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An optimal reduction method for generating time series scenarios of wind power

An optimal reduction (OR) method is proposed to generate typical time series scenarios to represent the stochastic features of wind power in power systems. The proposed OR method aims to improve the reduction accuracy of traditional methods by comprehensively considering both space and stochastic features deviations between the original and reduced scenarios. This OR method does not need the assumptions of the probability distribution function (PDF), thereby avoiding the influence of any inaccurate assumptions of the PDF. First, the OR problem is formulated to minimize the distances of the stochastic features and correlation matrix between the reduced and original scenarios. A heuristic search method is then used to solve the proposed OR problem, which is an NP-hard problem. Finally, simulations for generating time series scenarios of wind power are carried out to verify the advantages of the OR method proposed in this paper.