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摘要:
Interval prediction of wind power,which features the upper and lower limits of wind power at a given confidence level,plays a significant role in accurate prediction and stability of the power grid integrated with wind power.However,the conventional methods of interval prediction are commonly based on a hypothetic probability distribution function,which neglects the correlations among various variables,leading to the decrease of prediction accuracy.Therefore,we improve the multi-objective interval prediction based on the conditional copula function,through which we can fully utilize the correlations among variables to improve prediction accuracy without an assumed probability distribution function.We use the multi-objective optimization method of nondominated sorting genetic algorithm-II(NSGA-II)to obtain the optimal solution set.The particular best solution is weighted by the prediction interval average width(PIAW)and prediction interval coverage probability(PICP)to pick the optimized solution in practical examples.Finally,we apply the proposed method to three wind power plants in different cities in China as examples forvalidation and obtain higher prediction accuracy compared with other methods,i.e.,relevance vector machine(RVM),artificial neural network(ANN),and particle swarm optimization kernel extreme learning machine(PSO-KELM).These results demonstrate the superiority and practicability of this method in interval prediction of wind power.
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基于Copula的VaR计算
VaR
Copula
Archimedean-Copula
蒙特卡洛模拟
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篇名 Multi-objective interval prediction of wind power based on conditional copula function
来源期刊 现代电力系统与清洁能源学报(英文) 学科 工学
关键词 Wind power PREDICTION INTERVAL PREDICTION CONDITIONAL copula FUNCTION Empirical distribution FUNCTION MULTI-OBJECTIVE optimization algorithm
年,卷(期) 2019,(4) 所属期刊栏目
研究方向 页码范围 802-812
页数 11页 分类号 TM614
字数 语种
DOI
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研究主题发展历程
节点文献
Wind
power
PREDICTION
INTERVAL
PREDICTION
CONDITIONAL
copula
FUNCTION
Empirical
distribution
FUNCTION
MULTI-OBJECTIVE
optimization
algorithm
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研究来源
研究分支
研究去脉
引文网络交叉学科
相关学者/机构
期刊影响力
现代电力系统与清洁能源学报(英文)
双月刊
2196-5625
32-1884/TK
No. 19 Chengxin Aven
出版文献量(篇)
386
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0
总被引数(次)
0
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