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Reducing energy time series for energy system models via self-organizing maps

  • Hasan Ümitcan Yilmaz

    Dipl.-Inf. Hasan Ümitcan Yilmaz is a Ph. D. candidate at the chair of Energy Economics of the Karlsruhe Institute of Technology (KIT). He holds a Diplom degree in Computer Science from KIT. His main research topics include energy system modeling and the decarbonization of the European energy system.

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    , Edouard Fouché

    M. Sc. Edouard Fouché is a Ph. D. candidate in Data Mining at the Karlsruhe Institute of Technology (KIT), under the supervision of Prof. Dr.-Ing. Klemens Böhm. He holds a master’s degree in Computer Science from KIT and a master’s degree in Engineering from ESIEE Paris. His research focuses on Correlation Analysis, Bandit Algorithms, Outlier Detection and Clustering.

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    , Thomas Dengiz

    M. Sc. Thomas Dengiz is a Ph. D. candidate at the chair of Energy Economics of the Karlsruhe Institute of Technology (KIT). He holds a master’s degree in Industrial Engineering from KIT. His main research topics include the design of algorithms for smart grids and analyzing the flexibility of electric heating devices in buildings.

    , Lucas Krauß

    B. Sc. Lucas Krauß is a M. Sc. candidate in Computer Science at the Technische Universität Berlin. He is interested in scalable and online machine learning.

    , Dogan Keles

    Dr. Dogan Keles graduated as industrial engineer from the Karlsruhe Institute of Technology (KIT) in 2006 and received his doctoral degree at the Economics Department of KIT in 2013 with summa cum laude. During his work at the KIT he analysed uncertainties in energy markets and developed methods to evaluate energy investments. During his research visit to University of California Berkeley in 2011, he worked on stochastic modeling. During his Senior Research Fellowship at Durham University in 2019, he carried out research on the effect of RES on electricity markets and designing systems with large shares of renewables. Currently, Dogan Keles is head of the research group “energy markets and energy system analysis” at the Institute of Industrial Production (IIP) at the KIT and works on different projects on the design of energy markets, evaluation of energy technologies (under uncertainty) and modelling of energy systems. His studies resulted in different publications in highly ranked journals and peer-reviewed conference proceedings.

    and Wolf Fichtner

    Prof. Dr. Wolf Fichtner is Director of the Institute for Industrial Production (IIP) and the French-German Institute for Environmental Research (DFIU) of the Karlsruhe Institute of Technology (KIT). His main research topics include Energy Systems Analysis and Energy Modelling.

Abstract

The recent development of renewable energy sources (RES) challenges energy systems and opens many new research questions. Energy System Models (ESM) are important tools to study these problems. However, including RES into ESM strongly increases the model complexity, because one needs to model the fluctuant, weather-dependent electricity production from RES with a high level of granularity. This leads to long execution times. To deal with this issue, our objective is to reduce the input time series of ESM without losing their energy-related key characteristics, such as weather-dependent fluctuations in production or peak demands. This task is challenging, because of the variety and high-dimensionality of the data. We describe a carefully engineered data-processing pipeline to reduce energy time series. We use Self-Organizing Maps, a specific kind of neural network, to select “representative days”. We show that our approach outperforms the existing ones with respect to the quality of ESM results, and leads to a significant reduction of ESM execution times.

ACM CCS:

Award Identifier / Grant number: 2153

Award Identifier / Grant number: 03ET4023A-F

Funding statement: This work was partially supported by the DFG Research Training Group 2153: “Energy Status Data – Informatics Methods for Its Collection, Analyses and Exploitation” and the BEAM-ME Project (ID: 03ET4023A-F) founded by the Federal Ministry for Economic Affairs and Energy.

About the authors

Hasan Ümitcan Yilmaz

Dipl.-Inf. Hasan Ümitcan Yilmaz is a Ph. D. candidate at the chair of Energy Economics of the Karlsruhe Institute of Technology (KIT). He holds a Diplom degree in Computer Science from KIT. His main research topics include energy system modeling and the decarbonization of the European energy system.

Edouard Fouché

M. Sc. Edouard Fouché is a Ph. D. candidate in Data Mining at the Karlsruhe Institute of Technology (KIT), under the supervision of Prof. Dr.-Ing. Klemens Böhm. He holds a master’s degree in Computer Science from KIT and a master’s degree in Engineering from ESIEE Paris. His research focuses on Correlation Analysis, Bandit Algorithms, Outlier Detection and Clustering.

Thomas Dengiz

M. Sc. Thomas Dengiz is a Ph. D. candidate at the chair of Energy Economics of the Karlsruhe Institute of Technology (KIT). He holds a master’s degree in Industrial Engineering from KIT. His main research topics include the design of algorithms for smart grids and analyzing the flexibility of electric heating devices in buildings.

Lucas Krauß

B. Sc. Lucas Krauß is a M. Sc. candidate in Computer Science at the Technische Universität Berlin. He is interested in scalable and online machine learning.

Dogan Keles

Dr. Dogan Keles graduated as industrial engineer from the Karlsruhe Institute of Technology (KIT) in 2006 and received his doctoral degree at the Economics Department of KIT in 2013 with summa cum laude. During his work at the KIT he analysed uncertainties in energy markets and developed methods to evaluate energy investments. During his research visit to University of California Berkeley in 2011, he worked on stochastic modeling. During his Senior Research Fellowship at Durham University in 2019, he carried out research on the effect of RES on electricity markets and designing systems with large shares of renewables. Currently, Dogan Keles is head of the research group “energy markets and energy system analysis” at the Institute of Industrial Production (IIP) at the KIT and works on different projects on the design of energy markets, evaluation of energy technologies (under uncertainty) and modelling of energy systems. His studies resulted in different publications in highly ranked journals and peer-reviewed conference proceedings.

Wolf Fichtner

Prof. Dr. Wolf Fichtner is Director of the Institute for Industrial Production (IIP) and the French-German Institute for Environmental Research (DFIU) of the Karlsruhe Institute of Technology (KIT). His main research topics include Energy Systems Analysis and Energy Modelling.

Appendix A

A.1 Exemplary ESM

PERSEUS-EU [20], [21], [22] is an optimization model for the electricity sector of 28 European countries with a multi-periodic linear optimization approach. PERSEUS-EU is used in particular for analyzing the impact of changing framework conditions caused by political or environmental reasons, with the objective to minimize total system costs under a set of technical, ecological and political constraints. Examples of important cost parameters are fuel costs for electricity generation, variable and fixed operating costs of power plants as well as fixed capital costs of new generation units.

The main decision variables of the optimization model are the production level of the existing and new capacities, investment in new capacities and energy exchanges between neighboring countries. In addition to future capacity and production mix, the model outputs – among others – details on primary energy mix, cross border exchanges, emissions in each country and marginal costs of electricity generation.

The model structure relies on a directed graph, where the nodes are connected to each other through energy flows. At the system nodes, several energy conversion technologies (e. g. power plants) are available. The source node provides fuel imports to the graph, while sink node contains the energy demand that is to be served through the inflows to this node. Exchange flows represent the electricity exchange between the system nodes (e. g. between European countries). A main restriction is the flow balance for each node.

To reduce the model complexity, generally, periods with duration of five years are selected and each 5 years is represented by a characteristic year. In addition, each characteristic year has an intra-year time resolution with several model time slices. The reduced intra-yearly time structure must represent the whole year.

For our experiments, we simplify the PERSEUS-EU model to limit the required computation time, since they involve the executions of hundreds of model instances. Still, we model the core restrictions of an ESM via the following equations:

A.1.1 Objective function

(2)minyY(11+r)y·soSOnoNOecECFLso,no,ec,y·cso,no,ec,yfuel+uU(Ku,y·cu,yfix+Ku,ynew·cu,yinv)+pcPCPLpc,y·cpc,yvar+tTLVpc,y,t1,t·cpclv

A.1.2 Energy balance restrictions

(3)noNOFLno,no,el,y,t+pcPCnoPLpc,y,t=noNOFLno,no,el,y,tηno,no,el,ynoNOsys,yY,tT
(4)noNOFLno,no,ec,y,t+pcPCnoPLpc,y,t·λpc,ecprod=noNOFLno,no,ec,y,tηno,no,ec,y+pcPCnoPLpc,y,t·λpc,ecconsηpc,y

noNOsys, ecEC, tT, yY

(5)PLpc,y=tTPLpc,y,tpcPC,yY
(6)FLno,no,el,y=tTFLno,no,el,y,t
no,noNOsys, yY

A.1.3 Capacity restriction

(7)Ku,y·avu,y,tpcPCuPLpc,y,t

uU, yY, tT

(8)Ku,y=κu,y+y=yτuyKu,ynewuU,yY

A.1.4 Load variation restriction

(9)[ll]LVpc,y,t1,t=|PLpc,y,thtPLpc,y,t1ht1|·trt1,t

pcPC

A.1.5 Expansion targets for RES

(10)pcPCrePLpc,y=αy·pcPCPLpc,yyY

A.1.6 List of symbols

  1. Energy carriers

  2. Renewable energy carriers

  3. Electricity

  4. System Nodes

  5. Production Processes

  6. Production processes from RES

  7. Sinks of the graph structure

  8. Sources of the graph structure

  9. Time slices

  10. Units

  11. Years

  12. Electricity production target of RES in year y

  13. Capacity expansion target of node n for energy carrier ec in y

  14. Flow efficiency of the flow between n and n for ec

  15. Efficiency of process pc in year y

  16. Share of produced or consumed energy carrier ec of process pc

  17. Physical lifetime of unit u

  18. Availability of u in y at time t

  19. Fixed annual operation costs of unit u in year y

  20. Fuel costs of ec in year y

  21. Annuitised investment expenditures for commissioning u in year y

  22. Load variation costs of process pc

  23. Variable operating costs of pc in y

  24. Number of hours in time slice t

  25. Initial capacity of unit u in year y

  26. Discount rate of future cash flows

  27. Secured capacity of unit u

  28. Security factor for security of supply

  29. Number of transitions between time slices t1 and t

  30. Flow level of energy carrier ec between no and no at time t in y

  31. Flow level between no and no in y

  32. Newly installed capacity of u in y

  33. Capacity of unit u in year y

  34. Load variation of process pc between time t1 and t in year y

  35. Production level of pc in y at time t

  36. Production level of pc in year y

A.2 Self-organizing maps

Self-Organising Maps (SOM) are a specific type of artificial neural networks traditionally used for dimensionality reduction and visualization of high-dimensional data [8]. It is a projection of a set of n-dimensional points to a two-dimensional neuron grid. The SOM is a p×q neuron matrix, associating each neuron to a n-dimensional weight vector wij,i{1,,p}, j{1,,q}. Figure 7 illustrates the architecture of the SOM. Training the SOM happens in an iterative way. Let wij(t) denote the weight vectors after iteration t, wij(0) the initial weight vectors, α(t) a learning rate decreasing with t and hij(t) a neighborhood function instantiated as a smoothing kernel whose width decreases with t. At each iteration, we randomly select an object xt and update the weight vector of each neuron as follows:

(11)wij(t+1)=wij(t)+α(t)hij(t)(xtwij(t))

until the model has converged. Then, for our data reduction approach, we select as a representative the closest day to each neuron. We consider only square grids, i. e., p=q. This way, by setting p=3,4,5, we obtain n=9,16,25, representatives.

Figure 7 Architecture of a Self-Organising Map.
Figure 7

Architecture of a Self-Organising Map.

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Received: 2019-07-04
Revised: 2019-07-29
Accepted: 2019-08-16
Published Online: 2019-09-11
Published in Print: 2019-04-24

© 2019 Walter de Gruyter GmbH, Berlin/Boston

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