Review of Upstate Load Forecast Uncertainty Model Arthur Maniaci Supervisor, Load Forecasting & Energy Efficiency New York Independent System Operator Load Forecasting Task Force June 17, 2011 Draft for discussion only
Overview 1. Review 2010 LFU Models 2. Review 2010 ICAP Models 3. Review 2012 LFU Model 4. Compare & Assess 1. 2012 LFU model appears to have too much saturation. 2. Recommend retaining 2010 LFU model 2
NYCA Peak-Producing CTHI And Design Criteria CTHI Stats - 1975 to 2010 CE CH LI NGrid NYPA NYSEG OR RGE NYCA Max 91.90 91.40 91.70 87.34 90.08 86.31 91.18 88.28 88.59 Mean 86.30 86.34 84.64 82.30 81.80 81.15 86.32 83.17 83.55 Median 86.00 86.12 84.93 82.59 82.19 81.41 86.26 83.42 83.15 Min 81.07 81.36 78.40 77.15 73.54 75.69 81.97 75.76 78.14 Std Deviation 2.62 2.38 3.03 2.41 3.47 2.39 2.36 2.72 2.39 2010 Actual CTHI 88.83 89.50 87.84 84.23 85.20 83.49 89.28 84.22 86.16 Percentile 0.83 0.91 0.85 0.79 0.84 0.84 0.89 0.65 0.86 Design Criterion 67th 50th 50th 50th 50th 50th 67th 50th 50th Design CTHI 87.4 86.3 84.6 82.3 81.8 81.1 87.3 83.2 83.5 Note: CTHI is the Cumulative Temperature-Humidity Index 3
(1) 2010 IRM Weather Response Models Two Models: Zones A to E and Zones F&G. Used NYCA-wide weather data to fit models. Each region showed saturation. Pooled data from 2006, 2007 & 2008 Developed in 2009 4
1.15 1.10 1.05 Zones A to E Per-Unit MW Data y = -1.2630E-06x 4 + 7.4929E-05x 3-8.6993E-04x 2 + 5.3443E-03x + 6.9802E-01 1.00 0.95 0.90 0.85 0.80 0.75 0.70 0.65 0.60 Vertical yellow lines show Design CTHI, +1 and +2 sigma 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 CTHI - 57 PU_MW Check P.U. Model 5
1.20 Zones F & G Per- Unit MW Data 1.10 y = -3.5976E-05x 3 + 1.4393E-03x 2 + 7.4761E-03x + 5.9221E-01 1.00 0.90 0.80 0.70 0.60 Vertical yellow lines show Design CTHI, +1 and +2 sigma 0.50 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 CTHI - 65 PU_MW Check P.U. Model 6
300 250 Weather Response Function for Zones A to E MW per CTHI 220 MW/F at 82 F 135 MW/F at 89 F 200 150 100 50 0 Vertical yellow lines show Design CTHI, +1 and +2 sigma 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 7
160 140 Weather Response Function for Zones F & G MW per CTHI 120 MW/F at 82 F, 70 MW/F at 89 F 120 100 80 60 40 20 0 Vertical yellow lines show Design CTHI, +1 and +2 sigma 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 8
(2) 2010 ICAP Weather Response Models One model per Transmission District. Used weather data specific to each district. Each district showed saturation. Used only 2010 data. 9
180 170 160 Modeled Weather Response - MW per CTHI, vs CTHI National Grid 145 MW/F at 82 F 94 MW/F at 89 F 150 140 130 120 110 100 90 80 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 Poly_3 CTHI_75 PWL_2 10
80 70 Modeled Weather Response - MW per CTHI, vs CTHI NYSEG 56 MW/F at 82 F 12 MW/F at 89 F 60 50 40 30 20 10 0 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 Poly_3 CTHI_75 PWL_2 11
40 Modeled Weather Response - MW per CTHI, vs CTHI Central Hudson 35 34 MW/F at 82 F 17 MW/F at 89 F 30 25 20 15 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 Poly_4 CTHI_75 PWL_2 12
40 Modeled Weather Response - MW per CTHI, vs CTHI O&R 38 36 34 MW/F at 82 F 31 MW/F at 89 F 34 32 30 28 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 Poly_3 CTHI_75 PWL_2 13
50 45 40 Modeled Weather Response - MW per CTHI, vs CTHI RG&E 35 MW/F at 82 F 19 MW/F at 89 F 35 30 25 20 15 10 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 Poly_3 CTHI_75 PWL_2 14
(3) 2012 IRM Weather Response Model Single model for Zones A to G. Used Buffalo/Syracuse/Albany weather data. Region shows much more saturation than prior analyses. Used data from 2010. 15
2012 LFU Upstate Load Model 3 rd Order Polynomial Variable Coefficient StdErr T-Stat P-Value CONST 9567.585 172.946 55.321 0.00% Wthr.CTHI -207.330 41.405-5.007 0.00% Wthr.CTHI_2 27.935 3.035 9.204 0.00% Wthr.CTHI_3-0.509 0.068-7.530 0.00% 15,000 14,000 13,000 12,000 11,000 10,000 Upstate MW vs CTHI Vertical blue lines show Design CTHI, +1 and +2 sigma Regression Statistics Iterations 1 Adjusted Observations 58 Deg. of Freedom for Error 54 R-Squared 0.988 Adjusted R-Squared 0.987 Durbin-Watson Statistic 1.608 Durbin-H Statistic #NA AIC 10.374 BIC 10.516 F-Statistic 1456.372 Prob (F-Statistic) 0.0000 Log-Likelihood -379.15 Model Sum of Squares 130919408 Sum of Squared Errors 1618096 Mean Squared Error 29964.74 Std. Error of Regression 173.10 Mean Abs. Dev. (MAD) 144.46 Mean Abs. % Err. (MAPE) 1.29% Ljung-Box Statistic 29.26 Prob (Ljung-Box) 0.2104 9,000 56 58 60 62 64 66 68 70 72 74 76 78 80 82 84 86 88 90 92 350 300 250 200 150 100 50 0 Actual Predicted Upstate Weather Response - 2012 IRM Study Vertical yellow lines show Design CTHI, +1 and +2 sigma 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 16
2012 Upstate Load Forecast Uncertainty Model CTHI NGrid Load Model Derivative Max 87.34 A0 9567.5847-2.07E+02 Mean 82.30 A1-207.3300 5.59E+01 Median 82.59 A2 27.9351-1.53E+00 Min 77.15 A3-0.5086 Stdev 2.41 Ref CTHI 58 MW Ref 13727 at 50th 2012 MW 14285 at 50th Z' Cum Per Unit MW/tv MW/tv PU @ CTHI 2012 MW dmw dtv Prob Model from Bins from eqn 50th -3.00 0.00135 75.10 0.8485 12121 379 1.20 316 302 0.8485-2.50 0.00621 76.30 0.8751 12500 379 1.20 316 304 0.8751-2.00 0.02275 77.50 0.9016 12879 373 1.20 311 302 0.9016-1.50 0.06681 78.70 0.9277 13252 362 1.20 302 295 0.9277-1.00 0.15866 79.90 0.9531 13615 346 1.20 288 284 0.9531-0.50 0.30854 81.10 0.9773 13961 324 1.20 270 269 0.9773 0.00 0.50000 82.30 1.0000 14285 259 249 1.0000 0.50 0.69146 83.50 1.0208 14582 297 1.20 247 225 1.0208 1.00 0.84134 84.70 1.0392 14846 264 1.20 220 197 1.0392 1.50 0.93319 85.90 1.0550 15071 225 1.20 188 164 1.0550 2.00 0.97725 87.10 1.0677 15253 182 1.20 151 126 1.0677 2.50 0.99379 88.30 1.0770 15385 132 1.20 110 85 1.0770 3.00 0.99865 89.50 1.0824 15462 77 1.20 64 39 1.0824 17
(4) Comparison of Models All three analyses indicate upstate saturation is present. Estimates vary as may be expected given different years of analyses & weather data. Each region showed saturation in 2010 ICAP. Need to assess 2012 LFU Model, since it shows more saturation than either of the other two models. 18
Comparison of Upstate Weather Response Models (MW per CTHI) vs CTHI 400 350 300 2010 Design CTHI 83.5 Red vertical lines show design to +2 sigma 250 200 150 100 50 2012 Design CTHI 82.3 Blue vertical lines show design to +2 sigma 0 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 2010 LFU Model 2012 Model Estimate of 2010 ICAP 19
0.45 2009, 2010 & 2012 LFU Models for Zones A-G 0.40 0.35 0.30 0.25 0.20 0.15 0.10 0.05 0.00 0.84 0.89 0.94 0.99 1.04 1.09 1.14 2009 Model 2010 Model 2012 Model 20
Final Recommendation Retain 2010 LFU model. 2010 LFU model is consistent in behavior with 2010 ICAP models. 2012 LFU model is not consistent with the other two models. 21
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