Probability-Interval based Optimal Planning of Integrated Energy System with Uncertain Wind Power

Owing to higher energy supply efficiency and operational flexibility, integrated energy system (IES), including power, heating and gas systems, will be the primary form of energy supply in the future. However, with the increase of large-scale stochastic wind power integrated, the IES operation will face significant challenge as same as traditional power system. In view of the above problems, considering the probability distribution characteristics of wind power, a conditional value-at-risk (CVaR) based probability-interval method is proposed to describe the uncertain wind power in this paper. Then, besides traditional facilities, electricity storage system (ESS) is introduced to improve the flexibility of IES. Furthermore, a planning model is established based on minimizing the total cost including investment, operation, CVaR cost and unserved energy cost. Finally, an IEEE14-NGS14 system is constructed and its planning model is solved by GAMS/CPLEX. The numerical results illustrate the correctness and effectiveness of the proposed method.