Copula-Based Monte Carlo Scenarios Generation Method for STOPF Problem

(整期优先)网络出版时间:2014-02-12
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ThispaperintroducesaMonteCarloscenariogenerationmethodbasedoncopulatheoryforthestochasticoptimalpowerflow(STOPF)problemwithwindpower.Byusingcopulatheory,thescenariosaresimulatedfrommultivariablejointdistributionbutonlyfromtheirdependencymatrix.Hence,thescenariosgeneratedbyproposedmethodcancontainfullstatisticalinformationofmultivariate.Here,thedetailsofsimulatingscenariosformulti-wind-farmareexplainedwithfoursteps:determinemarginofonewindfarm,fitthecopulas,chooseoptimalcopulasandsimulatescenariosbyMoteCarlo.Moreover,theproducingprocessofscenariosisdemonstratedbytwoadjacentactualwindfarmsinChina.Withthescenarios,theSTOPFisconvertedintothesameamountdeterministicsubOPFmodelswhichcanbesolvedbyavailabletechnologyperfectly.Resultsusingcopulatheoryarecomparedagainstresultsfromhistorysamplesbasedontwodesigns:IEEE30-busandIEEE118-bussystems.Thecomparisonresultsprovetheaccuracyoftheproposedmethodology.