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A Gaussian mixture approach to model stochastic processes in power systems
Gemine, Quentin; Cornélusse, Bertrand; Glavic, Mevludin et al.
2016In Proceedings of the 19th Power Systems Computation Conference (PSCC'16)
Peer reviewed
 

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Keywords :
time series; stochastic process; stochastic modeling; Gaussian mixture model; lookahead simulation; synthetic trajectory; security analysis; distribution system
Abstract :
[en] Probabilistic methods are emerging for operating electrical networks, driven by the integration of renewable generation. We present an algorithm that models a stochastic process as a Markov process using a multivariate Gaussian Mixture Model, as well as a model selection technique to search for the adequate Markov order and number of components. The main motivation is to sample future trajectories of these processes from their last available observations (i.e. measurements). An accurate model that can generate these synthetic trajectories is critical for applications such as security analysis or decision making based on lookahead models. The proposed approach is evaluated in a lookahead security analysis framework, i.e. by estimating the probability of future system states to respect operational constraints. The evaluation is performed using a 33-bus distribution test system, for power consumption and wind speed processes. Empirical results show that the GMM approach slightly outperforms an ARMA approach.
Disciplines :
Computer science
Electrical & electronics engineering
Author, co-author :
Gemine, Quentin ;  Université de Liège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Smart grids
Cornélusse, Bertrand  ;  Université de Liège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Smart grids
Glavic, Mevludin ;  Université de Liège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation : Optimisation discrète
Fonteneau, Raphaël ;  Université de Liège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Smart grids
Ernst, Damien  ;  Université de Liège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Smart grids
Language :
English
Title :
A Gaussian mixture approach to model stochastic processes in power systems
Publication date :
June 2016
Event name :
19th Power Systems Computation Conference (PSCC'16)
Event place :
Genoa, Italy
Event date :
June 20-24, 2016
Audience :
International
Main work title :
Proceedings of the 19th Power Systems Computation Conference (PSCC'16)
Peer reviewed :
Peer reviewed
Tags :
CÉCI : Consortium des Équipements de Calcul Intensif
Name of the research project :
GREDOR
Funders :
Service public de Wallonie : Direction générale opérationnelle de l'aménagement du territoire, du logement, du patrimoine et de l'énergie - DG04
Belgian Network DYSCO
CÉCI - Consortium des Équipements de Calcul Intensif [BE]
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