4.7 Article

Scenario Reduction for Stochastic Day-Ahead Scheduling: A Mixed Autoencoder Based Time-Series Clustering Approach

Journal

IEEE TRANSACTIONS ON SMART GRID
Volume 12, Issue 3, Pages 2652-2662

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSG.2020.3047759

Keywords

Time series analysis; Renewable energy sources; Optimization; Computer architecture; Task analysis; Stochastic processes; Neural networks; Dimensionality reduction; time-series clustering; renewable energy integration; scenario reduction

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Scenario based stochastic scheduling has attracted widespread attention globally for tackling renewable energy uncertainties. This article introduces a clustering approach based on mixed autoencoders to select a reduced scenario set from high-dimensional time series. The model outperforms existing techniques in statistical metrics and empirical analysis, proving its effectiveness in real-world case studies.
Scenario based stochastic scheduling has drawn a tremendous amount of interests worldwide in tackling the uncertainty of renewable energy and accounting for risks. It is important to generate representative time-series scenarios of renewable energy, while keeping the dimensionality of the scenario set tractable. This article presents a mixed autoencoder based clustering approach to select a reduced scenario set from high-dimensional time series. In contrast to other techniques targeting on minimizing different probability distances, the proposed architecture accounts for the pattern recognition within a large set of scenarios. The effectiveness of the model is verified in the case studies, where the data sets from the Bonneville Power Administration and Elia are used. The numerical results show that the model outperforms the state of the art, in terms of statistical metrics and through empirical analysis.

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