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Operational risk of a wind farm energy production by Extreme Value Theory and Copulas

机译:极值的风电场能源生产的操作风险   理论与Copulas

摘要

In this paper we use risk management techniques to evaluate the potentialeffects of those operational risks that affect the energy production of a windfarm. We concentrate our attention on three major risk factors: wind speeduncertainty, wind turbine reliability and interactions of wind turbines duemainly to their placement. As a first contribution, we show that the Weibull distribution, commonly usedto fit recorded wind speed data, underestimates rare events. Therefore, inorder to achieve a better estimation of the tail of the wind speeddistribution, we advance a Generalized Pareto distribution. The wind turbinesreliability is considered by modeling the failures events as a compound Poissonprocess. Finally, the use of Copula able us to consider the correlation betweenwind turbines that compose the wind farm. Once this procedure is set up, weshow a sensitivity analysis and we also compare the results from the proposedprocedure with those obtained by ignoring the aforementioned risk factors.
机译:在本文中,我们使用风险管理技术来评估那些影响风电场能源生产的运营风险的潜在影响。我们将注意力集中在三个主要风险因素上:风速不确定性,风力发电机组的可靠性以及主要由于其放置而引起的风力发电机组的相互作用。作为第一个贡献,我们证明了通常用于拟合记录的风速数据的威布尔分布低估了罕见事件。因此,为了更好地估计风速分布的尾部,我们提出了广义帕累托分布。通过将故障事件建模为复合泊松过程来考虑风力涡轮机的可靠性。最后,使用Copula可以使我们考虑组成风电场的风力涡轮机之间的相关性。一旦建立了此程序,我们将显示敏感性分析,并且还将所提出的过程的结果与通过忽略上述风险因素获得的结果进行比较。

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