Composite system adequacy assessment using sequential Monte Carlo simulation with variance reduction techniques

IEE Proceedings: Generation, Transmission and Distribution

Volumn 144, Issue 1, 1997, Pages 1-6

  Billinton, R ^a   Jonnavithula, A ^a  

^a UNIVERSITY OF SASKATCHEWAN   (Canada)

Author keywords

Monte Carlo simulation; Power system networks; Variance reduction

Indexed keywords

ADEQUACY ANALYSIS;

COMPUTER SIMULATION; CORRELATION METHODS; EFFICIENCY; MONTE CARLO METHODS; OPTIMIZATION; REGRESSION ANALYSIS;

ELECTRIC POWER SYSTEMS;

EID: 0030644191     PISSN: 13502360     EISSN: None     Source Type: Journal    
DOI: 10.1049/ip-gtd:19970763     Document Type: Article

References (20)

1. PEREIRA, M.V.F., and PINTO, L.M.V.G.: 'A new computational tool for composite reliability evaluation', IEEE Trans., Feb. 1992, PWRS-7, (1), pp. 258-264
2. NOFERI, P.L., PARIS, L., and SALVADERI, L.: 'Monte Carlo methods for power system reliability evaluation in transmission or generation planning'. Presented at symposium on Reliability and maintainability, Washington, DC, 1975
3. CUNHA, S.H.F., PEREIRA, M.V.F., PINTO, L.M.V.G., and OLIVEIRA, G.C.: 'Composite generation and transmission reliability evaluation in large hydroelectric systems', IEEE Trans., Oct. 1985, PAS-104
4. DODU, J.C., and MERLIN, A.: 'An application of linear programming to the planning of large-scale power systems: The MEXICO model'. Proceedings of the 5th PSCC, Cambridge, UK, Sept. 1975, Paper 22/9
5. BILLINTON, R., and WENYUAN, L.: 'Hybrid approach for reliability evaluation of composite generation and transmission systems using Monte Carlo simulation and enumeration technique', IEE Proc. C, May 1991, 138, (3)
6. MAZUMDAR, M.: 'Importance sampling in reliability estimation' in 'Reliability and fault tree analysis' (SIAM, PA., USA, 1975), pp. 153-163
7. MERLIN, A., and OGER, P.: 'Application of variance reducing technique to a Monte Carlo simulation model of power transmission system'. Workshop proceedings on Power system reliability, research needs and priorities, Oct. 1978, EPRI report WS77-60
8. OLIVEIRA, G.C., PEREIRA, M.V.F., and CUNHA, S.H.F.: 'A technique for reducing computational effort in Monte Carlo based reliability evaluation', IEEE Trans., Oct. 1989, PWRS-4, (4)
9. MARNAY, C., and STRAUSS, T.: 'Effectiveness of antithetic sampling and stratified sampling in Monte Carlo chronological production cost modeling', IEEE Trans., May 1991, PWRS-6, (2), pp. 669-675
10. PEREIRA, M.V.F., MACEIRA, M.E.P., OLIVEIRA, G.C., and PINTO, L.M.V.G.: 'Combining analytical models and Monte Carlo techniques in probabilistic power system analysis', IEEE Trans., Feb. 1992, PWRS-7, (1)
11. UBEDA, J.R., and ALLAN, R.N.: 'Reliability assessment of hydro thermal systems using variance reduction techniques'. Proceedings of 11th PSCC, France, 1993, Vol. 2, pp. 823-829
12. BREIPOHL, A., LEE, F.N., HUANG, J., and FENG, Q.: 'Sample size reduction in stochastic production simulation', IEEE Trans., Aug. 1990, PWRS-5, (3), pp. 984-990
13. LAW, A.M., and KELTON, W.D.: 'Simulation modeling and analysis' (McGraw-Hill, 1982)
14. KLEIJNEN, J.P.C.: 'Statistical techniques in simulation - Part I' (Marcel Dekker, New York, 1974)
15. BILLINTON, R., and ALLAN, R.N.: 'Reliability evaluation of power systems' (Pitman, New York, 1984)
16. BANKS, J., and CARSON, J.S.: 'Discrete - event system simulation' (Prentice Hall, New Jersey, 1984)
17. SANKARAKRISHNAN, A., and BILLINTON, R.: 'Sequential Monte Carlo simulation for composite power system reliability analysis with time varying loads', IEEE Trans., Aug. 1995, PWRS-10, (3), pp. 1540-1545
18. SANKARAKRISHNAN, A., and BILLINTON, R.: 'Effective techniques for reliability worth assessment In composite power system networks using Monte Carlo simulation'. IEEE summer meeting, paper 95 SM 512-4 PWRS
19. BILLINTON, R.: 'A reliability test system for educational purposes - basic data', IEEE Trans., Aug. 1989, PWRS-4, (3), pp. 1238-1244
20. IEEE COMMITTEE REPORT, : 'IEEE reliability test system', IEEE Trans., 1979, PAS-98, pp. 2047-2054