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“Look Ahead SCED”

“Look Ahead SCED”. Sai Moorty ERCOT. Goals of “Look-Ahead SCED”. The goals of “Look-Ahead SCED” in its final version are: Efficiently commit and dispatch Generation (e.g. QSGRs), Load and Storage Resources with Intra-Hour temporal constraints.

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“Look Ahead SCED”

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  1. “Look Ahead SCED” Sai Moorty ERCOT

  2. Goals of “Look-Ahead SCED” • The goals of “Look-Ahead SCED” in its final version are: • Efficiently commit and dispatch Generation (e.g. QSGRs), Load and Storage Resources with Intra-Hour temporal constraints. • Improve Resource management during steep load ramps considering Resource ramp rate limitations. • Real-Time Co-Optimization of Energy and Ancillary Services. • Account for future topology changes e.g. Outages. • Provide short term future indicative prices.

  3. White Paper on “Functional Description Of Core Market Management System (MMS) Applications For Look-Ahead SCED” • This White Paper broadly describes the concepts that are proposed for an ERCOT implementation of “Look Ahead SCED”. This White Paper leverages function and features that have been implemented at other ISO’s. • The purpose of this White Paper is to provide a starting reference point for discussions with Market Participants, IMM and PUCT staff. • Settlement details including Make Whole provisions are not included in the White Paper. • ERCOT has not addressed the eligibility of a Make Whole for Generation, Load and Storage Resources in the White Paper. • The commitment and dispatch described in this White Paper can introduce scenarios where Resources would need to be Made Whole. It is the expectation that the mechanics of the Make Whole payment would be developed after the concepts of the “Look Ahead SCED” are agreed upon.

  4. “Look Ahead SCED” • Significant upgrade to the Real-Time Market functionality. • Requires rigorous involvement of ERCOT staff, Market Participants, IMM and PUCT staff. • “Look Ahead SCED” functionality at other ISO’s are implemented as a package of two applications. One that perform a simultaneous multi-interval commitment and the other that performs a simultaneous multi-interval dispatch. • All major vendors have architected their solutions for “Look Ahead SCED” to comprise of a simultaneous multi-interval commitment application and a simultaneous multi-interval dispatch application.

  5. Comparison of Real-Time Market Features

  6. Comparison of Real-Time Market Features (continued)

  7. Moving Forward on “Look Ahead SCED” • Implementation Approach • Phased implementation. • Develop requirements / draft protocols for a given phase. • Components of “Look Ahead SCED” will be rolled into production in STUDY mode. i.e. outputs are NOT binding. • Similar to open-loop LFC testing prior to nodal go-live. • Utilize actual production data to verify/analyze non-binding results. • ERCOT will present & review results for each implemented phase • Finalize & Approve Protocols.

  8. Moving Forward on “Look Ahead SCED”

  9. Moving Forward on “Look Ahead SCED”

  10. Moving Forward on “Look Ahead SCED” • December 2011-October 2012 • Discuss and finalize features for “Look-Ahead SCED” with Market Participants, IMM and PUCT Staff. • White Paper provides framework. • Develop and approve Nodal Protocol Revisions. • Real-Time Market • Settlements • Review data and analysis of Open-Loop Phase-1 (Summer 2012).

  11. Appendix -1 Phase-1 Summer 2012

  12. Main Components of “Look-Ahead SCED” • The main components of “Look Ahead SCED” are: • Real-Time Commitment (RTC) Application • Real-Time Dispatch (RTD) Application • The Real-Time Commitment (RTC) Application executes every 15 minutes with arolling window for up to two hours study period that is comprised of up to 7 time intervals of 15 minutes each. The outputs of RTC are: • Commitment Instructions for Generation, Load and Energy Storage Resources. • AS Awards and MCPC. (Note: If a decision is made that Non-Spin is ONLY from OFFLINE Resources, AS Co-optimization can be moved to RTD). • The Real-Time Dispatch (RTD) Application executes every 5 minutes with a rolling one hour window study period that is comprised of 12 time intervals of 5 minutes each. The outputs of RTD are: • Dispatch Instructions (Energy MW Base points) for Generation, Load and Energy Storage Resources. • LMP at all Settlement Points and Electrical Buses.

  13. Phase-1: Summer 2012 • The first component of “Look-Ahead SCED” to be phased in will be a basic version of the Real-Time Dispatch (RTD) application • RTD key feature is a simultaneous multi-interval optimization with explicit ramp rate constraints modeled. • RTD is the dispatch engine in Real-Time Commitment (RTC) application. • NPRR 351

  14. Phase-1: Summer 2012 • Current Production SCED will continue to provide the settlement Base Points and LMP for dispatch and pricing. • Real-Time Dispatch (RTD) in STUDY mode: • Real-Time Dispatch (RTD) will run in parallel in study mode to current Production SCED. • ALL LMPs and Base Points from RTD are NOT BINDING. i.e. they are advisory/indicative. • Real-Time Dispatch (RTD) inputs will utilize the SAME inputs as the current Production SCED and additionally will utilize other inputs (short term load forecast, STWP). • Forward Advisory/Indicative LMPs at Settlement Points (NPRR351) will be output from Real-Time Dispatch (RTD) and posted on MIS Public, as well as QSE Resource  Base Points on MIS Certified reports (neither data set will be telemetered).  • By running in parallel Market will be able to observe production “what-if” for this building block of “Look-Ahead SCED” (similar to open-loop LFC testing prior to nodal go-live)

  15. Phase-1: Summer 2012 • Real-Time Dispatch (RTD) in STUDY mode: (continued) • Key feature of Real-Time Dispatch (RTD) will be the multi-interval optimization ( 1 hour study horizon comprising of twelve (12)  5-minute intervals) incorporating explicit ramp-rate constraint modeling. • Differences between MW dispatch and LMP for a given SCED interval between current Production SCED and Real-Time Dispatch (RTD) may occur if ramp constraints are binding due to future conditions.

  16. Phase-1: Summer 2012 ICCP & MIS Binding MW Dispatch & Binding Prices for SCED interval T Current Production SCED Current SCED Inputs Advisory/Indicative MW Dispatch & Advisory/Indicative Prices (LMP only) for SCED interval T+5, …T+60 Real-Time Dispatch (RTD) Additional “Look Ahead” Inputs MIS

  17. Comparison of Current SCED And Real-Time Dispatch (RTD) Concepts Note that in RTD, the multi-interval dispatch run is followed by a single interval SCED for each interval in the optimization period.

  18. Comparison of Current SCED And Real-Time Dispatch (RTD)Ramp Constraints: LMP, Base Point, Offer Price Relationship

  19. Appendix – 2 Examples Current SCED & Real-Time Dispatch (RTD)

  20. Example 1: No Ramping Constraints – Load Peak • Resource Parameters • Price Curves $/MWh $/MWh 40 30 20 10 MW MW 5 5 0 0 15 15 Unit 2 Unit 1

  21. Example 1: No Ramping Constraints – Load Peak (continued) • Current SCED (sequential) System Dispatch • “Look-Ahead SCED” - RTD System Dispatch Total Cost 1140 Total Cost 1140

  22. Example 1: No Ramping Constraints – Load Peak (continued) • Current SCED (sequential) • Unit 1 Dispatch • Unit 2 Dispatch Net$ 450 Net$ 50

  23. Example 1: No Ramping Constraints – Load Peak (continued) • “Look-Ahead SCED” - RTD • Unit 1 Dispatch • Unit 2 Dispatch Net$ 450 Net$ 50

  24. Example 2: Ramping Constraints – Load Peak • Resource Parameters • Price Curves $/MWh $/MWh 40 30 20 10 MW MW 5 5 0 0 15 15 Unit 2 Unit 1

  25. Example 2: Ramping Constraints – Load Peak (continued) • Current SCED (sequential) System Dispatch • “Look-Ahead SCED” - RTD System Dispatch Total Cost 1560 Total Cost 1180

  26. Example 2: Ramping Constraints – Load Peak (continued) • Current SCED (sequential) @T+5, the load to be served is 27MW, the system is 2 MW short. The System Lambda is set by the under generation penalty cost of 250$/MWh. • Unit 1 Dispatch • Unit 2 Dispatch Net$ 3600 Net$ 2150

  27. Example 2: Ramping Constraints – Load Peak (continued) • “Look-Ahead SCED” - RTD • Unit 1 Dispatch • Unit 2 Dispatch Net$ 600 450 Net $ 130 10

  28. Example 2: Ramping Constraints – Load Peak (continued) • “Look-Ahead SCED” – RTD • @T+0, the system lamda is set by Unit 1 = 20$/MWh. Unit 2 cost is 30$/MWh and the price is 20$/MWh. LMP < offer price for Unit 2 but unit 2 is ramped UP. • @T+5, System Lambda from multi-interval optimization is the change in objective function to a change in demand (by +-1 MW). If system demand changes by +1 MW for T+5, then change in objective function is: +40 $ for Unit 2 moving up 1 MW for T+5 +30 $ for Unit 2 moving up 1 MW for T -20$ for Unit 1 moving down 1 MW for T +30 $ for Unit 2 moving up 1 MW for T+10 -20$ for Unit 1 moving down 1 MW for T+10 =50 60$ • @T+10, Unit 1 is marginal. Unit 2 is ramp constrained (DOWN). This is similar to what happens with CURRENT SCED when resource dispatched down to LDL. Here, Unit 2 LMP ($20) < Offer Price ($30) and is dispatched DOWN.

  29. Example 3: Ramping Constraints – Load Valley • Resource Parameters • Price Curves $/MWh $/MWh 40 30 20 10 MW MW 5 5 0 0 15 15 Unit 2 Unit 1

  30. Example 3: Ramping Constraints – Load Valley (continued) • Current SCED (sequential) System Dispatch • “Look-Ahead SCED” - RTD System Dispatch Total Cost 1050 Total Cost 590

  31. Example 3: Ramping Constraints – Load Valley (continued) • Current SCED (sequential) @T+5, the load to be served is 9MW, the system is 2 MW over. The System Lambda is set by the over generation penalty cost of 250$/MWh. • Unit 1 Dispatch • Unit 2 Dispatch Net$ -2280 Net$ 0

  32. Example 3: Ramping Constraints – Load Valley (continued) • “Look-Ahead SCED” - RTD • Unit 1 Dispatch • Unit 2 Dispatch Net$ 320 Net$ 0

  33. Example 3: Ramping Constraints – Load Valley (continued) • “Look-Ahead SCED” – RTD • @T+0, The System Lambda is set by Unit 2 is 30$/MWh. Unit 1 cost is 20$/MWh and the price is 30$/MWh. LMP > offer price for Unit 1 but Unit 1 is ramped DOWN. • @T+5, System Lambda is the change in objective function to a change in demand (by +-1 MW). If system demand changes by +1 MW for T+5, then change in objective function is: +20 $ for Unit 1 moving up 1 MW for T+5 +20 $ for Unit 1 moving up 1 MW for T -30$ for Unit 2 moving down 1 MW for T =10$ • @T+10, Unit 2 is marginal. Unit 1 is ramp constrained (UP). This is similar to what happens with CURRENT SCED when resource dispatched up to HDL. Here, Unit 1 LMP ($30) > Offer Price ($20) and is dispatched UP.

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