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Browsing ISE - Relatórios técnicos by Subject "Agent-based modeling"
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- Characterization of new flexible players: Deliverable D3.2Publication . Chrysanthopoulos, Nikolaos; Papadaskalopoulos, Dimitrios; Strbac, Goran; Schimeczek, Christoph; Kochems, Johannes; Vries, Laurens de; Sanchez, Ingrid; Algarvio, Hugo; Couto, António; Pinto, Tiago; Hernandez-Serna, Ricardo; Johanndeiter, Silke; Estanqueiro, AnaABSTRACT: The subject matter of this report is the analysis of the electricity markets’ actors’ scene, through the identification of actor classes and the characterisation of actors from a behavioural and an operational perspective. The technoeconomic characterization of market participants aims to support the upcoming model enhancements by aligning the agent-based model improvements with the modern market design challenges and the contemporary characteristics of players. This work has been conducted in the context of task T3.2, which focuses on the factorization of the distinctive operational and behavioural characteristics of players in market structures. Traditional parties have been considered together with new and emerging roles, while special focus has been given on new actors related to flexible technologies and demand-side response. Among the main objectives have been the characterization of individual behaviours, objectives and requirements of different electricity market players, considering both the traditional entities and the new distributed ones, and the detailed representation of the new actors.
- New actor types in electricity market simulation models: Deliverable D4.4Publication . Machado, Ana Rita; Couto, António; Schimeczek, Christoph; Qiu, Dawei; José, Débora Regina S.; Papadaskalopoulos, Dimitrios; Strbac, Goran; Algarvio, Hugo; Sanchez, Ingrid; Kochems, Johannes; Nienhaus, Kristina; Vries, Laurens de; Chrysanthopoulos, Nikolaos; Pinto, Tiago; Estanqueiro, Ana; Cvetkovic, MilosABSTRACT: The modelling of agents in the simulation models and tools is of primary importance if the quality and the validity of the simulation outcomes are at stake. This is the first version of the report that deals with the representation of electricity market actors’ in the agent based models (ABMs) used in TradeRES project. With the AMIRIS, the EMLab-Generation (EMLab), the MASCEM and the RESTrade models being in the centre of the analysis, the subject matter of this report has been the identification of the actors’ characteristics that are already covered by the initial (with respect to the project) version of the models and the presentation of the foreseen modelling enhancements. For serving these goals, agent attributes and representation methods, as found in the literature of agent-driven models, are considered initially. The detailed review of such aspects offers the necessary background and supports the formation of a context that facilitates the mapping of actors’ characteristics to agent modelling approaches. Emphasis is given in several approaches and technics found in the literature for the development of a broader environment, on which part of the later analysis is deployed. Although the ABMs that are used in the project constitute an important part of the literature, they have not been included in the review since they are the subject of another section.
- New forecast tools to enhance the value of VRE on the electricity market: Deliverable D4.9Publication . Couto, António; Schimeczek, Christoph; Algarvio, Hugo; Preto, Isabel; Kochems, Johannes; Santos, Tiago; Nienhaus, Kristina; Estanqueiro, AnaABSTRACT: The present deliverable was developed as part of the research activities of the TradeRES project Task 4.4 - Enhancing the value of VRE on the electricity markets with advanced forecasting and ramping tools. This report presents the first version of deliverable 4.9, which consists on the description and implementation of the forecasting techniques aiming to identify and explore the time synergies of meteorological effects and electricity market designs in order to maximize the value of variable renewable energy systems and minimize market imbalances. An overview of key aspects that characterize a power forecast system is presented in this deliverable through a literature review. This overview addresses the: i) forecast time horizon; ii) type of approach (physical, statistical or hybrid); iii) data pre-processing procedures; iv) type of forecast output; and v) the most common metrics used to evaluate the performance of the forecast systems.
- New forecast tools to enhance the value of VRE on the electricity markets : 2nd EditionPublication . Estanqueiro, Ana; Couto, António; Schimeczek, Christoph; Lopes, Duarte; Algarvio, Hugo; Preto, Isabel; Kochems, Johannes; Santos, Tiago; Faria, Ricardo; Sperber, EvelynABSTRACT: The present deliverable was developed as part of the research activities of the TradeRES project Task 4.4 - Enhancing the value of VRE on the electricity markets with advanced forecasting and ramping tools edition 2. This report presents the second edition of deliverable 4.9, which consists of the description and implementation of the forecasting models aiming to identify and explore the time synergies of meteorological effects and electricity market designs explored in the project to maximize the value of variable renewable energy systems and minimize market imbalances. An overview of key aspects that characterize a power forecast system is presented in this deliverable through a literature review. This overview addresses the: i) forecast time horizon; ii) type of approach (physical, statistical or hybrid); iii) data pre-processing procedures; iv) type of forecast output; and v) the most common metrics used to evaluate the performance of the forecast systems. While in the TradeRES project work package 3 the conception of new market designs and products are presented from a theoretical point of view, in this deliverable, the power forecast tools capable to address the new designs and products are presented and discussed. Complementarily to the first edition of this deliverable, the link between dayahead market time frames and the performance of the different power forecast approaches is analysed. This second edition of D4.9 also focuses on the short-term forecasts (below six hours) for new market designs. As a first step, a non-disruptive change in the day-ahead market is proposed by simply postponing the gate closure hour according to the meteorological data availability from the global numerical weather prediction (NWP) models while the 24 hours forecast periods are still used. In the second step, various short-term forecast approaches designed for time horizons below six hours are developed and implemented. These approaches are specifically tailored to attend the requirements of new electricity market designs currently under development in TradeRES. Another aspect regarding the meteorological time synergy and electricity markets analysed in this deliverable is the identification of extreme events. A wind power ramping forecast approach implemented in the TradeRES forecast tools is described. This approach is designed to complement the existing deterministic power forecasts and it can be used to increase the transmission system operators’ awareness level and helping them to better scale the level of reserve required. Market players can also take advantage of this information to strategically define the bids in the different market environments. Using different wind and solar power parks in Portugal, as well as the national aggregated Portuguese and German wind and solar generation, results regarding the potential certainty gain effect from changing the day-ahead market gate closure are presented and analysed in this deliverable. Results showed that the use of the TradeRES forecast methodology guaranteed better performance compared to an operational forecast from a forecast provider. Additionally, the results emphasized the benefits of including non-traditional variables such as air pressure and temperature at different heights, atmospheric boundary layer, and geopotential height for various pressure levels. The simulations also highlighted that incorporating both NWP features based on historical power series led to improvement when compared with models based solely on power series or NWP. Therefore, it is recommended that power forecast systems can have access to recent observed values to improve their accuracy. Despite the improvements achieved in the forecasts for the day-ahead market, high power forecast errors are still observed (a normalised root mean square error of nearly 30% for wind and solar in Portugal and nearly 20% for Spain). Market designs with shorter forecast time horizons can significantly reduce power forecast errors. Results also emphasize the importance of evaluating the most suitable forecast approach based on the forecast time horizon. To assess the value of renewable energy forecasting for the German day-ahead market, the Agent-based Market model for the Investigation of Renewable and Integrated energy Systems (AMIRIS) was enhanced to account for power forecast errors. For this purpose, a feature was developed that allows for the adjustment of forecasts for the feed-in of renewable energies using a Gaussian distributed error term. Furthermore, this deliverable presents a realistic forecast time series that was implemented in AMIRIS. The case study of the German day-ahead market in 2019 demonstrated that realistic power forecasts can reduce the profits of onshore wind turbine operators by approximately 8% compared to perfect foresight of wind infeed. Assuming Gauss-distributed errors, the losses are smaller (~ 5 % less profit compared to the perfect forecast). The power forecast tools developed in this task will be publicly shared and disseminated in the channels of the project. With this step, users can use the tools for obtaining power forecasts in future studies or use the approaches developed in TradeRES as a benchmark.
- New market designs in electricity market simulation models: Deliverable D4.5Publication . Couto, António; Papadaskalopoulos, Dimitrios; Strbac, Goran; Algarvio, Hugo; Sanchez, Ingrid; Kochems, Johannes; Nienhaus, Kristina; Vries, Laurens de; Cvetkovic, Milos; Chrysanthopoulos, Nikolaos; Johanndeiter, Silke; Schimeczek, Christoph; Estanqueiro, Ana; Lopes, FernandoABSTRACT: To integrate a high share of renewables in a future system, several modifications to the electricity market rules may need to be implemented. The most relevant market design concepts were identified from the literature and reported in work package 3. There are several uncertainties, for instance with respect to the questions of whether a future electricity market will provide enough incentives for investment in variable renewable energy sources (vRES) – mainly solar and wind energy – and in flexibility options, especially for long periods with insufficient vRES generation. In this deliverable, the modelling requirements to analyse the new market rules are determined. The modelling efforts will reflect the main policy choices and are based on the strengths of the modelling capabilities from the consortium. The model enhancements to represent the temporal, spatial and sectoral flexibility will be approached in deliverables 4.1 to 4.3. For this reason, these topics will be described only briefly in this deliverable.
- Open-access tool for linking electricity market models: 2nd EditionPublication . Algarvio, Hugo; Helistö, Niina; Kiviluoma, Juha; Jimenez, Ingrid Sanchez; Santos, Gabriel; Schimeczek, Christoph; Wang, Ni
- Open-access tool of linked electricity market models: Deliverable D4.8Publication . Rinne, Erkka; Schimeczek, Christoph; Algarvio, Hugo; Santos, Gabriel; Cvetkovic, Milos; Jimenez, Ingrid Sanchez; Vries, Laurens de; Serna, Ricardo Hernandez; Morales-España, Germán; Sijm, Jos; Estanqueiro, AnaABSTRACT: For a holistic understanding and simulation of the energy markets, many different aspects need to modelled properly. Often no single modelling tool offers the whole picture, but a combination of methods needs to be used. A model linkage platform has been chosen previously and this deliverable describes the integration of the modelling tools used in TradeRES to the linking application, Spine Toolbox. Spine Toolbox was used to build data processing and execution workflows around the energy system modelling tools Backbone, AMIRIS, EMLab, COMPETES, RESTrade and MASCEM. The aim is to integrate selected tools together for answering the research questions in the TradeRES project. The integrations of individual tools and some combinations are described in this document. Mostly, the work is still in progress. Also, a common database to serve the case studies has been created, but populating the database with scenario data is still in progress. A common data model to serve all the modelling tools has been created and the database is implemented using Spine Toolbox.
- Spatial flexibility options in electricity market simulation tools: Deliverable D4.3Publication . Couto, António; Silva, Cátia; Algarvio, Hugo; Faria, Pedro; Pinto, Tiago; Schimeczek, Christoph; José, Débora Regina S.; Morales-España, Germán; Helistö, Niina; Sijm, Jos; Kiviluoma, Juha; Hernandez-Serna, Ricardo; Chrysanthopoulos, Nikolaos; Strbac, Goran; Estanqueiro, AnaABSTRACT: Deliverable D4.3 addresses the spatial flexibility options that are being considered by TradeRES models. D4.3 presents a report describing the spatial flexibility-related modelling components that are already implemented and those that are being designed for integration in TradeRES agent-based models. This report includes the main definitions, concepts and terminology related to spatial flexibility, as means to support the presentation of the specific models that are being developed by the project, namely about flow based market coupling, market spliting, nodal pricing, dynamic line rating, cross border intraday market, cross border reserve market, cross border capacity market, consumer flexibility aggregation, renewable energy aggregation, storage aggregation, electric vehicle aggregation and grid capacity.
- Temporal flexibility options in electricity market simulation models: Deliverable D4.1Publication . Couto, António; Schimeczek, Christoph; José, Débora Regina S.; Algarvio, Hugo; Kochems, Johannes; Nienhaus, Kristina; Pinto, Tiago; Helistö, Niina; Johanndeiter, Silke; Estanqueiro, AnaABSTRACT: This report covers the implementation of temporal flexibility options in TradeRES’ agent-based electricity market simulations models. Within this project, the term “temporal flexibility option” was defined as an asset or measure supporting the power system to balance electric demand and supply and compensate for their stochastic fluctuations stemming from, e.g., weather or consumer behaviour by adjusting demand and/or supply as a function over time or by reducing their forecast uncertainty. Other reports from the same work package of TradeRES are published almost simultaneously, each focussing on another aspect of market model enhancements. These accompanying reports address sectoral flexibility, spatial flexibility, actor types, and modelling requirements for market designs. Flexibility options covered in this report were selected with regard to a predominantly temporal characteristic, a contribution to TradeRES’ assessment of market designs, and the feasibility to be implemented in at least one of the agent based models (ABM) during the project’s lifetime. The technical aspects of “Load shedding”, “Load shifting”, “Electricity storage”, and “Real-time pricing” were selected for implementation. In addition, the following new electricity market products were selected for implementation: “Rolling market clearing”, “Trading with shorter time units”, and “Variable market closure lead times”.
- User guide for TradeRES models and tools (D6.2.1): 2nd EditionPublication . Schimeczek, Christoph; Santos, Gabriel; Algarvio, Hugo; Jimenez, Ingrid Sanchez; Helistö, Niina