摘要
针对电力系统经济调度中,热负荷、电负荷和风电出力之间的相关性对节省发电成本和实现风电合理消纳的影响,基于科普拉(Copula)相关性分析理论,提出风-电-热的相关性分析及建模方法。首先采用核密度估计方法确定随机变量的边缘分布,根据二元频率和频数直方图初选合适的Copula函数,通过分布极大似然法进行参数估计,然后通过欧氏距离评价各Copula模型的优劣,最后,以某省的数据为样本进行分析,结果表明提出的方法可以很好地反应变量间的相关性。
In the economic dispatch of power system,the correlation among heat load,electric load and wind power output has an impact on saving generation cost and realizing reasonable consumption of wind power.For this reason,based on Copula correlation analysis theory,a wind-electric-heat correlation analysis and modeling method is proposed.First,the kernel density estimation method is used to determine the edge distribution of random variables,and the appropriate Copula function is initially selected according to the binary frequency and frequency histogram,and the parameter estimation is performed by the distribution maximum likelihood method.Then evaluate the pros and cons of each Copula model by Euclidean distance.Finally,the data from a certain province is used as a sample for analysis.The results show that the proposed method can well reflect the correlation between variables.
作者
杨柳
李明
YANG Liu;LI Ming(State Grid Tonghua Power Supply Company,Tonghua 134001,China)
出处
《吉林电力》
2021年第2期1-5,共5页
Jilin Electric Power
基金
吉林省科技发展计划项目(20180414023GH)。
关键词
相关性
科普拉函数
建模
correlation
Copula function
modeling
