Factored Customer Models for Agent-based Smart Grid Simulation
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1 Factored Customer Models for Agent-based Smart Grid Simulation Prashant Reddy Manuela Veloso Machine Learning Department Computer Science Department School of Computer Science Carnegie Mellon University 8 th Annual CMU Conference on the Electricity Industry March 14, 2012
2 Smart Grid Distribution Source: EPRI 2
3 Distribution Grid Complexity Source: IEEE 3
4 Outline 1. Agent-based Smart Grid simulation Power Trading Agent Competition 2. Intermediary agent strategies Strategy learning for broker agents Interactions of multiple learning broker agents 3. Factored customer models Timeseries simulation using Bayesian learning Decision-theoretic demand side management 4
5 Outline 1. Agent-based Smart Grid simulation Power Trading Agent Competition 2. Intermediary agent strategies Strategy learning for broker agents Interactions of multiple learning broker agents 3. Factored customer models Timeseries simulation using Bayesian learning Decision-theoretic demand side management 5
6 Agent-based Smart Grid Simulation Distribution ib ti grid modeled d as a multi-agent t system Focus on emergent economics of self-interested behavior 1 Do not assume rationality nor determinism Agents contributed by independent research teams Competitive benchmarking to drive innovation 1 Leigh Tesfatsion, ACE: A Constructive Approach to Economic Theory. Ch. 16, Handbook of Computational Economics,
7 Agent-based Smart Grid Simulation Distribution ib ti grid modeled d as a multi-agent t system Focus on emergent economics of self-interested behavior 1 Do not assume rationality nor determinism Agents contributed by independent research teams Competitive benchmarking to drive innovation Power Trading Agent Competition (Power TAC) Annual tournament at major AI or MAS conference Builds upon experience with other TAC domains Simulation platform available for offline research Assumes liberalized retail markets Customers have choice of broker agents 1 Leigh Tesfatsion, ACE: A Constructive Approach to Economic Theory. Ch. 16, Handbook of Computational Economics,
8 Power TAC Scenario Competition Participants Simulation Infrastructure p// p 8
9 9
10 Outline 1. Agent-based Smart Grid simulation Power Trading Agent Competition 2. Intermediary agent strategies Strategy learning for broker agents Interactions of multiple learning broker agents 3. Factored customer models Timeseries simulation using Bayesian learning Decision-theoretic demand side management 10
11 Strategy Learning for Broker Agents Reddy & Veloso. Strategy Learning for Autonomous Agents in Smart Grid Markets. Twenty-Second Intl. Joint Conf. on Artificial Intelligence (IJCAI), Barcelona,
12 Interactions of Multiple Learning Broker Agents Reddy & Veloso. Learned Behaviors of Multiple Autonomous Agents in Smart Grid Markets. Twenty-Fifth AAAI Conf. on Artificial Intelligence, San Francisco,
13 Outline 1. Agent-based Smart Grid simulation Power Trading Agent Competition 2. Intermediary agent strategies Strategy learning for broker agents Interactions of multiple learning broker agents 3. Factored customer models Timeseries simulation using Bayesian learning Decision-theoretic demand side management 13
14 Factored Customer Models Power TAC includes fundamental and statistical ti ti models Trade-off on behavioral accuracy vs. scalability 14
15 Factored Customer Models Power TAC includes fundamental and statistical ti ti models Trade-off on behavioral accuracy vs. scalability Goals for statistical models: 1. Representation a. Represent diverse types of consumers and producers b. Represent varying levels of granularity 2. Automated learning Learn parameters from real-world data 3. Facilitate agent algorithms Develop algorithms that can be applied in real-world 15
16 Factored Customer Model Representation C = h{b i } N i=1,{s i } N i=1,u i, B i = {O ij } M i j= 1 16
17 Factored Customer Model Representation C = h{b i } N i=1,{s i } N i=1,u i, B i = {O ij } M i j= 1 Factored Customer Tariff Subscriber Load Bundle Load Originator Utility Optimizer Load Originator Load Bundle Tariff Subscriber Load Originator 17
18 Factored Customer Model Representation C = h{b i } N i=1,{s i } N i=1,u i, B i = {O ij } M i j= 1 Tariff Terms - Fixed Payments - Variable Rates - Contract Time - Exit Penalties - Reputation Tariff Evaluation - Inertia - Rationality Load Origination - Reactivity - Receptivity - Rationality Factored Customer Calendar - Time of day Load Bundle - Day of week Tariff Subscriber - Month of year Load Originator Weather Load Originator - Temperature - Cloud Cover Utility Optimizer - Wind Speed - Wind Direction Load Bundle Tariff Terms Load Originator Tariff Subscriber - Price Elasticity - Control Events 18
19 Outline 1. Agent-based Smart Grid simulation Power Trading Agent Competition 2. Intermediary agent strategies Strategy learning for broker agents Interactions of multiple learning broker agents 3. Factored customer models Timeseries simulation using Bayesian learning Decision-theoretic demand side management 19
20 Timeseries Simulation using Bayesian Learning Given small samples of observed data, fit a model that t can generate a long range time series forecast Use similar samples to improve the fit 20
21 Timeseries Simulation using Bayesian Learning Given small samples of observed data, fit a model that t can generate a long range time series forecast Use similar samples to improve the fit ARIMA forecasting over long range is poor Consumption Time (Hours) Consumption Time (Hours) 21
22 Bayesian Timeseries Simulation Method Use similar training data Fit hierarchical Bayesian model using Gibbs sampling Latent factor optimization to boost fit Forecast from small sample 22
23 Boosted Bayesian Timeseries Simulation Consumption Time (Hours) Consumption Time (Hours) 23
24 Boosted Bayesian Forecasting Accuracy 24
25 Boosted Bayesian Forecasting Accuracy 25
26 Outline 1. Agent-based Smart Grid simulation Power Trading Agent Competition 2. Intermediary agent strategies Strategy learning for broker agents Interactions of multiple learning broker agents 3. Factored customer models Timeseries simulation using Bayesian learning Decision-theoretic demand side management 26
27 Decision-theoretic DSM Multi-scale l decision-making i in two dimensions i 1. Temporal: Metering period vs. tariff contract period 2. Contextual: Individual load vs. bundle/customer/co-op / 27
28 Decision-theoretic DSM Multi-scale l decision-making i in two dimensions i 1. Temporal: Metering period vs. tariff contract period 2. Contextual: Individual load vs. bundle/customer/co-op / argm ax y t U S (p t,y t,u N (y t )) argm ax z2 Z t 0 U S (P z t 0,Y t 0,U N (Y t 0)) Self Utility Price Profile Load Profile Neighborhood Utility 28
29 Decision-theoretic DSM Multi-scale l decision-making i in two dimensions i 1. Temporal: Metering period vs. tariff contract period 2. Contextual: Individual load vs. bundle/customer/co-op / argm ax y t U S (p t,y t,u N (y t )) argm ax z2 Z t 0 U S (P z t 0,Y t 0,U N (Y t 0)) Probabilistic bili multi-attribute tt ib t utility model: Pr(z)= P e λ U S (z) Z eλ U S (z) 29
30 Decision-theoretic DSM Multi-scale l decision-making i in two dimensions i 1. Temporal: Metering period vs. tariff contract period 2. Contextual: Individual load vs. bundle/customer/co-op / argm ax y t U S (p t,y t,u N (y t )) argm ax z2 Z t 0 U S (P z t 0,Y t 0,U N (Y t 0)) Probabilistic bili multi-attribute tt ib t utility model: Monte Carlo Sampling Pr(z)= P e λ U S (z) Z eλ U S (z) 30
31 Peak Shifting (Herding) Behavior Ramchurn, et al. Agent-Based Control for Decentralised Demand Side Management in the Smart Grid. Autonomous Agent and Multi-Agent Systems (AAMAS),
32 Household Demand Shifting Based on data from Germany s MeRegio project Consumption n Time (Hours) 32
33 Household Demand Shifting Lower variance and cost savings of ~10% Combined Balancing Temporal Original Consumption 33
34 DSM Deployment Options ARM Cortex-A8 and Zigbee SoC 34
35 Conclusion Summary Versatile customer model representation Decision-theoretic algorithms for DSM Bayesian learning algorithms for timeseries simulation Future Work Customer type-specific factor modeling Non-cooperative decision-making models Participating in Power TAC Hosted at AAMAS, Valencia, June 2012 More information at 35
36 Factored Customer Models for Agent-based Smart Grid Simulation Prashant Reddy Manuela Veloso School of Computer Science Carnegie Mellon University
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