I. Introduction
High levels of renewables penetration pose challenges in the operation, scheduling, and planning of power systems. Since renewables are intermittent and stochastic, accurately modeling the uncertainties in them is key to overcoming these challenges [1], [2]. One widely used approach to capture the uncertainties in renewable resources is by using a set of time-series scenarios [3]. By using a set of possible power generation scenarios, renewables producers and system operators are able to make decisions that take uncertainties into account, such as stochastic economic dispatch/unit commitment, optimal operation of wind and storage systems, and trading strategies (e.g., see [4]–[7] and the references within).