Nonparametric probabilistic forecasting based stochastic optimal scheduling of integrated electricity and gas systems

The volatility and sporadic availability of renewable energy create significant challenges to the optimal scheduling of integrated electricity and gas systems (IEGS). This paper develops a nonparametric probabilistic forecasting based stochastic scheduling approach of IEGS. The quantile at a series of quantile levels can be generated by direct quantile regression method. Given the set of predicted quantiles, a set of representative scenarios for wind power uncertainty can be obtained by using Monte Carlo simulation method and scenario reduction approach. Based on the implicit finite difference scheme, the original partial differential equations of the gas network are discretized to establish an algebraic model, which provide possibility for efficient solution. Then, the nonconvexity caused by the momentum equation is eliminated by the second-order core relaxation. Finally, the stochastic optimal scheduling model is reformulated as a second-order core programming problem. Numerical simulations are performed to showcase the superiority of the established stochastic optimal scheduling model.