Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting

In this work, we propose the Seasonal Dynamic Factor Analysis (SeaDFA), an extension of Nonstationary Dynamic Factor Analysis, through which one can deal with dimensionality reduction in vectors of time series in such a way that both common and specific components are extracted. Furthermore, common factors are able to capture not only regular dynamics (stationary or not) but also seasonal ones, by means of the common factors following a multiplicative seasonal VARIMA(p, d, q) × (P, D, Q)s model. Additionally, a bootstrap procedure that does not need a backward representation of the model is proposed to be able to make inference for all the parameters in the model. A bootstrap scheme developed for forecasting includes uncertainty due to parameter estimation, allowing enhanced coverage of forecasting intervals. A challenging application is provided. The new proposed model and a bootstrap scheme are applied to an innovative subject in electricity markets: the computation of long-term point forecasts and prediction intervals of electricity prices. Several appendices with technical details, an illustrative example, and an additional table are available online as Supplementary Materials.

Forecasting Electricity Prices and their volatilities using Unobserved Components.

The liberalization of electricity markets more than ten years ago in the vast majority of developed countries has introduced the need of modelling and forecasting electricity prices and volatilities, both in the short and long term. Thus, there is a need of providing methodology that is able to deal with the most important features of electricity price series, which are well known for presenting not only structure in conditional mean but also time-varying conditional variances. In this work we propose a new model, which allows to extract conditionally heteroskedastic common factors from the vector of electricity prices. These common factors are jointly estimated as well as their relationship with the original vector of series, and the dynamics affecting both their conditional mean and variance. The estimation of the model is carried out under the state-space formulation. The new model proposed is applied to extract seasonal common dynamic factors as well as common volatility factors for electricity prices and the estimation results are used to forecast electricity prices and their volatilities in the Spanish zone of the Iberian Market. Several simplified/alternative models are also considered as benchmarks to illustrate that the proposed approach is superior to all of them in terms of explanatory and predictive power.

Development of a grid connected micro wind generator. A practical activity for the course on electric generation with wind energy

This paper describes a practical activity, part of the renewable energy course where the students have to build their own complete wind generation system, including blades, PM-generator, power electronics and control. After connecting the system to the electric grid the system has been tested during real wind scenarios. The paper will describe the electric part of the work surface-mounted permanent magnet machine design criteria as well as the power electronics part for the power control and the grid connection. A Kalman filter is used for the voltage phase estimation and current commands obtained in order to control active and reactive power. The connection to the grid has been done and active and reactive power has been measured in the system.

Performance Analysis of 10,000 Residential PV Systems in France and Belgium

The main objective of this paper is to review the state of the art of residential PV systems in France and Belgium. This is done analyzing the operational data of 10650 PV systems (9657 located in France and 993 in Belgium). Three main questions are posed. How much energy do they produce? What level of performance is associated to their production? Which are the key parameters that most influence their quality? During the year 2010, the PV systems in France have produced a mean annual energy of 1163 kWh/kWp in France and 852 kWh/kWp in Belgium. As a whole, the orientation of PV generators causes energy productions to be some 7% inferior to optimally oriented PV systems. The mean Performance Ratio is 76% in France and 78% in Belgium, and the mean Performance Index is 85% in both countries. On average, the real power of the PV modules falls 4.9% below its corresponding nominal power announced on the manufacturer?s datasheet. A brief analysis by PV modules technology has lead to relevant observations about two technologies in particular. On the one hand, the PV systems equipped with Heterojunction with Intrinsic. Thin layer (HIT) modules show performances higher than average. On the other hand, the systems equipped with Copper Indium (di)Selenide (CIS) modules show a real power that is 16 % lower than their nominal value.

Dynamic response of hydro power plants for providing secondary regulation reserves considering elastic water column effects

In this paper, the dynamic response of a hydro power plant for providing secondary regulation reserve is studied in detail. Special emphasis is given to the elastic water column effects both in the penstock and the tailrace tunnel. For this purpose, a nonlinear model based on the analogy between mass and momentum conservation equations of a water conduit and those of wave propagation in transmission lines is used. The influence of the plant configuration and design parameters on the fulfilment of the Spanish Electrical System Operator requirements is analysed

Contribution of re-regulation reservoirs considering pumping capability to environmentally friendly hydropower operation

Environmental constraints imposed on hydropoweroperation are usually given in the form of minimum environmental flows and maximum and minimum rates of change of flows, or ramp rates. One solution proposed to mitigate the environmental impact caused by the flows discharged by a hydropower plant while reducing the economic impact of the above-mentioned constraints consists in building a re-regulationreservoir, or afterbay, downstream of the power plant. Adding pumpingcapability between the re-regulationreservoir and the main one could contribute both to reducing the size of the re-regulationreservoir, with the consequent environmental improvement, and to improving the economic feasibility of the project, always fulfilling the environmental constraints imposed to hydropoweroperation. The objective of this paper is studying the contribution of a re-regulationreservoir to fulfilling the environmental constraints while reducing the economic impact of said constraints. For that purpose, a revenue-driven optimization model based on mixed integer linear programming is used. Additionally, the advantages of adding pumpingcapability are analysed. In order to illustrate the applicability of the methodology, a case study based on a real hydropower plant is presented

Pond head level control in a run-of-river hydro power plant using fuzzy controller

The run-of-river hydro power plant usually have low or nil water storage capacity, and therefore an adequate control strategy is required to keep the water level constant in pond. This paper presents a novel technique based on TSK fuzzy controller to maintain the pond head constant. The performance is investigated over a wide range of hill curve of hydro turbine. The results are compared with PI controller as discussed in [1].

Estudio de las emisiones de CO2 en una instalación de turbina de gas con diferentes combustibles

El uso de las turbinas de gas en ciclo combinado es una de las alternativas más aceptadas en los últimos tiempos. Existen muchas razones por las que se está investigando sobre la posibilidad de usar otro tipo de combustibles como alternativa al característico, gas natural (metano). Entre otras, se pueden citar: la evolución del precio y la disponibilidad en una zona de algún tipo de gas de síntesis [17] así como estrategias medioambientales y de emisiones [10], [18], [20]. En la bibliografía se encuentran estudios, en los que de forma rigurosa se establece la relación entre la eficiencia de una instalación, usando balances característicos del Segundo Principio de la Termodinámica, y aspectos muy diversos como análisis de los gases de combustión [14], posibilidad de recalentamiento de los gases [19], temperaturas de gasificación [23] y temperatura de llama [18] etc. Estos estudios siempre toman como combustible el metano. En este estudio se presenta un análisis de las emisiones de CO2 (toneladas emitidas) por energía eléctrica producida (MWh) en la instalación de turbina de gas en ciclo combinado usando como combustible los primeros elementos de los hidrocarburos alcanos desde el metano, que se toma como referencia, hasta el heptano. Esto permite la determinación de las emisiones para distintos combustibles con distintas composiciones. Como parámetros relacionados directamente con la eficiencia de la instalación, se han contemplado para cada combustible diferentes temperaturas de entrada a la turbina de gas y distintas relaciones de compresión. Finalmente se obtienen una serie de curvas que relacionan la eficiencia y las emisiones con el número de carbonos presentes en el combustible. El análisis realizado pretende ser un elemento de discusión, basado en aspectos puramente termodinámicos, para la toma de decisiones

Signal analysis and feature generation for pattern identification of partial discharges in high-voltage equipment

This paper proposes a method for the identification of different partial discharges (PDs) sources through the analysis of a collection of PD signals acquired with a PD measurement system. This method, robust and sensitive enough to cope with noisy data and external interferences, combines the characterization of each signal from the collection, with a clustering procedure, the CLARA algorithm. Several features are proposed for the characterization of the signals, being the wavelet variances, the frequency estimated with the Prony method, and the energy, the most relevant for the performance of the clustering procedure. The result of the unsupervised classification is a set of clusters each containing those signals which are more similar to each other than to those in other clusters. The analysis of the classification results permits both the identification of different PD sources and the discrimination between original PD signals, reflections, noise and external interferences. The methods and graphical tools detailed in this paper have been coded and published as a contributed package of the R environment under a GNU/GPL license.

PV self-consumption optimization with storage and Active DSM for the residential sector

With the rising prices of the retail electricity and the decreasing cost of the PV technology, grid parity with commercial electricity will soon become a reality in Europe. This fact, together with less attractive PV feed-in-tariffs in the near future and incentives to promote self-consumption suggest, that new operation modes for the PV Distributed Generation should be explored; differently from the traditional approach which is only based on maximizing the exported electricity to the grid. The smart metering is experiencing a growth in Europe and the United States but the possibilities of its use are still uncertain, in our system we propose their use to manage the storage and to allow the user to know their electrical power and energy balances. The ADSM has many benefits studied previously but also it has important challenges, in this paper we can observe and ADSM implementation example where we propose a solution to these challenges. In this paper we study the effects of the Active Demand-Side Management (ADSM) and storage systems in the amount of consumed local electrical energy. It has been developed on a prototype of a self-sufficient solar house called “MagicBox” equipped with grid connection, PV generation, lead–acid batteries, controllable appliances and smart metering. We carried out simulations for long-time experiments (yearly studies) and real measures for short and mid-time experiments (daily and weekly studies). Results show the relationship between the electricity flows and the storage capacity, which is not linear and becomes an important design criterion.

Characterization of thin film PV modules under standard test conditions: Results of indoor and outdoor measurements and the effects of sunlight exposure

Photovoltaic modules based on thin film technology are gaining importance in the photovoltaic market, and module installers and plant owners have increasingly begun to request methods of performing module quality control. These modules pose additional problems for measuring power under standard test conditions (STC), beyond problems caused by the temperature of the module and the ambient variables. The main difficulty is that the modules’ power rates may vary depending both on the amount of time they have been exposed to the sun during recent hours and on their history of sunlight exposure. In order to assess the current state of the module, it is necessary to know its sunlight exposure history. Thus, an easily accomplishable testing method that ensures the repeatability of the measurements of the power generated is needed. This paper examines different tests performed on commercial thin film PV modules of CIS, a-Si and CdTe technologies in order to find the best way to obtain measurements. A method for obtaining indoor measurements of these technologies that takes into account periods of sunlight exposure is proposed. Special attention is paid to CdTe as a fast growing technology in the market.

Algoritmo Genético aplicado al problema de programación en procesos tecnológicos de maquinado con ambiente Flow Shop

Debido a las limitaciones de las técnicas de optimización convencionales, en el siguiente trabajo se presenta una metaheurística basada en un algoritmo genético (AG), para resolver problemas de programación de tipo flow shop, con el objetivo de minimizar el tiempo de finalización de todos los trabajos, más conocido como makespan. Este problema, considerado de difícil solución, es típico de la optimización combinatoria y se presenta en talleres con tecnología de maquinado, donde existen máquinas-herramientas convencionales y se fabrican diferentes tipos de piezas que tienen en común una misma ruta tecnológica (orden del proceso). La solución propuesta se probó con problemas clásicos publicados por otros autores, obteniéndose resultados satisfactorios en cuanto a la calidad de las soluciones encontradas y el tiempo de cómputo empleado.

Water harvesting for young trees using Peltier plates powered by photovoltaic solar energy

Young trees transplanted from nursery into open field require a minimum amount of soil moisture to successfully root in their new location, especially in dry-climate areas. One possibility is to obtain the required water from air moisture. This can be achieved by reducing the temperature of a surface below the air dew point temperature, inducing water vapor condensation on the surface. The temperature of a surface can be reduced by applying the thermoelectric effect, with Peltier modules powered by electricity. Here, we present a system that generates electricity with a solar photovoltaic module, stores it in a battery, and finally, it uses the electricity at the moment in which air humidity and temperature are optima to maximize water condensation while minimizing energy consumption. Also, a method to reduce the evaporation of the condensed water is proposed. The objective of the system, rather than irrigating young plants in such a degree as to boost their growth, is to maintain them alive in the dryer periods.

Development of low cost photovoltaic sensor for over-tree radiation assessment

The crop diseases sometimes are related to the irradiance that the crop receives. When an experiment requires the measurement of the irradiance, usually it results in an expensive data acquisition system. If it is necessary to check many test points, the use of traditional sensors will increase the cost of the experiment. By using low cost sensors based in the photovoltaic effect, it is possible to perform a precise test of irradiance with a reduced price. This work presents an experiment performed in Ademuz (Valencia, Spain) during September of 2011 to check the validity of low cost sensors based on solar cells.

Grid-connected roof solar plants in educational institutions for testing and electricity generation: a case in Spain.

The use of photovoltaic experimental plants in engineering educational buildings contributes to an increase in acceptance of this technology by future engineers. There are some photovoltaic (PV) systems in educational buildings in Spain, but they are usually limited to buildings in relation to electrical technologies or research areas. They are not common in other educational or official buildings. This paper presents the project of a grid-connected solar plant with two main objectives. First, different PV module technologies will be compared. Second, an emphasis on agronomical areas in educational settings will be reviewed in an attempt to facilitate student engagement in the use of the power plant. The system is grid-connected in order to pay-back the investment in the plant. In fact the electricity generated by the plant will be used by the installations of the building, as it is the closest consumer. This work intends to approximate photovoltaic technology to university degrees not directly related with it and at the same time research in comparison of systems with different technologies. This is a good example of an solar plant for both optimum production and educational purposes.