用于预测和风险评估的高斯-马尔可夫模型

Proceedings of EMPD '98. 1998 International Conference on Energy Management and Power Delivery (Cat. No.98EX137) Pub Date : 1998-03-03 DOI:10.1109/EMPD.1998.705539

Y. K. Wong, A. Rad

{"title":"用于预测和风险评估的高斯-马尔可夫模型","authors":"Y. K. Wong, A. Rad","doi":"10.1109/EMPD.1998.705539","DOIUrl":null,"url":null,"abstract":"In power systems, expansion of generating and transmission facilities, day-to-day operation are dependent on the future loading demands. Load uncertainty can be modeled using the Gauss-Markov properties for a random process. Sharing the Gauss-Markov characteristics, Box-Jenkins (ARIMA) forecast procedure is described. Then, electricity consumption data is simulated as an application of ARIMA models. Finally, a risk evaluation study using a Gauss-Markov load model is also demonstrated.","PeriodicalId":434526,"journal":{"name":"Proceedings of EMPD '98. 1998 International Conference on Energy Management and Power Delivery (Cat. No.98EX137)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1998-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Gauss-Markov models for forecasting and risk evaluation\",\"authors\":\"Y. K. Wong, A. Rad\",\"doi\":\"10.1109/EMPD.1998.705539\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In power systems, expansion of generating and transmission facilities, day-to-day operation are dependent on the future loading demands. Load uncertainty can be modeled using the Gauss-Markov properties for a random process. Sharing the Gauss-Markov characteristics, Box-Jenkins (ARIMA) forecast procedure is described. Then, electricity consumption data is simulated as an application of ARIMA models. Finally, a risk evaluation study using a Gauss-Markov load model is also demonstrated.\",\"PeriodicalId\":434526,\"journal\":{\"name\":\"Proceedings of EMPD '98. 1998 International Conference on Energy Management and Power Delivery (Cat. No.98EX137)\",\"volume\":\"18 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1998-03-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of EMPD '98. 1998 International Conference on Energy Management and Power Delivery (Cat. No.98EX137)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/EMPD.1998.705539\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of EMPD '98. 1998 International Conference on Energy Management and Power Delivery (Cat. No.98EX137)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/EMPD.1998.705539","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 5

摘要

在电力系统中，发电和输电设施的扩建、日常运行都取决于未来的负荷需求。负荷不确定性可以用随机过程的高斯-马尔可夫性质来建模。分享高斯-马尔科夫特征，描述Box-Jenkins (ARIMA)预测过程。然后，利用ARIMA模型对电力消费数据进行仿真。最后，利用高斯-马尔可夫负荷模型进行了风险评估研究。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Gauss-Markov models for forecasting and risk evaluation

In power systems, expansion of generating and transmission facilities, day-to-day operation are dependent on the future loading demands. Load uncertainty can be modeled using the Gauss-Markov properties for a random process. Sharing the Gauss-Markov characteristics, Box-Jenkins (ARIMA) forecast procedure is described. Then, electricity consumption data is simulated as an application of ARIMA models. Finally, a risk evaluation study using a Gauss-Markov load model is also demonstrated.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Proceedings of EMPD '98. 1998 International Conference on Energy Management and Power Delivery (Cat. No.98EX137)

自引率

0.00%

发文量