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Main Authors: Auer, Felix C. A., Tejada-Arango, Diego A., Wogrin, Sonja
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2510.18555
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author Auer, Felix C. A.
Tejada-Arango, Diego A.
Wogrin, Sonja
author_facet Auer, Felix C. A.
Tejada-Arango, Diego A.
Wogrin, Sonja
contents Time series aggregation is a common approach to reduce the computational complexity of large-scale energy system optimization models. However, maintaining chronological continuity between the resulting representative periods (RPs) remains a key challenge, as transitions between RPs are typically lost. This leads to inaccuracies in storage behavior, unit commitment, and other time-linked aspects of the model. We propose a novel method that uses Markov-Matrices to link RPs via probabilistic transitions and expected values. The approach is also suitable for constraints that connect multiple time steps, and can be adjusted to work with binary variables. Benefits are shown on an illustrative case study and validated using the NREL-118 bus system, where it reduces the error to one fifth of the current state-of-the-art while retaining low computational complexity.
format Preprint
id arxiv_https___arxiv_org_abs_2510_18555
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Connecting Representative Periods in Energy System Optimization Models using Markov-Matrices
Auer, Felix C. A.
Tejada-Arango, Diego A.
Wogrin, Sonja
Optimization and Control
Time series aggregation is a common approach to reduce the computational complexity of large-scale energy system optimization models. However, maintaining chronological continuity between the resulting representative periods (RPs) remains a key challenge, as transitions between RPs are typically lost. This leads to inaccuracies in storage behavior, unit commitment, and other time-linked aspects of the model. We propose a novel method that uses Markov-Matrices to link RPs via probabilistic transitions and expected values. The approach is also suitable for constraints that connect multiple time steps, and can be adjusted to work with binary variables. Benefits are shown on an illustrative case study and validated using the NREL-118 bus system, where it reduces the error to one fifth of the current state-of-the-art while retaining low computational complexity.
title Connecting Representative Periods in Energy System Optimization Models using Markov-Matrices
topic Optimization and Control
url https://arxiv.org/abs/2510.18555