G.A. Morales España
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In particular, the thesis compares selecting representative periods independently for each scenario and jointly across scenarios in stochastic energy models, as well as traditional clustering methods and the more recent hull clustering approach. The results show that per-scenario selection can have advantages when scenarios differ significantly, while cross-scenario selection generally performs better as the number of scenarios increases. Furthermore, hull-based methods are shown to better capture extreme conditions that strongly influence investment decisions.
The thesis also builds on recent work that improves feasibility under extreme conditions through the inclusion of artificial worst-case periods, highlighting the resulting trade-off between system reliability and over-conservative investment decisions. To mitigate this issue, new and less conservative definitions of artificial worst-case periods are introduced, together with the Artificial Period Guided Selection (APGS) algorithm, which combines artificial and real worst-case periods and adapts blended weighting strategies to balance feasibility and cost-efficiency. Computational experiments on stylized European case studies show that APGS can significantly reduce over-conservatism, leading to cost-efficient and reliable solutions. ...
In particular, the thesis compares selecting representative periods independently for each scenario and jointly across scenarios in stochastic energy models, as well as traditional clustering methods and the more recent hull clustering approach. The results show that per-scenario selection can have advantages when scenarios differ significantly, while cross-scenario selection generally performs better as the number of scenarios increases. Furthermore, hull-based methods are shown to better capture extreme conditions that strongly influence investment decisions.
The thesis also builds on recent work that improves feasibility under extreme conditions through the inclusion of artificial worst-case periods, highlighting the resulting trade-off between system reliability and over-conservative investment decisions. To mitigate this issue, new and less conservative definitions of artificial worst-case periods are introduced, together with the Artificial Period Guided Selection (APGS) algorithm, which combines artificial and real worst-case periods and adapts blended weighting strategies to balance feasibility and cost-efficiency. Computational experiments on stylized European case studies show that APGS can significantly reduce over-conservatism, leading to cost-efficient and reliable solutions.
The global transition to renewable energy forces electricity systems to integrate large shares of variable generation, making investment planning increasingly complex. Energy System Optimisation Models (ESOMs) jointly optimise capacity investment and operational dispatch to support these decisions, but their computational cost grows rapidly with increasing temporal resolution. Temporal aggregation reduces this cost by replacing the full time series with a smaller set of representative partitions. A known weakness of standard aggregation methods is the smoothing effect: extreme demand peaks and near-zero renewable generation periods are averaged with their neighbours, causing the optimisation model to underestimate capacity requirements and incur avoidable costs when its investment plan is evaluated against the full time series.
This thesis proposes two extensions to chronology-preserving hierarchical clustering that actively counteract this smoothing effect. Post-hoc Extreme Correction (PEC) runs standard Ward hierarchical clustering and then replaces the centroid of any partition containing an extreme time step with the corresponding maximum or minimum value. Extreme-Aware Clustering (EAC) integrates extreme-event information directly into the merge priority, delaying the mixing of extreme and non-extreme time steps and thereby forming more coherent partitions before any representative correction is applied. Both strategies are embedded within the Fully Flexible Temporal Resolution (FFTR) framework, enabling automated, data-driven, variable-specific temporal partitions.
We evaluate all three strategies --- baseline Hierarchical Clustering (HC), PEC, and EAC, together with Uniform Temporal Resolution (UTR) as an additional baseline --- using load duration curves, Sum of Squared Error analysis, and comparison against the full-resolution benchmark. We find that EAC's advantage over HC is conditional rather than universal: EAC outperforms HC when temporal variability is high and cluster counts are low, but HC achieves comparable or lower regret when variability is moderate and the resolution assignment for non-profiled assets is consistent. We additionally find that the resolution assigned to non-profiled assets and inter-location flows has a first-order effect on investment quality: aligning these to the common highest resolution of their connected profiled endpoints dramatically reduces HC regret, substantially reordering the method rankings at low to moderate resolutions. These results suggest that the resolution assignment strategy matters as much as the choice of clustering algorithm, and that EAC is a robust improvement over HC specifically when extreme events dominate the cost structure. ...
The global transition to renewable energy forces electricity systems to integrate large shares of variable generation, making investment planning increasingly complex. Energy System Optimisation Models (ESOMs) jointly optimise capacity investment and operational dispatch to support these decisions, but their computational cost grows rapidly with increasing temporal resolution. Temporal aggregation reduces this cost by replacing the full time series with a smaller set of representative partitions. A known weakness of standard aggregation methods is the smoothing effect: extreme demand peaks and near-zero renewable generation periods are averaged with their neighbours, causing the optimisation model to underestimate capacity requirements and incur avoidable costs when its investment plan is evaluated against the full time series.
This thesis proposes two extensions to chronology-preserving hierarchical clustering that actively counteract this smoothing effect. Post-hoc Extreme Correction (PEC) runs standard Ward hierarchical clustering and then replaces the centroid of any partition containing an extreme time step with the corresponding maximum or minimum value. Extreme-Aware Clustering (EAC) integrates extreme-event information directly into the merge priority, delaying the mixing of extreme and non-extreme time steps and thereby forming more coherent partitions before any representative correction is applied. Both strategies are embedded within the Fully Flexible Temporal Resolution (FFTR) framework, enabling automated, data-driven, variable-specific temporal partitions.
We evaluate all three strategies --- baseline Hierarchical Clustering (HC), PEC, and EAC, together with Uniform Temporal Resolution (UTR) as an additional baseline --- using load duration curves, Sum of Squared Error analysis, and comparison against the full-resolution benchmark. We find that EAC's advantage over HC is conditional rather than universal: EAC outperforms HC when temporal variability is high and cluster counts are low, but HC achieves comparable or lower regret when variability is moderate and the resolution assignment for non-profiled assets is consistent. We additionally find that the resolution assigned to non-profiled assets and inter-location flows has a first-order effect on investment quality: aligning these to the common highest resolution of their connected profiled endpoints dramatically reduces HC regret, substantially reordering the method rankings at low to moderate resolutions. These results suggest that the resolution assignment strategy matters as much as the choice of clustering algorithm, and that EAC is a robust improvement over HC specifically when extreme events dominate the cost structure.
...
Selecting Real Best-Case Representative Periods for Energy System Optimization
An Experimental Analysis of Best-Case Period Selection as a Complement to an Artificial Worst-Case Approach
Experimenting with Blended Weights and Extreme Representative Periods for Energy System Optimization
A Systematic Empirical Analysis
...
Real Worst-Case Period Selection in Time Series Aggregation for Energy System Planning
An Experimental Comparison Using the Tulipa Energy Model
over complete hourly time series, which is computationally intractable. Selecting a
small set of representative periods compresses the input, but standard clustering meth-
ods miss rare extreme events and smooth over many local peaks, producing investment
plans that underestimate the true optimal cost. A construction from Elgersma [5]
addresses this by building an artificial worst-case period, but the result can be more
extreme than any historically observed day. This work investigates whether selecting a
real observed period to represent the worst case can match this quality while preserv-
ing the temporal coherence of each selected day, meaning its demand and availability
values reflect conditions that genuinely occurred together in the same 24-hour window.
Three real-period selection strategies are proposed and compared against two artifi-
cial worst-case variants and the standard k-medoids baseline using the Tulipa Energy
Model [4]. All non-fractional methods approach near-zero regret by approximately
k = 400 periods; no single method is consistently fastest, and the differences between
methods become negligible beyond that point. No real worst-case method consistently
improves reliability over plain k-medoids, but this result is explained by a dataset cal-
ibration issue rather than a fundamental failure of the approach. Two lessons emerge
regardless of the dataset: global weight scaling in the fractional-weight variant intro-
duces a persistent non-zero regret plateau that cannot be corrected by adding more
periods, and model-guided period selection doubles computation cost without benefit
when the planning model is not sensitive to reliability shortfalls. The weight-scaling
issue is structural, and the computational cost of the model-guided method follows
directly from its two-solve design. A realistically calibrated dataset is still needed to
fully evaluate the reliability benefit of real worst-case selection. ...
over complete hourly time series, which is computationally intractable. Selecting a
small set of representative periods compresses the input, but standard clustering meth-
ods miss rare extreme events and smooth over many local peaks, producing investment
plans that underestimate the true optimal cost. A construction from Elgersma [5]
addresses this by building an artificial worst-case period, but the result can be more
extreme than any historically observed day. This work investigates whether selecting a
real observed period to represent the worst case can match this quality while preserv-
ing the temporal coherence of each selected day, meaning its demand and availability
values reflect conditions that genuinely occurred together in the same 24-hour window.
Three real-period selection strategies are proposed and compared against two artifi-
cial worst-case variants and the standard k-medoids baseline using the Tulipa Energy
Model [4]. All non-fractional methods approach near-zero regret by approximately
k = 400 periods; no single method is consistently fastest, and the differences between
methods become negligible beyond that point. No real worst-case method consistently
improves reliability over plain k-medoids, but this result is explained by a dataset cal-
ibration issue rather than a fundamental failure of the approach. Two lessons emerge
regardless of the dataset: global weight scaling in the fractional-weight variant intro-
duces a persistent non-zero regret plateau that cannot be corrected by adding more
periods, and model-guided period selection doubles computation cost without benefit
when the planning model is not sensitive to reliability shortfalls. The weight-scaling
issue is structural, and the computational cost of the model-guided method follows
directly from its two-solve design. A realistically calibrated dataset is still needed to
fully evaluate the reliability benefit of real worst-case selection.
intractable. Time series aggregation reduces this burden by replacing the full year with a small set of representative periods, but standard clustering methods produce investment decisions that under-estimate true system costs. Recent work tightens this gap by injecting a global artificial worst-case representative day, but its fixed weight leads to unnecessary over-investment.
This paper proposes per-cluster worst-case augmentation: instead of a single global worst-case, each cluster receives its own artificial worst-case day injected alongside the cluster’s medoid. Three methods are explored: a distance-driven reassign- ment, a fixed-fraction weight split, as well as a se- lective cluster split. Per-cluster split reduces mean regret 2-4x compared to the global benchmark, at the cost of higher sensitivity to k-medoids initialisation as well as slower solves. A selective cluster split only adds artificial periods to a limited amount of clusters, covering for the second method’s weaknesses while maintaining good performance. ...
intractable. Time series aggregation reduces this burden by replacing the full year with a small set of representative periods, but standard clustering methods produce investment decisions that under-estimate true system costs. Recent work tightens this gap by injecting a global artificial worst-case representative day, but its fixed weight leads to unnecessary over-investment.
This paper proposes per-cluster worst-case augmentation: instead of a single global worst-case, each cluster receives its own artificial worst-case day injected alongside the cluster’s medoid. Three methods are explored: a distance-driven reassign- ment, a fixed-fraction weight split, as well as a se- lective cluster split. Per-cluster split reduces mean regret 2-4x compared to the global benchmark, at the cost of higher sensitivity to k-medoids initialisation as well as slower solves. A selective cluster split only adds artificial periods to a limited amount of clusters, covering for the second method’s weaknesses while maintaining good performance.
Impact of Considering Artificial Worst-Case Scenarios Within Clustering Algorithms
A case study through three newly adapted clustering algorithms
This thesis explores the generation and evaluation of near-optimal alternatives within energy systems, with a focus on improving the decision relevance of the generated alternatives. This thesis introduces a unified analytical framework, formalizing existing Modeling to Generate Alternatives (MGA) methods using weight vector formulations. This formulation enables a clearer comparison of different techniques that generate these alternatives. This analysis highlights the limitations of current evaluation metrics, particularly their inability to distinguish decision-relevant alternatives from decision-irrelevant ones.
To overcome this gap, the thesis proposes a novel evaluation metric based on dominance relations from multi-objective optimization. This metric identifies non-dominated alternatives, those not strictly worse than any other across all decision variables, as decision-relevant. The thesis introduces a new method that uses Directionally Weighted Variables to generate alternatives aligned with this dominance criterion.
The proposed approach is evaluated using a stylized energy investment model and benchmarked against existing MGA techniques. Results show that traditional methods tend to generate fewer non-dominated alternatives, while the new method generates more non-dominated alternatives within the near-optimal space. This work contributes a new perspective on alternative generation, bridging the gap between mathematical optimality and practical decision support. ...
This thesis explores the generation and evaluation of near-optimal alternatives within energy systems, with a focus on improving the decision relevance of the generated alternatives. This thesis introduces a unified analytical framework, formalizing existing Modeling to Generate Alternatives (MGA) methods using weight vector formulations. This formulation enables a clearer comparison of different techniques that generate these alternatives. This analysis highlights the limitations of current evaluation metrics, particularly their inability to distinguish decision-relevant alternatives from decision-irrelevant ones.
To overcome this gap, the thesis proposes a novel evaluation metric based on dominance relations from multi-objective optimization. This metric identifies non-dominated alternatives, those not strictly worse than any other across all decision variables, as decision-relevant. The thesis introduces a new method that uses Directionally Weighted Variables to generate alternatives aligned with this dominance criterion.
The proposed approach is evaluated using a stylized energy investment model and benchmarked against existing MGA techniques. Results show that traditional methods tend to generate fewer non-dominated alternatives, while the new method generates more non-dominated alternatives within the near-optimal space. This work contributes a new perspective on alternative generation, bridging the gap between mathematical optimality and practical decision support.
Start-up and Shut-down Capabilities in an Energy System Optimization Model with Flexible Temporal Resolution
Effect of Introducing Start-Up and Shut-Down Capability Constraints to the Tulipa Energy Model
Start-Up and Shut-Down Capabilities in Unit Commitment Model with Fully Flexible Temporal Resolution
Effects of Including Start-Up and Shut-Down Ramping Constraints in the Tulipa Energy Model
The transition of the energy grid into a system with higher shares of renewable energy production requires careful investment planning while considering operational characteristics of generators. Generation Expansion Planning (GEP) is used for finding optimal investments, while Unit Commitment (UC) can be used to limit generator operational capabilities, such as via ramping limits, for more accurate modelling. The system may be extended to model custom thermal generator capabilities at the time of their start-up or shut-down, where they may differ from traditional ramping, promoting more precise modelling. However, the inclusion of such detail requires careful managing of model complexity to keep solving time feasible, which can be done with techniques such as Clustered Unit Commitment (CUC), and clustering time blocks while allowing flexible resolution combinations. The latter is known as Fully Flexible Temporal Resolution, and promises managing of model complexity via temporal resolution reductions, while maintaining modelling versatility. The paper targets the unexplored area of including Start-Up and Shut-Down (SU/SD) capability ramping limits alongside a fully flexible temporal resolution in a GEP & CUC model, and contributes by examining the effect of the new capabilities on the run times, investment and operational solutions, and the total system cost of a model with enabled Battery Energy Storage System (BESS) investments. The resulting findings show that the inclusion of the SU/SD capabilities has little effect on the investments and total cost of the model, significantly increases computation time, yet has a noticeable effect on the operational schedule of generators. ...
The transition of the energy grid into a system with higher shares of renewable energy production requires careful investment planning while considering operational characteristics of generators. Generation Expansion Planning (GEP) is used for finding optimal investments, while Unit Commitment (UC) can be used to limit generator operational capabilities, such as via ramping limits, for more accurate modelling. The system may be extended to model custom thermal generator capabilities at the time of their start-up or shut-down, where they may differ from traditional ramping, promoting more precise modelling. However, the inclusion of such detail requires careful managing of model complexity to keep solving time feasible, which can be done with techniques such as Clustered Unit Commitment (CUC), and clustering time blocks while allowing flexible resolution combinations. The latter is known as Fully Flexible Temporal Resolution, and promises managing of model complexity via temporal resolution reductions, while maintaining modelling versatility. The paper targets the unexplored area of including Start-Up and Shut-Down (SU/SD) capability ramping limits alongside a fully flexible temporal resolution in a GEP & CUC model, and contributes by examining the effect of the new capabilities on the run times, investment and operational solutions, and the total system cost of a model with enabled Battery Energy Storage System (BESS) investments. The resulting findings show that the inclusion of the SU/SD capabilities has little effect on the investments and total cost of the model, significantly increases computation time, yet has a noticeable effect on the operational schedule of generators.
Effect of Minimum Up and Down Time Constraints with Fully Flexible Temporal Resolutions
Integrating Clustered Unit Commitment Constraints in the Tulipa Energy Model
Start-up and Shut-down Trajectory Constraints in an Energy System Optimisation Model with Fully-Flexible Temporal Resolution
Introducing Trajectory Constraints in Tulipa
Start-Up and Shut-Down Costs in an Energy System Optimisation Model with Fully Flexible Temporal Resolutions
Effect of Adding Start-Up and Shut-Down Costs to the Tulipa Energy Model
Modelling Hydrogen in Power Systems
Optimisation for Investment and Operational Models
The hydrogen pathway as aforementioned is divided over three technologies: hydrogen generation with means of water electrolysis, also known as 'green hydrogen', storage in compression vessels and reconversion of hydrogen into electricity in the form of a fuel cell technology (also known as Power-to-Gas).
The research focuses on identifying technical parameters and operational policies of the water electrolysis systems that can be translated into optimisation constraints, assessing the level of detail required to create an accurate optimisation model. A generic model is developed that can be scaled for further research, making different case studies and sizing possible. The research compares the performance of the models in terms of accuracy to the computational burden. The comparison is done for the level of detail and complexity added to the model.
After a literature review of technical parameters and operational policies regarding the technologies, two models were created in a mathematical framework. The two models proposed were Linear Programming (LP) and a Mixed-Integer Programming (MIP) Model. On the LP model 6 different sensitivity analysis has been performed, to be precise on Capital Expenditures (CAPEX), efficiency, lifetime, ramping rates, interest rates and finally different time horizons. The outcome of these analyses is that the technology mix can best be used in a combined manner, whereby each component of the mix contributes towards minimising the objective value: the Total Annualised Cost.
Lastly the two models are compared with different types of configurations, each with a different set of constraints. The constraints to be modelled were: minimum uptime and downtime, start-up costs, degradation due to cycling and finally the part-load operation. ...
The hydrogen pathway as aforementioned is divided over three technologies: hydrogen generation with means of water electrolysis, also known as 'green hydrogen', storage in compression vessels and reconversion of hydrogen into electricity in the form of a fuel cell technology (also known as Power-to-Gas).
The research focuses on identifying technical parameters and operational policies of the water electrolysis systems that can be translated into optimisation constraints, assessing the level of detail required to create an accurate optimisation model. A generic model is developed that can be scaled for further research, making different case studies and sizing possible. The research compares the performance of the models in terms of accuracy to the computational burden. The comparison is done for the level of detail and complexity added to the model.
After a literature review of technical parameters and operational policies regarding the technologies, two models were created in a mathematical framework. The two models proposed were Linear Programming (LP) and a Mixed-Integer Programming (MIP) Model. On the LP model 6 different sensitivity analysis has been performed, to be precise on Capital Expenditures (CAPEX), efficiency, lifetime, ramping rates, interest rates and finally different time horizons. The outcome of these analyses is that the technology mix can best be used in a combined manner, whereby each component of the mix contributes towards minimising the objective value: the Total Annualised Cost.
Lastly the two models are compared with different types of configurations, each with a different set of constraints. The constraints to be modelled were: minimum uptime and downtime, start-up costs, degradation due to cycling and finally the part-load operation.
When DICE meets the dice
Integrated Economic and Climate Assessment under Uncertainty
Flexibility trading for aggregators of electrical vehicles within the Universal Smart Energy Framework
A research on trading flexibility in a USEF compliant market at distribution level for aggregators of electrical vehicles