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基于时变Copula函数的风电出力相关性分析

Wind Power Correlation Analysis Based on Time-variant Copula Function

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【作者】 王小红周步祥张乐傅利罗欢刘建华

【Author】 WANG Xiaohong;ZHOU Buxiang;ZHANG Le;FU Li;LUO Huan;LIU Jianhua;School of Electrical Engineering and Information,Sichuan University;

【机构】 四川大学电气信息学院

【摘要】 相邻风电场风电出力存在较强的相关性,但一段时间内其相关强度并非一成不变,所选取时间窗口不同,可能会得到不同的相关性结论。针对这一问题,基于Copula相关性分析理论,提出了采用时变Copula函数来分析风电出力时变相关性。并研究了3种时变Copula函数的特性,给出了时变相关系数的时变方程,再采用IFM法和AIC法进行Copula函数参数估计和拟合优度检验。通过实例分析,对比了静态Copula函数和时变Copula函数拟合优度,证明了时变Copula函数在风电场风电出力相关性分析中的可行性和优越性,为风电场风电出力相关性分析提供了更有效的新方法。

【Abstract】 There often is a strong correlation between the adjacent wind farm′s wind power,but the correlation intensity of wind power is not immutable within a period of time. When the selected time window is different,it may obtain different correlation conclusions. Based on the Copula correlation analysis theory,time-varying Copula function is proposed to analyze correlation of wind power,three kinds of time-variant Copula functions are studied,also the time-variant correlation coefficient of each Copula is given,then the IFM and AIC methods to estimate the parameter and test the goodness of fitting is wtilized. In this paper,goodness of the static Copula function and the time-variant Copula function is compared by a practical case,which has demonstrated the feasibility and superiority of the time-variant Copula function in analyzing the correlation of wind farm wind power output. The proposed method offers better effectiveness to analyze the correlation of wind farm power output.

  • 【文献出处】 电力系统及其自动化学报 ,Proceedings of the CSU-EPSA , 编辑部邮箱 ,2015年01期
  • 【分类号】TM614
  • 【被引频次】47
  • 【下载频次】900
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