Title :
Cumulant based probabilistic optimal power flow (P-OPF)
Author :
Schellenberg, Antony ; Rosehart, William ; Aguado, Juan Gutierrez
Author_Institution :
Calgary Univ., Alta., Canada
Abstract :
This paper introduces the cumulant method for the P-OPF problem and compares the cumulant method and first-order second-moment method (FOSMM). It is shown that for some combinations of independent Gaussian distributions the two methods are equivalent. A numerical example is included comparing the cumulant method and FOSMM results with a 1500 Monte Carlo simulation. The results using the FOSMM exactly equal the results using the cumulant method.
Keywords :
Gaussian distribution; Monte Carlo methods; higher order statistics; load flow; power markets; Gaussian distribution; Monte Carlo simulation; P-OPF; cumulant method; first-order second-moment method; numerical example; probabilistic optimal power flow; Gaussian distribution; Lagrangian functions; Linear programming; Load flow; Monte Carlo methods; Power generation; Power systems; Random variables; Wind energy generation; Wind power generation;
Conference_Titel :
Probabilistic Methods Applied to Power Systems, 2004 International Conference on
Print_ISBN :
0-9761319-1-9
