Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach

TL;DR

This paper introduces a novel semi-Markov modulated Brownian bridge model to simulate and analyze ramp-rate violations in wind farm storage systems, validated with real 10-year data.

Contribution

It develops a new semi-Markov process combined with Brownian bridges to model wind farm storage dynamics under ramp-rate constraints.

Findings

Model accurately simulates ramp-rate violation penalties.

Validated with 10 years of real wind power data.

Provides a new tool for wind farm operational risk assessment.

Abstract

We propose a new methodology to simulate the discounted penalty applied to a wind-farm operator by violating ramp-rate limitation policies. It is assumed that the operator manages a wind turbine plugged into a battery, which either provides or stores energy on demand to avoid ramp-up and ramp-down events. The battery stages, namely charging, discharging, or neutral, are modeled as a semi-Markov process. During each charging/discharging period, the energy stored/supplied is assumed to follow a modified Brownian bridge that depends on three parameters. We prove the validity of our methodology by testing the model on 10 years of real wind-power data and comparing real versus simulated results.