.449 | 15,737.1 |
S3 | 187.8 | 58.2 | 88.1 | 85.6 | 88.5 | 43.5 | 0.055 | 0.281 | 15,414.8 |
S4 | 186.5 | 58.1 | 88.0 | 85.4 | 88.3 | 43.3 | 0.048 | 0.244 | 15,347.3 |
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Li, J.; Zhang, H. Two-Stage Optimization Research of Power System with Wind Power Considering Energy Storage Peak Regulation and Frequency Regulation Function. Energies 2025, 18, 4947. https://doi.org/10.3390/en18184947
Li J, Zhang H. Two-Stage Optimization Research of Power System with Wind Power Considering Energy Storage Peak Regulation and Frequency Regulation Function. Energies. 2025; 18(18):4947. https://doi.org/10.3390/en18184947
Chicago/Turabian StyleLi, Juan, and Hongxu Zhang. 2025. "Two-Stage Optimization Research of Power System with Wind Power Considering Energy Storage Peak Regulation and Frequency Regulation Function" Energies 18, no. 18: 4947. https://doi.org/10.3390/en18184947
APA StyleLi, J., & Zhang, H. (2025). Two-Stage Optimization Research of Power System with Wind Power Considering Energy Storage Peak Regulation and Frequency Regulation Function. Energies, 18(18), 4947. https://doi.org/10.3390/en18184947