中国电力2011，Vol.44Issue(6)：58-62,5.
基于CVaR的风电场并网容量优化计算
Optimal capacity limit calculation of wind power based on CVaR model
摘要
Abstract
Due to the randomness of wind power output, the wind power capacity limit calculation is more important and difficult than that of traditional power plant.Based on a new random method, namely Conditional Value-at-Risk ( CVaR ), a new optimization model is proposed to calculate the wind power capacity limit in the system.The limits under different confidence levels can be calculated in this model.Moreover,the extreme case outside confidence level can also be dealt with effectively.Because of the difficulty to analysis CVaR function, it is transformed into integral form of pmbability density function.Aided variable is introduced to linear optimization and continuous integral calculation is performed instead of discrete calculation.The wind farm capacity limits are calculated and analyzed respectively when access to beth single and multiple wind farms under different confidence levels.The simulation results show that the proposed method is distinct, particular, convenient and effective.关键词
风电场并网容量/条件风险/CVaR/置信度/随机性/穿透功率极限Key words
wind power capacity/ Conditional Value-at-Risk/ probability level/ randomness/ wind power penetration limit分类
信息技术与安全科学引用本文复制引用
周任军,彭莎,李斯,姚龙华,黄灵资..基于CVaR的风电场并网容量优化计算[J].中国电力,2011,44(6):58-62,5.基金项目
国家自然科学基金资助项目(10926189) （10926189）
湖南省自然科学衡阳联合基金资助项目(10JJ8008) （10JJ8008）
湖南省教育厅重点资助项目(10A015) （10A015）
