This paper proposed a distributionally robust optimal dispatching (DROD) method of integrated electricity and heating system based on an improved Wasserstein metric, for dispatching problems to manage the risk from uncertain wind power forecasted errors and operating characteristics of electric vehicles (EVs). The ambiguity set employed in the distributionally robust formulation for wind power forecasted error is the Wasserstein ball centered at the empirical distribution and an adjustable uncertainty set of EV operating characteristics is proposed in this model to quantify the uncertainty of EVs more flexibly and intuitively. The proposed framework minimizes the generating cost, EV operating cost, and the expected generation units adjustable cost under the worst-case distribution in the uncertainty set. To improve the computational efficiency of the proposed DROD model, an improved Wasserstein metric based on extreme scenarios DROD (WMES-DROD) model is proposed to construct the ambiguity set of wind power forecasted error. The comparison between the Wasserstein metric-based DROD and WMES-DROD indicates that the proposed WMES-DROD model can obtain optimal results with less time. The out-of-sample analysis with the IEEE 118-bus test system confirms the excellent robustness and computational superiority of the proposed model.
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