Imperial College London

DrMingyangSun

Faculty of EngineeringDepartment of Electrical and Electronic Engineering

Honorary Lecturer
 
 
 
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Contact

 

mingyang.sun11

 
 
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Location

 

Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Sun:2016,
author = {Sun, M and Konstantelos, I and Tindemans, S and Strbac, G},
title = {Evaluating composite approaches to modelling high-dimensional stochastic variables in power systems},
url = {http://hdl.handle.net/10044/1/30488},
year = {2016}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AB - The large-scale integration of intermittent energy sources, the introduction of shiftable load elements and the growing interconnection that characterizes electricity systems worldwide have led to a significant increase of operational uncertainty. The construction of suitable statistical models is a fundamental step towards building Monte Carlo analysis frameworks to be used for exploring the uncertainty state-space and supporting real-time decision-making. The main contribution of the present paper is the development of novel composite modelling approaches that employ dimensionality reduction, clustering and parametric modelling techniques with a particular focus on the use of pair copula construction schemes. Large power system datasets are modelled using different combinations of the aforementioned techniques, and detailed comparisons are drawn on the basis of Kolmogorov-Smirnov tests, multivariate two-sample energy tests and visual data comparisons. The proposed methods are shown to be superior to alternative high-dimensional modelling approaches.
AU - Sun,M
AU - Konstantelos,I
AU - Tindemans,S
AU - Strbac,G
PY - 2016///
TI - Evaluating composite approaches to modelling high-dimensional stochastic variables in power systems
UR - http://hdl.handle.net/10044/1/30488
ER -