Robust estimation of risks from small samples

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited, but the impact of estimation errors may be very large. This paper presents a robust nonparametric Bayesian method to infer possible underlying distributions. The method obtains rigorous error bounds even for small samples taken from ill-behaved distributions. The approach taken has a natural interpretation in terms of the intervals between ordered observations, where allocation of probability mass across intervals is well-specified, but the location of that mass within each interval is unconstrained. This formulation gives rise to a straightforward computational resampling method: Bayesian Interval Sampling. In a comparison with common alternative approaches, it is shown to satisfy strict error bounds even for ill-behaved distributions.Comment: 13 pages, 3 figures; supplementary information provided. A revised version of this manuscript has been accepted for publication in Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Science

A Machine-learning based Probabilistic Perspective on Dynamic Security Assessment

Probabilistic security assessment and real-time dynamic security assessments (DSA) are promising to better handle the risks of system operations. The current methodologies of security assessments may require many time-domain simulations for some stability phenomena that are unpractical in real-time. Supervised machine learning is promising to predict DSA as their predictions are immediately available. Classifiers are offline trained on operating conditions and then used in real-time to identify operating conditions that are insecure. However, the predictions of classifiers can be sometimes wrong and hazardous if an alarm is missed for instance. A probabilistic output of the classifier is explored in more detail and proposed for probabilistic security assessment. An ensemble classifier is trained and calibrated offline by using Platt scaling to provide accurate probability estimates of the output. Imbalances in the training database and a cost-skewness addressing strategy are proposed for considering that missed alarms are significantly worse than false alarms. Subsequently, risk-minimised predictions can be made in real-time operation by applying cost-sensitive learning. Through case studies on a real data-set of the French transmission grid and on the IEEE 6 bus system using static security metrics, it is showcased how the proposed approach reduces inaccurate predictions and risks. The sensitivity on the likelihood of contingency is studied as well as on expected outage costs. Finally, the scalability to several contingencies and operating conditions are showcased.Comment: 42 page

Chance-constrained allocation of UFLS candidate feeders under high penetration of distributed generation

Under-Frequency Load Shedding (UFLS) schemes are the last resort to contain a frequency drop in the grid by disconnecting part of the demand. The allocation methods for selecting feeders that would contribute to the UFLS scheme have traditionally relied on the fact that electric demand followed fairly regular patterns, and could be forecast with high accuracy. However, recent integration of Distributed Generation (DG) increases the uncertainty in net consumption of feeders which, in turn, requires a reformulation of UFLS-allocation methods to account for this uncertainty. In this paper, a chance-constrained methodology for selecting feeders is proposed, with mathematical guarantees for the disconnection of the required amount of load with a certain pre-defined probability. The correlation in net-load forecasts among feeders is explicitly considered, given that uncertainty in DG power output is driven by meteorological conditions with high correlation across the network. Furthermore, this method is applicable either to systems with conventional UFLS schemes (where relays measure local frequency and trip if this magnitude falls below a certain threshold), or adaptive UFLS schemes (where relays are triggered by control signals sent in the few instants following a contingency). Relevant case studies demonstrate the applicability of the proposed method, and the need for explicit consideration of uncertainty in the UFLS-allocation process.Comment: International Journal of Electrical Power & Energy System

Whole system value of long-duration electricity storage in systems with high penetration of renewables

Energy storage is a key enabling technology to facilitate an efficient system integration of intermittent renewable generation and support energy system decarbonisation. However, there are still many open questions regarding the design, capacity, and value of long-duration electricity storage (LDES), the synergy or competition with other flexibility technologies such as demand response, short-duration storage, and other forms of energy storage such as hydrogen storage. This paper presents a novel integrated formulation of electricity and hydrogen systems to identify the roles and quantify the value of long-duration energy storage holistically. A spectrum of case studies has been performed using the proposed approach on a future 2050 net-zero emission system background of Great Britain (GB) with a high share of renewable generation and analysed to identify the value drivers, including the impact of prolonged low wind periods during winter, the impact of different designs of LDES, and its competitiveness and synergy with other technologies. The results demonstrate that high storage capacity can affect how the energy system will evolve and help reduce system costs