With the continue increasing of the penetration rate of renewable energy
how to effectively describe the uncertainty of output is a major challenge of day-ahead scheduling of nowadays power system. This paper proposed a conditional generative adversarial networks based scenario generation algorithm
in which Wasserstein distance was used as the loss function of discriminator
and a specific network structure was designed which suits for generation of day-ahead scenarios. Through the game training of GAN
the mapping between the noise distribution and day-ahead scenario set under the prediction condition can be learned. Actual wind farm data(including forecasting and actual generation data) was used to validate the proposed model
simulation results shows the proposed model has better performance for describing uncertain nature of wind power compared with traditional Markov chain scenario generation method.
Maria Grazia De Giorgi,Antonio Ficarella,Marco Tarantino.Error analysis of short term wind power prediction models[J].Applied Energy,2010(4).
Ronald Hochreiter,Georg Ch. Pflug.Financial scenario generation for stochastic multi-stage decision processes as facility location problems[J].Annals of Operations Research,2007.