Data-driven Operation Risk Assessment of Wind-integrated Power Systems via Mixture Models and Importance Sampling

Abstract

The increasing penetration of highly intermittent wind generation could seriously jeopardize the operation reliability of power systems and increase the risk of electricity outages. To this end, this paper proposes a novel data-driven method for operation risk assessment of wind-integrated power systems. Firstly, a new approach is presented to model the uncertainty of wind power in lead time. The proposed approach employs k-means clustering and mixture models (MMs) to construct time-dependent probability distributions of wind power. The proposed approach can also capture the complicated statistical features of wind power such as multimodality. Then, a non-sequential Monte Carlo simulation (NSMCS) technique is adopted to evaluate the operation risk indices. To improve the computation performance of NSMCS, a cross-entropy based importance sampling (CE-IS) technique is applied. The CE-IS technique is modified to include the proposed model of wind power. The method is validated on a modified IEEE 24-bus reliability test system (RTS) and a modified IEEE 3-area RTS while employing the historical data of wind generation. The simulation results verify the importance of accurate modeling of short-term uncertainty of wind power for operation risk assessment. Further case studies have been performed to analyze the impact of transmission systems on operation risk indices. The computational performance of the framework is also examined.

Keywords

• Cross entropy
• mixture model
• Monte Carlo simulation
• operation risk
• power system reliability