Copula-Based Monte Carlo Scenarios Generation Method for STOPF Problem

This paper introduces a Monte Carlo scenario generation method based on copula theory for the stochastic optimal power flow （STOPF） problem with wind power. By using copula theory, the scenarios are simulated from multivariable joint distribution but only from their dependency matrix. Hence, the scenarios generated by proposed method can contain flail statistical information of multivariate. Here, the details of simu- lating scenarios for multi-wind-farm are explained with four steps： determine margin of one wind farm, fit the copulas, choose optimal copulas and simulate scenarios by Mote Carlo. Moreover, the producing process of scenarios is demonstrated by two adjacent actual wind farms in China. With the scenarios, the STOPF is con- verted into the same amount deterministic sub OPF models which can be solved by available technology per- fectly. Results using copula theory are compared against results from history samples based on two designs： IEEE 30-bus and IEEE 118-bus systems. The comparison results prove the accuracy of the proposed methodology.

This paper introduces a Monte Carlo scenario generation method based on copula theory for the stochastic optimal power flow(STOPF) problem with wind power. By using copula theory, the scenarios are simulated from multivariable joint distribution but only from their dependency matrix. Hence, the scenarios generated by proposed method can contain full statistical information of multivariate. Here, the details of simulating scenarios for multi-wind-farm are explained with four steps: determine margin of one wind farm, fit the copulas, choose optimal copulas and simulate scenarios by Mote Carlo. Moreover, the producing process of scenarios is demonstrated by two adjacent actual wind farms in China. With the scenarios, the STOPF is converted into the same amount deterministic sub OPF models which can be solved by available technology perfectly. Results using copula theory are compared against results from history samples based on two designs: IEEE 30-bus and IEEE 118-bus systems. The comparison results prove the accuracy of the proposed methodology.