1A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation

Abstract—We present a computational framework for integrat-ing a state-of-the-art numerical weather prediction (NWP) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the NWP model with an ensemble-based uncertainty quantification strat-egy implemented in a distributed-memory parallel computing architecture. We use these capabilities through an ensemble approach to model the uncertainty of the forecast errors. The wind power realizations are exploited through a closed-loop stochastic unit commitment/energy dispatch formulation. We discuss computational issues arising in the implementation of the framework. In addition, we validate the framework using real wind speed data obtained from a set of meteorological stations. We also build a simulated power system to demonstrate the developments. Index Terms—weather forecasting, wind, unit commitment, energy dispatch, closed-loop. I