6th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2000, Funchal (Portugal). 25-28 September 2000
Summary:
The operation planning of a hydroelectric sysstem, requires some random variables to be represented in a form suitable for quantitative models. Stochastic programming models require a scenario tree to be developed. In this paper a procedure to generate a scenario tree representing the time evolution of natural inflows in a hydroelectric system is presented. The procedure involves non-linear programming, linear regression techniques and deviation variables.
Keywords: Stochastic programming, scenario tree, linear regression, non-linear programming, deviation variables.
Publication date: 25-Sep-2000.
Citation:
B. Vitoriano, S. Cerisola, A. Ramos, "Generating scenario trees for hydro inflows", presented at 6th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2000, Funchal, Portugal, 25-28 September 2000
IIT-00-101A
