arXiv subjects

Henrik Madsen

Publications and source records attributed to Henrik Madsen.

34 records · Page 2Linked to original sources

arXiv2022

A generic stochastic network flow formulation for production optimization of district heating systems

District heating is an important component in the EU strategy to reach the set emission goals, since it allows an efficient supply of heat while using the advantages of sector coupling between different energy carriers such as power, heat, gas and biomass. Most district heating systems use several different types of units to produce heat for hundreds or thousands of households. The technologies reach from natural gas-fired and electric boilers to biomass-fired units as well as waste heat from industrial processes and solar thermal units. Furthermore, combined heat and power units (CHP) units are often included to use the synergy effects of excess heat from electricity production. We propose a generic mathematical formulation for the operational production optimization in district heating systems. The generality of the model allows it to be used for most district heating systems although they might use different combinations of technologies in different system layouts. The mathematical formulation is based on stochastic programming to account for the uncertainty of production from non-dispatchable units such as waste heat and solar heat. Furthermore, the model is easily adaptable to different application cases in district heating such as operational planning, bidding to electricity markets and long-term evaluation. We present results from three real cases in Denmark with different requirements.

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arXiv2022

onlineforecast: An R package for adaptive and recursive forecasting

Systems that rely on forecasts to make decisions, e.g. control or energy trading systems, require frequent updates of the forecasts. Usually, the forecasts are updated whenever new observations become available, hence in an online setting. We present the R package onlineforecast that provides a generalized setup of data and models for online forecasting. It has functionality for time-adaptive fitting of dynamical and non-linear models. The setup is tailored to enable the effective use of forecasts as model inputs, e.g. numerical weather forecast. Users can create new models for their particular applications and run models in an operational setting. The package also allows users to easily replace parts of the setup, e.g. using neural network methods for estimation. The package comes with comprehensive vignettes and examples of online forecasting applications in energy systems, but can easily be applied for online forecasting in all fields.

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arXiv2022

Estimation of Evaporator Valve Sizes in Supermarket Refrigeration Cabinets

In many applications, e.g. fault diagnostics and optimized control of supermarket refrigeration systems, it is important to determine the heat demand of the cabinets. This can easily be achieved by measuring the mass flow through each cabinet, however, that is expensive and not feasible in large-scale deployments. Therefore it is important to be able to estimate the valve sizes from the monitoring data, which is typically measured. The valve size is measured by an area, which can be used to calculate mass flow through the valve -- this estimated value is referred to as the valve constant. A novel method for estimating the cabinet evaporator valve constants is proposed in the present paper. It is demonstrated using monitoring data from a refrigeration system in a supermarket consisting of data sampled at a one-minute sampling rate, however it is shown that a sampling time of around 10-20 minutes is adequate for the method. Through thermodynamic analysis of a two-stage CO2 refrigeration system, a linear regression model for estimating valve constants was developed using time series data. The linear regression requires that transient dynamics are not present in the data, which depends on multiple factors e.g. the sampling time. If dynamics are not modeled it can be detected by a significant auto-correlation of the residuals. In order to include the dynamics in the model, an Auto-Regressive Moving Average model with eXogenous variables (ARMAX) was applied, and it is shown how it effectively eliminates the auto-correlation and provides more unbiased estimates, as well as improved the accuracy estimates. Furthermore, it is shown that the sample time has a huge impact on the valve estimates. Thus, a method for selecting the optimal sampling time is introduced. It works individually for each of the evaporators, by exploring their respective frequency spectrum.

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arXiv2020

Control of heat pumps with CO2 emission intensity forecasts

An optimized heat pump control for building heating was developed for minimizing CO2 emissions from related electrical power generation. The control is using weather and CO2 emission forecasts as input to a Model Predictive Control (MPC) - a multivariate control algorithm using a dynamic process model, constraints and a cost function to be minimized. In a simulation study the control was applied using weather and power grid conditions during a full year period in 2017-2018 for the power bidding zone DK2 (East, Denmark). Two scenarios were studied; one with a family house and one with an office building. The buildings were dimensioned on the basis of standards and building codes. The main results are measured as the CO2 emission savings relative to a classical thermostatic control. Note that this only measures the gain achieved using the MPC control, i.e. the energy flexibility, not the absolute savings. The results show that around 16% savings could have been achieved during the period in well insulated new buildings with floor heating. Further, a sensitivity analysis was carried out to evaluate the effect of various building properties, e.g. level of insulation and thermal capacity. Danish building codes from 1977 and forward was used as benchmarks for insulation levels. It was shown that both insulation and thermal mass influence the achievable flexibility savings, especially for floor heating. Buildings that comply with codes later than 1979 could provide flexibility emission savings of around 10%, while buildings that comply with earlier codes provided savings in the range of 0-5% depending on the heating system and thermal mass.

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arXiv2020

Short-Term Forecasting of CO2 Emission Intensity in Power Grids by Machine Learning

A machine learning algorithm is developed to forecast the CO2 emission intensities in electrical power grids in the Danish bidding zone DK2, distinguishing between average and marginal emissions. The analysis was done on data set comprised of a large number (473) of explanatory variables such as power production, demand, import, weather conditions etc. collected from selected neighboring zones. The number was reduced to less than 50 using both LASSO (a penalized linear regression analysis) and a forward feature selection algorithm. Three linear regression models that capture different aspects of the data (non-linearities and coupling of variables etc.) were created and combined into a final model using Softmax weighted average. Cross-validation is performed for debiasing and autoregressive moving average model (ARIMA) implemented to correct the residuals, making the final model the variant with exogenous inputs (ARIMAX). The forecasts with the corresponding uncertainties are given for two time horizons, below and above six hours. Marginal emissions came up independent of any conditions in the DK2 zone, suggesting that the marginal generators are located in the neighbouring zones. The developed methodology can be applied to any bidding zone in the European electricity network without requiring detailed knowledge about the zone.

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arXiv2019

Stochastic Modelling of the Flow-Front Evolution in a Vacuum Assisted Resin Transfer Moulding Process with Missing Data

The real-time fault monitoring and control of the Vacuum Assisted Resin Transfer Moulding (VARTM) production process requires a knowledge of the position of the epoxy flow-front inside the mould. Therefore, a fast and accurate flow-front tracking system capable of combining the underlying physics of the flow-front dynamics with the measured data is highly prized. Stochastic differential equations (SDEs) based grey-box models deliver a good trade-off between high fidelity models and data-driven black-box models for designing such a flow-front position tracking system. In this paper, we propose a simple yet novel coupled SDE based spatiotemporal grey-box model of the flow-front dynamics in case of missing sensor information. The proposed method uses the finite difference approximation of the spatial domain of the flow-front for estimating spatial flow pattern of the epoxy. Furthermore, to accommodate for the missing sensor data, we utilise a modified version of the continuous-discrete extended Kalman filter (CD-EKF) based estimation framework for SDEs that takes into consideration the effective dimension of the measurement space during the identification process. The performance of the method is evaluated for various common sensor faults scenarios at different levels of measurement noise and sampling rates.

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arXiv2018

A two-phase stochastic programming approach to biomass supply planning for combined heat and power plants

Due to the new carbon neutral policies, many district heating operators start operating their combined heat and power (CHP) plants using different types of biomass instead of fossil fuel. The contracts with the biomass suppliers are negotiated months in advance and involve many uncertainties from the energy producer's side. The demand for biomass is uncertain at that time, and heat demand and electricity prices vary drastically during the planning period. Furthermore, the optimal operation of combined heat and power plants has to consider the existing synergies between the power and heating systems. We propose a solution method using stochastic optimization to support the biomass supply planning for combined heat and power plants. Our two-phase approach determines mid-term decisions about biomass supply contracts as well as short-term decisions regarding the optimal production of the producer to ensure profitability and feasibility. We present results based on two realistic test cases.

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arXiv2018

A novel bidding method for combined heat and power units in district heating systems

We propose a bidding method for the participation of combined heat and power (CHP) units in the day-ahead electricity market. More specifically, we consider a district heating system where heat can be produced by CHP units or heat-only units, e.g., gas or wood chip boilers. We use a mixed-integer linear program to determine the optimal operation of the portfolio of production units and storages on a daily basis. Based on the optimal production of subsets of units, we can derive the bidding prices and amounts of electricity offered by the CHP units for the day-ahead market. The novelty about our approach is that the prices are derived by iteratively replacing the production of heat-only units through CHP production. This results in an algorithm with a robust bidding strategy that does not increase the system costs even if the bids are not won. We analyze our method on a small realistic test case to illustrate our method and compare it with other bidding strategies from literature, which consider CHP units individually. The analysis shows that considering a portfolio of units in a district heating system and determining bids based on replacement of heat production of other units leads to better results.

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arXiv2018

Operational planning and bidding for district heating systems with uncertain renewable energy production

In countries with an extended use of district heating (DH), the integrated operation of DH and power systems can increase the flexibility of the power system achieving a higher integration of renewable energy sources (RES). DH operators can not only provide flexibility to the power system by acting on the electricity market, but also profit from the situation to lower the overall system cost. However, the operational planning and bidding includes several uncertain components at the time of planning: electricity prices as well as heat and power production from RES. In this publication, we propose a planning method that supports DH operators by scheduling the production and creating bids for the day-ahead and balancing electricity markets. The method is based on stochastic programming and extends bidding strategies for virtual power plants to the DH application. The uncertain factors are considered explicitly through scenario generation. We apply our solution approach to a real case study in Denmark and perform an extensive analysis of the production and trading behaviour of the DH system. The analysis provides insights on how DH system can provide regulating power as well as the impact of uncertainties and renewable sources on the planning. Furthermore, the case study shows the benefit in terms of cost reductions from considering a portfolio of units and both markets to adapt to RES production and market states.

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arXiv2017

Spatio-Temporal Forecasting by Coupled Stochastic Differential Equations: Applications to Solar Power

Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of parameters that are to be estimated and the huge amount of data that need to be handled. In this paper we apply known techniques in a novel way to provide a framework for spatio-temporal modeling which is both computationally efficient and has a low dimensional parameter space. We present a micro-to-macro approach whereby the local dynamics are first modeled and subsequently combined to capture the global system behavior. The proposed methodology relies on coupled stochastic differential equations and is applied to produce spatio-temporal forecasts for a solar power plant for very short horizons, which essentially implies tracking clouds moving across the field of solar power inverters. We outperform simple and complex benchmarks while providing forecasts for 70 spatial dimensions and 24 lead times (i.e., for a total number of random variables equal to 1680). The resulting model can provide all sorts of forecast products, ranging from point forecasts and co-variances to predictive densities, multi-horizon forecasts, and space-time trajectories.

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arXiv2016

ctsmr - Continuous Time Stochastic Modeling in R

ctsmr is an R package providing a general framework for identifying and estimating partially observed continuous-discrete time gray-box models. The estimation is based on maximum likelihood principles and Kalman filtering efficiently implemented in Fortran. This paper briefly demonstrates how to construct a Continuous Time Stochastic Model using multivariate time series data, and how to estimate the embedded parameters. The setup provides a unique framework for statistical modeling of physical phenomena, and the approach is often called grey box modeling. Finally three examples are provided to demonstrate the capabilities of ctsmr.

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arXiv2015

A Data-driven Bidding Model for a Cluster of Price-responsive Consumers of Electricity

This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel programming problem, uses price-consumption data to estimate the complex market bid that best captures the price-response of the cluster. The complex market bid is defined as a series of marginal utility functions plus some constraints on demand, such as maximum pick-up and drop-off rates. The proposed modeling approach also leverages information on exogenous factors that may influence the consumption behavior of the cluster, e.g., weather conditions and calendar effects. We test the proposed methodology for a particular application: forecasting the power consumption of a small aggregation of households that took part in the Olympic Peninsula project. Results show that the price-sensitive consumption of the cluster of flexible loads can be largely captured in the form of a complex market bid, so that this could be ultimately used for the cluster to participate in the wholesale electricity market.

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arXiv2015

Commitment and Dispatch of Heat and Power Units via Affinely Adjustable Robust Optimization

The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for these systems is an optimization problem subject to uncertainty stemming from the unpredictability of demand and prices for heat and electricity. Furthermore, owing to the dynamic features of production and heat storage units as well as to the length and granularity of the optimization horizon (e.g., one whole day with hourly resolution), this problem is in essence a multi-stage one. We propose a formulation based on robust optimization where recourse decisions are approximated as linear or piecewise-linear functions of the uncertain parameters. This approach allows for a rigorous modeling of the uncertainty in multi-stage decision-making without compromising computational tractability. We perform an extensive numerical study based on data from the Copenhagen area in Denmark, which highlights important features of the proposed model. Firstly, we illustrate commitment and dispatch choices that increase conservativeness in the robust optimization approach. Secondly, we appraise the gain obtained by switching from linear to piecewise-linear decision rules within robust optimization. Furthermore, we give directions for selecting the parameters defining the uncertainty set (size, budget) and assess the resulting trade-off between average profit and conservativeness of the solution. Finally, we perform a thorough comparison with competing models based on deterministic optimization and stochastic programming.

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arXiv2014

Load Forecasting of Supermarket Refrigeration

This paper presents a study of models for forecasting the electrical load for supermarket refrigeration. The data used for building the models consists of load measurements, local climate measurements and weather forecasts. The load measurements are from a supermarket located in a village in Denmark. Every hour the hourly electrical load for refrigeration is forecasted for the following 42 hours. The forecast models are adaptive linear time series models. The model has two regimes; one for opening hours and one for closing hours, this is modelled by a regime switching model and two different methods for predicting the regimes are tested. The dynamic relation between the weather and the load is modelled by simple transfer functions and the non-linearities are described using spline functions. The results are thoroughly evaluated and it is shown that the spline functions are suitable for handling the non-linear relations and that after applying an auto-regressive noise model the one-step ahead residuals do not contain further significant information.

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arXiv2013

Probabilistic Forecasts of Solar Irradiance by Stochastic Differential Equations

Probabilistic forecasts of renewable energy production provide users with valuable information about the uncertainty associated with the expected generation. Current state-of-the-art forecasts for solar irradiance have focused on producing reliable \emph{point} forecasts. The additional information included in probabilistic forecasts may be paramount for decision makers to efficiently make use of this uncertain and variable generation. In this paper, a stochastic differential equation (SDE) framework for modeling the uncertainty associated with the solar irradiance point forecast is proposed. This modeling approach allows for characterizing both the interdependence structure of prediction errors of short-term solar irradiance and their predictive distribution. A series of different SDE models are fitted to a training set and subsequently evaluated on a one-year test set. The final model proposed is defined on a bounded and time-varying state space with zero probability almost surely of events outside this space.

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arXiv2013

Optimal Charging of an Electric Vehicle using a Markov Decision Process

The combination of electric vehicles (EVs) and renewable energy is taking shape as a potential driver for a future free of fossil fuels. However, the efficient management of the EV fleet is not exempt from challenges. It calls for the involvement of all actors directly or indirectly related to the energy and transportation sectors, ranging from governments, automakers and transmission system operators, to the ultimate beneficiary of the change: the end-user. An EV is primarily to be used to satisfy driving needs, and accordingly charging policies must be designed primarily for this purpose. The charging models presented in the technical literature, however, overlook the stochastic nature of driving patterns. Here we introduce an efficient stochastic dynamic programming model to optimally charge an EV while accounting for the uncertainty inherent to its use. With this aim in mind, driving patterns are described by an inhomogeneous Markov model that is fitted using data collected from the utilization of an EV. We show that the randomness intrinsic to driving needs has a substantial impact on the charging strategy to be implemented.

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