Reliability Evaluation on a Joint Machine Learning and Optimization Framework

Abstract

Coordinately embedding machine learning and optimization in the Monte Carlo simulation is proposed as a new framework for reliability evaluation, which is becoming more challenging due to the joining of variability and intermittency of the renewable generation and components’ ageing. As a machine learning method, the dynamic Bayesian belief network predicts the renewable outputs by generating their probability distributions through historical data to overcome the defect of rarely grasping the low-probability events in the traditional methods, which either predict a single-point value or presume a parametric probability distribution. As the internal operation module of the framework, the rolling-horizon unit commitment maintains the complexity of the operation model and meantime punctually updates the predicted renewable generation and the components’ ageing. The dynamic Bayesian belief network and the rolling-horizon unit commitment traverse time step after time step throughout the horizon, and thus form one bid of the Monte Carlo simulation. In each time step, the dynamic Bayesian belief network extracts the probability distributions of the renewable generation, from which the boundary of the commitment is sampled, and the impact of scheduling the generators on their ageing is then accumulated from the commitment. The proposed framework has its effectiveness proved on a microgrid.