Wind Uncertainty Modeling in Long-Term Operation Planning of Hydro-Dominated Systems

This paper presents an approach to be used by the Brazilian power industry to represent the uncertainties of monthly wind power production in the SDDP algorithm applied in the long-term operation planning model of hydro-dominated systems. It embraces four steps: (i) statistical clustering of wind regimes; (ii) evaluation of monthly transfer functions between wind speed and power production; (ii) an integrated model for the generation of monthly multivariate synthetic scenarios of inflows and winds, considering cross-correlations between wind speeds, inflows, and wind speeds and inflows; (iv) representing monthly wind power to be used in the Stochastic Dual Dynamic Programming algorithm. The effectiveness of the proposed approach is illustrated with real configurations of the Brazilian interconnected system.