摘要
电力投资风险评估是电力投资风险管理中的重要一环,风险因素的处理则是风险评估的基础工作。为解决多个专家对风险因素的评估结果可能存在差异的问题,提出了一种基于概率集结模型的专家意见集结方法,采用最大化概率密度函数重合面积的方法获得不同专家评价意见的最优集结结果,从而达到融合专家意见的目的。在此基础上,考虑不同风险因素之间的相关性,采用Nataf变换和随机模拟方法进行投资风险的评估,提高电力投资风险评估的准确性。最后,采用案例分析验证了所提方法的合理性和可行性,研究结果可为电力投资风险评估方法提供必要的补充。
In electric power investment, the risk assessment is an important part of risk management, and the processing of risk factors is the foundation. To solve the problem that multiple experts may have different assessment results on the risk factors, an opinion-aggregated method based on the probability aggregation model is proposed, in which the optimization theory is used to solve the probability aggregation issues. On this basis, Natal transformation and the stochastic simulation are used to make the risk assessment by taking into account the correlation of different risk factors, which can improve the accuracy of risk assessment for power investment. Finally, a case study is performed to verify the rationality and feasibility of the proposed method, which also demonstrates the necessity of the proposed method.
出处
《电力系统保护与控制》
EI
CSCD
北大核心
2013年第1期115-119,共5页
Power System Protection and Control
基金
国家高技术研究发展计划(863计划)资助项目(2011AA05A105)~~
关键词
电力投资
风险评估
概率集结
Nataf变换
随机模拟
electric power investment
risk assessment
probability aggregation
Nataf transformation
stochastic simulation
