November 28, 2011
“Look Ahead SCED”
Sai MoortyERCOT
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Goals of “Look-Ahead SCED”
November 28, 2011
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.
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White Paper on “Functional Description Of Core Market Management System (MMS) Applications For Look-Ahead SCED”
November 28, 2011
1. 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.
2. The purpose of this White Paper is to provide a starting reference point for discussions with Market Participants, IMM and PUCT staff.
3. Settlement details including Make Whole provisions are not included in the White Paper.
a) ERCOT has not addressed the eligibility of a Make Whole for Generation, Load and Storage Resources in the White Paper.
b) 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.
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“Look Ahead SCED”
November 28, 2011
a) Significant upgrade to the Real-Time Market functionality.
b) Requires rigorous involvement of ERCOT staff, Market Participants, IMM and PUCT staff.
c) “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.
d) 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.
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FEATURE PJM MISO NEISO NYISO SPP CAISO ERCOT
15-Minute Load Forecasting
Yes2 hr period
No No Yes2 ½ hour period
No Yes5 hr period
No
5-MinuteLoad Forecasting
Yes20 min period (?)
Yes1 hr period
No(?)
Yes1 hr period
Yes10 hr period (!)
Yes1 hr period
Not used
Look-Ahead Commitment- SCUC(QSGR commitment)
YesIT SCED 1- 2 hr period
Yes(new proposal)
No(Resource Adequacy Assessment)
YesRTC for 2 ½ hour period
NoIntraday RUC
YesHASP 4 1/2 hr periodRTUC up to 2 hr period
No
Look-Ahead Dispatch Yes RT SCED 10-20 min period(multi-interval optimized)
YesSCED5-min period
NoSCEDfor 5-min IT scheduling
YesRTD for up to 1 hr period(multi-interval optimized)
YesAt least 2 time intervals
YesRTID for up to 1 hr period(multi-interval optimized)
No
Energy Ramping Limits
YesFunctions
YesFunctions
Yessingle values
YesSingle values
Yesfunctions/single values
Yesfunctions/single values
Yessingle values
Ancillary Service Regions for deliverability
Yes2 zones
Yesseasonal
Yes Yes YesSeasonal
Yes No
Comparison of Real-Time Market Features
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FEATURE PJM MISO NEISO NYISO SPP CAISO ERCOTAncillary Service Co-Optimization
YesBoth IT SCED and RT SCED
Yes YesLOC/no AS offers
YesBoth RTC and RTD
Yes Yesin RTUC
No
Ancillary Service Substitution
Yes Yes No Yes Yes Yes No
Ancillary Service Ramping Limits
Yessingle values
Yessingle values
Yessingle values
Yessingle values
Yessingle values
Yessingle values
No
Ramp Rate Sharing
YesPartial and separate ASO
Yes No No YesPartial/Configurable
YesPartial/configurable
YesPartial En/Reg
Transmission Constraints
YesZonal
YesNodal
YesZonal(?)
YesNodal
YesNodal
YesNodal
YesNodal
Demand Response YesEnergy and reservePrice Responsive Demand bids
YesEnergy and reserve
YesEnergy and reserve
YesEnergy and reserve
YesEnergy and reserve
Yes energy and reserve
No
Storage Resources YesDLR Regulation
YesDLR Regulation
YesDLR Regulation
YesDLR Regulationand Pump Storage Hydro
YesDLR Regulation
YesDLR Regulation and Pump Storage Hydro
No
Comparison of Real-Time Market Features (continued)
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Implementation Approach
a) Phased implementation.
b) Develop requirements / draft protocols for a given phase.
c) Components of “Look Ahead SCED” will be rolled into production in STUDY mode. i.e. outputs are NOT binding.
i. Similar to open-loop LFC testing prior to nodal go-live.ii. Utilize actual production data to verify/analyze non-binding results.
d) ERCOT will present & review results for each implemented phase
e) Finalize & Approve Protocols.
Moving Forward on “Look Ahead SCED”
November 28, 2011
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Moving Forward on “Look Ahead SCED”
November 28, 2011
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Moving Forward on “Look Ahead SCED”
November 28, 2011
Phase Timeline Feature Implemented Comment
Phase -1 Summer 2012
Short-Term future Advisory/Indicative Base Points and LMPs using basic version of RTD.
Will initially run in Open-Loop i.e outputs (Base Points, LMPs) are Advisory/Indicative. i.e. non-binding.
Phase-2 Summer 2013
Commitment for QSGR and Load Resources with intra-hour temporal constraints using basic version of RTC.
Will initially run in Open-Loop i.e. outputs (Commitment instructions) are Advisory/Indicative. i.e. non-binding.
Phase-3 Spring 2014
Real-Time Ancillary Service and Energy Co-optimization using RTC.
Phase-4 Fall 2015 Transmission constraints for future intervals
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Moving Forward on “Look Ahead SCED”
November 28, 2011
December 2011-October 2012
A. Discuss and finalize features for “Look-Ahead SCED” with Market Participants, IMM and PUCT Staff.a) White Paper provides framework.
B. Develop and approve Nodal Protocol Revisions.a) Real-Time Marketb) Settlements
C. Review data and analysis of Open-Loop Phase-1 (Summer 2012).
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Appendix -1
Phase-1 Summer 2012
November 28, 2011
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Main Components of “Look-Ahead SCED”
November 28, 2011
1. The main components of “Look Ahead SCED” are:
• Real-Time Commitment (RTC) Application
• Real-Time Dispatch (RTD) Application
1. The Real-Time Commitment (RTC) Application executes every 15 minutes with a rolling 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:
2. Dispatch Instructions (Energy MW Base points) for Generation, Load and Energy Storage Resources.
3. LMP at all Settlement Points and Electrical Buses.
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Phase-1: Summer 2012
November 28, 2011
The first component of “Look-Ahead SCED” to be phased in will be a basic version of the Real-Time Dispatch (RTD) application
a) RTD key feature is a simultaneous multi-interval optimization with explicit ramp rate constraints modeled.
b) RTD is the dispatch engine in Real-Time Commitment (RTC) application.
c) NPRR 351
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Phase-1: Summer 2012
November 28, 2011
1. Current Production SCED will continue to provide the settlement Base Points and LMP for dispatch and pricing.
2. Real-Time Dispatch (RTD) in STUDY mode:
a) Real-Time Dispatch (RTD) will run in parallel in study mode to current Production SCED.
b) ALL LMPs and Base Points from RTD are NOT BINDING. i.e. they are advisory/indicative.
c) 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).
d) 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).
e) 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)
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Phase-1: Summer 2012
November 28, 2011
2. Real-Time Dispatch (RTD) in STUDY mode: (continued)
f) 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.
g) 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.
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Phase-1: Summer 2012
November 28, 2011
Current Production SCED
Real-Time Dispatch (RTD)
Current SCED Inputs
Additional “Look Ahead”Inputs
Binding MW Dispatch & Binding Prices for SCED interval T
Advisory/Indicative MW Dispatch & Advisory/Indicative Prices (LMP only) for SCED interval T+5, …T+60
ICCP & MIS
MIS
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Comparison of Current SCED And Real-Time Dispatch (RTD) Concepts
Current SCED Real-Time Dispatch (RTD) Objective Optimizes a single interval.
Simultaneously optimizes ALL intervals.
Power Balance (P.B.) Constraint
Single interval P.B. constraint
Each interval has P.B. constraint
Network Constraint: For each network constraint
1st Phase will enforce same TCM constraints for all intervals.
Ramp Constraint For each Gen. Resource
This is the constraint that connects all intervals.
Mitigation Two single interval optimization
runs (Step 1 & Step 2) Two multi-interval optimization runs (Step1 & Step 2)
Note that in RTD, the multi-interval dispatch run is followed by a single interval SCED for each interval in the optimization period.
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Comparison of Current SCED And Real-Time Dispatch (RTD)Ramp Constraints: LMP, Base Point, Offer Price Relationship
Current SCED Real-Time Dispatch (RTD)
UP ramp limited
a) Base Point = HDL
b) LMP >= Offer Price@Base Point
c) Incentive to increase output
a) Resource UP ramp constraint binding
b) LMP >= Offer Price@Base Point
c) Incentive to increase output
a) Resource UP ramp constraint binding
b) LMP <= Offer Price@Base Point
c) Dispatched ABOVE economical level
DOWN ramp limited
a) Base Point = LDL
b) LMP <= Offer Price@Base Point
c) Incentive to decrease output MW
a) Resource DOWN ramp constraint binding
b) LMP <=Offer Price@Base Point
c) Incentive to decrease output
a) Resource DOWN ramp constraint binding
b) LMP >=Offer Price@Base Point
c) Dispatched BELOW economical level
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Appendix – 2
Examples
Current SCED & Real-Time Dispatch (RTD)
November 28, 2011
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Example 1: No Ramping Constraints – Load Peak
• Resource Parameters
• Price Curves
November 28, 2011
0 5 15
10
20
$/MWh
MW
0 5 15
30
40$/MWh
MW
Unit 1 Unit 2
Resource LSL(MW)
HSL(MW)
Ramp Rate(MW/min)
Unit 1 0 15 1
Unit 2 0 15 3
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Example 1: No Ramping Constraints – Load Peak (continued)
• Current SCED (sequential) System Dispatch
• “Look-Ahead SCED” - RTD System Dispatch
November 28, 2011
Time Interval
GTBD System Lambda
Over/Under Generation
System Costs
T+0 14 20 0 230
T+5 27 40 0 680
T+10 14 20 0 230Total Cost 1140
Time Interval
GTBD System Lambda
Over/Under Generation
System Costs
T+0 14 20 0 230
T+5 27 40 0 680
T+10 14 20 0 230Total Cost 1140
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Example 1: No Ramping Constraints – Load Peak (continued)
• Current SCED (sequential)
– Unit 1 Dispatch
– Unit 2 Dispatch
November 28, 2011
Net$ 450
Net$ 50
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Example 1: No Ramping Constraints – Load Peak (continued)
• “Look-Ahead SCED” - RTD
– Unit 1 Dispatch
– Unit 2 Dispatch
November 28, 2011
Net$ 450
Net$ 50
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Example 2: Ramping Constraints – Load Peak
• Resource Parameters
• Price Curves
November 28, 2011
0 5 15
10
20
$/MWh
MW
0 5 15
30
40$/MWh
MW
Unit 1 Unit 2
Resource LSL(MW)
HSL(MW)
Ramp Rate(MW/min)
Unit 1 0 15 1
Unit 2 0 15 2
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Example 2: Ramping Constraints – Load Peak (continued)
• Current SCED (sequential) System Dispatch
• “Look-Ahead SCED” - RTD System Dispatch
November 28, 2011
Time Interval
GTBD System Lambda
Over/Under Generation
System Costs
T+0 14 20 0 230
T+5 27 250 2 (Under) 1100
T+10 14 20 0 230Total Cost 1560
Total Cost 1180
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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$/MWh.
– Unit 1 Dispatch
– Unit 2 Dispatch
November 28, 2011
Net$ 3600
Net$ 2150
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Example 2: Ramping Constraints – Load Peak (continued)
• “Look-Ahead SCED” - RTD
– Unit 1 Dispatch
– Unit 2 Dispatch
November 28, 2011
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Example 2: Ramping Constraints – Load Peak (continued)
November 28, 2011
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Example 3: Ramping Constraints – Load Valley
• Resource Parameters
• Price Curves
November 28, 2011
0 5 15
10
20
$/MWh
MW
0 5 15
30
40$/MWh
MW
Unit 1 Unit 2
Resource LSL(MW)
HSL(MW)
Ramp Rate(MW/min)
Unit 1 0 15 1
Unit 2 0 15 2
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Example 3: Ramping Constraints – Load Valley (continued)
• Current SCED (sequential) System Dispatch
• “Look-Ahead SCED” - RTD System Dispatch
November 28, 2011
Time Interval
GTBD System Lambda
Over/Under Generation
System Costs
T+0 14 20 0 230
T+5 7 -250 2 (Over) 590
T+10 14 20 0 230Total Cost 1050
Time Interval
GTBD System Lambda
Over/Under Generation
System Costs
T+0 14 30 0 250
T+5 7 10 0 90
T+10 14 30 0 250Total Cost 590
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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$/MWh.
– Unit 1 Dispatch
– Unit 2 Dispatch
November 28, 2011
Net$ -2280
Net$0
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Example 3: Ramping Constraints – Load Valley (continued)
• “Look-Ahead SCED” - RTD
– Unit 1 Dispatch
– Unit 2 Dispatch
November 28, 2011
Net$ 320
Net$ 0
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Example 3: Ramping Constraints – Load Valley (continued)
• “Look-Ahead SCED” – RTD
1) @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.
2) @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$
3) @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.
November 28, 2011