Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866913668862574592 |
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| author | Azze, Abel D'Amico, Guglielmo D'Auria, Bernardo Vergine, Salvatore |
| author_facet | Azze, Abel D'Amico, Guglielmo D'Auria, Bernardo Vergine, Salvatore |
| contents | We propose a new methodology to simulate the discounted penalty applied to a wind-farm operator by violating ramp-rate limitation policies. It is assumed that the operator manages a wind turbine plugged into a battery, which either provides or stores energy on demand to avoid ramp-up and ramp-down events. The battery stages, namely charging, discharging, or neutral, are modeled as a semi-Markov process. During each charging/discharging period, the energy stored/supplied is assumed to follow a modified Brownian bridge that depends on three parameters. We prove the validity of our methodology by testing the model on 10 years of real wind-power data and comparing real versus simulated results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_17464 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach Azze, Abel D'Amico, Guglielmo D'Auria, Bernardo Vergine, Salvatore Applications 60J70, 60K15 We propose a new methodology to simulate the discounted penalty applied to a wind-farm operator by violating ramp-rate limitation policies. It is assumed that the operator manages a wind turbine plugged into a battery, which either provides or stores energy on demand to avoid ramp-up and ramp-down events. The battery stages, namely charging, discharging, or neutral, are modeled as a semi-Markov process. During each charging/discharging period, the energy stored/supplied is assumed to follow a modified Brownian bridge that depends on three parameters. We prove the validity of our methodology by testing the model on 10 years of real wind-power data and comparing real versus simulated results. |
| title | Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach |
| topic | Applications 60J70, 60K15 |
| url | https://arxiv.org/abs/2501.17464 |