A scenario generation method based on the mixture vine copula and its application in the power system with wind/hydrogen production

Abstract The scenario generation method is of great significance to analysis the optimal operation of power system with random variables. However, in case of several wind farms are contained in the power system, it is difficult to precisely generate the scenarios due to the dependence among the wind power output. To solve this problem, a new scenario generation method considering the dependence of multi-wind power output based on the mixture vine copula is proposed in this paper. In this method, the K-means method, C-vine and D-vine copula method are combined to analysis the dependence of the multi-wind power output. Through the proposed method, the precise description of data characteristic of multi-wind power output can be achieved. To verify the accuracy of this method, simulation is conducted by using the measured outputs of three adjacent wind farms. The numerical results show that a better simulation can be obtained by the proposed scenario generation method compared to the existing ways. Further, research on capacity allocation of system with wind/hydrogen production is performed based on the proposed scenario generation method. The result demonstrates the great importance of the proposed scenario generation method to the power system with wind/hydrogen production.

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