Preface |
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xv | |
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xxi | |
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I Mathematical Foundations |
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1 | (32) |
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1 Basic Stochastic Mathematics |
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3 | (8) |
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1.1 Random Variables, Probability Distribution, and Scenarios |
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3 | (1) |
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3 | (1) |
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1.1.2 Probability Distribution |
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4 | (1) |
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4 | (1) |
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1.2 Multivariate Probabilistic Distributions |
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4 | (2) |
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5 | (1) |
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1.2.2 Marginal Distribution |
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5 | (1) |
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1.2.3 Conditional Distribution |
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6 | (1) |
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6 | (1) |
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1.4 Stochastic Differential Equation |
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7 | (2) |
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1.5 Stochastic Optimization |
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9 | (1) |
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1.5.1 Two-Stage Stochastic Programming |
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9 | (1) |
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1.5.2 Chance-constrained stochastic programming |
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10 | (1) |
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10 | (1) |
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2 Copula Theory and Dependent Probabilistic Sequence Operation |
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11 | (22) |
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11 | (1) |
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2.2 Dependencies and Copula Theory |
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12 | (3) |
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2.3 Dependent Probabilistic Sequence Operation |
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15 | (4) |
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2.4 High-Dimensional DPSO Computation |
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19 | (11) |
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21 | (1) |
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2.4.2 Gaussian-Distribution-Based Aggregation Stage |
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22 | (1) |
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2.4.3 Small-Scale Sampling Stage |
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23 | (1) |
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2.4.4 Recursive Sample-Guided DPSO |
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23 | (3) |
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2.4.5 Discussions on Computational Complexity and Error |
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26 | (1) |
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26 | (4) |
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30 | (3) |
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II Uncertainty Modeling and Analytics |
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33 | (126) |
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3 Long-Term Uncertainty of Renewable Energy Generation |
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35 | (30) |
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35 | (2) |
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3.2 Wind Power Long-Term Uncertainty Characteristics |
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37 | (9) |
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3.2.1 Power Generation Model of a Wind Turbine |
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37 | (1) |
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3.2.2 Probabilistic Distribution of Wind Power |
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37 | (2) |
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3.2.3 Spatio-Temporal Correlations of Wind Power Output |
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39 | (1) |
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40 | (6) |
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3.3 PV Power Long-Term Uncertainty Characteristic |
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46 | (14) |
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46 | (1) |
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3.3.2 Unshaded Solar Irradiation Model |
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47 | (5) |
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3.3.3 Uncertainty Analysis of PV Output |
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52 | (4) |
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3.3.4 Spatial Correlation between PV Outputs |
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56 | (4) |
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60 | (5) |
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4 Short-Term Renewable Energy Output Forecasting |
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65 | (20) |
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65 | (2) |
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4.2 Short-Term Forecasting Framework |
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67 | (1) |
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4.2.1 Dataset and Definitions |
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67 | (1) |
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4.2.2 Proposed Methodology |
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67 | (1) |
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4.3 Improving Forecasting Using Adjustment of MWP |
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68 | (8) |
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4.3.1 Wind Power Forecast Engine |
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68 | (2) |
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70 | (4) |
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4.3.3 Data Adjustment Engine |
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74 | (2) |
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76 | (5) |
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4.4.1 Indices for Evaluating the Prediction Accuracy |
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77 | (1) |
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4.4.2 Wind Power Forecast Engine |
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77 | (1) |
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77 | (1) |
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4.4.4 Data Adjustment Engine |
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78 | (1) |
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79 | (2) |
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81 | (4) |
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5 Short-Term Uncertainty of Renewable Energy Generation |
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85 | (26) |
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85 | (2) |
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5.2 Wind Power Short-Term Uncertainty Modeling |
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87 | (9) |
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5.2.1 Modeling Conditional Error for a Single Wind Farm |
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87 | (1) |
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5.2.2 Modeling Conditional Errors for Multiple Wind Farms |
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87 | (1) |
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5.2.3 Standard Modeling Procedure |
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88 | (1) |
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89 | (1) |
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5.2.5 Empirical Analysis: The U.S. East Coast |
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90 | (6) |
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5.3 PV Power Short-Term Uncertainty Modeling |
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96 | (10) |
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5.3.1 Effect of Weather Factors on the Conditional Forecast Error of PV |
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96 | (3) |
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5.3.2 Standard Modeling Procedure |
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99 | (1) |
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99 | (3) |
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102 | (4) |
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106 | (5) |
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6 Renewable Energy Output Simulation |
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111 | (28) |
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111 | (2) |
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6.2 Multiple Wind Farm Output Simulation |
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113 | (4) |
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6.2.1 Historical Wind Speed Data Processing |
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113 | (1) |
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6.2.2 Generating Wind Speed Time Series |
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114 | (1) |
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6.2.3 Calculating Wind Turbine Output |
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115 | (1) |
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6.2.4 Wind Turbine Reliability Model and Wake Effect |
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115 | (2) |
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6.3 Multiple PV Power Station Output Simulation |
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117 | (9) |
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117 | (1) |
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6.3.2 PV Output Simulation Framework |
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117 | (3) |
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6.3.3 Calculation Model for Unshaded Irradiance at Ground Level ht |
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120 | (1) |
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6.3.4 Calculation Model for PV Array Radiation Ratio rt for Different Tracking Types |
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120 | (2) |
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6.3.5 Solar Radiation Probability Density Model |
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122 | (4) |
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126 | (10) |
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6.4.1 Wind Power Output Simulation |
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126 | (7) |
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6.4.2 PV Power Output Simulation |
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133 | (3) |
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136 | (3) |
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7 Finding Representative Renewable Energy Scenarios |
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139 | (20) |
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139 | (2) |
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7.2 Framework of Modeling Wind Power Uncertainty |
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141 | (1) |
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7.3 Wind Power Scenario Reduction Techniques |
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141 | (2) |
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7.3.1 Scenario Clustering Methods |
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142 | (1) |
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7.3.2 Scenario Selection Criteria |
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143 | (1) |
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7.4 The Statistical Quality of Reduced Scenarios |
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143 | (2) |
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7.4.1 Measurement of Losses on Output Uncertainty |
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144 | (1) |
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7.4.2 Measurement of Losses on Ramp Diversity |
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144 | (1) |
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7.4.3 Quality of Reduced Scenarios |
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145 | (1) |
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7.5 The Economic Value of Reduced Scenarios |
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145 | (6) |
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145 | (2) |
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147 | (2) |
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7.5.3 The Economic Value of Reduced Scenarios |
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149 | (2) |
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151 | (4) |
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7.6.1 Probabilistic Forecast and Scenario Generation |
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151 | (1) |
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7.6.2 Reduced Scenario Sets from Different Methods |
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151 | (2) |
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7.6.3 Comparison of the Quality of Reduced Scenarios |
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153 | (1) |
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7.6.4 Comparison on the Value of Reduced Scenarios |
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154 | (1) |
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155 | (1) |
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155 | (4) |
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III Short-Term Operation Optimization |
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159 | (88) |
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8 Probabilistic Load Flow under Uncertainty |
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161 | (18) |
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161 | (2) |
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8.2 PLF Formulation for ADS |
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163 | (4) |
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8.2.1 Uncertainty of Loads and Wind Power |
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164 | (1) |
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8.2.2 Copula-Based Uncertainty Correlation Modeling |
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165 | (1) |
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8.2.3 Linearized Power Flow Considering Nodal Voltage |
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166 | (1) |
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8.3 DPSO-Based Algorithm for PLF |
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167 | (3) |
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8.3.1 DPSO-Based PLF Calculation |
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168 | (1) |
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8.3.2 Dimension Reduction |
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168 | (2) |
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8.3.3 Procedures of DPSO-Based PLF for the ADS |
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170 | (1) |
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170 | (6) |
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8.4.1 Description of Basic Data |
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170 | (2) |
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8.4.2 Accuracy of the Proposed Linearized Power Flow |
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172 | (1) |
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8.4.3 Comparative Studies |
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172 | (2) |
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174 | (2) |
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176 | (3) |
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9 Risk-Based Stochastic Unit Commitment |
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179 | (24) |
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179 | (2) |
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9.2 Modeling Risks of Renewable Energy Integration |
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181 | (4) |
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9.2.1 Model Assumptions and Notations |
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181 | (1) |
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182 | (1) |
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183 | (1) |
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9.2.4 Risk-Based Stochastic Unit Commitment |
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184 | (1) |
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9.3 Solving Method of Risk-Based Unit Commitment |
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185 | (5) |
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9.3.1 Problem Reformulation |
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185 | (5) |
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190 | (1) |
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190 | (8) |
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9.4.1 Illustrative Example |
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190 | (6) |
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196 | (2) |
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198 | (5) |
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10 Managing Renewable Energy Uncertainty in Electricity Market |
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203 | (30) |
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203 | (2) |
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10.2 Market Model for Wind Power |
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205 | (6) |
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205 | (2) |
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10.2.2 Assumptions in This Study |
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207 | (1) |
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10.2.3 Trading Wind Energy in Electricity Market |
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207 | (1) |
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10.2.4 Reserve Purchasing for a WPP |
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208 | (1) |
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10.2.5 WPP's Revenue Combining Energy Bidding and Reserve Purchasing |
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209 | (2) |
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10.3 Optimal Wind Power Bidding Strategy |
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211 | (7) |
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10.3.1 Uncertainty Model for Wind Power |
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211 | (1) |
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10.3.2 Expected Revenue for a WPP |
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211 | (2) |
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10.3.3 Value of Reserve Purchasing for a WPP |
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213 | (3) |
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10.3.4 Optimal Bidding Strategy |
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216 | (2) |
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218 | (1) |
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218 | (10) |
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10.4.1 Wind Power Probabilistic Forecasts and Market Prices |
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219 | (1) |
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10.4.2 WPP's Optimal Bidding and its Benefit |
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219 | (2) |
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10.4.3 Sensitivity to Wind Power Uncertainty |
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221 | (1) |
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10.4.4 Sensitivity to Market Prices |
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222 | (1) |
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10.4.5 Analysis of WPP's Revenue |
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223 | (1) |
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224 | (1) |
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225 | (3) |
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228 | (5) |
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11 Tie-Line Scheduling for Interconnected Power Systems |
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233 | (14) |
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233 | (1) |
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234 | (2) |
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234 | (1) |
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235 | (1) |
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236 | (1) |
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237 | (3) |
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240 | (5) |
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11.5.1 IEEE 118-Bus System |
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240 | (1) |
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241 | (1) |
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11.5.3 Results and Discussions |
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242 | (3) |
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245 | (2) |
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IV Long-Term Planning Optimization |
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247 | (116) |
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12 Power System Operation Simulation |
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249 | (26) |
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249 | (2) |
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12.2 Power System Operation Simulation Model |
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251 | (5) |
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251 | (1) |
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12.2.2 Detailed Model of Daily Operation Simulation Module |
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252 | (1) |
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252 | (1) |
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12.2.2.2 Model Formulation |
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253 | (3) |
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12.3 Wind Power Impacts on Conventional Unit Operating Cost |
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256 | (5) |
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256 | (1) |
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12.3.2 Evaluation Metrics |
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257 | (1) |
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12.3.3 Compensation Mechanism |
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258 | (1) |
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258 | (3) |
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12.4 Pumped Storage Planning with Wind Power Integration |
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261 | (4) |
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12.4.1 Overview of Operation Simulation Results |
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262 | (1) |
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12.4.2 Wind Power Curtailment |
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262 | (1) |
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12.4.3 Savings in Thermal Generation Operating Costs |
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263 | (1) |
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12.4.4 Comparison of Operating and Investment Costs |
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264 | (1) |
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12.5 Grid-Accommodable Wind Power Capacity Evaluation |
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265 | (7) |
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12.5.1 Definitions of Grid-Accommodable Wind Power Capacity Evaluation Model |
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265 | (2) |
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12.5.2 Evaluation Methodology |
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267 | (3) |
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270 | (2) |
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272 | (3) |
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13 Capacity Credit of Renewable Energy |
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275 | (32) |
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275 | (3) |
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13.2 DPSO-Based Capacity Credit Calculation |
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278 | (5) |
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13.2.1 Definition and Calculation Framework |
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278 | (1) |
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13.2.2 Overall Calculation Process |
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279 | (2) |
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13.2.3 Detailed Calculation Process |
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281 | (2) |
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13.3 Analytical Model of the Renewable Energy Capacity Credit |
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283 | (10) |
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283 | (1) |
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13.3.2 Analytical Model of the Renewable Energy Capacity Credit Based on the RF |
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284 | (2) |
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13.3.3 Formulation Based on the ELCC |
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286 | (1) |
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13.3.4 Integrating the Value of the Capacity Credit from Different Definitions and RF Values |
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286 | (1) |
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13.3.5 Rigorous Method for Calculating the Capacity Credit |
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287 | (3) |
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13.3.6 Analysis of the Factors Influencing Renewable Energy Capacity Credit |
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290 | (3) |
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293 | (10) |
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293 | (1) |
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13.4.2 Comparison of Different Methods |
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294 | (4) |
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13.4.3 Influence of Spatial Correlation of Wind Farm Output on the Wind Power Capacity Credit |
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298 | (1) |
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13.4.4 Influence of Spatial Correlation between the Load and Power Output on the Wind Power Capacity Credit |
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299 | (2) |
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13.4.5 Effect of the Virtual Unit Setting |
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301 | (2) |
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303 | (4) |
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14 Sequential Renewable Energy Planning |
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307 | (20) |
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307 | (1) |
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14.2 Wind Power Capacity Credit |
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308 | (1) |
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309 | (3) |
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14.3.1 Assumptions and Notations |
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309 | (1) |
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310 | (1) |
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14.3.3 Objective Function |
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311 | (1) |
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312 | (1) |
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14.4 OO Theory Based Approach |
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312 | (3) |
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312 | (2) |
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14.4.2 Crude Evaluation Model Used for Capacity Credit |
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314 | (1) |
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314 | (1) |
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14.5 Illustrative Example |
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315 | (5) |
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315 | (2) |
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14.5.2 OPC Shape Determination |
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317 | (1) |
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14.5.3 Number of Solutions for Accurate Evaluation |
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317 | (1) |
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317 | (3) |
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14.5.5 Comparison with Genetic Algorithm (GA) |
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320 | (1) |
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14.6 Application to Ningxia Provincial Power Grid |
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320 | (3) |
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14.6.1 Wind Power Planning in Ningxia Province |
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320 | (3) |
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14.6.2 Results and Discussion |
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323 | (1) |
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323 | (4) |
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15 Generation Expansion Planning |
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327 | (18) |
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327 | (1) |
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328 | (2) |
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15.2.1 Wind Power Output Modeling Method |
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329 | (1) |
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15.2.2 Group Modeling Method |
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329 | (1) |
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330 | (5) |
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330 | (1) |
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15.3.2 Objective Function |
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331 | (1) |
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15.3.3 Constraints Conditions |
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332 | (3) |
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335 | (1) |
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335 | (8) |
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335 | (1) |
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15.4.2 Analysis of Basic Planning Results |
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336 | (2) |
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15.4.3 The Impact of the Number of Wind Power Scenarios |
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338 | (2) |
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15.4.4 The Impact of Extreme Scenarios |
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340 | (1) |
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15.4.5 The Impact of Power Grid Transmission Capacity |
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341 | (2) |
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343 | (2) |
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16 Transmission Expansion Planning |
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345 | (18) |
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345 | (1) |
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346 | (6) |
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346 | (1) |
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347 | (1) |
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347 | (2) |
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349 | (3) |
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352 | (4) |
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352 | (2) |
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354 | (2) |
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16.4 Case Study on Northwestern China Grid |
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356 | (4) |
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356 | (2) |
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358 | (2) |
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360 | (3) |
Index |
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363 | |