中国电机工程学报
中國電機工程學報
중국전궤공정학보
ZHONGGUO DIANJI GONGCHENG XUEBAO
2013年
22期
75-82
,共8页
相关性%蒙特卡洛%Copula%超拉丁方采样%可用输电能力
相關性%矇特卡洛%Copula%超拉丁方採樣%可用輸電能力
상관성%몽특잡락%Copula%초랍정방채양%가용수전능력
correlation%Monte Carlo%Copula%Latin hypercube sampling (LHS)%available transfer capability (ATC)
电力系统中诸多随机变量彼此间存在相关性,忽视相关性将可能造成计算误差,甚至对电力系统安全、经济运行造成直接影响。然而,现有的理论计算方法存在对随机变量描述不够准确、难以处理其相关性以及运算耗时等问题。基于此,提出一种基于Copula理论的相关随机变量模拟方法。首先基于秩相关系数概念、蒙特卡洛(Monte Carlo,MC)模拟法以及Copula理论建立考虑随机变量相关性的样本抽样方法,该方法既能处理正态分布随机变量间相关性又能处理非正态随机变量间的相关性;然后,将中值超拉丁方采样技术融入到提出的方法中,提高运算效率,改善方法的精确性和稳定性;最后,以可用输电能力评估为例,利用风险概念通过改进的IEEE 30节点测试系统,验证所提方法的有效性。
電力繫統中諸多隨機變量彼此間存在相關性,忽視相關性將可能造成計算誤差,甚至對電力繫統安全、經濟運行造成直接影響。然而,現有的理論計算方法存在對隨機變量描述不夠準確、難以處理其相關性以及運算耗時等問題。基于此,提齣一種基于Copula理論的相關隨機變量模擬方法。首先基于秩相關繫數概唸、矇特卡洛(Monte Carlo,MC)模擬法以及Copula理論建立攷慮隨機變量相關性的樣本抽樣方法,該方法既能處理正態分佈隨機變量間相關性又能處理非正態隨機變量間的相關性;然後,將中值超拉丁方採樣技術融入到提齣的方法中,提高運算效率,改善方法的精確性和穩定性;最後,以可用輸電能力評估為例,利用風險概唸通過改進的IEEE 30節點測試繫統,驗證所提方法的有效性。
전력계통중제다수궤변량피차간존재상관성,홀시상관성장가능조성계산오차,심지대전력계통안전、경제운행조성직접영향。연이,현유적이론계산방법존재대수궤변량묘술불구준학、난이처리기상관성이급운산모시등문제。기우차,제출일충기우Copula이론적상관수궤변량모의방법。수선기우질상관계수개념、몽특잡락(Monte Carlo,MC)모의법이급Copula이론건립고필수궤변량상관성적양본추양방법,해방법기능처리정태분포수궤변량간상관성우능처리비정태수궤변량간적상관성;연후,장중치초랍정방채양기술융입도제출적방법중,제고운산효솔,개선방법적정학성화은정성;최후,이가용수전능력평고위례,이용풍험개념통과개진적IEEE 30절점측시계통,험증소제방법적유효성。
In power system, many random variables are correlated with each other, so ignoring correlation may cause calculation errors, even have a direct impact on safe and economic operation of the power system. However, existing method of theoretical calculation is not accurate enough to describe random variables, difficult to deal with its correlation and consuming computing time. Thus, random variables simulation based on Copula theory was put forward. Based on the concept of rank correlation coefficient, Monte Carlo (MC) simulation method, and Copula theory, it built sample sampling method considering random variables correlation. This method can deal with the correlation between random variables of normal and non-normal distribution. Then, the median Latin hypercube sampling techniques were put into the method proposed which raised calculation efficiency, and improved accuracy and robustness of the method. Finally, we can take the evaluation of available transfer capability (ATC) as an example, and used risk concept to verify the effectiveness of the method by improved IEEE 30 test system.