System Reliability Assessment Method For Wind Power Integration
System Reliability Assessment Method For Wind Power Integration
System Reliability Assessment Method For Wind Power Integration
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Olivier Deblecker
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Abstract—Wind power penetration is expected to be largely in- are problematic as those units are generally required to cover
creased in the near future. Nevertheless, due to the high variability the peak load and present long delay when starting up. So, this
of wind, the increase of the installed capacity in wind energy could research focuses on elaborating a new method to estimate the
sometimes lead to a stopping of nonadjustable power plants if the
planning of those units was still decided without considering a re-
wind capacity of a given country (here, Belgium). The pursued
alistic estimation of the available wind potential. In that way, and objective is not to traditionally define a wind capacity equiva-
as it is illusory to imagine that all the installed wind capacity will lent to some particular technology (thermal or nuclear produc-
always be produced, this article proposes a new method, based on tion) but rather to relate the calculated wind capacity to the “av-
a discrete convolution process, to compute a two-state probabilistic erage” wind generation for the considered country. By doing
model for wind generation and to define, so, an equivalent capacity so, a wind capacity not depending on the equivalent considered
for global wind production in order to introduce it in the predic-
tive peak load covering process. This global model is, in fact, based
classical technology can be established and be used as first esti-
on the convolution between each single wind park multistates his- mation for wind production in the optimal dispatch. Obviously,
tograms and permits to compute accurate equivalent capacity for hourly wind production will fluctuate around this fixed capacity
the wind production of an entire country. but this last one has the advantage to give a first reliable estima-
Finally, note that, here, the proposed method is applied to the tion of the expected mean hourly wind potential for the consid-
Belgian production park. ered country.
Index Terms—Power control, power system modeling, Weibull The article will thus be organized as follows. In the first sec-
distributions, wind energy. tion, the probabilistic distribution for the Belgian wind park is
calculated, based on the convolution between the different wind
units established in Belgium. Thanks to this statistical distribu-
I. INTRODUCTION tion, a forced outage rate is determined for wind gen-
eration in Belgium. Then, in a second part, in order to calcu-
A S the prospects for the future years predict, for number
of countries, an increase of the wind penetration in the
electrical networks, it will become an absolute requirement for
late the equivalent wind capacity to be included in the proposed
two-state model, a nonsequential Monte Carlo simulation [3],
the market parties to take that kind of energy into account when [4] is presented and leads to an equivalent installed capacity for
planning the operation of nonadjustable nuclear units and big wind generation. Finally, a conclusion points out the interest of
thermal plants. Indeed, actually, the only solution for variability introducing a realistic classical two-state model for wind gen-
and limited predictability1 of wind energy is to use conven- eration in place of the former -state one usually dedicated to
tional generation units to compensate. In that way, technical that kind of fluctuating energy (lower computation time and re-
capabilities of thermal generation, mainly consisting of com- inforced accuracy in the production park management) [5].
bined heat and power , have already been investigated
in [1] in order to determine wind power’s impact on thermal unit II. PROBABILISTIC DISTRIBUTION OF THE
commitment. So, it has been shown that wind unpredictability BELGIAN WIND PARK
had few effects on operation cost and reliability of the consid- A. Wind Speed Distributions in Belgium
ered system. However, in case of increased wind inputs, the
large-scale integration of wind power into the energy system As shown in Fig. 1, the Belgian wind speed repartition can
can involve important excess of electricity [2] leading to the ne- be divided in three great regions including: the Polders near the
cessity of stopping highly powered thermal or nuclear classical sea, the central part of the country and, finally, the Ardennes in
units. Those situations of big classical units’ untimely stopping the South [6].
Based on the previous wind repartition, the need in wind
speed measurements for a site located in each of the three ge-
Manuscript received February 16, 2007; revised April 2, 2008. Paper no. ographical regions of interest becomes obvious. In that way,
TPWRS-00098-2007.
The authors are with the Electrical Engineering Department, Fac- thanks to the confidential data base collected by the Royal In-
ulté Polytechnique de Mons, B-7000 Mons, Belgium. (e-mail: Fran- stitute of Belgian Meteorology, the access to wind speed mea-
cois.Vallee@fpms.ac.be; lobry@magnetism.fpms.ac.be; Olivier.De- surements for Ostende (North), Uccle (Centre) and Saint-Hu-
blecker@fpms.ac.be).
Color versions of one or more of the figures in this paper are available online bert (South) was possible. The first treatment on these data con-
at http://ieeexplore.ieee.org. sisted in the calculation of a probabilistic histogram for each of
Digital Object Identifier 10.1109/TPWRS.2008.926090 the three available sites.
1Wind prediction errors can involve, beyond 36 h, large uncertainties on the
As the precision for the collected wind speed measurements
expected wind production (50% of the installed wind capacity for some cases) is only 0.1 m/s, it was decided to consider wind intervals of 1
[3]. m/s for the calculation of the desired histograms. Also note that
0885-8950/$25.00 © 2008 IEEE
VALLÉE et al.: SYSTEM RELIABILITY ASSESSMENT METHOD 1289
the wind data are given on an hourly basis, which implies a total
number of 8760 cases over one year; the belonging probability
to interval being then defined as
(1)
(2)
(3)
TABLE I
CALCULATED WEIBULL PARAMETERS FOR THREE BELGIAN SITES
TABLE II
BELGIAN WIND PARK IN 2004 + C-POWER PROJECT
Fig. 4. Distribution function Uccle (dashed), Ostende (continuous), and Saint- Fig. 6. Global wind power distribution after convolution of each wind park for
Hubert (dotted). totally independent wind sites over the same wind region.
wind region will undergo the same hourly wind speed) and the
best conditions (smoothing of the global hourly wind power due
to total geographical independency between all wind sites) in
terms of fluctuating unconventional production. In that way, by
limiting the reliability evaluation to those opposite cases, the
best and the worst indices related to the introduction of wind
production can be obtained.
In a first time, we develop our convolution product for totally
independent wind sites. In that case, all the wind turbines must
be defined to give
(5)
wind power combinations. This observation does not matter in but must rather be seen as an “average” estimation of the wind
the present case as only the probability associated to a simulta- generation in Belgium. So, the capacity credit to be associated
neous zero total wind power production will be interesting here. with the calculated wind capacity must not be defined as “the
Indeed, that calculated probability will then be considered as the amount of conventional power plant capacity that can be re-
forced outage rate (FOR) during the establishment procedure of placed by wind power, without decreasing the level of security
a classical two-state equivalent model for the global wind pro- of supply for the power system” but rather considered as “the
duction in Belgium. equivalent wind energy that, if available almost all of the time,
So, to determine our two-state model for wind production, would replace all the wind parks without decreasing the level
the FOR for the independent case will be taken as 0.00141 of security of supply for the power system.” In the goal of de-
following Fig. 6 (probability of zero wind power production) termining this equivalent wind capacity, an equivalent two-state
and the equivalent production capacity will be determined on model is established via two cases treated with the proposed
basis of fixed reliability criteria thanks to a nonsequential Monte Monte Carlo simulation:
Carlo simulation (MCS) [3], [4]. • First case: Introduction of the complete detailed Belgian
In case of entirely correlated wind sites over the same wind wind park production and calculation of several reliability
region, (5)–(7) can be extended to indices in that first configuration;
• Second case: Replacement of the complete detailed wind
park by a two-state equivalent model, which FOR equals
(8) the pre-determined values calculated in Section II-C,
and increase of the equivalent production capacity until
with the intermediate power of a power interval defined reaching the same reliability indexes as the ones estab-
in the th wind region ( with in the lished with the first configuration. That calculated capacity
Belgian case as four wind regions are considered: North, South, may then be considered as an equivalent wind production
Centre and off-shore), the number of power intervals con- power in the peak load covering predictive models.
sidered for the wind parks of region (as all the wind parks Also note that the reliability analysis proposed in this article
of a single region are supposed entirely correlated, they are si- will be based on a well-being approach [4], [14] and limited to
multaneously in the same state) and the total number of hierarchical level I as the electrical network will be considered
calculated global powers when the iteration is made on each in- as always available (outages only drawn on generation units)
termediate power of each defined wind [15].
region
A. Nonsequential Monte Carlo Simulation
(9) References [13], [16], and [17] have shown that reliability
evaluations could efficiently be realized by taking into account
The probability associated to each calculated global an accurate hourly correlation level not only between wind sites
power is again obtained by multiplying all the probabilities but also between load and wind production. However, via the
previously established for the inter- analytical way, only global reliability indices (loss of load ex-
mediate powers constituting all the pectation or expected unserved energy) can be evaluated and
considered wind regions histograms the risk level associated to each problematic situation can not
be separately evaluated. So, to simultaneously quantify the loss
of load situations frequency and the severity of those system
states, a Monte Carlo approach is here considered; even if the
(10) nonsequential behavior of the chosen simulation will not permit
to correlate the hourly wind production and the load.
Using a discrete convolution similar to the one presented for the Practically, Monte Carlo simulations can be used to estimate
independent case, a second FOR is established and represents reliability indices by simulating the actual process and random
thus the probability that all the wind sites do simultaneously not behavior of the considered electrical system. In theory, those
produce any power. The so-obtained value reaches 0.0132 and simulations can include system effects which may not be pos-
is greater than the one calculated in the independent case. This sible without excessive approximation in a direct analytical ap-
observation is quite logical as the wind sites are here supposed proach and can generate a wide range of indices within a single
entirely correlated over the same wind region, what involves a study [4]. In fact, there are two basic techniques used when
pronounced “all or nothing” behavior in the present case. Monte Carlo methods are applied to power system reliability
evaluation, these methods being known as the sequential and
nonsequential techniques [3], [4].
III. DETERMINATION OF THE EQUIVALENT
In the present study, a nonsequential Monte Carlo method
WIND PRODUCTION CAPACITY
has been developed under Matlab to evaluate the reliability
In the way, we define it here, the calculated wind capacities indices of interest. This Monte Carlo simulation theoretically
are not equivalent to one particular technology (as, for example, could incorporate any number of system parameters and states
nuclear units have a different FOR from the one calculated for but it has been assumed, in our calculations, that a generation
thermal units; leading, thus, given the associated classical tech- unit was only able to reside in one of the following two states:
nology, to two different calculated equivalent wind capacities) fully available and unavailable. Moreover, in the established
VALLÉE et al.: SYSTEM RELIABILITY ASSESSMENT METHOD 1293
nonsequential simulation, only hourly uncorrelated states where , and are, respectively, the total number
are considered as it is supposed that a generation unit outage of hourly healthy, marginal and risky simulated states; being
state does not condition or influence its state during the next the total amount of simulated years.
or previous hours of simulation (and inversely). Finally, at the Note that a nonnegligible advantage of Monte Carlo methods
start of each hour, a uniformly distributed random number can be found in the fact that they only require to simulate a lim-
on the interval [0, 1] is drawn for each generation unit in order ited amount of system states before having a convergence on the
to decide its operation state, using the following procedure: calculated indices. In that way, if, in [4], a solution was found
• If , the unit is decided to be unavailable; after 734 simulated years (6 429 840 hours), a convergence is
• If , the unit is decided to be fully available. here established after 228 simulated years (1 997 280 hours) for
Finally, note that, even if sequential techniques present the our system (Table V); the difference between these two simu-
advantage of allowing the possibility to take into account the lation lengths coming from a higher system complexity (much
temporal correlation between hours of peak load and wind pro- more constitutive elements) in the case of [4] and from a con-
duction, nonsequential simulations can also lead to interesting vergence tolerance for the reliability indices fixed, here, to
results if men are not focussed on hourly transitions but rather in order to quantify the impact of very low wind penetrations.
on a larger time-scale horizon. Indeed, in this last case, it can
be considered that calculated reliability indices and, thus, es- C. Belgian Production Park and Load Consumption
tablished wind equivalent capacities are based on a large set of Beside the introduced wind park (Table II), the other produc-
possible correlation states between wind production and load tion units considered in this study are the ones that were op-
(even if those situations are not sequentially simulated). erating in Belgium by the year 20006 [18]. At that time, the
installed capacity was reaching 14 758 MW distributed among
nuclear production (Table III(a)), classical thermal units ((b)),
B. Well-Being Analysis gas-vapor turbines ((c)), hydraulic production ((d)), diesel cen-
trals ((e)), cogeneration ((f)) and, finally, 67 MW of energy re-
In the Monte Carlo simulation, the power system is thus mod-
generation.
eled by specifying a set of “events,” where an event is a random
Finally, next to this production park, the base and peak values
occurrence that changes the “state” of the system [4]. In the
considered to represent the load evolution are extracted from
present study, the events recognized by the established program
[6] and model the 2004 Belgian electrical consumption (cf.
are the changes in load5 and the possible failure of a generating
Table IV).
unit. Each simulated system state is then defined in terms of
available margin, which is the difference between the available
D. Simulations and Wind Equivalent Capacity: Belgian Case
production capacity and the load. Indeed, in order to proceed to
a well-being analysis, the total available system capacity must To determine the equivalent production capacity related to the
be superimposed on the load during each simulated hour to de- Belgian wind park, the two cases described in Section III have
fine [4], [14]: thus been simulated. In a first time, the implemented nonsequen-
• Healthy state: The total available capacity minus the tial Monte Carlo simulation has been launched for the entire
largest production unit remains greater than the corre- Belgian production park with and without explicitly defining
sponding hourly load; all the existing wind turbines by the year 2004. The simulation
• Marginal state: The total available capacity is greater than results obtained in that first case are summarized in Table V and
the corresponding hourly load but becomes less than that also compared with the indices analytically determined
same load value when the capacity of the largest unit is via the simulation tool developed in [18]. Note that, in Table V,
set back of the available production park. In this study, to the wind sites are supposed totally independent over the same
point out the effects of the expected nuclear stopping in wind region (one drawn wind speed for each park).
Belgium, the marginal state indices have been calculated, The first observation to be drawn from those calculated
based on the loss of the greater nuclear unit (Tihange; see well-being indices is derived from the fact that the addition of
Table III(a); wind production decreases the risk of load nonrecovery (from
• At risk state: The total available capacity is directly less without wind production to
than the corresponding hourly load value. with that same renewable energy), which is rather evident as
Three well-being indices are then defined as [4] the total energy production is increased while the load stays
unchanged for both investigated cases.
Moreover, the reliability indices analytically calculated
thanks to the tool developed in [18] are greater than the ones
(11) obtained with the established nonsequential Monte Carlo
simulation (from with simulation to
with the analytical tool developed in [18]).
(12)
This observation can be explained by the fact that every unit of
a production park is taken into account in the simulation
(13) while the analytical approach considers all the production parks
5The load is determined as a base value (required 100% of the time) to which 6As the Belgian production park has not undergone significant changes since
a random normal distributed contribution, comprised between the base and peak 2000, it is reasonable to mix this entire classical production park with the 2004
load values, is added. wind park for the desired calculations.
1294 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 23, NO. 3, AUGUST 2008
(a) (d)
(e)
(b)
(f)
TABLE IV
PROPERTIES OF THE LOAD EVOLUTION CONSIDERED IN THIS PAPER [18]
(c)
Forced outage rates considered here are the ones given in [18] and [19].
TABLE V
as single stand alone big units with the same as the one MCS AND ANALYTICAL SIMULATION RESULTS WITH AND WITHOUT WIND
associated to a smaller constitutive production unit. However,
it is quite logical to think that the simultaneous nonproduction
probability of an entire production park will be lower than the
one related to a single constitutive unit and, therefore, from
the reliability point of view, not surprising to measure over-
estimated indices with the analytical approach (as each kind
of production park is there considered as a single stand alone
big unit). Finally, the margin probabilities calculated in
Table V also emphasize on the fact that sufficient alternatives
to the nuclear dismantling must absolutely be found in order
to avoid not only frequent load nonrecovery situations but also is increased until reaching the same reliability indices7 as those
critical power fluxes at the boundaries. obtained earlier with the complete wind park. The so-calculated
The well-being indices of the Belgian production park estab- equivalent capacity is evaluated to be 50 MW in the present case
lished in Table V with a classical complete definition of each and represents thus 20.28% of the total installed wind capacity
wind generator will now be used to determine the equivalent (cf. Table VI).
two-state wind capacity. Indeed, in order to replace the com- By definition, if talking about reliability, the calculated equiv-
plete wind park, the equivalent two-state wind model depicted alent wind capacities will thus have the same behavior as the
in Fig. 7 for independent wind parks over the same wind region total wind park and can therefore be considered as an expected
(with ) is now introduced in the Monte Carlo 7Where [18] only determines an equivalent wind production only on basis of
Simulation and the production capacity of that last model the same LOLP value.
VALLÉE et al.: SYSTEM RELIABILITY ASSESSMENT METHOD 1295
TABLE VII
EQUIVALENT WIND PRODUCTION FOR DIFFERENT INSTALLED
WIND CAPACITIES. CASE OF TOTALLY INDEPENDENT
WIND SITES IN THE SAME WIND REGION
Fig. 7. Equivalent two-state wind model for independent wind sites over the
same wind region.
TABLE VIII
EQUIVALENT WIND CAPACITIES CALCULATED WITH
TABLE VI THE ANALYTICAL TOOL DEVELOPED IN [18]
RELIABILITY INDICES WITH THE TWO-STATE WIND EQUIVALENT MODEL
(INDEPENDENT WIND SITES OVER THE SAME WIND REGION)
ACKNOWLEDGMENT
The authors would like to thank M. Stubbe, K. Karoui, and
Finally, a further last study consisted in the introduction of S. Rapoport from Tractebel Eengineering (Suez) for the support
three additional onshore 500 MW wind parks (each of them given to this work.
being located in the North, in the Centre and in the South of
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that step, two cases were investigated respectively considering
totally independent and entirely correlated wind sites aver the François Vallée was born in 1980. He received the civil electrical engineering
same geographical region. The so-obtained probability of zero degree from Faculté Polytechnique de Mons, Monds, Belgium, in 2003.
He is currently an assistant at the Department of Electrical Engineering of
wind production (all the wind turbines simultaneously closed Faculté Polytechnique de Mons. His fields of interest include wind generation
down) were calculated and considered as in the two-state modeling and electrical network reliability in presence of dispersed generation.
VALLÉE et al.: SYSTEM RELIABILITY ASSESSMENT METHOD 1297
Jacques Lobry was born in 1964. He received the electrical engineering and Olivier Deblecker was born in 1971. He received the civil electrical engineering
nuclear engineering degrees and Ph.D. degree in electrical engineering from degree and the Ph.D. degree in electrical engineering from Faculté Polytech-
Faculté Polytechnique de Mons, Mons, Belgium, in 1987, 1990, and 1993, re- nique de Mons, Mons, Belgium, in 1995 and 2001, respectively.
spectively. He is currently an Assistant Professor in the Electrical Engineering Divi-
In 1987, he joined the Department of Power Electrical Engineering of Faculté sion of Faculté Polytechnique de Mons. His fields of interest include magnetic
Polytechnique de Mons, where he is currently a Professor in power systems en- fields calculation using numerical methods, hysteresis modeling, and power
gineering. In 2003, he began the head of this department. His research interests electronics.
mainly include numerical methods in computational electromagnetics. Dr. Deblecker has been a member of the Belgian Royal Society of Electrical
Engineers (SRBE/KBVE) since 1996 and the European Power Electronics and
Drives (EPE) Association since 2004.