A Fractional Brownian Motion Model for Forecasting Lost Load and Time Interval Between Power Outages
نویسندگان
چکیده
A novel idea is proposed to forecast lost load and time interval between power outages based on the similarity series generated by a stochastic model actual series. The obeys power-law distribution, which can be described as process with long-range dependence (LRD). Fractional Brownian motion (fBm) LRD, we discretize differential equation (SDE) driven fBm difference iterative constructed for forecasting. By calculating Hurst exponent of proves that it has LRD characteristics. stochastics produced strong when taken into model. Moreover, forecasting accuracy enriched considering appropriate sample size step size. same analysis applied outages. efficiency demonstrated case study medium voltage grid in Shanghai compared other approaches. Finally, value at risk (VaR) conditional (CVaR) two system-level indices assessment future
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ژورنال
عنوان ژورنال: IEEE Access
سال: 2021
ISSN: ['2169-3536']
DOI: https://doi.org/10.1109/access.2020.3048499