TY - JOUR
T1 - A quasi-monte carlo method based power system reliability evaluation
AU - Hou, Yushen
AU - Wang, Xiuli
AU - Liu, Jie
AU - Guo, Jingli
AU - Tang, Lun
PY - 2015/3/5
Y1 - 2015/3/5
N2 - In allusion to slow error convergence of Monte Carlo method used in power system reliability evaluation, the quasi-Monte Carlo method sampled by low discrepancy sequence is applied in reliability evaluation. The principle of quasi-Monte Carlo method is presented and compared with Monte Carlo method in error analysis. Further, the construction of Sobollow discrepancy sequence is described. A quasi-Monte Carlo reliability calculation model, in which the Sobolsequence are taken as the sampling points, is established and combined with importance sampling method. For the three-machine system and RTS-79 the standard non-sequential Monte Carlo simulation and Sobolsequence quasi-Monte Carlo simulation are performed respectively to calculate reliability indices EDNS and LOLP, and the error convergence curves are compared. Comparison results show that when quasi-Monte Carlo method is applied in reliability calculation, the error convergence of indices EDNS and LOLP is faster. The proposed method can be regarded as a new thinking for power system reliability calculation.
AB - In allusion to slow error convergence of Monte Carlo method used in power system reliability evaluation, the quasi-Monte Carlo method sampled by low discrepancy sequence is applied in reliability evaluation. The principle of quasi-Monte Carlo method is presented and compared with Monte Carlo method in error analysis. Further, the construction of Sobollow discrepancy sequence is described. A quasi-Monte Carlo reliability calculation model, in which the Sobolsequence are taken as the sampling points, is established and combined with importance sampling method. For the three-machine system and RTS-79 the standard non-sequential Monte Carlo simulation and Sobolsequence quasi-Monte Carlo simulation are performed respectively to calculate reliability indices EDNS and LOLP, and the error convergence curves are compared. Comparison results show that when quasi-Monte Carlo method is applied in reliability calculation, the error convergence of indices EDNS and LOLP is faster. The proposed method can be regarded as a new thinking for power system reliability calculation.
KW - Low discrepancy sequence
KW - Monte Carlo
KW - Quasi Monte Carlo
KW - Reliability evaluation
UR - http://www.scopus.com/inward/record.url?scp=84925688214&partnerID=8YFLogxK
U2 - 10.13335/j.1000-3673.pst.2015.03.024
DO - 10.13335/j.1000-3673.pst.2015.03.024
M3 - Article
AN - SCOPUS:84925688214
SN - 1000-3673
VL - 39
SP - 744
EP - 750
JO - Dianwang Jishu/Power System Technology
JF - Dianwang Jishu/Power System Technology
IS - 3
ER -