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<front>
<journal-meta>
<journal-id journal-id-type="publisher-id">Front. Energy Res.</journal-id>
<journal-title>Frontiers in Energy Research</journal-title>
<abbrev-journal-title abbrev-type="pubmed">Front. Energy Res.</abbrev-journal-title>
<issn pub-type="epub">2296-598X</issn>
<publisher>
<publisher-name>Frontiers Media S.A.</publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id pub-id-type="publisher-id">634551</article-id>
<article-id pub-id-type="doi">10.3389/fenrg.2021.634551</article-id>
<article-categories>
<subj-group subj-group-type="heading">
<subject>Energy Research</subject>
<subj-group>
<subject>Methods</subject>
</subj-group>
</subj-group>
</article-categories>
<title-group>
<article-title>Evaluation Method of Wind Power Consumption Capacity Based on Multi-Fractal Theory</article-title>
<alt-title alt-title-type="left-running-head">Li et al.</alt-title>
<alt-title alt-title-type="right-running-head">Assessment of Consumption Capacity</alt-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname>Li</surname>
<given-names>Hongzhong</given-names>
</name>
<xref ref-type="aff" rid="aff1">
<sup>1</sup>
</xref>
</contrib>
<contrib contrib-type="author" corresp="yes">
<name>
<surname>Wang</surname>
<given-names>Yao</given-names>
</name>
<xref ref-type="aff" rid="aff1">
<sup>1</sup>
</xref>
<xref ref-type="corresp" rid="c001">&#x2a;</xref>
<uri xlink:href="https://loop.frontiersin.org/people/1030292/overview"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname>Zhang</surname>
<given-names>Xinyu</given-names>
</name>
<xref ref-type="aff" rid="aff2">
<sup>2</sup>
</xref>
</contrib>
<contrib contrib-type="author">
<name>
<surname>Fu</surname>
<given-names>Guo</given-names>
</name>
<xref ref-type="aff" rid="aff1">
<sup>1</sup>
</xref>
</contrib>
</contrib-group>
<aff id="aff1">
<label>
<sup>1</sup>
</label>School of Electrical Engineering, Shanghai University of Electric Power, <addr-line>Shanghai</addr-line>, <country>China</country>
</aff>
<aff id="aff2">
<label>
<sup>2</sup>
</label>East China Electric Power Design Institute Co., Ltd., China Power Engineering Consulting Corporation, <addr-line>Shanghai</addr-line>, <country>China</country>
</aff>
<author-notes>
<fn fn-type="edited-by">
<p>
<bold>Edited by:</bold> <ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/993077/overview">Peng Li</ext-link>, Tianjin University, China</p>
</fn>
<fn fn-type="edited-by">
<p>
<bold>Reviewed by:</bold> <ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/993357/overview">Yue Zhou</ext-link>, Cardiff University, United Kingdom</p>
<p>
<ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/1020193/overview">Yanbo Chen</ext-link>, North China Electric Power University, China</p>
</fn>
<corresp id="c001">&#x2a;Correspondence: Yao Wang, <email>hushnowy@163.com</email>
</corresp>
<fn fn-type="other">
<p>This article was submitted to Smart Grids, a section of the journal Frontiers in Energy Research</p>
</fn>
</author-notes>
<pub-date pub-type="epub">
<day>23</day>
<month>03</month>
<year>2021</year>
</pub-date>
<pub-date pub-type="collection">
<year>2021</year>
</pub-date>
<volume>9</volume>
<elocation-id>634551</elocation-id>
<history>
<date date-type="received">
<day>28</day>
<month>11</month>
<year>2020</year>
</date>
<date date-type="accepted">
<day>01</day>
<month>02</month>
<year>2021</year>
</date>
</history>
<permissions>
<copyright-statement>Copyright &#xa9; 2021 Li, Wang, Zhang and Fu.</copyright-statement>
<copyright-year>2021</copyright-year>
<copyright-holder>Li, Wang, Zhang and Fu</copyright-holder>
<license xlink:href="http://creativecommons.org/licenses/by/4.0/">
<p>This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.</p>
</license>
</permissions>
<abstract>
<p>An analysis model of wind power consumption capacity is established with the multi-fractal theory. Firstly, the fluctuation characteristics of wind power are described through multi-fractal parameters, and the correlation between wind power fluctuation characteristics and consumption capacity are analyzed. Afterwards, the swinging door algorithm (SDA) is applied to divide the wind power curve in the evaluation period, and the fluctuation process with similar characteristics is clustered. Further, a functional analysis model to evaluate wind power consumption capacity is mentioned based on the fluctuation clustering results. Finally, the effectiveness of the method is verified by an example of a regional power grid in China, and the influence of adjustable parameters in the model on the consumption capacity is quantitatively analyzed.</p>
</abstract>
<kwd-group>
<kwd>multi-fractal theory</kwd>
<kwd>division of fluctuation process</kwd>
<kwd>fluctuation clustering</kwd>
<kwd>functional analysis model</kwd>
<kwd>wind power consumption</kwd>
</kwd-group>
</article-meta>
</front>
<body>
<sec id="s1">
<title>Introduction</title>
<p>With the increase of power demands, the proportion of renewable energy in power grid is increasing, especially the wind power (<xref ref-type="bibr" rid="B17">Qazi et al., 2019</xref>). The installed capacity of wind power has reached 210&#xa0;GW, accounting for 10.4% of the total in China by the end of 2019. The installed capacity is expected to reach 250&#xa0;GW by the end of 2020, and the proportion of wind power in the energy supply system will increase year by year (<xref ref-type="bibr" rid="B7">Global Energy Interconnection Development and Cooperation Organization, 2020</xref>). However, the volatility and randomness of wind power bring severe challenges to the dispatching and operation of power system.</p>
<p>In recent years, the problem of &#x201c;wind power curtailment&#x201d; is becoming more and more serious, which has caused a waste of power generation resources and brought some economic losses. To ensure the safety and economy of power system, the reasonable wind power uncertainty model and unit commitment optimization method are established (<xref ref-type="bibr" rid="B4">Chen et al., 2019</xref>; <xref ref-type="bibr" rid="B34">Zhang et al., 2019a</xref>; <xref ref-type="bibr" rid="B35">Zhang et al., 2019b</xref>; <xref ref-type="bibr" rid="B3">Chen et al., 2020</xref>). In (<xref ref-type="bibr" rid="B34">Zhang et al., 2019a</xref>), the optimal unit commitment decision was obtained by considering the temporal and spatial correlation of wind load uncertainty prediction error. In (<xref ref-type="bibr" rid="B35">Zhang et al., 2019b</xref>), the time autocorrelation of wind power/load forecasting error and outage probability are considered in the unit commitment optimization method. These models not only reduce the operation cost of the optimization results, but also ensure the safe operation of the power system.</p>
<p>On the other hand, aiming at the problem of wind power curtailment, some literature focuses on how to improve the consumption capacity of wind power. In (<xref ref-type="bibr" rid="B14">Meena et al., 2017</xref>), a new bi-level optimization framework is proposed aim at the optimal configuration and operation management of wind power generation. To enhance the adaptability and load acceptance of wind power, Wu et al. (<xref ref-type="bibr" rid="B27">Wu and Jiang., 2019</xref>) considered the joint planning, which includes installed capacity and location of wind power, expansion of transmission network, and location and scale of energy storage system. With the increase of coupling among multi-energy systems, some scholars also try to increase the wind power consumption capacity from the perspective of integrated energy (<xref ref-type="bibr" rid="B26">Wang and Li., 2017</xref>; <xref ref-type="bibr" rid="B15">Mu et al., 2019</xref>; <xref ref-type="bibr" rid="B13">Ma et al., 2020</xref>). There are different methods to improve the consumption capacity. However, how to evaluate the wind power quickly and accurately is the precondition for achieving reasonable dispatching decision and planning. Only on the basis of accurate assessment of the consumption capacity, can those methods be more meaningful.</p>
<p>So far, most of the studies use mathematical optimization models to evaluate the wind power consumption capacity (<xref ref-type="bibr" rid="B2">Chen et al., 2017</xref>; <xref ref-type="bibr" rid="B9">Koutroumpezis and Safigianni., 2010</xref>; <xref ref-type="bibr" rid="B28">Xie, et al., 2016</xref>; <xref ref-type="bibr" rid="B24">Wang, et al., 2018</xref>; <xref ref-type="bibr" rid="B23">Wang et al., 2020</xref>). Usually, many kinds of security operation constraints (<xref ref-type="bibr" rid="B1">Abad et al., 2018</xref>; <xref ref-type="bibr" rid="B6">Fu et al., 2018</xref>; <xref ref-type="bibr" rid="B21">Torquato et al., 2018</xref>; <xref ref-type="bibr" rid="B32">Zhan and Liu., 2019</xref>) are considered and different optimization algorithms are used to obtain the optimal solution of the objective function. In (<xref ref-type="bibr" rid="B16">Nguyen and Mitra, 2016</xref>), the influence of wind power generation on frequency regulation ability under different penetration levels is explored. In (<xref ref-type="bibr" rid="B19">Sun et al., 2018</xref>), a multi-objective optimization method for power system coordination is established, which can be applied to evaluate the wind power consumption capacity. In (<xref ref-type="bibr" rid="B28">Xie et al., 2016</xref>), a wind power consumption optimization model with security constraints and flexible demand response is established. Xu et al. (<xref ref-type="bibr" rid="B29">Xu et al., 2016</xref>) calculated the wind power consumption capacity based on the multi-scenario method in which a variety of constraints were considered. In (<xref ref-type="bibr" rid="B6">Fu et al., 2018</xref>), the system peak shaving capacity constraints were considered, and the optimization model is established based on the statistical characteristics of wind power output. The mathematical optimization method is complex in modeling, with a large amount of calculation and limited application. In addition, most of the evaluation models in the above studies are for a certain moment, only considering the power grid&#x2019;s consumption capacity at the extreme moment, but the wind power output also has strong volatility in other times. Therefore, the fluctuation characteristics of wind power in the whole period should be considered in the evaluation model.</p>
<p>On the basis of these studies, it is necessary to analyze the fluctuation characteristics of wind power from a long time scale, so as to improve the accuracy and adaptability of the assessment. Yang et al. (<xref ref-type="bibr" rid="B31">Yang et al., 2017</xref>) proposed an analysis method to divide and express the fluctuation process of wind power, but did not carry out quantitative analysis on the volatility of wind power. For the study of volatility, in (<xref ref-type="bibr" rid="B18">Shi et al., 2018</xref>), the fluctuation of wind power output data are analyzed by the probability density function (PDF) and discrete Fourier transform (DFT) in time and frequency domain. In (<xref ref-type="bibr" rid="B33">Zhang et al., 2017</xref>), fluctuating characters of the wind power are assumed to obey the versatile distribution. In (<xref ref-type="bibr" rid="B10">Lamsal et al., 2019</xref>; <xref ref-type="bibr" rid="B11">Li et al., 2019</xref>), the variation of the difference between the maximum and minimum power values within a certain time interval is used to describe the volatility of wind power.</p>
<p>Since the fluctuation of wind power varies with time, the fluctuation characteristics of wind power at different levels should be described by appropriate parameters. Multi-fractal theory (<xref ref-type="bibr" rid="B8">Harte and David, 2001</xref>) is an effective tool for studying the fluctuation characteristics of stochastic time series, and has been applied in many fields of power system. In (<xref ref-type="bibr" rid="B20">Teng et al., 2019</xref>), a multi-fractal spectrum is adopted to investigate wind speed characterizations. Liu et al. (<xref ref-type="bibr" rid="B12">Liu et al., 2014</xref>) examined the feasibility of applying the multi-fractal theory to analyse the electricity price fluctuation.</p>
<p>Thus, an evaluation method of wind power consumption capacity based on fluctuation characteristics analysis is carried out. Firstly, the singularity index of multi-fractal theory is adopted to describe the fluctuation characteristics of wind power. The matching degree between wind power and load curve is represented by the average Euclidean distance. The correlation between fluctuation parameters, average Euclidean distance and wind power consumption is verified based on historical data. On this basis, the fluctuation process is divided and clustered by the swinging door algorithm (SDA) and clustering algorithm, respectively. Finally, an evaluation model is established based on the fluctuation parameters. The method combines the fluctuation processes with the same fluctuation characteristics, greatly simplifies the calculation process. The consumption capacity of the power grid to a given wind power curve is analyzed, which is helpful for dispatchers to make reasonable decisions.</p>
</sec>
<sec id="s2">
<title>Key Influencing Factors</title>
<sec id="s2-1">
<title>Fluctuation Degree of Wind Power Output</title>
<sec id="s2-1-1">
<title>Multi-Fractal Theory</title>
<p>Multi-fractal is a kind of complex fractal structure which divides the non-uniform distribution area into multiple regions. It is composed of multiple non-uniform distribution sets with different singular indexes. The local characteristics of a system with complex fractals under different scales were described. Each scale can be represented by different parameters or dimensions. This series of parameters form a set, so that all different sets have different scales and fractal dimensions. Generally, the problems with fractal characteristics are described qualitatively and quantitatively by multi-fractal spectrum. The numerical value of each local detail and the probability distribution in the process of local detail change are calculated by Legendre transform.</p>
<p>The multi-fractal object is divided into <inline-formula id="inf1">
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<mml:mi>N</mml:mi>
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</inline-formula> regions. <inline-formula id="inf2">
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</inline-formula> and <inline-formula id="inf3">
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<mml:msub>
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<mml:mi>i</mml:mi>
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</mml:mrow>
</mml:math>
</inline-formula> be the scale size of each region and the probability of physical quantity respectively. The relationship between <inline-formula id="inf4">
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<mml:mrow>
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</inline-formula> in different regions is expressed by scale index <inline-formula id="inf6">
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<mml:msubsup>
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</disp-formula>
</p>
<p>When <inline-formula id="inf7">
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</inline-formula> is the scaling index, which represents the fractal dimension of the local shape.</p>
</sec>
<sec id="s2-1-2">
<title>Fluctuation Degree</title>
<p>Based on multi-fractal theory, the local regularity of wind power output curve on different time scales is described by the singularity index. Wind power series <inline-formula id="inf9">
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<p>Here, <inline-formula id="inf13">
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</mml:mrow>
</mml:math>
</inline-formula> is the sum of wind power output of all sections.</p>
<p>The singularity of wind power fluctuation in the <inline-formula id="inf18">
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</mml:mrow>
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</inline-formula> interval is characterized by local singularity index <inline-formula id="inf19">
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</inline-formula>, which reflects the irregularity of wind power in this interval. It satisfies the following conditions in the scale-free interval.<disp-formula id="e4">
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<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>s</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x221d;</mml:mo>
<mml:msup>
<mml:mi>s</mml:mi>
<mml:mrow>
<mml:msub>
<mml:mi>&#x3b1;</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
<label>(4)</label>
</disp-formula>
</p>
<p>Since <inline-formula id="inf20">
<mml:math id="minf20">
<mml:mi>s</mml:mi>
</mml:math>
</inline-formula> is smaller than 1 in multi-fractal calculation, <inline-formula id="inf21">
<mml:math id="minf21">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="normal">&#x3b1;</mml:mi>
<mml:mrow>
<mml:mi>min</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf22">
<mml:math id="minf22">
<mml:mrow>
<mml:msub>
<mml:mi mathvariant="normal">&#x3b1;</mml:mi>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> correspond to the maximum and minimum probability subsets respectively. The difference between the two probability is used to describe the fluctuation and stability of the sequence distribution. Variation of wind power output in a certain section can be expressed by <inline-formula id="inf23">
<mml:math id="minf23">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. The larger the <inline-formula id="inf24">
<mml:math id="minf24">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the more uneven the wind power output distribution and the greater the volatility.<disp-formula id="e5">
<mml:math id="me5">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mi>&#x3b1;</mml:mi>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>&#x3b1;</mml:mi>
<mml:mrow>
<mml:mi>min</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x223c;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>ln</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>min</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi>ln</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:mi>s</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2212;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>ln</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi>ln</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:mi>s</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>ln</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo>/</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mi>min</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mrow>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mrow>
<mml:mi>ln</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mi>s</mml:mi>
</mml:mrow>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfrac>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(5)</label>
</disp-formula>
</p>
</sec>
</sec>
<sec id="s2-2">
<title>Matching Degree of Wind Power Output and Load Demand</title>
<p>The consumption capacity is closely related to the fluctuation of the wind power curve if the unit parameters have been determined. Wind power will be curtailed if the fluctuation range of wind power exceeds the regulation capacity of the unit. However, wind power may fluctuate greatly at both high and low output, a single fluctuation parameter can not accurately reflect the wind power consumption capacity. The matching degree of wind power output and load demand is also a key factor, which is measured by the similarity between load and wind power curve. The higher the similarity, the greater the wind power consumption. To compare the wave processes of different time scales, the average value of Euclidean distance of all data points is reflected to the matching degree. The calculation formula is as follows:<disp-formula id="e6">
<mml:math id="me6">
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mrow>
<mml:mi>a</mml:mi>
<mml:mi>v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:msqrt>
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:msubsup>
<mml:mo>&#x2211;</mml:mo>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mi>N</mml:mi>
</mml:msubsup>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>W</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>L</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:mstyle>
</mml:mrow>
</mml:msqrt>
</mml:mrow>
<mml:mi>N</mml:mi>
</mml:mfrac>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(6)</label>
</disp-formula>
</p>
<p>Here, <inline-formula id="inf25">
<mml:math id="minf25">
<mml:mi>N</mml:mi>
</mml:math>
</inline-formula> is the number of sampling points in the fluctuation duration. <inline-formula id="inf26">
<mml:math id="minf26">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>W</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf27">
<mml:math id="minf27">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>L</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are the wind power and load power in the <inline-formula id="inf28">
<mml:math id="minf28">
<mml:mrow>
<mml:msup>
<mml:mi>i</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mi>h</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> point.</p>
</sec>
</sec>
<sec id="s3">
<title>Analysis on Fluctuation Characteristics of Wind Power Consumption</title>
<sec id="s3-1">
<title>Correlation Analysis</title>
<p>Taking the data of a district in China in August 2019 as an example, the correlation between wind power consumption capacity and fluctuation characteristics is qualitatively analyzed by Pearson correlation coefficient (PCC). PCC is the most commonly used method to measure the correlation of series, and has many application examples in wind power output prediction (<xref ref-type="bibr" rid="B22">Vall&#xe9;e et al., 2011</xref>; <xref ref-type="bibr" rid="B36">Zhou et al., 2019</xref>; <xref ref-type="bibr" rid="B25">Wang and Zou, 2020</xref>). The correlation between any two variable sequences <italic>x</italic> and <italic>y</italic> can be calculated by <xref ref-type="disp-formula" rid="e7">Eq. 7</xref>.<disp-formula id="e7">
<mml:math id="me7">
<mml:mrow>
<mml:mi>r</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>cov</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mi>&#x3c3;</mml:mi>
<mml:mi>x</mml:mi>
</mml:msub>
<mml:msub>
<mml:mi>&#x3c3;</mml:mi>
<mml:mi>y</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>x</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>y</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mrow>
<mml:msqrt>
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mi>x</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mi>E</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>x</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msqrt>
<mml:msqrt>
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mi>y</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mi>E</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>y</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msqrt>
</mml:mrow>
</mml:mfrac>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
<label>(7)</label>
</disp-formula>where <inline-formula id="inf29">
<mml:math id="minf29">
<mml:mrow>
<mml:mi>r</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is the correlation coefficient of <italic>x</italic> and <italic>y</italic>; <inline-formula id="inf30">
<mml:math id="minf30">
<mml:mrow>
<mml:mi>cov</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mo>,</mml:mo>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is the covariance operation; <inline-formula id="inf31">
<mml:math id="minf31">
<mml:mrow>
<mml:mi>E</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mo>&#x22c5;</mml:mo>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is the expected operation; <inline-formula id="inf32">
<mml:math id="minf32">
<mml:mrow>
<mml:msub>
<mml:mi>&#x3c3;</mml:mi>
<mml:mi>x</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf33">
<mml:math id="minf33">
<mml:mrow>
<mml:msub>
<mml:mi>&#x3c3;</mml:mi>
<mml:mi>y</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are the standard deviations of variables.</p>
<p>
<xref ref-type="fig" rid="F1">Figure 1</xref> shows the calculation results of correlation analysis. With correlation coefficient <inline-formula id="inf34">
<mml:math id="minf34">
<mml:mrow>
<mml:msub>
<mml:mi>r</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>0.7977</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, which shows that fluctuation parameters have strong negative correlation with wind power consumption, that is, the greater the parameter value, the smaller the wind power consumption. With correlation coefficient <inline-formula id="inf35">
<mml:math id="minf35">
<mml:mrow>
<mml:msub>
<mml:mi>r</mml:mi>
<mml:mn>2</mml:mn>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>0.8477</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, similarly, there is a strong negative correlation between European distance and consumption.</p>
<fig id="F1" position="float">
<label>FIGURE 1</label>
<caption>
<p>Correlation between volatility parameters, average Euclidean distance and wind power consumption.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g001.tif"/>
</fig>
</sec>
<sec id="s3-2">
<title>Division of Fluctuation Process</title>
<p>The division of fluctuation process is the basis of studying the fluctuation characteristics of wind power output. The swinging door algorithm (SDA) proposed in (<xref ref-type="bibr" rid="B5">Florita et al., 2013</xref>) is applied to divide the fluctuation process. The principle is as follows:<disp-formula id="e8">
<mml:math id="me8">
<mml:mrow>
<mml:mrow>
<mml:mo>{</mml:mo>
<mml:mrow>
<mml:mtable>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>u</mml:mi>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>max</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>t</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3b5;</mml:mi>
</mml:mrow>
<mml:mi>t</mml:mi>
</mml:mfrac>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>d</mml:mi>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>min</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>t</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
<mml:mo>&#x2b;</mml:mo>
<mml:mi>&#x3b5;</mml:mi>
</mml:mrow>
<mml:mi>t</mml:mi>
</mml:mfrac>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mrow>
<mml:mtext>&#x2003;</mml:mtext>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1,2,3</mml:mn>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:mi>T</mml:mi>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(8)</label>
</disp-formula>
</p>
<p>Here, <inline-formula id="inf36">
<mml:math id="minf36">
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>u</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf37">
<mml:math id="minf37">
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>d</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are the up and down swinging door respectively. <inline-formula id="inf38">
<mml:math id="minf38">
<mml:mi mathvariant="normal">&#x3b5;</mml:mi>
</mml:math>
</inline-formula> is the window width. <inline-formula id="inf39">
<mml:math id="minf39">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mn>0</mml:mn>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the wind power at the initial time. <inline-formula id="inf40">
<mml:math id="minf40">
<mml:mrow>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mi>t</mml:mi>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is the wind power at <inline-formula id="inf41">
<mml:math id="minf41">
<mml:mi>t</mml:mi>
</mml:math>
</inline-formula> time. The up and down swinging door are calculated from <inline-formula id="inf42">
<mml:math id="minf42">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf43">
<mml:math id="minf43">
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> satisfying <xref ref-type="disp-formula" rid="e9">Eq. 9</xref> is the end time of current fluctuation.<disp-formula id="e9">
<mml:math id="me9">
<mml:mrow>
<mml:mrow>
<mml:mo>{</mml:mo>
<mml:mrow>
<mml:mtable>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>min</mml:mi>
<mml:mi>t</mml:mi>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:mi>s</mml:mi>
<mml:mo>.</mml:mo>
<mml:mi>t</mml:mi>
<mml:mo>.</mml:mo>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>u</mml:mi>
</mml:msub>
<mml:mo>&#x2265;</mml:mo>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>d</mml:mi>
</mml:msub>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mrow>
</mml:mrow>
</mml:math>
<label>(9)</label>
</disp-formula>
</p>
<p>According to the principle of swinging door algorithm, the next fluctuation process starts from <inline-formula id="inf44">
<mml:math id="minf44">
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the division is continued until the wind power data in the whole cycle is traversed. There may be an inflection point in a continuous and same trend fluctuation process, which will lead to the neglect of a data point and errors. Therefore, the traditional swinging door algorithm is improved.</p>
<p>The fluctuation trend before and after the termination point should be judged in the iterative process. That is, when each iteration process of fluctuation division is completed, it is necessary to judge the relationship between the change trend of the two fluctuation processes connected with the termination point. The termination condition of iteration division is changed from <xref ref-type="disp-formula" rid="e9">Eqs. 9</xref>, <xref ref-type="disp-formula" rid="e10">10</xref>:<disp-formula id="e10">
<mml:math id="me10">
<mml:mrow>
<mml:mrow>
<mml:mo>{</mml:mo>
<mml:mtable columnalign="left">
<mml:mtr>
<mml:mtd>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>min</mml:mi>
<mml:mi>t</mml:mi>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mi>s</mml:mi>
<mml:mo>.</mml:mo>
<mml:mi>t</mml:mi>
<mml:mo>.</mml:mo>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>u</mml:mi>
</mml:msub>
<mml:mo>&#x2265;</mml:mo>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mi>d</mml:mi>
</mml:msub>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd>
<mml:mrow>
<mml:mo>[</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>]</mml:mo>
</mml:mrow>
<mml:mo>&#x22c5;</mml:mo>
<mml:mrow>
<mml:mo>[</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>]</mml:mo>
</mml:mrow>
<mml:mo>&#x2265;</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mrow>
</mml:math>
<label>(10)</label>
</disp-formula>where <inline-formula id="inf45">
<mml:math id="minf45">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf46">
<mml:math id="minf46">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mrow>
<mml:mi>m</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf47">
<mml:math id="minf47">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>W</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mrow>
<mml:mi>m</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> are the wind power at time <inline-formula id="inf48">
<mml:math id="minf48">
<mml:mrow>
<mml:msub>
<mml:mi>t</mml:mi>
<mml:mi>m</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the next sampling time and the last sampling time respectively.</p>
<p>In <xref ref-type="disp-formula" rid="e8">Eq. 8</xref>, the window width <inline-formula id="inf49">
<mml:math id="minf49">
<mml:mi>&#x3b5;</mml:mi>
</mml:math>
</inline-formula> affects the identification of continuous and identical trend fluctuations. Most of the division results will be small fluctuations if the selection is too small. Instead, the results will be large fluctuations and small ones ignored.</p>
</sec>
<sec id="s3-3">
<title>Clustering of Fluctuation Processes</title>
<p>The consumption capacity is significantly associated with volatility parameters and average Euclidean distance. The fluctuation process of wind power is clustered based on <inline-formula id="inf50">
<mml:math id="minf50">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf51">
<mml:math id="minf51">
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mrow>
<mml:mi>a</mml:mi>
<mml:mi>v</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. Essentially, the same fluctuation process should have similar consumption capacity in the clustering results.</p>
<p>A clustering algorithm with breadth first search neighbors (BF-SN) (<xref ref-type="bibr" rid="B30">Xue et al., 2015</xref>) is applied to cluster the fluctuation process. It is not needed to determine the number of clusters in advance in the algorithm, and the optimal parameters are easy to set. The steps are as follows:<list list-type="order">
<list-item>
<p>Input fluctuation process set, and <inline-formula id="inf52">
<mml:math id="minf52">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is the abscissa of each fluctuation process and <inline-formula id="inf53">
<mml:math id="minf53">
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mrow>
<mml:mi>a</mml:mi>
<mml:mi>v</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the ordinate;</p>
</list-item>
<list-item>
<p>Input the clustering parameters <inline-formula id="inf54">
<mml:math id="minf54">
<mml:mi>r</mml:mi>
</mml:math>
</inline-formula> and <inline-formula id="inf55">
<mml:math id="minf55">
<mml:mi>&#x3bb;</mml:mi>
</mml:math>
</inline-formula>. Where <inline-formula id="inf56">
<mml:math id="minf56">
<mml:mi>r</mml:mi>
</mml:math>
</inline-formula> is the distance parameter to judge whether the two fluctuation processes are neighbors. Generally, the average distance between objects in the dissimilarity matrix can be taken as (<xref ref-type="bibr" rid="B5">Florita et al., 2013</xref>). <inline-formula id="inf57">
<mml:math id="minf57">
<mml:mi>&#x3bb;</mml:mi>
</mml:math>
</inline-formula> is the parameter to judge whether the fluctuation process can be clustered into one class. <inline-formula id="inf58">
<mml:math id="minf58">
<mml:mrow>
<mml:mi>&#x3bb;</mml:mi>
<mml:mo>&#x2208;</mml:mo>
<mml:mrow>
<mml:mo>[</mml:mo>
<mml:mrow>
<mml:mn>0,1</mml:mn>
</mml:mrow>
<mml:mo>]</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, that is, if the fluctuation is joined to a certain class, <inline-formula id="inf59">
<mml:math id="minf59">
<mml:mi mathvariant="normal">X</mml:mi>
</mml:math>
</inline-formula> must be neighbors with the original fluctuation process of <inline-formula id="inf60">
<mml:math id="minf60">
<mml:mrow>
<mml:mi>&#x3bb;</mml:mi>
<mml:mo>%</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> in this class;</p>
</list-item>
<list-item>
<p>Solve the similarity matrix. The similarity degree matrix is a quantitative representation of the similarity of any two fluctuation processes. Its diagonal elements are 1, and the non diagonal elements <inline-formula id="inf61">
<mml:math id="minf61">
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> represent the similarity between the fluctuation processes <inline-formula id="inf62">
<mml:math id="minf62">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf63">
<mml:math id="minf63">
<mml:mrow>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>;</p>
</list-item>
<list-item>
<p>Search clustering. A new empty class is created and classified into this class from any fluctuation process <inline-formula id="inf64">
<mml:math id="minf64">
<mml:mi>X</mml:mi>
</mml:math>
</inline-formula>. All neighbors of <inline-formula id="inf65">
<mml:math id="minf65">
<mml:mi>X</mml:mi>
</mml:math>
</inline-formula> are searched according to the parameter <inline-formula id="inf66">
<mml:math id="minf66">
<mml:mi>r</mml:mi>
</mml:math>
</inline-formula> and whether they are classified into the class according to the parameter <inline-formula id="inf67">
<mml:math id="minf67">
<mml:mi>&#x3bb;</mml:mi>
</mml:math>
</inline-formula>. When all the volatility processes except <inline-formula id="inf68">
<mml:math id="minf68">
<mml:mi>X</mml:mi>
</mml:math>
</inline-formula> are traversed, the clustering is completed once;</p>
</list-item>
<list-item>
<p>Repeat step 4)to complete the clustering of all fluctuation processes.</p>
</list-item>
</list>
</p>
</sec>
</sec>
<sec id="s4">
<title>Evalution Model</title>
<sec id="s4-1">
<title>Wind Power Output Model</title>
<p>According to <xref ref-type="disp-formula" rid="e3">Eqs. 3</xref>, <xref ref-type="disp-formula" rid="e4">4</xref>, there is a one-to-one correspondence between wind power output <inline-formula id="inf69">
<mml:math id="minf69">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>W</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and volatility parameters <inline-formula id="inf70">
<mml:math id="minf70">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:msub>
<mml:mi>&#x3b1;</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> in the <inline-formula id="inf71">
<mml:math id="minf71">
<mml:mrow>
<mml:msup>
<mml:mi>i</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mi>h</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> fluctuation process.<disp-formula id="e11">
<mml:math id="me11">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>W</mml:mi>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>F</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:msub>
<mml:mi>&#x3b1;</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(11)</label>
</disp-formula>
</p>
<p>The functional relationship reflects the irregularity and distribution characteristics of wind power in the process of fluctuation.</p>
</sec>
<sec id="s4-2">
<title>Functional Analysis Model</title>
<sec id="s4-2-1">
<title>State Space</title>
<p>The state of the system is judged according to the basic properties of the <inline-formula id="inf72">
<mml:math id="minf72">
<mml:mrow>
<mml:msup>
<mml:mi>i</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mi>h</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> fluctuation stage. <inline-formula id="inf73">
<mml:math id="minf73">
<mml:mi>Y</mml:mi>
</mml:math>
</inline-formula> represents the state set of the system in the whole evaluation period.<disp-formula id="e12">
<mml:math id="me12">
<mml:mrow>
<mml:mrow>
<mml:mo>{</mml:mo>
<mml:mrow>
<mml:mi>Y</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mn>2</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mi>k</mml:mi>
</mml:msub>
<mml:mrow>
<mml:mo>&#x7c;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mn>1</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mn>2</mml:mn>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mi>k</mml:mi>
</mml:msub>
<mml:mo>&#x2208;</mml:mo>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mn>0,1</mml:mn>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mrow>
</mml:mrow>
<mml:mo>}</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
<label>(12)</label>
</disp-formula>where <inline-formula id="inf74">
<mml:math id="minf74">
<mml:mrow>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mi>k</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> indicates whether the system satisfy the <inline-formula id="inf75">
<mml:math id="minf75">
<mml:mrow>
<mml:msup>
<mml:mi>k</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mi>h</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> constraint. If the system does not satisfy the constraint, <inline-formula id="inf76">
<mml:math id="minf76">
<mml:mrow>
<mml:msub>
<mml:mi>y</mml:mi>
<mml:mi>k</mml:mi>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, otherwise, <inline-formula id="inf77">
<mml:math id="minf77">
<mml:mrow>
<mml:msub>
<mml:mi>y</mml:mi>
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<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<p>The constraints are considered in the state space as follows:</p>
<sec id="s4-2-1-1">
<title>Power Balance Constraints</title>
<p>
<disp-formula id="e13">
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<label>(13)</label>
</disp-formula>
</p>
</sec>
<sec id="s4-2-1-2">
<title>Power Output Constraints</title>
<p>
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<label>(14)</label>
</disp-formula>
</p>
</sec>
<sec id="s4-2-1-3">
<title>Power Ramp Constraints</title>
<p>
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<label>(15)</label>
</disp-formula>
</p>
</sec>
<sec id="s4-2-1-4">
<title>Tie Line Power Constraints</title>
<p>
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</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are the minimum and maximum output of the unit; <inline-formula id="inf82">
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</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are the power limit of tie line; <inline-formula id="inf83">
<mml:math id="minf83">
<mml:mrow>
<mml:msub>
<mml:mi>R</mml:mi>
<mml:mrow>
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</mml:mrow>
</mml:msub>
</mml:mrow>
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</inline-formula> and <inline-formula id="inf84">
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<mml:mi>R</mml:mi>
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</mml:msub>
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</inline-formula> are the climbing speed of the unit.</p>
<p>The proposed evaluation method is mainly used to calculate the wind power that the system can consume. If the system does not meet the power balance constraints, there may be two situations: excess power and power shortage. The former will lead to wind power being abandoned, and in the latter case, the system can consume all the wind power. However, the system will load shedding when the load demand can not be met. If the system satisfies the power balance constraints, <italic>y</italic>
<sub>1</sub> will be 0; if the power is excessive, <italic>y</italic>
<sub>1</sub> is one; if the power is insufficient, <italic>y</italic>
<sub>1</sub> is &#x2013;1.</p>
</sec>
</sec>
<sec id="s4-2-2">
<title>Evaluation Model</title>
<p>For each kind of fluctuation process, a functional analysis model of consumption capacity evaluation is established according to the state set.<disp-formula id="e17">
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<label>(17)</label>
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<label>(19)</label>
</disp-formula>
</p>
<p>Here, <inline-formula id="inf85">
<mml:math id="minf85">
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<mml:msub>
<mml:mi>C</mml:mi>
<mml:mrow>
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<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the wind power curtailment generated by the system due to insufficient climbing capacity of the unit. <inline-formula id="inf86">
<mml:math id="minf86">
<mml:mrow>
<mml:msub>
<mml:mi>C</mml:mi>
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<mml:mo>,</mml:mo>
<mml:mi>i</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the maximum consumption capacity of the wind power when the system has excess power. <inline-formula id="inf87">
<mml:math id="minf87">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is the duration. The solution flow is shown in <xref ref-type="fig" rid="F2">Figure 2</xref>.</p>
<fig id="F2" position="float">
<label>FIGURE 2</label>
<caption>
<p>Flow chart of wind power consumption capacity assessment.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g002.tif"/>
</fig>
</sec>
</sec>
</sec>
<sec id="s5">
<title>Case Study</title>
<p>The effectiveness of the proposed method is verified by the actual power grid data. The grid structure is shown in <xref ref-type="fig" rid="F3">Figure 3</xref>. There are three wind farms in the system with a total installed capacity of 350&#xa0;MW, five thermal power units and the total installed capacity is 786&#xa0;MW. The parameters of each generator set are shown in <xref ref-type="table" rid="T1">Table 1</xref>. Assuming that all units are in the starting state, the upper limit of tie line power is 50&#xa0;MW. Load and wind power output curve are shown in <xref ref-type="fig" rid="F4">Figure 4</xref>.</p>
<fig id="F3" position="float">
<label>FIGURE 3</label>
<caption>
<p>Grid structure diagram.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g003.tif"/>
</fig>
<table-wrap id="T1" position="float">
<label>TABLE 1</label>
<caption>
<p>General parameters of generator set.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left">Unit number</th>
<th align="center">Maximum output/MW</th>
<th align="center">Minimum output/MW</th>
<th align="center">Climbing rate/(MW/15&#xa0;min)</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="left">G<sub>1</sub>
</td>
<td align="char" char=".">300</td>
<td align="char" char=".">120</td>
<td align="center">24</td>
</tr>
<tr>
<td align="left">G<sub>2</sub>
</td>
<td align="char" char=".">300</td>
<td align="char" char=".">120</td>
<td align="center">24</td>
</tr>
<tr>
<td align="left">G<sub>3</sub>
</td>
<td align="char" char=".">100</td>
<td align="char" char=".">40</td>
<td align="center">7.5</td>
</tr>
<tr>
<td align="left">G<sub>4</sub>
</td>
<td align="char" char=".">50</td>
<td align="char" char=".">20</td>
<td align="center">5</td>
</tr>
<tr>
<td align="left">G<sub>5</sub>
</td>
<td align="char" char=".">36</td>
<td align="char" char=".">9</td>
<td align="center">4</td>
</tr>
<tr>
<td align="left">GK</td>
<td align="char" char=".">150</td>
<td align="char" char=".">0</td>
<td align="center">\</td>
</tr>
<tr>
<td align="left">FQ</td>
<td align="char" char=".">100</td>
<td align="char" char=".">0</td>
<td align="center">\</td>
</tr>
<tr>
<td align="left">YJ</td>
<td align="char" char=".">100</td>
<td align="char" char=".">0</td>
<td align="center">\</td>
</tr>
</tbody>
</table>
</table-wrap>
<fig id="F4" position="float">
<label>FIGURE 4</label>
<caption>
<p>Load curve and wind power output curve.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g004.tif"/>
</fig>
<sec id="s5-1">
<title>Division and Clustering of Fluctuation Processes</title>
<p>The fluctuation process of wind power is divided by SDA. Window width &#x3b5; is taken as 5% of the installed capacity of wind power. A total of 41 fluctuation processes are obtained and numbered from left to right. The results of division are shown in <xref ref-type="fig" rid="F5">Figure 5</xref>.</p>
<fig id="F5" position="float">
<label>FIGURE 5</label>
<caption>
<p>Division results of fluctuation process.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g005.tif"/>
</fig>
<p>The volatility parameter <inline-formula id="inf88">
<mml:math id="minf88">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and average Euclidean distance <inline-formula id="inf89">
<mml:math id="minf89">
<mml:mrow>
<mml:msub>
<mml:mi>D</mml:mi>
<mml:mrow>
<mml:mi>a</mml:mi>
<mml:mi>v</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> of each fluctuation process are calculated. The results are shown in <xref ref-type="table" rid="T2">Table 2</xref>. According to the calculation results, the process is clustered by breadth first search neighbor algorithm. Clustering parameters <inline-formula id="inf90">
<mml:math id="minf90">
<mml:mi>r</mml:mi>
</mml:math>
</inline-formula> and <inline-formula id="inf91">
<mml:math id="minf91">
<mml:mi>&#x3bb;</mml:mi>
</mml:math>
</inline-formula> are 0.8 and 1, respectively, and seven categories are obtained. The clustering results of each process are shown in <xref ref-type="table" rid="T3">Table 3</xref>.</p>
<table-wrap id="T2" position="float">
<label>TABLE 2</label>
<caption>
<p>Clustering parameters.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left">Fluctuation process</th>
<th align="center">Volatility parameter <inline-formula id="inf92">
<mml:math id="minf92">
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</th>
<th align="center">Average euclidean distance <italic>D</italic>
<sub>av</sub>
</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="left">1</td>
<td align="char" char=".">0.12825</td>
<td align="char" char=".">345.58</td>
</tr>
<tr>
<td align="left">2</td>
<td align="char" char=".">0.05803</td>
<td align="char" char=".">224.08</td>
</tr>
<tr>
<td align="left">3</td>
<td align="char" char=".">0.0451</td>
<td align="char" char=".">204.97</td>
</tr>
<tr>
<td align="left">4</td>
<td align="char" char=".">0.09167</td>
<td align="char" char=".">233.89</td>
</tr>
<tr>
<td align="left">5</td>
<td align="char" char=".">0.09478</td>
<td align="char" char=".">232.52</td>
</tr>
<tr>
<td align="left">6</td>
<td align="char" char=".">0.06923</td>
<td align="char" char=".">182.69</td>
</tr>
<tr>
<td align="left">7</td>
<td align="char" char=".">0.16041</td>
<td align="char" char=".">262.03</td>
</tr>
<tr>
<td align="left">8</td>
<td align="char" char=".">0.17606</td>
<td align="char" char=".">305.66</td>
</tr>
<tr>
<td align="left">9</td>
<td align="char" char=".">0.18043</td>
<td align="char" char=".">306.28</td>
</tr>
<tr>
<td align="left">10</td>
<td align="char" char=".">0.10285</td>
<td align="char" char=".">304.41</td>
</tr>
<tr>
<td align="left">11</td>
<td align="char" char=".">0.06132</td>
<td align="char" char=".">187.18</td>
</tr>
<tr>
<td align="left">12</td>
<td align="char" char=".">0.13755</td>
<td align="char" char=".">302.49</td>
</tr>
<tr>
<td align="left">13</td>
<td align="char" char=".">0.08869</td>
<td align="char" char=".">264.32</td>
</tr>
<tr>
<td align="left">14</td>
<td align="char" char=".">0.03097</td>
<td align="char" char=".">260.42</td>
</tr>
<tr>
<td align="left">15</td>
<td align="char" char=".">0.12833</td>
<td align="char" char=".">455.5</td>
</tr>
<tr>
<td align="left">16</td>
<td align="char" char=".">0.02609</td>
<td align="char" char=".">289.17</td>
</tr>
<tr>
<td align="left">17</td>
<td align="char" char=".">0.02436</td>
<td align="char" char=".">319.8</td>
</tr>
<tr>
<td align="left">18</td>
<td align="char" char=".">0.04972</td>
<td align="char" char=".">288.12</td>
</tr>
<tr>
<td align="left">19</td>
<td align="char" char=".">0.11088</td>
<td align="char" char=".">470.98</td>
</tr>
<tr>
<td align="left">20</td>
<td align="char" char=".">0.02389</td>
<td align="char" char=".">187.97</td>
</tr>
<tr>
<td align="left">21</td>
<td align="char" char=".">0.12598</td>
<td align="char" char=".">480.24</td>
</tr>
<tr>
<td align="left">22</td>
<td align="char" char=".">0.0945</td>
<td align="char" char=".">338.6</td>
</tr>
<tr>
<td align="left">23</td>
<td align="char" char=".">0.18394</td>
<td align="char" char=".">462.61</td>
</tr>
<tr>
<td align="left">24</td>
<td align="char" char=".">0.04178</td>
<td align="char" char=".">318.74</td>
</tr>
<tr>
<td align="left">25</td>
<td align="char" char=".">0.08378</td>
<td align="char" char=".">369.78</td>
</tr>
<tr>
<td align="left">26</td>
<td align="char" char=".">0.08797</td>
<td align="char" char=".">332.22</td>
</tr>
<tr>
<td align="left">27</td>
<td align="char" char=".">0.25408</td>
<td align="char" char=".">494.15</td>
</tr>
<tr>
<td align="left">28</td>
<td align="char" char=".">0.10617</td>
<td align="char" char=".">380.34</td>
</tr>
<tr>
<td align="left">29</td>
<td align="char" char=".">0.02135</td>
<td align="char" char=".">319.8</td>
</tr>
<tr>
<td align="left">30</td>
<td align="char" char=".">0.18068</td>
<td align="char" char=".">446.74</td>
</tr>
<tr>
<td align="left">31</td>
<td align="char" char=".">0.16982</td>
<td align="char" char=".">295.2</td>
</tr>
<tr>
<td align="left">32</td>
<td align="char" char=".">0.11103</td>
<td align="char" char=".">298.69</td>
</tr>
<tr>
<td align="left">33</td>
<td align="char" char=".">0.17981</td>
<td align="char" char=".">409.48</td>
</tr>
<tr>
<td align="left">34</td>
<td align="char" char=".">0.11198</td>
<td align="char" char=".">391.09</td>
</tr>
<tr>
<td align="left">35</td>
<td align="char" char=".">0.1415</td>
<td align="char" char=".">397.37</td>
</tr>
<tr>
<td align="left">36</td>
<td align="char" char=".">0.19435</td>
<td align="char" char=".">301.14</td>
</tr>
<tr>
<td align="left">37</td>
<td align="char" char=".">0.08028</td>
<td align="char" char=".">342.69</td>
</tr>
<tr>
<td align="left">38</td>
<td align="char" char=".">0.17825</td>
<td align="char" char=".">325.26</td>
</tr>
<tr>
<td align="left">39</td>
<td align="char" char=".">0.08754</td>
<td align="char" char=".">238.87</td>
</tr>
<tr>
<td align="left">40</td>
<td align="char" char=".">0.11569</td>
<td align="char" char=".">290.05</td>
</tr>
<tr>
<td align="left">41</td>
<td align="char" char=".">0.17497</td>
<td align="char" char=".">348.14</td>
</tr>
</tbody>
</table>
</table-wrap>
<table-wrap id="T3" position="float">
<label>TABLE 3</label>
<caption>
<p>Clustering results of fluctuation process.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left">Category</th>
<th align="center">Number</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="left">1</td>
<td align="center">31, 36</td>
</tr>
<tr>
<td align="left">2</td>
<td align="center">13, 25, 29, 37, 40</td>
</tr>
<tr>
<td align="left">3</td>
<td align="center">23, 33</td>
</tr>
<tr>
<td align="left">4</td>
<td align="center">16, 17, 18, 20, 39</td>
</tr>
<tr>
<td align="left">5</td>
<td align="center">4, 5, 7, 30, 41</td>
</tr>
<tr>
<td align="left">6</td>
<td align="center">2, 3, 6, 11, 14, 22, 24, 26, 32</td>
</tr>
<tr>
<td align="left">7</td>
<td align="center">1, 8, 9, 10, 12, 15, 19, 21, 27, 28, 34, 35, 38</td>
</tr>
</tbody>
</table>
</table-wrap>
</sec>
<sec id="s5-2">
<title>Calculation of Consumption Capacity</title>
<p>Function relationship between the wind power and singularity index in various wave stages is fitted. The wind power fitting function of 7 categories is replaced into the evaluation model, and the consumption capacity in the evaluation period is obtained. Take category 5 as an example to illustrate the calculation process. The results are shown in <xref ref-type="fig" rid="F6">Figure 6</xref>.<disp-formula id="equ2">
<mml:math id="mequ2">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mn>5</mml:mn>
</mml:msub>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1.281</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mn>8</mml:mn>
</mml:msup>
<mml:mo>&#x22c5;</mml:mo>
<mml:mi>&#x394;</mml:mi>
<mml:msup>
<mml:mi>&#x3b1;</mml:mi>
<mml:mn>4</mml:mn>
</mml:msup>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>7.064</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mn>7</mml:mn>
</mml:msup>
<mml:mo>&#x22c5;</mml:mo>
<mml:mi>&#x394;</mml:mi>
<mml:msup>
<mml:mi>&#x3b1;</mml:mi>
<mml:mn>3</mml:mn>
</mml:msup>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1,428</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mn>7</mml:mn>
</mml:msup>
<mml:mo>&#x22c5;</mml:mo>
<mml:mi>&#x394;</mml:mi>
<mml:msup>
<mml:mi>&#x3b1;</mml:mi>
<mml:mn>2</mml:mn>
</mml:msup>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1.251</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mn>6</mml:mn>
</mml:msup>
<mml:mo>&#x22c5;</mml:mo>
<mml:mi>&#x394;</mml:mi>
<mml:mi>&#x3b1;</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>3.994</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mn>4</mml:mn>
</mml:msup>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<fig id="F6" position="float">
<label>FIGURE 6</label>
<caption>
<p>Fitting results of wind power and singularity parameter.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g006.tif"/>
</fig>
<p>The state of this kind of fluctuation is <italic>Y</italic>
<sub>5</sub> &#x3d; {1, 0, 1, 0} according to the basic data of each fluctuation process in Category 5. The power consumption is 253&#xa0;MW&#xb7;h, and the abandoned wind power is 64&#xa0;MW&#xb7;h. Similarly, the wind power consumption capacity of the whole grid is calculated.</p>
<p>To show the effectiveness of multi-fractal theory in describing the fluctuation degree of wind power, as a comparison, the volatility proposed in (<xref ref-type="bibr" rid="B11">Li et al., 2019</xref>) is used to describe the fluctuation degree. The method is recorded as Method 1, and the calculation formula is as follows:<disp-formula id="e20">
<mml:math id="me20">
<mml:mrow>
<mml:msup>
<mml:mi>&#x3b1;</mml:mi>
<mml:mo>&#x2032;</mml:mo>
</mml:msup>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>C</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfrac>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
<label>(20)</label>
</disp-formula>where <inline-formula id="inf94">
<mml:math id="minf94">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>t</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> denotes the output value at time <inline-formula id="inf95">
<mml:math id="minf95">
<mml:mi>t</mml:mi>
</mml:math>
</inline-formula>; <inline-formula id="inf96">
<mml:math id="minf96">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>C</mml:mi>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> denotes the rated capacity of a wind farm.</p>
<p>The consumption capacity of Method 1 is evaluated by using the same evaluation procedure proposed in this paper.</p>
<p>In addition, the evaluation method used in (<xref ref-type="bibr" rid="B19">Sun et al., 2018</xref>) is recorded as Method 2. Without considering the load regulation characteristics in different time scales, the wind power consumption was evaluated with the maximum consumption capacity as the optimization objective. The results are shown in <xref ref-type="table" rid="T4">Table 4</xref>.</p>
<table-wrap id="T4" position="float">
<label>TABLE 4</label>
<caption>
<p>Calculation results of consumption capacity.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="left"/>
<th align="center">Loadcapacity (<inline-formula id="inf97">
<mml:math id="minf97">
<mml:mrow>
<mml:mtext>MW</mml:mtext>
<mml:mo>&#x22c5;</mml:mo>
<mml:mtext>h</mml:mtext>
</mml:mrow>
</mml:math>
</inline-formula>)</th>
<th align="center">Consumptioncapacity (<inline-formula id="inf98">
<mml:math id="minf98">
<mml:mrow>
<mml:mtext>MW</mml:mtext>
<mml:mo>&#x22c5;</mml:mo>
<mml:mtext>h</mml:mtext>
</mml:mrow>
</mml:math>
</inline-formula>)</th>
<th align="center">Proportion of consumption (%)</th>
<th align="center">Wind power curtailment ratio (%)</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="left">Actual data</td>
<td align="char" char=".">16085</td>
<td align="char" char=".">4014</td>
<td align="char" char=".">24.96</td>
<td align="char" char=".">3.57</td>
</tr>
<tr>
<td align="left">Method 1</td>
<td align="char" char=".">16085</td>
<td align="char" char=".">3510</td>
<td align="char" char=".">21.82</td>
<td align="char" char=".">6.77</td>
</tr>
<tr>
<td align="left">Method 2</td>
<td align="char" char=".">16085</td>
<td align="char" char=".">3969</td>
<td align="char" char=".">24.67</td>
<td align="char" char=".">3.92</td>
</tr>
<tr>
<td align="left">Proposed method</td>
<td align="char" char=".">16085</td>
<td align="char" char=".">3887</td>
<td align="char" char=".">24.17</td>
<td align="char" char=".">4.48</td>
</tr>
</tbody>
</table>
</table-wrap>
<p>The fluctuation degree of wind power in Method 1 is expressed by the change degree of a certain period of time, which depends on the size of the time interval used. This may lead to the irregularity of wind power fluctuations that can not be well described. By comparing Method 1 with the method proposed, the relative deviations between the results and the actual data are 12.54% and 3.16% respectively. The results show that the multi-fractal theory can reflect the fluctuation process better and make the evaluation results closer to the actual data.</p>
<p>The wind power consumption is calculated by the optimization problem in Method 2, the result is closest to the actual data, and the relative deviation is 1.12%. Compared with the optimization problem of long time scale, although there are errors between the proposed method and Method 2, the deviation between them is within the acceptable range of engineering application. The evaluation method proposed takes the fluctuation process as the unit for evaluation. Once the type of fluctuation process is determined, the current consumption can be evaluated according to the proposed functional model and the state space. It simplifies the calculation process of wind power energy consumption evaluation and reduces the amount of calculation, and has a wider applicability.</p>
</sec>
<sec id="s5-3">
<title>Analysis of Sensitive Factors of Consumption Capacity</title>
<sec id="s5-3-1">
<title>Transmission Power Limit of Tie-Line</title>
<p>The results of wind power curtailment ratio of regional power grid are illustrated in <xref ref-type="fig" rid="F7">Figure 7</xref> when the output power of tie line is (0, 200) MW. If the limit of transmission power is less than 100&#xa0;MW, the wind power curtailment ratio is negatively correlated with <inline-formula id="inf99">
<mml:math id="minf99">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mtext>line</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. The increase of <inline-formula id="inf100">
<mml:math id="minf100">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mtext>line</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is equivalent to increasing the maximum consumption space of wind power, i.e. <inline-formula id="inf101">
<mml:math id="minf101">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mi>L</mml:mi>
</mml:msub>
<mml:mo>&#x2b;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mtext>line</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mi>G</mml:mi>
<mml:mi>min</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, so that the system can consume the power curtailed at the low load. When <inline-formula id="inf102">
<mml:math id="minf102">
<mml:mrow>
<mml:msub>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mtext>line</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is greater than 100&#xa0;MW, the ratio basically remains unchanged, which is caused by the insufficient climbing capacity of the unit.</p>
<fig id="F7" position="float">
<label>FIGURE 7</label>
<caption>
<p>Wind power curtailment ratio with different transmission power limit of tie-line.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g007.tif"/>
</fig>
</sec>
<sec id="s5-3-2">
<title>Peak Regulation Depth of Unit</title>
<p>The calculation results of wind power curtailment ratio are shown in <xref ref-type="fig" rid="F8">Figure 8</xref> when the unit peak load regulation depth is (30, 50%). The curtailment ratio is positively correlated with the peak shaving depth. If the peak shaving depth is less than 35%, the curtailment ratio does not change, the wind power transmission is blocked due to the transmission power of tie line reaching the upper limit. The influence principle of unit peak regulation depth on the consumption capacity is the same as that of tie line power upper limit, both of which can improve the maximum consumption space of wind power.</p>
<fig id="F8" position="float">
<label>FIGURE 8</label>
<caption>
<p>Wind power curtailment ratio with different peak regulation depth.</p>
</caption>
<graphic xlink:href="fenrg-09-634551-g008.tif"/>
</fig>
</sec>
</sec>
</sec>
<sec sec-type="conclusion" id="s6">
<title>Conclusion</title>
<p>To guide the development of new energy such as wind and reduce the abandonment risk of wind, a functional analysis model of wind power consumption capacity assessment is established, which takes the singularity parameters of wind power as independent variables, and simplifies the calculation process of wind power consumption assessment. Through the analysis of an example, the correctness and effectiveness of the refined consumption model proposed are proved. Moreover, the influence of the transmission power limit of tie-line and peak regulation depth of unit on wind power consumption capacity is analyzed quantitatively. The results show that the wind curtailment rate can be reduced to a certain extent by changing these two variables. Relevant research results can provide guidance for new energy development planning and construction.</p>
</sec>
</body>
<back>
<sec id="s7">
<title>Data Availability Statement</title>
<p>The raw data supporting the conclusions of this article will be made available by the authors, without undue reservation.</p>
</sec>
<sec id="s8">
<title>Author Contributions</title>
<p>The manuscript was written through the contributions of all authors. All authors have approved the final version of the manuscript.</p>
</sec>
<sec sec-type="COI-statement" id="s9">
<title>Conflict of Interest: </title>
<p>XZ was employed by the East China Electric Power Design Institute Co., Ltd, China Power Engineering Consulting Corporation.</p>
<p>The remaining authors declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest.</p>
</sec>
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