风电出力分析中的相依概率性序列运算

针对序列运算中随机变量间可能存在的非独立情形,应用Copula理论建立了相依概率性序列运算理论与方法。根据Copula理论推导了非独立情形下序列运算的形式:每次计算中除了将序列取值对应的概率相乘之外,还要乘以由随机变量之间的相依结构所确定的修正量。给出了利用相依概率性序列运算进行建模与计算的流程。将相依概率性序列运算应用于多风电场总出力的概率分布的计算,验证了该理论的正确性和有效性。该文工作进一步发展了序列运算理论,在不确定性分析领域具有良好的应用前景。

Dependent probabilistic sequence operations for wind power output analyses

Dependent probabilistic sequence operation theory was developed to use arithmetic operations between correlated stochastic variables.The Copulas function is used to derive the equation with each iteration multiplying the variable by the probability of the point of each sequence and by an additional modifier determined by the dependent structure relating the variables.A framework for modeling correlated stochastic variables using this theory is also presented.A case study shows its application in calculating the distribution of the aggregate output from multiple wind farms to demonstrate its effectiveness.The theory expands existing sequence operation theory and has wide applications.