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C2-104

CIGRE 2012

Very Short-Term Optimal Dispatching: an Integrated Solution for the Advance Dispatching C. SABELLI, G. GIANNUZZI, C. MARTARELLI, M.A. SIDONI Terna SpA, Via Palmiano, 101 00138 Rome Italy M. POZZI, C. BRUNO, D. DRESCO, D. DI BERNARDO CESI SpA, Via Rubattino, 54 20134 Milan Italy

SUMMARY The transparency needs and the market opportunities arising from the liberalization of the energy sector often require Transmission System Operators to review some established practices, by means of which quality, safety and efficiency of the power system operation have been assured for years. This article describes a solution for the very short term optimal dispatching (also named "Advance Dispatching" with international terminology), jointly developed by Terna and CESI and currently in operation at the National Control Centre in Rome. Advance Dispatching represents an innovative tool for the adequacy analysis of the Italian power system, supporting Control Room Operators in the real-time dispatching phase. The Advance Dispatching project is part of the Smart Grid roadmap, already undertaken by Terna and CESI and aimed at continuously improving the dispatching solutions, which have always been important for the reliability of the electrical systems operation and whose further improvement is ultimately becoming urgent because of the rapid development of non dispatchable Renewable Energy Sources (RES), Photovoltaic (PV) and Wind Power (WP). As is well known, one of the tasks of the TSO, both in the definition of the development plans of the transmission network and in the implementation of the operational planning procedures for the secure system operation, is to allow full and effective integration of renewable sources. With this the need to achieve the objectives of sustainability and affordability set for the electricity sector in the perspective of 2020, as well as ensuring, even in face of uncertainties related to the availability of non dispatchable sources, includes the maintenance of adequate standards of system reliability, in terms of both security and adequacy (specific object of the analysis carried out within the Advance Dispatching environment). All these are new issues for TSOs around the world place us against emerging issues, forcing forward new solutions. giorgio.giannuzzi@terna.it

KEYWORDS Advance Dispatching, Operational Planning, Real-Time Operation, Power System Reliability, Power System Adequacy, Power System Security, Optimal Unit Commitment and Dispatching, Operating Margins, Reserve Margins, Ancillary Services. INTRODUCTION AND GOALS The operational processes and the ICT systems used in the daily scheduling and real-time dispatching are being enhanced to allow the updating with increasing frequency of production programs and reserves requirements. This not only depending on the results of the Italian Energy Markets [1][2], named Day-Ahead Market (MGP) and Intra-day Market (MI), but also as a function of the actual values of the most significant variables (e.g. load consumptions, power productions/exchanges, network equipment configurations, environmental conditions, social phenomena, etc.). In fact, the events actually occurred on the electrical system between the day-ahead (D-1) and the real-time period (D) could make production schedules and reserves no longer adequate for assuring the economic and secure operation of the system, as the operational conditions may possibly change with respect to the original ones. Even without considering the case of possible generator contingencies, actual loads can be offset in a manner not entirely negligible than those provided on the day-ahead, as well as the network topology and equipment configurations that may result different due to the occurrence of line or transformer faults that cause congestions. This scenario is further modified by taking into account the introduction of the new sessions of Ancillary Service Market (MSD) and the Intra-day Markets (MI), which allow the correction in real-time of the production schedule defined in D-1 for eliminating possible network congestions or balancing the system. The above, creates the need of a real-time support to the control room environment based on a very short-term forecast feature, as an intermediate function between the day-ahead programming and the real-time dispatching. To accomplish this task, the development of a procedure is required for the very short-term adequacy compliance verification, or dynamic dispatching ("Advance Dispatching" according to the international nomenclature), which has as its aim the restructuring of the production plans and reserves under the current system configuration, the available ex-post data and the very short-term forecasting results. Very short-term congestions, generator faults, or load increases have the effect of reducing the tertiary reserve below unacceptable levels, so it becomes necessary the reprogramming of the Unit Commitment (UC) of generating assets, which consists in starting units or changing their production configuration in case of combined cycles. These operations must be implemented with a predefined notice in order to restore in time the adequacy of the power system. The common practice [3][4] is fundamentally based on deterministic sizing criteria of the reserve, required to bear a load demand foreseen the day ahead D-1 for the day D. This information feeds the D-1 deterministic procedures for Unit Commitment and Dispatching. These procedures are residual, in comparison with the market outputs of MGP and MI, and are based on optimization algorithms, such as Optimal Power Flow (OPF), where the economic offers submitted on MSD and the N and N-1 network security constraints are taken into account. The uncertainties inherent in the processes of operational planning [5][6] and dispatching (increasing if the horizon goes from short to medium term, virtually absent in the situation of real-time and again increasing in the forward projection even a few hours) are usually faced in D-1 by establishing deterministic operating margins and carrying out a "probabilistic verification by means of appropriate reliability indicators [7][8]. 2

In D it is necessary to reverse this approach, so given an acceptable and ideally constant level of risk in all the operating situations, as estimated by statistical modeling of the problem and consequent "probabilistic analysis", it should be provided to the real-time control environment an indication of "deterministic synthesis" of the possible amount of reserves (present or allocated) which is missing or in excess than the theoretically associated level of risk accepted. To such an indication, they will correspond possible decisions in the real-time control, which, pointing in particular to the data synthesis at the next peak load, may require the allocation of new reserves, rather than - potentially - the partial revocation of the already allocated reserves, otherwise operating on a national basis rather than a zone model, on the basis of the operators experience rather than with the support of automatic early-warnings. BUSINESS ENVIRONMENT AND EXPECTED BENEFITS The structure with consecutive phases which makes up the Energy Markets in Italy create the conditions so that the TSO will have different times for contracting the reserve resources needed at the approach of real-time dispatching. In fact, the more you get closer to the realtime, the more the information available about the status of the network are accurate and reliable, and the more the measures of variation that are taught on the Balancing Market (MB) are effective compared to the previous programs by the Ancillary Service Market (MSD). Let us consider, for example, the fundamental question of predicting the load consumption: it is one of the main data to be used to determine the working conditions of the network and then dispatching the more suitable necessary actions. There are different estimates of load between the day-ahead (D-1) and the real-time (D) and evidently the forecasts made near the instant load forecast turn out to be the most reliable, because the information available to process them (meteorological data, ex-post load data) are more precise. To illustrate the possible benefits associated with the introduction in real-time control of a solution of Advance Dispatching, it can be referred in particular to the critical issues related to the typical load peaks (morning and evening), which, as is well known, are the most critical phases for the network operation, both in terms of the adequacy of the system upon reaching the peaks themselves, both as regards the issues of balancing the system at the load taken on ramps, where the errors on the expected load (especially in terms of time translations) are amplified by the strong time derivative (particularly true for the morning peak). MODELING ASSUMPTIONS AND FUNCTIONAL CHARACTERISTICS The Advance Dispatching solution designed and developed by Terna and CESI aims to formalize the execution of very short-term adequacy tests according to the needs of managing the power system at a minimum and constant risk in terms of load coverage. This analysis is carried out periodically with reference to the extended time period that goes from the current hour to the end of the day, every time starting from the latest weather and load information, as well as, in general, from the most detailed situation of the network available (taking into account, for example, out of service in plants or lines). In other words, the fundamental objective of the Advance Dispatching process is to analyse the future state of the power system relative to expected weather and load and to make considerations on the adequacy degree associated with the scheduled Unit Commitment. Downstream of this first analysis, in the case of adequacy conditions considered insufficient, the Advance Dispatching process has to be able to propose, well in advance, to the Control Room Operators, corrective manoeuvres with minimum cost (e.g. Unit Commitment) for the restoration of acceptable conditions. 3

From the algorithmic point of view, the Advance Dispatching process makes predictive adequacy assessments based on a probabilistic modelling of both the generators set and the load needs, respectively based on a reduced combinatorial approach (making use of the failure rates of the individual production units) and a normal characterization of demand trends (with a zonal model). The process also uses the forecast of wind production, which takes into account the uncertainty related to that renewable source. Another characteristic feature of the Advance Dispatching process is the market zone modelling of the system (its topological connections and transit constraints associated with them) as well as the modeling of its generating assets whose availability depends on the access times to the reserve margins available (for balancing energy and for the fulfilment of the backup requirements). The predictive adequacy assessments made by the Advance Dispatching solution are linked in terms of both the balance of expected energy and the fulfilment of reserves demand. The procedure of Advance Dispatching consists in five subsequent steps (see Figure 1): 1. The first step is the real-time forecasting of the electrical load according to a zonal model; this forecasting takes into account the load data of the hours just terminated and the weather updates, as well as the information relevant to possible socioeconomic events. The continually updated load forecasting is the Advance Dispatching tools strength, on which it bases all the subsequent considerations. 2. Secondly, Advance Dispatching acquires the status of the system (production plans, foreign border interconnections exchanges, etc.) and makes a future projection consistent with the latest load forecast for the hours ahead. This projection makes particular reference to the power plants production programs that will occurred in the hours ahead as a result of expected load values. This procedure simulates the results of the Italian Balancing Market (MB) for the hours ahead. Every plant has its own production program as a result of the Ancillary Service Market (MSD) and Advance Dispatching uses an optimization algorithm to realign the programs to the foreseen loads. The optimized programs are obtained at the lowest cost for the system by using the producers economic offers on the Balancing Market. The optimization procedure needed to make the projection is subject to many constraints. The most important are: Exchange limitations between areas and the cluster of power plants Energetic limitations of hydroelectric plants i; hydroelectric plant: E i; i hydroelectric plant: Emin where: h*: Pih: Emax: Emin:
24 h*

first simulation hour production program for the h-th hour available energy for production minimum producible energy (or maximum storable energy for pumped-storage plants) gradient limitation of power plants

E Pih Emax

3. Thirdly, Advance Dispatching calculates the upward and downward reserve requirements for each area every hour. The tool is based on a probabilisticcombinatorial approach. Firstly the system reliability level is fixed, then the procedure determines the value of reserves necessary to ensure that level of adequacy, considering the uncertainty sources involved. Those sources of uncertainty are: Uncertainty of load and wind production forecast (Gaussian distributions assumed) Probability of failure of generation plants (through its failure rates) 4

4. Afterwards, Advance Dispatching analyses the adequacy of the system in the projected conditions. Specifically, the tool computes the upward and downward reserve values expected in each area for the hours ahead and compares them with the related requirements. Each plant contributes differently to the total reserve depending on its configuration and technology. Some plants are an immediately available source of reserve (e.g. hydroelectric units as well as thermal units in operation, for power variations that do not involve changes of the operating machines). Other plants are not an immediately available source of reserve, but they need operating time to be activated (e.g. turn on/turn off of thermal plants or configuration changes of combined cycle plants). The procedure compares the requirements and the immediately available reserve values expected for each area, then it makes the results available to the Control Room operators. In this comparison the reserve mutual aids between areas (the possibility for an area in a critical condition to be supported by neighbouring areas) are also taken into account. In other words, Advance Dispatching verifies if the plants production values, obtained after the balancing step, leads to a secure working point. An important feature of the calculation is the way in which the hydroelectric plants are managed. In fact, the hydroelectric reserve is limited by energetic constraints related to the hydraulic reservoir. Advance Dispatching optimizes hydric reserve allocation, making available the best strategy of using of this source to the personnel (with particular reference to pumped-storage plants). The constraint (only for the upward reserve) can be written as: i; hydroelectric plant: i; i hydroelectric plant:
24

where: rih: upward reserve allocated on i-th plant on h-th hour As can be seen, hydroelectric plants cannot provide more reserve than the energy yet available after the balancing step. 5. If a critical situation is detected (the available reserve doesnt fulfil the related requirements) the procedure formulates Unit Commitment suggestions to the Control Room operators in order to restore an adequate system condition. There are different kinds of proposals depending on whether it is critically related to upward or downward reserves. In case of upward reserve deficit (e.g. during the load peak hours) the tool suggests the starting of the thermal unit or configuration changes of combined cycle plants (e.g. the turning on of a second gas turbine). Instead, if the criticality detected regards the downward reserve (e.g. during the night-times low power demand hours), the suggestions may be to turn off thermal units or the configuration changes of combined cycle plants (e.g. the turning off of a second gas turbine). All the proposed solutions are chosen in order to minimize the cost-benefit ratio: the criteria taken into account in the procedure are both technical and economical. Each Unit Commitment or De-commitment manoeuvre implies costs for the TSO, acting as a central counterparty in the Italian Ancillary Service and Balancing Markets; the procedure takes into account these costs as well as possible technical limitations (e.g. operating times). All the action proposed fulfils the constraints related to the actual flexibility of power plants (e.g. minimum time in which the power station cannot be turned off after a starting manoeuvre). Its important to point out that the Unit Commitment or De-commitment operation proposed by the Advance Dispatching tool are just suggestions to the Control Room operators, any automatic procedures ordering proposed actions to the plants does not exist. 5

h h*

Pih +rih Emax

Figure 1 Basic flowchart of the Advance Dispatching procedure. AN APPLICATION EXAMPLE Following, an example of the Advance Dispatching concept is shown as a plausible case, with snapshots taken from the actual user interface. After the balancing step, the tool computes the amount of upward and downward reserve in every area. At the same time it calculates the reserves requirements needed due to the different uncertainty source of the system. The comparison between the upward reserve requirements and the reserve values expected for the hours ahead has revealed a critical situation in the Northern Italian zone: the immediately available reserve foreseen in that area is not enough to ensure the required level of system reliability. In Figure 2 the blue line represents the upward reserve requirements on the Northern zone and the green continuous line represents the expected reserve (including the mutual aid that can come from the neighbouring areas, indicated by the violet line). As can be seen, during the evenings load peak, the reserve foreseen results inadequate. In Figure 3 the upward reserve trends are shown subdivided by plants technologies. In Figure 4 the adequacy condition regarding the downward reserve is shown: as can be seen, in the Northern zone the expected reserve values fulfil the requirements, so no corrective actions are needed. 6

Figure 2 Upward reserve trends (Northern zone)

Figure 3 Upward reserve trends by plants technologies (Northern zone)

Figure 4 Downward reserve trends (Northern zone)

The Advance Dispatching tool proposes corrective action in order to bring the system to an adequate state regarding the upward margin. It should be pointed out that every unit commitment action that provides the entry into service of a unit brings an upward reserve increase in the system. In the example, the possible suggestion regards a configuration change of a combined cycle. Specifically, it proposes the start of the second gas turbine in a 2+1 combined cycle plant (two gas turbines + one steam turbine); the combined cycle has to pass from a 1+1 configuration (one gas turbine + one steam turbine in service) to a 2+1 configuration (two gas turbines + one steam turbine in service). This manoeuvre makes further available upward reserves equal to the maximum power of the second gas turbine. In the Figure 2 the green dashed line indicates the upward reserve that will be available in the northern area if the proposed action will be carried out. It's important to note that the proposal made is characterized by the best cost-benefits ratio for the system, taking into account the costs that the producer presented on the Balancing Market for power increase, the reserves actually put into the system with the operation and the timing of usability of that reserve. The upward and downward reserve problems arent totally decoupled. Each unit commitment action that increases the upward reserve brings to a reduction of the downward reserve and vice versa. Typically the upward reserve deficit occurs during the load peak hours while the downward deficits are typical of the base load night time hours; there is a sort of timing decoupling. However, the limited flexibility of the thermal units implies that a unit commitment operation suggested for the solution of an upward reserve critical situation can also affect the overnight hours and vice versa. For example, if a thermal plant starts during the evening hours, in order to provide upward reserve, it must remain on for a certain interval and, at worst, brings a deficit of downward reserve during the night. Due to Advance Dispatching architecture (that resolves in series the two different problems) the coupling has been managed by introducing a hierarchy between the two problems. The upward reserve problem is hierarchically superior to downward reserve problem. This means that the suggestion made by the first one has priority over those made by the second. ARCHITECTURE, EXECUTION AND USER INTERFACE From the architectural perspective, the Advance Dispatching tool is essentially a software application available to the Control Room and designed to work 24 hours on 24. The core architecture is composed of a calculation engine that performs the algorithmic logic behind the process of Advance Dispatching. Around this component a complex infrastructure was built to ensure the availability of data during the whole day, leaning on a local database and user interface (available in both local and remote), supported by the most recent web browser. The software architecture in detail, consists of four components whose objectives are: 1. To analyse, extract and aggregate the data needed to the application, through automated data mining on the operational database. 2. To regularly schedule the algorithmic logic execution that realizes the functionality and the computation procedures of the tool. 3. To store in the operational database the results suggested by the calculation engine, in order to allow data analysis both online and offline. 4. To ensure an easy and intuitive data access to the operators via web interfaces, designed for the most common web browser.

To support the analysis, the application is structured so that the most recent data is not generated on user request, but is hourly automatically generated. Therefore the system automatically provides all the Unit Commitment suggestions, updating in real-time the data presented by the browser. This approach makes it possible to monitor real-time predictions about the state of the system, requiring user intervention only when a potential inadequacy is detected. The main page highlights the adequacy state for every area, making it possible to identify at a glance the critical situations, while in the sub-tabs are available all the detailed analysis produced by Advance Dispatching. In addition its possible to retrieve past analysis (related to past situations or days), in order to carry out ex-post comparisons. FUTURE PLANS At present, the Advance Dispatching procedure represents an innovative solution under testing at the National Control Centre in Rome. The most important development directions regard the improvement of the computation engine: the different calculation steps will be integrated in a single procedure by using Mixed Integer Linear Programming (MILP), which will allow the merging in a single optimization procedure of the balancing step, the adequacy evaluation step and the unit commitment suggestions. A deeper integration between Advance Dispatching and others Terna real-time processes is also expected: specifically, the tool results regarding the pumped-storage plants management will be used in the real-time Balancing Market (MB). Again the introduction of new reserves next to the replacement one is a possible development: for example modelling the reserve characterized by precise speed requirements in taking/releasing load, will be essential for solving the problem in cases of rapid load changes, in order also to quickly restore secondary reserve margins. Another direction of development is the gradual transition from a zonal model description to a nodal description of the network (in order to combine the adequacy evaluations with the corresponding static and dynamic network analysis, both preventive and corrective). A last possible development is the integration of probabilistic verification procedures, via Monte Carlo simulations with security constrained Optimal Power Flow (OPF), or calculation of the reliability indicators like Loss Of Load Probability (LOLP), Loss Of Load Expectation (LOLE) and Expected Energy Not Served (EENS) on a horizon of few hours. BIBLIOGRAPHY
[1] F. Bassi, C. Bruno, B. Cova, E. Fiorino, L. Franchi, M. Pozzi, Congestion Management in the New Market Environment: the Italian approach and experience, 2006 CIGRE Conference, Paris. [2] F. Bassi, C. Bruno, P. Crisafulli, G. Giannuzzi, L. Gorello, S. Pasquini, M. Pozzi, R. Zaottini, Optimal Power Flow procedure for real-time security and economic re-dispatching in a market structure, 2009 IEEE Power Tech Conference, Bucharest. [3] G. Lian, R. Billington, Operating Reserve Risk Assessment in Composite Power Systems, IEEE Transactions on Power Systems, Vol. 9, No. 3, August 1994. [4] A. Ehsani, A. Karimizadeh, H. Fallahi, A. Jalali, A comparison of deterministic and probabilistic methods for determining the required amount of spinning reserve, World Academy od Science, Engineering and Technology, 2009. [5] Y. Ming et al., A novel method for Advanced Dispatch considering response risk constraints, North American Power Symposium (NAPS), 2009. [6] A. Ehsani, A.M. Ranjbar, M. Fotuhi-Firuzabad, Operational risk evaluation in competitive electricity market scheduling, Power System Technology, 2006. [7] T. Baffa Scirocco, E. Fiorino, P. Pelacchi, D. Poli, A probabilistic approach to set operating reserve margins in a multi-area electric power system, 2005 IEEE Power Tech Conference, St. Petersburg. [8] T. Baffa Scirocco, E. Fiorino, P. Pelacchi, D. Poli, A Monte Carlo technique for setting operating reserve margins under network constraints, 2006 International Conference on Probabilistic Methods Applied to Power Systems, Stockholm.