A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimen...A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimensional Frank’s copula. In addition, we adopt two attenuation models proposed by YU and Boore et al, respectively, and construct a two-dimensional copula joint probabilistic function as an example to illustrate the uncertainty treatment at low probability. The results show that copula joint function gives us a better prediction of peak ground motion than that resultant from the simple linear weight technique which is commonly used in the traditional logic-tree treatment of model uncertainties. In light of widespread application in the risk analysis from financial investment to insurance assessment, we believe that the copula-based technique will have a potential application in the seismic hazard analysis.展开更多
According to the characteristics of the correlation of multiple wind farm output, this paper put forwards a modeling method based on fuzzy c-means clustering and the copula function, and correlation wind farms are ins...According to the characteristics of the correlation of multiple wind farm output, this paper put forwards a modeling method based on fuzzy c-means clustering and the copula function, and correlation wind farms are inserted into IEEE-RTS79 reliability system for risk assessment. By the probabilistic load flow calculated by Monte Carlo simulation method, the probability of the accident is derived, and bus voltage and branch power flow overload risk index are defined in this paper. The results show that this method can realize the modeling of the correlation of wind power output, and the risk index can identify the weakness of the system, which can provide reference for the operation and maintenance personnel.展开更多
A general method was proposed to evaluate the distribution function of （C1｜C2 ） . Some examples were presented to validate the application of the method. Then the sufficient and necessary condition for that the dis...A general method was proposed to evaluate the distribution function of （C1｜C2 ） . Some examples were presented to validate the application of the method. Then the sufficient and necessary condition for that the distribution function of （ C1 ｜ C2 ） is uniform was proved.展开更多
基金Project of Institute of Crustal Dynamics, China Earthquake Administration (ZDJ2007-1)One Hundred Individual Program of Chinese Academy of Sciences (99M2009M02) National Natural Science Foundation of China (40574022)
文摘A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimensional Frank’s copula. In addition, we adopt two attenuation models proposed by YU and Boore et al, respectively, and construct a two-dimensional copula joint probabilistic function as an example to illustrate the uncertainty treatment at low probability. The results show that copula joint function gives us a better prediction of peak ground motion than that resultant from the simple linear weight technique which is commonly used in the traditional logic-tree treatment of model uncertainties. In light of widespread application in the risk analysis from financial investment to insurance assessment, we believe that the copula-based technique will have a potential application in the seismic hazard analysis.
文摘According to the characteristics of the correlation of multiple wind farm output, this paper put forwards a modeling method based on fuzzy c-means clustering and the copula function, and correlation wind farms are inserted into IEEE-RTS79 reliability system for risk assessment. By the probabilistic load flow calculated by Monte Carlo simulation method, the probability of the accident is derived, and bus voltage and branch power flow overload risk index are defined in this paper. The results show that this method can realize the modeling of the correlation of wind power output, and the risk index can identify the weakness of the system, which can provide reference for the operation and maintenance personnel.
文摘A general method was proposed to evaluate the distribution function of （C1｜C2 ） . Some examples were presented to validate the application of the method. Then the sufficient and necessary condition for that the distribution function of （ C1 ｜ C2 ） is uniform was proved.
