6th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2000, Funchal (Portugal). 25-28 septiembre 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: September 2000.
Citation:
Vitoriano, B., Cerisola, S., Ramos, A., Generating scenario trees for hydro inflows, 6th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2000, Funchal (Portugal). 25-28 September 2000.
IIT-00-101A
