Assessment of Generation Adequacy by Modeling A Joint Probability Distribution Model
Assessment of Generation Adequacy by Modeling A Joint Probability Distribution Model
Abstract—The socio-politically motivated energy transition leads    Nowadays, the generation adequacy for a future scenario is
to expansion of renewable energy power plants (REPP) and            assessed by e.g. TSOs or departments of governments. In
simultaneous shutdowns of conventional power plants. As the         addition, several research paper deal with this topic. They can
electric load always needs to be balanced by sufficient
generation and the energy production by REPP cannot be              be distinguished by their approach, the considered time
steered adequate to the demand but depends on weather               horizon and the level of view (national vs. continental).
situations, new methods are needed to assess generation             Especially in Europe with a growing amount of REPP and
adequacy. These results could be used afterwards to define          decreasing conventional generation parks, different
measures to ensure reliable energy supply.                          examinations by the European Network of Transmission
                                                                    System Operators for Electricity (ENTSO-E) and national
To evaluate the generation adequacy a joint probability
distribution model is proposed. It models the dependencies of       TSOs exist. Since 2011, the German TSOs examine the
weather characteristics, the electrical load and unavailabilities   generation adequacy and publish their results [1]. They use a
of conventional power plants using pair-copula constructions.       deterministic approach and analyze a synthetic situation with
The model is, then, applied to determine the probability of         a national view for a time horizon up to three years in the
generation imbalance. The implementation is shown for               future. This situation consists, on the one hand, of the highest
Germany in the scenario year 2030.
                                                                    measured load demand over the last years and, on the other
                                                                    hand, of very low energy production by renewable energies.
   Index Terms — generation adequacy, system adequacy,              Based on historical unavailability indices of conventional
copula, dependencies, probability density function, pair-copula,    power plants, they determine a level of available capacity for
solar irradiance, vine copula, wind speed                           the examined situation. As the situation is synthetic and not
                                                                    modeled by a consisting approach, the probability of this
                        I. INTRODUCTION                             specific situation is unknown. Therefore, the results are
Due to the lack of great storage capacities, the energy             difficult to interpret and can hardly be used to deduce
generated by power plants must always balance the electrical        measures. In the moment, the German TSOs work on a
load. Conventional power plants can be easily controlled and        probabilistic method.
adjusted for different load demands. In contrast, REPP              The ENTSO-E analyzes the generation adequacy with
generate energy depending on current weather situations.            different approaches and different time horizons on a
With the transition of the energy system, the amount of             European level [2], [3] and [4]. Twice a year seasonal outlook
conventional power plants is reduced and replaced by REPP.          reports are published to analyze the generation adequacy for a
Therefore, there is a growing need to assess the generation         short time horizon of half a year using a deterministic
adequacy and to find measures to ensure reliable energy             approach for the whole ENTSO-E area which covers 36
supply in the future even during peak times with very high          countries. With known planned and, additional, randomly
load demand. In this paper, generation adequacy is focused as       generated unavailabilities of conventional power plants for
part of the system adequacy, which consists of two parts:           the next six months and the expected load demands of each
generation adequacy and transmission adequacy. Generation           country, an outlook for the generation adequacy of each week
adequacy analyzes to what extent the electrical generation          is determined. The probabilities of the analyzed events are
can equal the electrical load, meanwhile transmission               unknown.
adequacy proves to what extent generated energy can be              In contrast, the annual mid-term forecast (MAF) examine the
transported from the source to the sink. The limiting factors       generation adequacy for the next 10 years based on a partly
are the generation park respectively the electrical grid.           probabilistic approach. As a database, synthetic climate data
21st Power Systems Computation Conference                                                        Porto, Portugal — June 29 – July 3, 2020
                                                            PSCC 2020
and electrical load data are used. The planned unavailabilities      It was introduced by Sklar in 1959 [16]. In contrast to the
are considered by an optimized maintenance schedule. In              correlation coefficient by Pearson, the copula can model
addition, unavailabilities of conventional power plants are          linear and nonlinear dependencies. It was introduced to
generated randomly. As a result, for each historical data point      uncertainty modelling in power systems in recent years to
an unavailability for the generation park is fixed and all these     model e.g. the interdependencies between two wind power
historical data points are used to assess the generation             generators close to each other. Existing works mainly use
adequacy. An optimization is used to determine an optimal            bivariate copulas that take into account the dependence of
dispatch of power plants using a high amount of assumptions.         only two locations [17], [18], [19] and [20]. These
The quality of the synthetic climate and electric load data is       approaches differ by the selected copula model (Gaussian,
unclear. As the input data are the most important influencing        Gumbel etc.) and by the considered uncertainties (wind/wind,
values of the approach, the results of the approaches are            wind/load, etc.). In [21] a 15-dimensional Gaussian copula is
difficult to interpret. In addition, correlations between e.g. the   built. However, the Gaussian copula is quite inflexible. A
unavailabilities of conventional power plants and the load are       more flexible tool are vine copulas [24], which have been
neglected. Besides, the reality is not reflected adequately by       applied, e.g. in [22], to model the spatial dependence of wind
an optimized maintenance schedule and an optimal dispatch            power forecast errors or in [23] to represent the dependencies
of power plants. The Pentalateral Energy Forum, a                    of wind speed in a small dimension. Even though copulas
framework for regional cooperation in Central Western                have proved to be useful in risk analysis of power systems,
Europe, publishes every year the Pentalateral Generation             the existing copulas normally just consider one kind of
Adequacy Assessment (PLEF GAA) with a very similar                   uncertainties, e.g. wind power, but neglect the necessity to
approach to the MAF approach [5]. The results of PLEF                implement a model considering a wide range of uncertainties
GAA and MAF are valued by the index ‘Loss of Load                    to use it for real problem solutions. This paper proposes a
Expectation’ (LOLE).                                                 consistent probabilistic method to evaluate the generation
Various indices exist to measure the reliability of power            adequacy using a copula approach. A joint distribution model
systems. They are used to interpret and compare the results of       is developed to model the interdependencies of wind speeds,
different approaches. The Loss of Load Probability (LOLP),           solar irradiations, electrical load and unavailabilities of
the Loss of Energy Expectation (LOEE), the Expected                  conventional power plants based on historical data.
Duration per Interruption (EDPI) and LOLE are the most               Afterwards, samples are generated based on the model to
commonly used ones [6]. Scientific approaches dealing with           assess the generation adequacy for a future scenario.
reliability evaluations can be divided in analytical                 Exemplarily, the joint probability model to assess generation
approaches, e.g. [7] and [8], and simulation approaches, e.g.        adequacy is applied for Germany. The proposed model
Monte Carlo Simulations as used in [9]. They differ mainly           includes the interdependencies of wind speed and solar
due to the considered uncertain input variables and their            irradiance at 91 stations in Germany, the German electrical
modeling procedure. In [10] a quasi-sequential Monte Carlo           load and historical unavailabilities of conventional power
simulation is modelled to analyze the reliability of power           plants. The model reflects the characteristics of the marginal
systems with renewable energies. The influence on reliability        distributions and the linear and nonlinear dependencies of all
indices by wind power is shown in [11].[12] combines the             uncertain variables using copula.
cross-entropy method and the copula approach to evaluate               In Section II, the copula concept with a special focus on
generation adequacy for a test case with no consideration of         pair-copulas is introduced, in section III the joint probability
historical values.                                                   model for Germany is presented. Section IV assesses the
The growing share of REPP in the grid more and more                  generation adequacy for Germany. Section V concludes.
requires the analysis of the distributions and dependencies of
REPP and electrical load feed-ins not just for generation                                     II. COPULA
adequacy assessment but for all kind of power system
                                                                        This section gives an overview of copula constructions.
analysis, e.g. probabilistic load flow approaches. In [13] all
                                                                     Further information can be found in [16] and [24]. Copulas
uncertainties are represented by beta-distributions and
                                                                     are used to model a joint probability distribution for which
correlations are neglected. Other represent wind speeds by
                                                                     the marginal probability distribution of each variable is
Weibull distributions and determine the Pearson correlation
                                                                     uniform. A bivariate copula function
coefficient to capture the linear correlation, e.g. presented in
[14] and [15]. Others use copulas to describe the dependence                                                                  (1)
of statistical variables.                                            is a distribution on      with uniform marginals. The central
Copulas are statistical functions that allow building a joint        theorem of copulas is given by Sklar. The equation (2) shows
probability distribution by modelling the marginal                   the connection of the bivariate distribution functions and their
distribution function and the dependence structure separately.       univariate margins.
21st Power Systems Computation Conference                                                         Porto, Portugal — June 29 – July 3, 2020
                                                              PSCC 2020
                                                                                                          (2)   Distributions can be unimodal or multimodal. The main
C is called the copula; it describes the dependence between                                                     distribution models and the non-parametric estimation are
                                                                                                                shortly introduced:
two variables      and     with distribution functions F and G.
H is called joint distribution. The equation can be extended                                                    1) Normal distribution
from the bivariate case to a multivariate one. A copula is,                                                       The Normal distribution is the most frequently used
therefore, a flexible and multifunctional tool to model a                                                       probability distribution function. A variable X is normally
multivariate distribution. The main advantage of copulas are                                                    distributed with the mean value ( and variance          , i.e.
the possibility to model marginal distributions and the joint                                                               , when the probability density function (PDF) can
dependence structure separately. In addition, it is not                                                         be calculated with
restricted to specific parametric models such as the                                                                                                                            (3)
multivariate normal distribution. Copulas may be determined                                                                                      .
in a parametric approach. It can be distinguished between
different copula classes, which in turn consist of different                                                    2) Weibull distribution
families. The most common classes are the Archimedean                                                             A variable X is Weibull distributed, when the PDF can be
copulas and the elliptical copulas. The Archimedean copulas                                                     calculated with formula (4). Herewith, is called the scale
include e.g. Gumbel, Joe, Frank and Clayton family. The                                                         parameter and the shape parameter, with                and
elliptical copulas consist of Gaussian and Student´s-t family.                                                         The PDF is defined as
Examples of bivariate Gaussian copulas are shown in Figure
1.                                                                                                                                                                              (4)
          1                                                  1                                                                                    .
        0.8                                                0.8
u2
0.4 0.4
21st Power Systems Computation Conference                                                                                                    Porto, Portugal — June 29 – July 3, 2020
                                                                                                           PSCC 2020
possible pair-constructions can be determined, i.e. the                        unavailabilities of conventional power plants. The
decomposition is not unique. The graphical models –                            interdependencies are nonlinear, the distributions are non-
Regular-vines (R-vine), Canonical vines (C-vines) and                          normal and, due to the great amount of considered
Drawable vines (D-vines) – can be used to organize them                        uncertainties, the structure becomes high-dimensional. The
[25]. With d variables,     pair-copulas arise. C-vine trees                   problem is modelled with a C-vine copula, which can cope
                                                                               with the mentioned characteristics. To develop the joint
have a star structure. Figure 2 shows the structure of a C-vine
                                                                               probability distribution, a great amount of data is needed. As
copula for four variables, which results in six pair-copulas.
                                                                               the copula models the marginal distributions and the
Three trees arise with a unique node connected to all other
                                                                               dependence structure separately, the data are used to estimate,
nodes of the tree. In general, a root node is chosen in each
                                                                               on the one hand, the marginal distributions and, on the other
tree and the pair-wise dependencies to all other nodes are
                                                                               hand, the dependence structure. The latter requires
determined conditioned on all previous root nodes [27].
                                                                               contemporaneous available data. In this section the marginal
Formula 7 shows the connection of pair-copula densities and
                                                                               distribution functions are presented, followed by the
marginal densities for the C-vine approach
                                                                               description of the copula. For the analysis, the software R and
                                                                               the package CDVine is used.
                                                                     (7)
                                                                               A. Marginal Distribution Functions
where denotes the marginal densities and                                   ,   1) Weather Characteristics
                                                                                 In a first step, the weather characteristics are investigated.
z is defined as
                                                                               Wind speed data are taken from the database of the German
                                                                               Weather Forecast Service (DWD). They comprise measured
and                presents the bivariate copula densities with                hourly mean wind speed data. Datasets can entail missing
their parameter(s)             .                                               data points due to e.g. defective measurement equipment or
The joint density for the example with four variables results                  false data classification. Considering 20 years (1995 to 2014),
in                                                                             91 out of 410 German measurement stations are selected.
                                           .                                   They are chosen considering simultaneous availability of data
                                                                               and measurement consistency, e.g. no change of station
   Copulas can be fitted e.g. by a method of moments
                                                                               height etc. during the measurement time. Their locations are
inversion of Kendall´s     or by the maximum likelihood
                                                                               shown in Figure 3.
estimation. With the Akaike Information Criteria (AIC) or the
Bayesian Information Criteria (BIC) the copula family is
chosen.
                              2
                        12              3
                              13
                        1         14             tree 1
                                            4
                                       13
                             23|1
12 24|1 14 tree 2
                              34|12
                     23|1              24|1      tree 3
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                                                                       PSCC 2020
fitting is based on around 70,000 observations for each                            Figure 3. They cannot be categorized using any parametric
station. To confirm the fitting, the χ2-test is used, which                        families. Instead, the non-parametric kernel estimator is used
requires statistically independent observations. This is                           to estimate the PDF of the data.
achieved by selecting observations with time distance                              2) Electrical Load
considering their autocorrelation function [29].                                      For the German electrical load, only measurements for
    As an example, an approximated Weibull distributions for                       whole Germany are published, i.e. no regional information of
station 49, in northern Germany, is shown in Figure 4. The                         electrical load is available. Hence, the hourly total load data
station is marked in a light blue in Figure 3.                                     published by ENTSO-E are used. They consist of
                                                                                   measurements for the years 2006 to 2014. The total amount
                                                                                   of available data are nearly 80,000 observations. The
                                                                                   histograms show two significant modes. The load data are
                                                                                   estimated by a bimodal distribution, consisting of two Normal
                                                                                   distributions as seen in Figure 6. The whole electrical load is
                                                                                   strongly influenced by industrial electrical load. It peaks
                                                                                   during weekdays and daytime, but gets small at weekends
                                                                                   and during the night. This results in two groups with mean
                                                                                   values of ca. 48 GW and 65 GW.
21st Power Systems Computation Conference                                                                            Porto, Portugal — June 29 – July 3, 2020
                                                                            PSCC 2020
they are approximated by a non-parametric distribution as                     For this paper, 5,000,000 samples were generated and
seen in Figure 7.                                                         probabilities for specific events were calculated. The samples
B. C-Vine-Copula                                                          were generated using the copula with the algorithm presented
                                                                          in [31]. Then, the probabilities based on the real observations
The joint distribution model is established with the C-vine               were contrasted.
copula approach. The bivariate copulas are selected with the
AIC from 33 different copula families listed in [27]. They
include elliptical and Archimedean copulas and, as
subclasses, one-parametric, two-parametric and rotated
Archimedean copulas. All copulas are fitted by the maximum
likelihood estimation. Based on the AIC, the best fitting
copula family is selected. With an amount of 184 variables,
16,836 copula families were selected. The variables consist of
91 wind speed measurements, 91 solar irradiance model
based data, the measured total electrical load and the
notifications of unavailabilities for conventional power
plants. So the dependencies of the different regional
influences are fully captured. The dependence structure is
determined with 10,500 contemporaneous observations. In
Figure 8 an overview of the chosen families is given.
21st Power Systems Computation Conference                                                                     Porto, Portugal — June 29 – July 3, 2020
                                                                   PSCC 2020
                                                                     renewables and pump storages are always available.
Table 1: Results of probability for specific events and
group of stations using the developed joint probability                         0.016
model
                                                                                0.014
                                                                      Density
3    > 10    -           -           iii     0.39       0.32                    0.008
0.002
Assuming a generation park for a future scenario, the Residual Load [GW]
from [33].
                                                                      Density
copula model. Assumptions are made for these uncertainties: Remaining Capacity [GW]
80 % of the installed capacity of biomass, hydro power, other Figure 10: Distribution of the remaining capacity for the scenario 2030
21st Power Systems Computation Conference                                                                                                      Porto, Portugal — June 29 – July 3, 2020
                                                                PSCC 2020
The residual load needs to be balanced by conventional                                                                   V. CONCLUSION
power plants and pump storages. Considering the modelled                                     The energy system faces new challenges. Well controllable
unavailabilities and the installed capacity for the future                                   conventional power plants are substituted by renewable
scenario, the distribution of the remaining capacity is shown                                energies. Therefore, the question arises: how reliable is the
in Figure 10. The probability of negative remaining capacity                                 energy system? This paper proposes a joint probability model
is 0.005 %. The maximum negative remaining capacity is                                       to represent the influencing variables on generation adequacy.
-10.5 GW. In these hours, Germany depends on imports. The                                    The main uncertainies are wind speed, solar irradiance,
distribution of the negative remaining capacity is shown in                                  electrical load and unavailabilities of conventional power
Figure 11.                                                                                   plants. The uncertain variables are captured by a C-vine
                                                                                             copula model consisting of 184 dimensions. Weibull
                                                                                             distributions, multimodal distributions and non-parametric
                0.5
                                                                                             kernel density estimator are used for fitting their marginal
                                                                                             density functions. The plurality of these different modelling
                0.4                                                                          approaches allows a precise fitting of all participants. Then,
                                                                                             the model is used to generate samples and to assess the
                0.3
                                                                                             generation adequacy for the year 2030. First, the distribution
                                                                                             of the residual load is analyzed. Then, the remaining capacity
     Density
                                 Negative remaining Capacity [GW]                            reliable historical data are available. The availability of pump
Figure 11: Distribution of the negative remaining capacity for the scenario                  storages depend on the level of reservoirs, which itself
2030                                                                                         depend on weather conditions and the market. These
                                                                                             interdependencies could be added in a further step in the
As Germany plans phasing out coal energy, the                                                model. In addition, changes in the load behavior due to
scenario B 2030 is adjusted for a sensitivity analysis. Instead                              electrical vehicles, could be modelled adequately. The results
of 61.6 GW of thermal conventional power plants, the                                         can be used in a further step to define measures to cope with
thermal capacity is reduced by 6.5 GW to 55.1 GW,                                            possible imbalance. This research focuses on generation
meanwhile the installed capacity of REPP and storages is                                     adequacy. To evaluate system adequacy, the transmission
kept constant. The probability of negative remaining capacity                                adequacy needs to be considered. This is needed, to prove if
is in this sensitivity 0.06 %, which is equal to                                             the generation can be transported from the source to the sink.
                . The distribution of the negative remaining                                 For this purpose, the approach could be combined with a
capacity can be seen in Figure 12.                                                           probabilistic load flow approach.
                                                                                                                       ACKNOWLEDGMENT
               0.35
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               0.15
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                                                                                        PSCC 2020
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21st Power Systems Computation Conference                                                                         Porto, Portugal — June 29 – July 3, 2020
                                                                         PSCC 2020