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相关论文: Probabilistic Load-Margin Assessment using Vine Co…

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The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…

系统与控制 · 电气工程与系统科学 2022-04-13 Rebecca Bauer , Tillmann Mühlpfordt , Nicole Ludwig , Veit Hagenmeyer

To model high dimensional data, Gaussian methods are widely used since they remain tractable and yield parsimonious models by imposing strong assumptions on the data. Vine copulas are more flexible by combining arbitrary marginal…

机器学习 · 统计学 2017-09-18 Dominik Müller , Claudia Czado

Many real-world datasets contain missing entries and mixed data types including categorical and ordered (e.g. continuous and ordinal) variables. Imputing the missing entries is necessary, since many data analysis pipelines require complete…

统计方法学 · 统计学 2022-10-14 Yuxuan Zhao , Alex Townsend , Madeleine Udell

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

系统与控制 · 电气工程与系统科学 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

Nonlinear state estimation (SE), with the goal of estimating complex bus voltages based on all types of measurements available in the power system, is usually solved using the iterative Gauss-Newton method. The nonlinear SE presents some…

机器学习 · 计算机科学 2022-09-09 Ognjen Kundacina , Mirsad Cosovic , Dragisa Miskovic , Dejan Vukobratovic

In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…

统计方法学 · 统计学 2024-03-18 Motong Chen , Henry Lam , Zhenyuan Liu

Load flow analysis is a fundamental technique used by electrical engineers to simulate and evaluate power system behavior under steady-state conditions. It enables efficient operation and control by determining how active and reactive power…

系统与控制 · 电气工程与系统科学 2025-07-15 Sampson E. Nwachukwu

In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is based on the criterion of minimizing the variance of the…

统计计算 · 统计学 2025-04-07 Siang Cheng , Cheng-Der Fuh , Tianxiao Pang

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

系统与控制 · 电气工程与系统科学 2025-03-05 Aidan Gerkis , Xiaozhe Wang

This paper investigates the uncertain power flow analysis in distribution networks within the context of renewable power resources integration such as wind and solar power. The analysis aims to bound the worst-case voltage magnitude in any…

系统与控制 · 计算机科学 2018-07-03 Khaled Laib , Anton Korniienko , Florent Morel , Gérard Scorletti

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

最优化与控制 · 数学 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

As an important tool in financial risk management, stress testing aims to evaluate the stability of financial portfolios under some potential large shocks from extreme yet plausible scenarios of risk factors. The effectiveness of a stress…

应用统计 · 统计学 2024-04-02 Menglin Zhou , Natalia Nolde

Microgrids are resources that can be used to restore critical loads after a natural disaster, enhancing resilience of a distribution network. To deal with the stochastic nature of intermittent energy resources, such as wind turbines (WTs)…

系统与控制 · 计算机科学 2017-09-25 Zhiwen Wang , Chen Shen , Yin Xu , Feng Liu , Xiangyu Wu , Chen-Ching Liu

Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call---among others---for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to…

最优化与控制 · 数学 2018-08-24 Tillmann Mühlpfordt , Timm Faulwasser , Veit Hagenmeyer

Heating, ventilation, and air-conditioning (HVAC) systems are ideal demand-side flexible resources to provide regulation services. However, finding the best hourly regulation capacity offers for HVAC systems in a power market ahead of time…

最优化与控制 · 数学 2022-01-26 Ge Chen , Hongcai Zhang , Hongxun Hui , Yonghua Song

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

机器学习 · 统计学 2021-11-24 Jarrad Courts , Adrian Wills , Thomas B. Schön

In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous…

统计方法学 · 统计学 2023-05-11 Bouchra R. Nasri , Bruno N. Remillard

Photovoltaic (PV) power is affected by weather conditions, making the power generated from the PV systems uncertain. Solving this problem would help improve the reliability and cost effectiveness of the grid, and could help reduce reliance…

机器学习 · 计算机科学 2020-10-07 Yahya Al Lawati , Jack Kelly , Dan Stowell

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

统计力学 · 物理学 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

This paper presents a probabilistic method for capturing non-monotonic behavior under the biphasic dose-response regime observed in many biological systems experiencing different types of stress. The proposed method is based on the…

定量方法 · 定量生物学 2017-07-14 Farzaneh Ghasemi Tahrir