摘要
针对电力系统进行风险评估时传统非序贯蒙特卡洛抽样法需要面临的抽样次数多、仿真时间长的问题,提出一种改进的蒙特卡洛算法。首先构造各个元件的零方差近似函数,求得元件的最优参数,然后结合分散抽样方法进行抽样。通过分散抽样、蒙特卡洛抽样两种方法的结合,达到提高蒙特卡洛的抽样效率、加快计算速度的目的。基于IEEE-RTS变电站部分与传统的抽样方法(分散抽样法、交叉熵重要抽样法)进行对比验证,改进方法在针对小概率事件时有较大的优势。
Aiming the problems of the traditional non- sequential Monte Carlo sampling method in power system risk evaluation,such as repeated sampling and long period of simulation,this paper proposed the improved Monte Carlo algorithm. It is a method that firstly formulates the zero- variance approximate function of each element to get their optimal parameters,and then samples by scattered sampling method. Through the combination of the two methods,scattered sampling and Monte Carlo,the sampling efficiency of Monte Carlo is enhanced,as well as the calculation speed. Compared with the traditional sampling methods（ scattered sampling and cross- entropy method） based on the IEEE RTS substation,the improved method has an advantage in little probability event.
出处
《黑龙江电力》
CAS
2016年第5期423-426,455,共5页
Heilongjiang Electric Power
基金
国家自然科学基金资助项目(51277023)
吉林省科技发展计划资助项目(20140204071GX)
关键词
变电站
风险评估
蒙特卡洛
分散抽样法
重要抽样
substation
risk assessment
Monte Carlo
Scattered sampling method
importance sampling
