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基于Copula函数的未来年负荷时间序列场景建模方法研究

Copula-Based Scenario Generation for Future Annual Load Time Series

  • 摘要: 针对现有年负荷时间序列场景建模方法未能充分刻画负荷变化全貌、难以适应新能源消纳能力计算需求的问题,本文提出一种基于Copula函数的未来年负荷时间序列场景建模方法。首先,考虑日负荷率、日峰谷差率及日最大负荷间的内在相关性,引入Copula理论构建三维联合分布模型,通过随机抽样与逆变换生成未来年逐日负荷特性指标。在此基础上,以K-means聚类提取的典型日负荷曲线为形态基准,将生成的特性指标作为等式约束,建立以形态偏差最小为目标的线性规划模型,求解生成满足多重约束的逐日负荷序列,依时序衔接形成全年场景。以某省实际负荷数据进行仿真验证,结果表明所提方法生成的场景在概率分布、自相关特性及月/年特性指标上均优于对比方法,验证了模型的有效性与实用性。

     

    Abstract: To address the limitation of existing annual load time series scenario modeling methods in characterizing overall load variations and supporting new energy accommodation assessment, this paper proposes a Copula-based scenario generation approach for future annual load time series. First, considering the inherent correlations among daily load factor, daily peak-valley difference rate, and daily maximum load, a three-dimensional joint distribution model is constructed via Copula theory, from which future daily load characteristic indices are generated through random sampling and inverse CDF transformation. Subsequently, with typical daily load profiles extracted by K-means clustering as morphological benchmarks, the generated indices are incorporated as equality constraints into a linear programming model to minimize morphological deviations. The optimized daily sequences are then concatenated chronologically to form a complete annual scenario. Simulation results based on actual load data from a provincial power grid demonstrate that the scenarios generated by the proposed method outperform those from the benchmark method in probability distribution, autocorrelation, and monthly/annual indices, validating the effectiveness and practicality of the proposed approach.

     

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