dispatchable intermittent resources (dir) wind forecasting ... miso dir wind...• discuss...
TRANSCRIPT
4/23/2019
Dispatchable Intermittent Resources (DIR) Wind Forecasting
Workshop
1
• Purpose:
• Discuss forecasting accuracy importance, observations of accuracy and upcoming rule changes
• Key Takeaways:
• Settlement rule changes may result in units relying more on MISO’s wind forecast
• Market Participants should aim to submit accurate forecasts
• MISO has the ability to monitor wind forecasting accuracy
2
Executive Summary
Background
3
Wind capacity in MISO is approaching 20 GW,
Wind peak is 16.3 GW set on March 15, 2019
Wind portfolio expected to increase to 29 GW by 2023
To dispatch wind generation, MISO needs a wind forecast
Accurate wind forecasts are required to maintain reliability and market efficiency
MISO’s forward and real-time commitment is
highly dependent on intermittent forecasts
4
Market Commitments
Forward Commitment Process >16
hours
Intra-day Commitment Process >4
and < 16 hours
Look Ahead Commitment
<3 hours
10 Minute Real Time
Market
Medium Term Hourly
Renewable forecast
(updated hourly)
Short Term 5 minute
Renewable forecast
(updated every 5 minutes)
Market Participants Intermittent Resource
Forecast Submittal
5
• These forecasts are used to satisfy the Must Offer Requirements for the Day Ahead Market
• The hourly wind forecasts are not used in MISOs Forward commitment processes
Hourly Wind Forecasts
• 5 minute forecasts are used by MISOs Unit Dispatch System as an economic maximum for the resource for the next dispatch interval
5 Minute Wind Forecasts
Renewables are intermittent generation resources
part of the generation supply
6
Additional commitments
may be made if the
forecasted wind is less than
actual.
Too much generation may
materialize if more wind is
generated than forecasted.
Forecasting accuracy
impacts the equilibrium point
Q: Why is wind forecast accuracy so important?
Commitment ensures the committed
generation is able to meet the
expected load
Accurate wind forecasts will
result in market efficiency
To balance market and
reliability, MISO uses less regulating
reserves and offsets due to accurate wind
generation forecast
7
One objective of this workshop is to align a common
understanding of forecast accuracy among all participants
DIR resources require a forecast for the next
dispatch interval
8
Persistence Forecast
Wind Generation Forecast
Persistence & Forecast
Actual Wind Unit outputOR OR
The remainder of the workshop will discuss:
9
Market Participants open forum
January 2019 wind forecasting event and lessons learned
Wind Forecasting Process Overview to ensure Market Participants know about MISOs wind forecasting process and monitoring capability
MISO Settlement Rule Changes, effective on May 1, 2019 will change DIR incentives
MISO Settlement Rule Changes
Background on Settlement Rule Changes
11
MISO has worked with Market Participants and IMM to develop new settlement rules and incentivize generators to
follow dispatch instructions in the Real Time Market
Dispatchable Intermittent Resources (DIR) settlement rule changes are proposed
FERC has approved MISOs settlement rule changes effective May 1, 2019
A review of the Settlement Rule changes specifically to DIR is presented
Settlement Rules Current State
- Market Participant (MP) submit Forecast
- MISO Forecast vs State Estimator (SE) Value
Forecasts Set the Economic Maximum Parameter
MISO has a current set of charges in place when violations occur
12
DIR Uninstructed Deviation Changes
13
- Excessive/Deficient Energy evaluated for every interval
-Thresholds based on 8% of Setpoint
-Price Volatility Make Whole Payment ineligibility
-Excessive Energy Price is Offer Price or Real Time Locational Marginal Price
-Excessive/Deficient Energy evaluated when dispatched
below and using MISO’s forecast
-Thresholds based on a factor of ramp rate or 12% of
Setpoint
-Price Volatility Make Whole Payment based on
performance
-Excessive Energy Price is a % of Real Time Locational
Marginal Price
BEFORE AFTER
Participants will receive an increased amount of
Excessive Energy Credits because of the price change
Will the uninstructed deviation changes
impact my wind forecast submittal?
14
Some Market Participants have already switched over to MISOs DIR forecast
Market Participants have expressed interest in learning more about MISOs DIR forecast
The new rules provide flexibility for Market Participants
Continue to submit forecastsStart Relying on MISOs DIR
Forecasts
Wind Generation Forecast Process
16
Wind Capacity Growth in MISO
1112
2462
4861
7625
9221
10601
1227113035
13726
15026
16319
17719
19251
22271
23921
25521
27121
28721
0
5000
10000
15000
20000
25000
30000
35000
2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
MW
YEAR
Intermittent Resources
Dispatchable
Expected to follow dispatch
instructions
5 min forecast used as
Economic Max
Non Dispatchable
MISO doesn’t send dispatch instructions
State Estimator
value is used
17
Dispatchable Intermittent Resources (DIR)
participate similarly to traditional resources
Supply Energy, not Operating Reserves
DIRs can offer with the Commit Status in Day Ahead and Real Time markets
Dispatch Status can be Self-Schedule
Primary difference: Forecast is the source of Economic Max
18
How Does MISO Build A Wind Forecast?
19
Data is supplied to a
model
Live Dynamic Data (Actuals)
Numerical Weather Predictions (NWP)
Static Information
Forecast is
Produced
MISO Short Term Wind Forecast gets
updated with every dispatch interval
20
Short term prediction
adapts prediction to
current conditions
By building multiple Numerical Weather
Prediction models, a deterministic wind forecast
is established based on ensemble forecasting
21
0
2000
4000
6000
8000
10000
12000
14000
16000
MW
--Time series --
Series1 Series2
Series3 Series4
NWP1
Final
NWP2
NWP3
Static information: submitted as part of Attachment
B and aligned with MISO quarterly model updates
Required Commercial Pricing Node (CP Node) information
Centralized geographic coordinates
(Latitude and
Longitude)
Hub Height in meters
(measured from the ground level)
Maximum installed
capacity in MW
High wind speed cutoff
threshold
High/Low temperature
cutoff threshold (in
degrees Fahrenheit)
Number of Turbines
Operational Date
22
Market Participants have flexibility to submit
wind forecast, or use MISO’s wind forecast
Market Participant Wind Forecast will be used unless:
• Submitted forecast is above DIR feasibility limit plus a technical margin, or
• No wind forecast is updated for more than 30 minutes
MISOs forecast will be used:
• When Market Participant choose to not submit/update forecast
• Market Participant technical margin check fails
• MISOs dispatch instruction is the Maximum(State Estimator, MISO wind forecast)
The wind forecast becomes the Economic Maximum for the wind unit and is used for the next dispatch interval
Market Participants can go back and forth between submitting their own forecast or use MISOs
23
Accuracy is impacted by wind farm behavior
MISO wind forecast accuracy is dependent on the wind farm. MISO expects
the DIR wind unit to:
Follow dispatch set point
Update outage information and derates
Provide Testing and Commercial Operational
Date notifications*
Provide Valid ICCP data
24 * Improvements here are needed
Example 1:Unit providing forecast which is
inconsistent with outage submitted
25
> 80 MW
Example 2: Suspect ICCP prevents actual generation
capability of the wind unit to be forecasted
26
MISO’s Benchmark for Wind Accuracy
Wind Forecasting Characteristics
What forecast methodology leads to smallest forecast
errors?
What does MISO use as a forecast
methodology?
Why did MISO adopt a combined approach?
• Industry agrees that nothing beats persistence
• MISO uses the maximum of persistence or the forecast
• To allow DIR units the opportunity to generate more than just persistence
28
Market Participant submittal of reasonably
accurate forecast
29
0
20
40
60
80
100
120
140
160
180
MW
<-Time line ->
MP Forecast Actual gen
30
Wind forecast that are consistently high impact
MISOs operations
MISO developed a wind forecast accuracy
benchmark
Selected a 45 day sample data, and evaluated how the Market Participant forecasts compared with each other
Mean Absolute Error (MAE): a value tells us how big of an error we can expect from the forecast on average in MW.
Mean Absolute Percentage Error (MAPE): calculated as the average percentage error for each time period minus actual values divided relative to maximum capability.
MISO also compared the accuracy of MISOs forecast to that of Market Participants: Overall MISO forecast tends to be more accurate
31
32
6.1
4.39
2.08
0.93
4.87 5.02
2.78
2.03
> 200 100 ~ 200 50 ~ 100 <50
MA
E (
MW
)
Unit Size
MAE MISO 45 Days MAE MP 45 days
Mean Absolute Error: Comparing MISO and market
participant 5 min forecasts versus actuals
# of Units: 12 39 24 17
Mean Absolute Percentage Error: Comparing
MISO & Market Participant 5 min forecasts vs
actuals
33
2.57
3.42
2.813.13
2.1
3.96 3.75
7.36
> 200 100 ~ 200 50 ~ 100 <50
MA
PE
(%)
PMAX Range
MAPE MISO 45 Days MAPE MP 45 Days
# of Units: 12 39 24 17
Wind Benchmark Accuracy Observation
34
Market Participants tend to produce better forecasts when units have a PMax > 200 MW
Market Participant forecasts tend to have an error on the positive side (positive bias)
MISO has noticed improvements in forecast from Market Participants contacted due to the study
MISO cares about wind forecast accuracy
• MISO will perform a study quarterly and notify performers whose accuracy lies outside the band
• Market Participants can check MISO forecast and compare for accuracy
MISO wind forecast accuracy
35
MISO’s Forecast Improvements
Recent Improvements to wind forecast:
Wind Monitoring and Alerting
Created monitoring
and reporting
capability of wind
forecast accuracy
Started issuing e-mails to
participants with errors outside the
band
Some Market
Participants have
switched to MISO’s forecast
Icing report, best case, worst case forecasts
help MISO’s
operations
37
Recent Improvements to wind forecast:
Model and Data Transfer
Added additional numerical weather model
Fine tuned forecast algorithm to reduce time lag, improved accuracy
Forecast file exchange improvements, reducing processing time
38
MISO’s forecast had some lag issues which
was impacting the forecast accuracy
39
0
20
40
60
80
100
120
140
160
180
MW
<--Time line-->
MISO Forecast Actual gen
Accuracy after Lag improvement: Sample
Units
40
0
1
2
3
4
5
6
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
MA
PE
Wind Farm Unit
Accuracy Improvement: Before and After
Before After
Upcoming Improvements: Short Term
Aligning forecast time to dispatch time
Due to Uninstructed Deviations rule changes, MISO expects market participants to switch to MISOs forecast
Updating Wind Farm Operational Characteristics will allow MISO to generate more accurate forecasts
Jump start of the wind forecast once the farm has been off, workaround is manual
41
Upcoming Improvements: Longer Term
Notifications of Commercial Operation dates of wind farms are lagging creating forecast inequalities
Evaluate theoretical approaches to help improve wind forecasting accuracy
Evaluate the impact of uninstructed deviation changes
42
January 30-31, 2019Maximum Generation Event
• Purpose:
• Provide insight into how
operations and wind forecasting
were affected during these dates
• Key Takeaways:
• Operations were heavily affected
due to record low temperatures
in the MISO footprint
• The event showed areas of
improvement are needed in the
wind forecasting process
44
Wind Generation During the Event
45
-30
-25
-20
-15
-10
-5
0
0
2
4
6
8
10
12
14
16
15161718192021222324 1 2 3 4 5 6 7 8 9 101112131415161718192021222324 1 2 3 4 5 6 7 8 9 101112
Te
mp
era
ture
(F
°)
GW
Hour Ending
Actual Wind Generation Day-Ahead Wind Forecast
North-RT Temperature North-DA Temperature
January 30 January 31January 29
Unplanned Generation Outages
46
MISO North/Central Region Unplanned* Outages (GW)
Coal Gas Wind Other Total
Installed Capacity (PRA cleared plus uncleared
internal MISO generation that
qualified for the 18-19 PY)
48.4 31.9 14.2 18.2 112.7
January 2910.3
(21%)
6.3
(20%)
1.3
(9%)
2.2
(12%)
20.1
(18%)
January 3010.3
(21%)
10.8
(34%)
4.0
(28%)
4.5
(25%)
29.6
(26%)
January 319.3
(19%)
11.9
(37%)
2.7
(19%)
5.0
(28%)
28.9
(26%)
Next Steps
47
Cold weather cutoff data gathering
Improve inputs to wind forecast to account for low temperatures
Evaluation of extreme events
Continued collaboration and readiness
Key Takeaways and Discussion
Recap
49
DIR Wind Workshop
Settlement Rule
Changes
Wind Generation Forecast Process
Ways to Impact the
Wind Forecast
MISOs Benchmark
for Wind Accuracy
MISOs Forecast
Improvement
Maximum Generation
Event
Questions?
Appendix
Relevant Definitions
52
Forecast Maximum Limits: the Maximum MW Level at which a Dispatchable Intermittent resource may operate
Dispatchable Intermittent Resource: A Generation Resource whose Economic Maximum Dispatch is dependent on forecast- driven fuel availability.
Dispatchable Intermittent Resource Feasibility Limit: The Maximum MW Level at which a Dispatchable Intermittent resource may operate and/or be scheduled, subject to any technical margin(s) as may be provided in the Business Practices Manual.
References
53
Business Practices Manual 025: Operational Forecasting Section 5
Business Practices Manual 002: Energy and Operating Reserve Chapter 5
Tariff: Module C, sections 39.2.5.c and 40.2.5.e
Have a question or a comment?
54
General forecast related questions should be sent to: [email protected]
Issues with operational forecast contact the central, north, or south generator and balancing authority operator
Questions related to forecast access and portal should go to ITNOC at 317-249-5555
Wind Generation Forecast Process
55
Wind Monitoring and Alerting System:
Automated monitoring system that checks the forecast quality every 5 minutes for more than 200 wind and solar units and
sends out alerts if any unit fails validation
Track errors and provide a platform to improve forecast
accuracy
56
Wind Alerting System: Validation Criteria
Triggers for 5min
Wind Forecast Errors!
EcoMax deviation
wind unit does not
follow dispatch
signal
Wind ICCP Measurement
is Stale
Forecast is More Than
PMax
Actual Output is
More Than 110% of PMax
57
Icing Report: Best Case/Worst Case
Scenarios
58