The ECMWF Ensemble Prediction System: Looking Back (more than) 25 Years and Projecting Forward 25 Years

This paper has been written to mark 25 years of operational medium-range ensemble forecasting. The origins of the ECMWF Ensemble Prediction System are outlined, including the development of the precursor real-time Met Office monthly ensemble forecast system. In particular, the reasons for the development of singular vectors and stochastic physics - particular features of the ECMWF Ensemble Prediction System - are discussed. The author speculates about the development and use of ensemble prediction in the next 25 years.Comment: Submitted to Special Issue of the Quarterly Journal of the Royal Meteorological Society: 25 years of ensemble predictio

Optimization of stochastic lossy transport networks and applications to power grids

Motivated by developments in renewable energy and smart grids, we formulate a stylized mathematical model of a transport network with stochastic load fluctuations. Using an affine control rule, we explore the trade-off between the number of controllable resources in a lossy transport network and the performance gain they yield in terms of expected power losses. Our results are explicit and reveal the interaction between the level of flexibility, the intrinsic load uncertainty and the network structure.Comment: 30 pages, 10 figure

Risk-based dynamic security assessment for power system operation & operational planning

open6noAssessment of dynamic stability in a modern power system (PS) is becoming a stringent requirement both in operational planning and in on-line operation, due to the increasingly complex dynamics of a PS. Further, growing uncertainties in forecast state and in the response to disturbances suggests the adoption of risk-based approaches in Dynamic Security Assessment (DSA). The present paper describes a probabilistic risk-based DSA, which provides instability risk indicators by combining an innovative probabilistic hazard/vulnerability analysis with the assessment of contingency impacts via time domain simulation. The tool implementing the method can be applied to both current and forecast PS states, the latter characterized in terms of renewable and load forecast uncertainties, providing valuable results for operation and operational planning contexts. Some results from a real PS model are discussed.openCiapessoni, Emanuele; Cirio, Diego; Massucco, Stefano*; Morini, Andrea; Pitto, Andrea; Silvestro, FedericoCiapessoni, Emanuele; Cirio, Diego; Massucco, Stefano; Morini, Andrea; Pitto, Andrea; Silvestro, Federic

Data analytics for stochastic control and prognostics in cyber-physical systems

In this dissertation, several novel cyber fault diagnosis and prognosis and defense methodologies for cyber-physical systems have been proposed. First, a novel routing scheme for wireless mesh network is proposed. An effective capacity estimation for P2P and E2E path is designed to guarantee the vital transmission safety. This scheme can ensure a high quality of service (QoS) under imperfect network condition, even cyber attacks. Then, the imperfection, uncertainties, and dynamics in the cyberspace are considered both in system model and controller design. A PDF identifier is proposed to capture the time-varying delays and its distribution. With the modification of traditional stochastic optimal control using PDF of delays, the assumption of full knowledge of network imperfection in priori is relaxed. This proposed controller is considered a novel resilience control strategy for cyber fault diagnosis and prognosis. After that, we turn to the development of a general framework for cyber fault diagnosis and prognosis schemes for CPSs wherein the cyberspace performance affect the physical system and vice versa. A novel cyber fault diagnosis scheme is proposed. It is capable of detecting cyber fault by monitoring the probability of delays. Also, the isolation of cyber and physical system fault is achieved with cooperating with the traditional observer based physical system fault detection. Next, a novel cyber fault prognosis scheme, which can detect and estimate cyber fault and its negative effects on system performance ahead of time, is proposed. Moreover, soft and hard cyber faults are isolated depending on whether potential threats on system stability is predicted. Finally, one-class SVM is employed to classify healthy and erroneous delays. Then, another cyber fault prognosis based on OCSVM is proposed --Abstract, page iv

Reliability-based economic model predictive control for generalized flow-based networks including actuators' health-aware capabilities

This paper proposes a reliability-based economic model predictive control (MPC) strategy for the management of generalized flow-based networks, integrating some ideas on network service reliability, dynamic safety stock planning, and degradation of equipment health. The proposed strategy is based on a single-layer economic optimisation problem with dynamic constraints, which includes two enhancements with respect to existing approaches. The first enhancement considers chance-constraint programming to compute an optimal inventory replenishment policy based on a desired risk acceptability level, leading to dynamically allocate safety stocks in flow-based networks to satisfy non-stationary flow demands. The second enhancement computes a smart distribution of the control effort and maximises actuators’ availability by estimating their degradation and reliability. The proposed approach is illustrated with an application of water transport networks using the Barcelona network as the considered case study.Peer ReviewedPostprint (author's final draft