A stochastic MPC framework for the control of pumping stations in polder systems with regard for uncertainty in inflow and hourly electricity prices

The Netherlands is a low-lying country situated in the Rhine-Meuse delta. A significant portion of the Netherlands is located below sea level, making the proper management of local and national waterways essential. Polders are used to manage groundwater levels, drain excess rainwater, and store water during times of drought. These polders often...

Closed-loop simulation testing of a probabilistic DR framework for Day Ahead Market participation applied to Battery Energy Storage Systems

In this manuscript, we test the operational performance decrease of a probabilistic framework for Demand Response (DR). We use Day Ahead Market (DAM) price scenarios generated by a Combined Quantile Regression Deep Neural Network (CQR-DNN) and a Non-parametric Bayesian Network (NPBN) to maximise profit of a Battery Energy Storage System (BESS)...

Probabilistic forecasting and scenario generation of pumped discharge in polder systems

The Netherlands is a low-lying country in the Rhine-Meuse delta. Because a large part of the Netherlands is situated below sea level, proper management of local and national waterways is a necessity. Polders are used to manage groundwater levels, drain excess rainwater and store water for droughts. Typically, pumping stations in local Dutch...

Day Ahead Market price scenario generation using a Combined Quantile Regression Deep Neural Network and a Non-parametric Bayesian Network: A framework for risk-based Demand Response

In this manuscript we propose a methodology to generate electricity price scenarios from probabilistic forecasts. Using a Combined Quantile Regression Deep Neural Network, we forecast hourly marginal price distribution quantiles for the DAM on which we fit parametric distributions. A Non-parametric Bayesian Network (BN) is applied to sample from...

Multi-market demand response from pump-controlled open canal systems: an economic MPC approach to pump-scheduling

Participation in demand response (DR) has been explored for many large energy-using assets based on day ahead electricity markets. In this manuscript, we propose the use of multiple electricity spot markets to enable price-based DR for open canal systems in the Netherlands, where many large pumping stations are used for flood mitigation and...

Probabilistic DAM price forecasting using a combined Quantile Regression Deep Neural Network with less-crossing quantiles

In this paper we propose a Quantile Regression Deep Neural Network capable of forecasting multiple quantiles in one model using a combined quantile loss function, and apply it to probabilistically forecast the prices of 8 European Day Ahead Markets. We show that the proposed loss function significantly reduces the quantile crossing problem to ...

Electricity price forecasting in European Day Ahead Markets: a greedy consideration of market integration

In this manuscript we explore European feature importance in Day Ahead Market (DAM) price forecasting models, and show that model performance can deteriorate when too many features are included due to over-fitting. We propose a greedy algorithm to search over candidate countries for European features to be used in a DAM price forecasting model,...