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Confidence capacity evaluation method and device based on vine copula and mixed offset normal distribution

A technology of normal distribution and confidence capacity, applied in data processing applications, instruments, complex mathematical operations, etc., can solve the problem that multidimensional elliptic copula functions cannot adapt to the tail correlation structure, Gaussian distribution cannot consider high-order statistics, and parameter estimation Increased work complexity and other issues

Inactive Publication Date: 2020-06-12
JIANGSU ELECTRIC POWER CO
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Problems solved by technology

In previous research results, the mixed Gaussian model was often used to fit the irregular marginal distribution of new energy output. However, since the Gaussian distribution as a component cannot consider high-order statistics, more components are required to achieve a certain fitting accuracy. Adds complexity to parameter estimation
For the irregular correlation structure, the previous research results used the multidimensional elliptic copula function, but the multidimensional elliptic copula function cannot adapt to various atypical and asymmetric tail correlation structures, and the fitting effect is not ideal.

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  • Confidence capacity evaluation method and device based on vine copula and mixed offset normal distribution
  • Confidence capacity evaluation method and device based on vine copula and mixed offset normal distribution
  • Confidence capacity evaluation method and device based on vine copula and mixed offset normal distribution

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Embodiment Construction

[0041] The embodiment of this application provides a new energy confidence capacity assessment method based on the mixed model of vine copula and offset normal distribution, the method flow is as follows figure 1 shown, including the following steps:

[0042] Step S1, input the historical data of all new energy power generation output in the power system;

[0043] Step S2, using the offset normal distribution hybrid model to establish a marginal distribution model of all new energy power generation output;

[0044] Step S3, using the vine copula method to establish a correlation structure model between all new energy power generation outputs;

[0045] Step S4, using the marginal distribution model and correlation structure model of new energy power generation output to generate a large number of relevant new energy power generation output scenarios;

[0046] Step S5, according to the generated new energy power generation output scenario, calculate the confidence capacity of ...

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Abstract

The invention discloses a confidence capacity evaluation method and device based on vine copula and mixed offset normal distribution. The method comprises the following steps: S1, inputting all new energy power generation output historical data in a system; s2, establishing a marginal distribution model of all new energy outputs by utilizing the offset normal distribution hybrid model; s3, establishing a correlation structure model among all new energy outputs by utilizing a vine copula method; s4, generating a plurality of new energy output scenes with correlation by utilizing the marginal distribution model and the correlation structure model of the new energy output; and S5, according to the generated new energy output scene, calculating the confidence capacity of the to-be-evaluated new energy power generation resource by utilizing a secant method. According to the method, the new energy power generation output historical data can be used to establish an accurate new energy outputmodel, a new energy output scene fitting the reality is generated, and the confidence capacity of the new energy power generation resources can be accurately evaluated.

Description

technical field [0001] The present application relates to the field of new energy, in particular to a new energy confidence capacity assessment method and device based on a mixture model of vine copula and offset normal distribution. Background technique [0002] The reason why new energy power generation resources cannot provide stable power generation capacity is the uncertainty of their output. This uncertainty not only comes from the volatility of the primary energy itself, but also is related to other primary energy sources and load correlations at different locations at the same time. [0003] The current evaluation algorithm for wind power confidence capacity is relatively mature, and the chord method is commonly used. Therefore, whether the confidence capacity assessment is accurate or not mainly depends on the accurate modeling of new energy uncertainty factors, and a large number of random scenarios using the established model. The modeling work is mainly divided ...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/18G06Q50/06
CPCG06F17/18G06Q50/06
Inventor 孔伯骏王升波滕俊陈艳朱金鑫吴佳佳徐云清王乐黄俊陈静秋吉宏斌
Owner JIANGSU ELECTRIC POWER CO
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