针对拟蒙特卡洛方法在处理高维问题时其改进性的退化,提出一种基于维度重要性的电力系统可靠性评估的拟蒙特卡洛方法。首先介绍了拟蒙特卡洛方法的误差估计理论,分析了低偏差序列在维度增加时均匀性的退化现象。其次,推导了误差上界的方差分析分解形式,提出以维度重要性降序进行抽样的思路减小误差上界,并建立了量化维度重要性的数学模型。最后,建立基于维度重要性的可靠性评估的拟蒙特卡洛模型和交叉熵拟蒙特卡洛模型,并提出了评价计算值与其真值误差的精度指标。以 RTS79发电系统、292机发电系统和 RBTS 发输电系统为例,比较了文中方法和传统方法在计算失负荷概率(LOLP)和电力不足期望值(EDNS)时的精度指标。结果表明,所提出的方法在上述两种指标的计算上都具有更高的误差精度。
In view of the degradation of improvement character of the quasi‐Monte Carlo method in handling high dimension problems , a dimensional importance based quasi‐Monte Carlo method for power system reliability evaluation is proposed . First , the error estimation principle of quasi‐Monte Carlo is described , and the uniformity degradation of low discrepancy sequence on increasing dimensions is analyzed . Secondly , the decomposition term of error bounds is derived by analysis of variance and sampling in the descending order of dimensional importance is proposed to reduce the error bounds . Then a model for quantifying dimensional importance is developed . Finally , a quasi‐Monte Carlo model for power system reliability evaluation based on dimensional importance and a cross entropy quasi‐Monte Carlo model are developed . Then the accuracy index of evaluating the error between computed value and the true value is presented . The accuracy indices in calculating loss of load probability ( LOLP) and expected demand not supplied ( EDNS) of the proposed method and those of the crude method are compared on the test systems of RTS79 generation system , 292‐unit generation system and RBTS generation and transmission system . Results show that the method proposed has better error accuracy in the calculation of both indices mentioned above .