This paper presents a two-level hierarchical energy management system (EMS) for microgrid operation that is based on a robust model predictive control (MPC) strategy. This EMS focuses on minimizing the cost of the energy drawn from the main grid and increasing self-consumption of local renewable energy resources, and brings benefits to the users of the microgrid as well as the distribution network operator (DNO). The higher level of the EMS comprises a robust MPC controller which optimizes energy usage and defines a power reference that is tracked by the lower-level real-time controller. The proposed EMS addresses the uncertainty of the predictions of the generation and end-user consumption profiles with the use of the robust MPC controller, which considers the optimization over a control policy where the uncertainty of the power predictions can be compensated either by the battery or main grid power consumption. Simulation results using data from a real urban community showed that when compared with an equivalent (non-robust) deterministic EMS (i.e., an EMS based on the same MPC formulation, but without the uncertainty handling), the proposed EMS based on robust MPC achieved reduced energy costs and obtained a more uniform grid power consumption, safer battery operation, and reduced peak loads.

Prediction interval modelling has been proposed in the literature to characterize uncertain phenomena and provide useful information from a decision-making point of view. In most of the reported studies, assumptions about the data distribution are made and/or the models are trained at one step ahead, which can decrease the quality of the interval in terms of the information about the uncertainty modelled for a higher prediction horizon. In this paper, a new prediction interval modelling methodology based on fuzzy numbers is proposed to solve the abovementioned drawbacks. Fuzzy and neural network prediction interval models are developed based on this proposed methodology by minimizing a novel criterion that includes the coverage probability and normalized average width. The fuzzy number concept is considered because the affine combination of fuzzy numbers generates, by definition, prediction intervals that can handle uncertainty without requiring assumptions about the data distribution. The developed models are compared with a covariance-based prediction interval method, and high-quality intervals are obtained, as determined by the narrower interval width of the proposed method. Additionally, the proposed prediction intervals are tested by forecasting up to two days ahead of the load of the Huatacondo microgrid in the north of Chile and the consumption of the residential dwellings in the town of Loughborough, UK. The results show that the proposed models are suitable alternatives to electrical consumption forecasting because they obtain the minimum interval widths that characterize the uncertainty of this type of stochastic process. Furthermore, the information provided by the obtained prediction interval could be used to develop robust energy management systems that, for example, consider the worst-case scenario.