To adapt to the uncertainty of new energy,increase new energy consumption,and reduce carbon emissions,a high-voltage distribution network energy storage planning model based on robustness-oriented planning and distrib...To adapt to the uncertainty of new energy,increase new energy consumption,and reduce carbon emissions,a high-voltage distribution network energy storage planning model based on robustness-oriented planning and distributed new energy consumption is proposed.Firstly,the spatio-temporal correlation of large-scale wind-photovoltaic energy is modeled based on the Vine Copula model,and the spatial correlation of the generated wind-photovoltaic power generation is corrected to get the spatio-temporal correlation of wind-photovoltaic power generation scenarios.Finally,considering the subsequent development of new energy on demand for high-voltage distribution network peaking margin and the economy of the system peaking,we propose the optimization model of high-voltage distribution network energy storage plant siting and capacity setting for source-storage cooperative peaking.The simulation results show that the proposed energy storage plant planning method can effectively alleviate the branch circuit blockage,promote new energy consumption,reduce the burden of the main grid peak shifting,and leave sufficient peak shifting margin for the subsequent development of a new energy distribution network while ensuring the economy.展开更多
On the basis of each gear's failure correlation, the reliability Copula model of a wind turbine gearbox is established and a 1.5 MW wind turbine gearbox is taken as the research object. Firstly, based on the dynam...On the basis of each gear's failure correlation, the reliability Copula model of a wind turbine gearbox is established and a 1.5 MW wind turbine gearbox is taken as the research object. Firstly, based on the dynamic reliability model of mechanical parts, each gear's life distribution function of a wind turbine gearbox is obtained.The life distribution function can be used as the marginal distributions of the system's joint distribution. Secondly,Copula function is introduced to describe the failure correlation between parts, and the appropriate Copula function is selected according to the shape characters of Copula probability density function. Finally, the wind turbine gearbox system is divided into three parts according to the failure correlation of each gear. The Sklar theorem and the thought of step by step analysis are used to obtain the reliability Copula model for a wind turbine gearbox based on failure correlation.展开更多
This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The margin...This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.展开更多
Test selection design(TSD)is an important technique for improving product maintainability,reliability and reducing lifecycle costs.In recent years,although some researchers have addressed the design problem of test se...Test selection design(TSD)is an important technique for improving product maintainability,reliability and reducing lifecycle costs.In recent years,although some researchers have addressed the design problem of test selection,the correlation between test outcomes has not been sufficiently considered in test metrics modeling.This study proposes a new approach that combines copula and D-Vine copula to address the correlation issue in TSD.First,the copula is utilized to model FIR on the joint distribution.Furthermore,the D-Vine copula is applied to model the FDR and FAR.Then,a particle swarm optimization is employed to select the optimal testing scheme.Finally,the efficacy of the proposed method is validated through experimentation on a negative feedback circuit.展开更多
Regime switching,which is described by a Markov chain,is introduced in a Markov copula model.We prove that the marginals（X,H^i）,i = 1,2,3 of the Markov copula model（X,H） are still Markov processes and have marting...Regime switching,which is described by a Markov chain,is introduced in a Markov copula model.We prove that the marginals（X,H^i）,i = 1,2,3 of the Markov copula model（X,H） are still Markov processes and have martingale property.In this proposed model,a pricing formula of credit default swap（CDS） with bilateral counterparty risk is derived.展开更多
地震动常被拆解为两个水平向分量(x、y)和一个竖向分量(z)。为探寻Copula模型在多维地震动参数相关性分析中的应用可行性,从太平洋工程抗震研究中心选取1500组实测地震动,并从强度、持时和频谱3个方面筛选出12组地震动参数用于表征分析...地震动常被拆解为两个水平向分量(x、y)和一个竖向分量(z)。为探寻Copula模型在多维地震动参数相关性分析中的应用可行性,从太平洋工程抗震研究中心选取1500组实测地震动,并从强度、持时和频谱3个方面筛选出12组地震动参数用于表征分析地震动不同向分量间的相关性。首先,计算得到u-v(u、v为地震动两个水平向分量和一个竖向分量中的任意两个分量,u、v=x,y,z)向分量间12组地震动参数的Pearson线性相关系数、Kendall秩相关系数和Spearman秩相关系数。其次,结合柯尔莫哥洛夫-斯米尔诺夫(Kolmogorov-Smirnov,K-S)检验和贝叶斯信息准则(the Bayesian information criteria,BIC)建立了12组地震动参数在x、y、z向分量上的最优概率模型。最后,利用BIC准则确定了u-v向分量间地震动参数的最优Copula函数,建立了u-v向分量间12组地震动参数的联合概率函数。结果表明:12组地震动参数相关性较好,但反应谱峰值对应周期参数在u-v向分量间的相关性和阿里亚斯强度参数在x-z向、y-z向分量间的相关性较低;通过Copula理论可以较为精准的建立u-v向分量间地震动参数的联合概率函数;在给定u向分量地震动参数条件下,得到的Copula条件均值和条件随机数能够用于v向分量地震动参数预测。展开更多
基金supported by State Grid Anhui Electric Power Co.,Ltd.Research Program(B3120923000C).
文摘To adapt to the uncertainty of new energy,increase new energy consumption,and reduce carbon emissions,a high-voltage distribution network energy storage planning model based on robustness-oriented planning and distributed new energy consumption is proposed.Firstly,the spatio-temporal correlation of large-scale wind-photovoltaic energy is modeled based on the Vine Copula model,and the spatial correlation of the generated wind-photovoltaic power generation is corrected to get the spatio-temporal correlation of wind-photovoltaic power generation scenarios.Finally,considering the subsequent development of new energy on demand for high-voltage distribution network peaking margin and the economy of the system peaking,we propose the optimization model of high-voltage distribution network energy storage plant siting and capacity setting for source-storage cooperative peaking.The simulation results show that the proposed energy storage plant planning method can effectively alleviate the branch circuit blockage,promote new energy consumption,reduce the burden of the main grid peak shifting,and leave sufficient peak shifting margin for the subsequent development of a new energy distribution network while ensuring the economy.
基金the National Natural Science Foundation of China(No.51265025)
文摘On the basis of each gear's failure correlation, the reliability Copula model of a wind turbine gearbox is established and a 1.5 MW wind turbine gearbox is taken as the research object. Firstly, based on the dynamic reliability model of mechanical parts, each gear's life distribution function of a wind turbine gearbox is obtained.The life distribution function can be used as the marginal distributions of the system's joint distribution. Secondly,Copula function is introduced to describe the failure correlation between parts, and the appropriate Copula function is selected according to the shape characters of Copula probability density function. Finally, the wind turbine gearbox system is divided into three parts according to the failure correlation of each gear. The Sklar theorem and the thought of step by step analysis are used to obtain the reliability Copula model for a wind turbine gearbox based on failure correlation.
文摘This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.
基金supported by the National Natural Science Foundation of China(No.62303293,62303414)the China Postdoctoral Science Foundation(No.2023M732176,2023M741821)the Zhejiang Province Postdoctoral Selected Foundation(No.ZJ2023143).
文摘Test selection design(TSD)is an important technique for improving product maintainability,reliability and reducing lifecycle costs.In recent years,although some researchers have addressed the design problem of test selection,the correlation between test outcomes has not been sufficiently considered in test metrics modeling.This study proposes a new approach that combines copula and D-Vine copula to address the correlation issue in TSD.First,the copula is utilized to model FIR on the joint distribution.Furthermore,the D-Vine copula is applied to model the FDR and FAR.Then,a particle swarm optimization is employed to select the optimal testing scheme.Finally,the efficacy of the proposed method is validated through experimentation on a negative feedback circuit.
基金Supported by Jiangsu Government Scholarship for Overseas Studiesthe NNSF of China(Grant Nos.11401419,11301369,11371274)+1 种基金the CPSF(2014M561453)the NSF of Jiangsu Province(Grant Nos.BK20140279,BK20130260)
文摘Regime switching,which is described by a Markov chain,is introduced in a Markov copula model.We prove that the marginals（X,H^i）,i = 1,2,3 of the Markov copula model（X,H） are still Markov processes and have martingale property.In this proposed model,a pricing formula of credit default swap（CDS） with bilateral counterparty risk is derived.
文摘地震动常被拆解为两个水平向分量(x、y)和一个竖向分量(z)。为探寻Copula模型在多维地震动参数相关性分析中的应用可行性,从太平洋工程抗震研究中心选取1500组实测地震动,并从强度、持时和频谱3个方面筛选出12组地震动参数用于表征分析地震动不同向分量间的相关性。首先,计算得到u-v(u、v为地震动两个水平向分量和一个竖向分量中的任意两个分量,u、v=x,y,z)向分量间12组地震动参数的Pearson线性相关系数、Kendall秩相关系数和Spearman秩相关系数。其次,结合柯尔莫哥洛夫-斯米尔诺夫(Kolmogorov-Smirnov,K-S)检验和贝叶斯信息准则(the Bayesian information criteria,BIC)建立了12组地震动参数在x、y、z向分量上的最优概率模型。最后,利用BIC准则确定了u-v向分量间地震动参数的最优Copula函数,建立了u-v向分量间12组地震动参数的联合概率函数。结果表明:12组地震动参数相关性较好,但反应谱峰值对应周期参数在u-v向分量间的相关性和阿里亚斯强度参数在x-z向、y-z向分量间的相关性较低;通过Copula理论可以较为精准的建立u-v向分量间地震动参数的联合概率函数;在给定u向分量地震动参数条件下,得到的Copula条件均值和条件随机数能够用于v向分量地震动参数预测。
