随机过程
随机变量
背景(考古学)
计算机科学
多元统计
随机优化
随机建模
连续时间随机过程
随机模拟
电力系统
计量经济学
数学优化
数学
功率(物理)
统计
量子力学
生物
物理
古生物学
作者
G. Papaefthymiou,Dorota Kurowicka
标识
DOI:10.1109/pes.2009.5275265
摘要
The increasing penetration of renewable generation in power systems necessitates the modeling of this stochastic system infeed in operation and planning studies. The system analysis leads to multivariate uncertainty analysis problems, involving non-Normal correlated random variables. In this context, the modeling of stochastic dependence is paramount for obtaining accurate results; it corresponds to the concurrent behavior of the random variables, having a major impact to the aggregate uncertainty (in problems where the random variables correspond to spatially spread stochastic infeeds) or their evolution in time (in problems where the random variables correspond to infeeds over specific time-periods).
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