Reliability assessment of time-dependent systems via sequential cross-entropy Monte Carlo simulation

IEEE Transactions on Power Systems

Volumn 26, Issue 4, 2011, Pages 2381-2389

  González Fernández, Reinaldo A ^a   Leite Da Silva, Armando M ^a  

^a FEDERAL UNIVERSITY OF ITAJUBÁ   (Brazil)

Author keywords

Cross entropy method; Monte Carlo simulation; rare events; reliability assessment; renewable energy sources; risk analysis

Indexed keywords

CROSS-ENTROPY METHOD; MONTE CARLO SIMULATION; RARE EVENT; RELIABILITY ASSESSMENT; RENEWABLE ENERGY SOURCE;

COMPUTER SIMULATION; ENTROPY; OPTIMIZATION; RATING; RELIABILITY ANALYSIS; RISK ANALYSIS; RISK ASSESSMENT;

MONTE CARLO METHODS;

EID: 80054934050     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2011.2112785     Document Type: Article

References (21)

1. R. Billinton and R. N. Allan, Reliability Evaluation of Power Systems. New York: Plenum, 1996.
2. R. Billinton and W. R. Li, Assessment of Electric Power System Using Monte Carlo Methods. New York: Plenum, 1994.
3. R. Billinton and A. A. Chowdhury, "Incorporating of wind energy conversion systems in conventional generating capacity adequacy assessment", Proc. Inst. Elect. Eng. C, vol. 139, no. 1, pp. 45-56, Jan. 1992.
4. F. C. Sayas and R. N. Allan, "Generation availability assessment of wind farms", Proc. Inst. Elect. Eng., Gen., Transm., Distrib., vol. 143, no. 5, pp. 507-518, Sep. 1996. (Pubitemid 126765859)
5. R. Billinton, H. Chen, and R. Ghajar, "A sequential simulation technique for adequacy evaluation of generating systems including wind energy", IEEE Trans. Energy Convers., vol. 11, no. 4, pp. 728-734, Dec. 1996. (Pubitemid 126771427)
6. A. M. Leite da Silva, L. A. F. Manso, W. S. Sales, L. C. Resende, M. J. Q. Aguiar, M. A. Matos, J. A. P. Lopes, and V. Miranda, "Application of Monte Carlo simulation to generating system well-being analysis considering renewable sources", Eur. Trans. Elect. Power, vol. 17, no. 4, pp. 387-400, Jul.-Aug. 2007. (Pubitemid 47217791)
7. J. A. Peças Lopes et al., "Dealing with intermittent generation in the long-term evaluation of system adequacy and operational reserve requirements in the Iberian peninsula", in Proc. Cigré, Paper C1-304, Paris, France, Aug. 2008.
8. A. M. Leite da Silva, L. A. F. Manso, J. C. O. Mello, and R. Billinton, "Pseudo-chronological simulation for composite reliability analysis with time varying loads", IEEE Trans. Power Syst., vol. 15, no. 1, pp. 73-80, Feb. 2000.
9. A. M. Leite da Silva, R. A. González-Fernández, W. S. Sales, and L. A. F. Manso, "Reliability assessment of time-dependent systems via quasi sequential Monte Carlo simulation", in Proc. 11th PMAPS-Probabilistic Methods Applied to Power Systems, Singapore, Jun. 14-17, 2010.
10. L. Wang and C. Singh, "Population-based intelligent search in reliability evaluation of generation systems with wind power penetration", IEEE Trans. Power Syst., vol. 23, no. 3, pp. 1336-1345, Aug. 2008.
11. V. Miranda, L. M. Carvalho, M. A. Rosa, A. M. Leite da Silva, and C. Singh, "Improving power system reliability calculation efficiency with EPSO variants", IEEE Trans. Power Syst., vol. 24, no. 4, pp. 1772-1779, Nov. 2009.
12. G. J. Anders, J. Endrenyi, M. V. F. Pereira, and L. M. V. G. Pinto, "Fast Monte Carlo simulation techniques for power system reliability studies", in Proc. CIGRE Symp., Paris, France, 1990, pp. 38-205.
13. R. Billinton and A. Jonnavithula, "Composite system adequacy assessment using sequential Monte Carlo simulation with variance reduction techniques", Proc. Inst. Elect. Eng., Gen., Transm., Distrib., vol. 144, no. 1, pp. 1-6, Jan. 1997. (Pubitemid 127758226)
14. B. Zhaohong and W. Xifan, "Studies on variance reduction technique of Monte Carlo simulation in composite system reliability evaluation", Elect. Power Syst. Res., vol. 63, no. 1, pp. 59-64, Aug. 2002. (Pubitemid 34862976)
15. R. Y. Rubinstein and D. P. Kroese, The Cross-Entropy Method. A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning. New York: Springer, 2004.
16. R. Y. Rubinstein and D. P. Kroese, Simulation and the Monte Carlo Methods, 2nd ed. New York: Wiley, 2007.
17. D. Ernst, M. Glavic, G. B. Stan, S. Mannor, and L. Wehenkel, "The cross-entropy method for power system combinatorial optimization problems", in Proc. IEEE Power Tech Conf., Lausanne, Switzerland, Jul. 1-5, 2007.
18. A. M. Leite da Silva, R. A. González-Fernández, and C. Singh, "Generation capacity reliability evaluation based on Monte Carlo simulation and cross-entropy methods", IEEE Trans. Power Syst., vol. 25, no. 1, pp. 129-137, Feb. 2010.
19. J. C. O. Mello, M. V. F. Pereira, and A. M. Leite da Silva, "Evaluation of reliability worth in composite systems based on pseudo-sequential Monte Carlo simulation", IEEE Trans. Power Syst., vol. 9, no. 3, pp. 1318-1326, Aug. 1994.
20. A. M. Leite da Silva, W. S. Sales, L. A. F. Manso, and R. Billinton, "Long-term probabilistic evaluation of operating reserve requirements with renewable sources", IEEE Trans. Power Syst., vol. 25, no. 1, pp. 106-116, Feb. 2010.
21. IEEE APM subcommittee, "The IEEE reliability test system-1996", IEEE Trans. Power Syst., vol. 14, no. 3, pp. 1010-1020, Aug. 1999.