Towards Exact Temporal Aggregation of Time-Coupled Energy Storage Models via Active Constraint Set Identification and Machine Learning

Abstract

Time series aggregation (TSA) aims to construct temporally aggregated optimization models that accurately represent the output space of their full-scale counterparts while using a significantly reduced temporal dimensionality. This paper presents a theoretical approach that achieves exact temporal aggregation of full-scale power system models -- even in the presence of energy storage time-coupling constraints -- by leveraging active constraint sets and dual information. This advances the state of the art beyond existing TSA methods, which typically cannot guarantee solution accuracy or rely on iterative procedures to determine the required number of representative periods. To bridge the gap between this theoretical analysis and practical application, we employ machine learning, i.e., classification and clustering, to inform TSA in models that co-schedule variable renewable energy sources and energy storage. Numerical results show substantially improved computational performance relative to the full-scale model, while maintaining a favorable trade-off between solution accuracy and complexity.