Exploring the Potential and the Boundaries of the Rolling Horizon Technique for the Management of Reservoir Systems with over-Year Behaviour

Arena, Claudio; Cannarozzo, Marcella; Mazzola, Mario Rosario

doi:10.1007/s11269-016-1550-0

Cited by 10 publications

(7 citation statements)

References 13 publications

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“…as the difference between target demand TD of demand centre q at time t and allocation x to that demand centre at that time. If applied to systems with multiple demands, the shortage index in its original formulation leads to deficits that are proportional to demand (a proof is given in Arena et al, 2015). To avoid this shortcoming and ensure an equitable sharing of deficit along the different demand centres, squared deficits need to be standardised by the target demand, not by its square.…”

Section: Methodsologymentioning

confidence: 99%

“…In this application, we set FH = 24 months, as this FH proved to be the most effective one for this specific system from the standpoint of standardized squared deficits minimization (Arena et al, 2015). In designing the vector of forecasts, it was considered that even the most recent advances in climate forecasting can produce reliable forecasts with a lead of a couple of seasons at best.…”

Section: Applicationmentioning

confidence: 99%

“…A previous, recent study (Arena et al, 2015) has cast doubt on the actual possibility to improve performances of these systems through seasonal streamflow forecasts. Performances are meant here, as in most studies available in the literature, as squared departures from targets in a situation where no mitigation measures are possible to modify the supply-demand balance, neither on the side of supply, by using alternative sources, neither on the side of demand thereby reducing targets.…”

Section: Introductionmentioning

confidence: 99%

See 2 more Smart Citations

Seasonal forecasts for reservoir systems operation with an over-year carryover capacity – what is their value?

Arena¹,

Cannarozzo²

2015

Weber, T., McPhee, M.J. And Anderssen, R.S. (Eds) MODSIM2015, 21st International Congress on Modelling and Simulation

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Recent advances in weather and climate forecasts have brought fresh energies to studies on operation of reservoir systems with the prospect of improving their performance by assisting decisions through forecasts of water availability. Most of the studies available in the literature focus on stylized schemes with one, single-purpose, reservoir with constant demand and analyse parametrically the effect of forecasts using more or less simplified operation models. While these studies play a fundamental role in creating a general framework for analysis, there is the feeling that the diversity of the boundary conditions (climatic contexts and purposes) to the problem of reservoir management calls for more detailed analyses on specific types of reservoir systems. In this paper, we concentrate on systems with over-year behaviour that are widespread in arid and semiarid areas of the world. The question is if and in what sense streamflow forecasts can help improve reservoir operation in this type of systems, the ones that probably would most benefit from them, given their exposure to droughts.

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Section: Methodsologymentioning

confidence: 99%

Section: Applicationmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

Seasonal forecasts for reservoir systems operation with an over-year carryover capacity – what is their value?

Arena¹,

Cannarozzo²

2015

Weber, T., McPhee, M.J. And Anderssen, R.S. (Eds) MODSIM2015, 21st International Congress on Modelling and Simulation

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“…The first is that a FH of 24 months was identified as optimal for the specific system under study, albeit using a different objective function (sum of standardized squared systems 2. DSS simulation deviations in Arena et al 2017). The second, and more significant for the objectives of this study, is that limiting scenario formulation only to the hydrologic year allows comparison of the multi-scenario model presented here with a single-scenario DSS using seasonal forecasts whose accuracy, at least at the state of the art, is very limited for periods longer than six months.…”

Section: Determining Scenario Inflowsmentioning

confidence: 99%

A multi-scenario Decision Support System for real-time operation of over-year multi-reservoir systems 2. DSS simulation

2019

El Sawah, S. (Ed.) MODSIM2019, 23rd International Congress on Modelling and Simulation.

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A companion paper (Arena et al, 2019) has introduced the architecture of the DSS and has described its governing equations. In a real-time, dynamic decision-making context, it is a tool to support decisions at the current time step concerning water allocations to municipal demand centres and irrigation districts as well as additional intakes from costly water sources in a water resources system featuring reservoirs with over-year behaviour. The DSS is designed as a linearized MIP (mixed integer programming) optimization model and as such, it includes an objective function and constraints on 1) mass balances at system's nodes, 2) systems' topology, 3) component's capacity, 4) spills, as well as non-empty conditions on reservoir storage at the end of the Forecasting Horizon (FH). It is a multi-scenario optimization tool because future, uncertain inflows are modelled, until the end of the current water year, as three different inflow scenarios: low flows, normal flows and high flows. The optimization model is solved for the three different scenarios and a unique solution that can be turned into one actual, implementable, decision at the present time step is obtained by imposing non-anticipatory (or congruity) constraints according to the principle of scenario aggregation (Rockfellar and Wets, 1987). The objective function is the weighted sum of the scarcity costs at all demand centres and of cost of water supply from additional sources along the multi-year FH, discounted to their present value, being the weights the occurrence probability of each of the three inflow scenarios. Given the over-year nature of the systems of interest for this study, the time unit is one month. This paper first discusses estimation of scenario probabilities and of scenario inflows, then describes the application of the DSS to a real-world, two-reservoir system in Southern Italy. Its performances, in terms of scarcity costs and costs of additional, costly, water resources, are simulated over a forty-year historical period, on a monthly basis. Sensitivity of the DSS to different demand levels is explored considering different drift scenarios. Furthermore, in order to contrast the performances of the multi-scenario DSS presented here (DSS-SC), we introduce a single-scenario DSS, identical to the multi-scenario one, except that decisions are made based on exogenous inflow forecast vectors. We look at two different types of forecast vectors that are meant to provide a lower and upper bound of DSS performances: the first type is a vector containing only the longterm means of monthly inflows and gives rise to DSS-WF (where WF stands for "worst forecast"). The second vector type contains instead real (i.e. actually occurred) inflows in the first six months of the FH and long-term means of monthly inflows for the remaining FH-6 months. It gives rise to a DSS-BF (BF stands for "best forecasts"). Results show that DSS-SC compares quite favourably with DSS-BF: differences in total costs range from 37% for drift=0.75 to 27% for drift = 0.5. DSS-BF cl...

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“…[ 26 ] present an extensive classified bibliography of the forecast horizon literature. Since 2002, the research of forecast horizon incorporates the following aspects: operations management [ 27 – 34 ], game theory [ 35 ], reservoir operations [ 36 – 38 ].…”

Section: Introductionmentioning

confidence: 99%

Forecast horizon of multi-item dynamic lot size model with perishable inventory

Jing

Lan

2017

PLoS ONE

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This paper studies a multi-item dynamic lot size problem for perishable products where stock deterioration rates and inventory costs are age-dependent. We explore structural properties in an optimal solution under two cost structures and develop a dynamic programming algorithm to solve the problem in polynomial time when the number of products is fixed. We establish forecast horizon results that can help the operation manager to decide the precise forecast horizon in a rolling decision-making process. Finally, based on a detailed test bed of instance, we obtain useful managerial insights on the impact of deterioration rate and lifetime of products on the length of forecast horizon.

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Exploring the Potential and the Boundaries of the Rolling Horizon Technique for the Management of Reservoir Systems with over-Year Behaviour

Cited by 10 publications

References 13 publications

Seasonal forecasts for reservoir systems operation with an over-year carryover capacity – what is their value?

Seasonal forecasts for reservoir systems operation with an over-year carryover capacity – what is their value?

A multi-scenario Decision Support System for real-time operation of over-year multi-reservoir systems 2. DSS simulation

Forecast horizon of multi-item dynamic lot size model with perishable inventory

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