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基于CVaR的风力发电效益分析

CVaR Based Analysis on Economic Benefits of Wind Farm

【作者】 玉华

【导师】 周任军;

【作者基本信息】 长沙理工大学 , 电力系统及其自动化, 2012, 硕士

【摘要】 能源短缺与化石能源造成的环境污染和生态失衡等一系列问题已经严重影响到人类的生存发展。风能作为一种可持续利用、清洁的新能源,具有极大的节能环保效益。但在现有的电力市场体制下,电价机制并没有考虑电能生产过程中造成的环境污染和资源消耗等成本,风力发电潜在的节能环境效益没有得到体现。因此全面研究分析风力发电效益,是风电场规划及促进风电投资研发所必须解决的问题之一。为了体现风力发电的节能环保效益,本文综合考虑风电生产成本、备用容量成本、上网发电收入及环境效益,建立了风力发电效益模型。由于模型中含有随机变量风速,因此采用CVaR数学方法来建立最大发电效益模型。与随机规划等传统方法不同,该方法不仅能把随机性问题定量化处理,还可有效处理“尾部风险”的影响。模型计算中,将难以解析的CVaR函数转化为概率密度函数的积分形式;并引入惩罚函数,将分段函数的非光滑部分光滑化处理;增加辅助变量,用离散点代替连续积分计算,将模型转换为线性优化问题。以IEEE30节点系统为例,采用三种不同的方案求解风力发电效益。结果表明,考虑风速的影响,所求得风力发电效益更合理,验证了CVaR数学方法具有把非线性优化问题转化为线性优化问题的特点;将CVaR方法和机会约束规划方法相比较,计算了同等条件下的发电效益。结果表明,CVaR方法的计算不需要采用其他的智能算法,过程简便;并考虑了“尾部风险”的影响,计算结果更保守。

【Abstract】 With the rapid development of global economy and the population continuesto increase, conventional oil, gas and coal-based energy demand is increasing, andincreasingly serious energy shortage. At the same time, fossil fuel caused byenvironmental pollution and ecological imbalance in a series of problems hasbegun to seriously affect human survival and development. The energy crisis hasbecome the subject of facing the world. Therefore, the human is an urgent need todevelop another new energy to solve these problems. And wind power as a clean,sustainable use of new energy, with a great deal of power generation efficiency andenvironmental values. To develop wind power is an effective way to alleviate theenergy crisis and environmental degradationIn recent years, under the encouragement and support of the Governments, thewind-based renewable energy power generation technology has developed rapidly,the wind energy utilization continuously improve the fan equipment costs and anoverall improvement in wind power generation efficiency. As in the existing systemof electricity market, the price mechanism does not consider the cost of theelectricity production process, resulting in environmental pollution and resourceconsumption, the potential benefits of wind-based energy generation does not get areasonable expression. Therefore, by considering the cost of wind power,generating income, environmental benefits and alternate costs, the establishment ofwind power generation efficiency model, in order to analyze the effectiveness ofwind power.In the proposed model, the installed wind power capacity generation benefitsof the decision variables, generating effective optimization problem into thesolution of the installed capacity of the optimal value, then the benefit of powergeneration model to strike wind power generation efficiency. Because the windspeed of the installed capacity and the random variable, therefore, the trend oftransmission lines and the active power output of conventional units constraintconditions, using CVaR mathematical methods to solve the installed capacity.Different with the traditional method, the theory can not only take into accountwind speed randomness, but also to deal effectively with a confidence level otherthan the extreme cases. CVaR function in the integral calculation is relatively complicated, so the Monte Carlo simulation and analytical combining function ofCVaR transform and discrete computing discrete points instead of continuousintegration, and Computing for quick and easy to make.Set the IEEE30 node simulation system for example, in order to solve theeconomic benefits of wind power under the three options. The results showed thatthe effectiveness and the size of the installed capacity of wind power and windspeed, CVaR confidence level has a direct relationship between the proposedtheoretical calculation method is novel and effective; CVaR method, andchance-constrained programming method compared to using the two methods werecalculated under the same conditions the benefit of power generation and installedcapacity. The results show that the CVaR calculation process is simple, and toconsider impacts outside the confidence, the result is more conservative. Therefore,the results obtained using CVaR function more in line with the actual situation.

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