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Title:

A periodic spatial vine copula model for multi-site streamflow simulation

Document type:
Zeitungsartikel
Author(s):
Pereira, G., Veiga, A., Erhardt, T., and Czado, C.
Abstract:
Operational strategies of the Brazilian Electric Sector have direct impacts on operating costs, energy prices, planning the expansion of the system, etc. These decisions are taken under a high level of uncertainty, as the future availability of water for energy generation is a stochastic variable. Computational models, routinely based on stochastic optimization, support these decisions. Some of them make use of streamflow scenarios as entries. In this way, the aim of this paper is to develop a s...     »
Keywords:
Periodic spatial vine copula model Multi-site stochastic streamflow simulation Energy modelling Energy simulation Uncertainty modelling
Dewey Decimal Classification:
510 Mathematik
Journal title:
Electric Power Systems Research
Year:
2017
Journal volume:
152
Year / month:
2017-11
Quarter:
4. Quartal
Month:
Nov
Pages contribution:
9-17
Language:
en
Fulltext / DOI:
doi:10.1016/j.epsr.2017.06.017
WWW:
Electric Power Systems Research
Publisher:
Elsevier
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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