Fat Tail Model for Simulating Test Systems in Multiperiod Unit Commitment

Marmolejo Saucedo, José Antonio; Rodríguez Aguilar, Román

doi:10.1155/2015/738215

Fat Tail Model for Simulating Test Systems in Multiperiod Unit Commitment

Journal

Mathematical Problems in Engineering

ISSN

1024-123X

1563-5147

Date Issued

2015

Author(s)

Marmolejo Saucedo, José Antonio

Instituto Politécnico Nacional

Type

Resource Types::text::Non-primary product

DOI

10.1155/2015/738215

URL

https://scripta.up.edu.mx/handle/20.500.12552/11400

Abstract

This paper describes the use of Chambers-Mallows-Stuck method for simulating stable random variables in the generation of test systems for economic analysis in power systems. A study that focused on generating test electrical systems through fat tail model for unit commitment problem in electrical power systems is presented. Usually, the instances of test systems in Unit Commitment are generated using normal distribution, but in this work, simulations data are based on a new method. For simulating, we used three original systems to obtain the demand behavior and thermal production costs. The estimation of stable parameters for the simulation of stable random variables was based on three generally accepted methods: (a) regression, (b) quantiles, and (c) maximum likelihood, choosing one that has the best fit of the tails of the distribution. Numerical results illustrate the applicability of the proposed method by solving several unit commitment problems.