丁家满,唐渐,王清心,杜奕

• 1:昆明理工大学信息工程与自动化学院

摘要(Abstract)：

电网规划决策中,忽略指标间的相关性将影响整个电网规划的可靠性和经济性,引起工程计算的误差,进而影响决策的准确性。电网规划指标间不仅存在线性相关还存在非线性相关,单纯以线性相关为基础的分析研究不能完整精确地表达其相关性。为此,提出基于Copula函数的电网规划指标的相关性分析及建模方法,并引入了相关性测度。首先采用核密度估计法确定变量的边缘分布及图形观测法选取Copula函数,并利用极大似然法进行参数估计。然后以经验Copula函数为基础计算欧氏距离值,评价二元正态Copula和二元t-Copula两模型的优劣。最后,以某省电网规划方案的数据为样本进行实例验证,结果表明所提方法构造的Copula函数模型的有效性,不仅能有效刻画指标间的相关结构和尾部相关性,而且能更好地反映指标间的秩相关性。

关键词(KeyWords)： 相关性;电网规划;Copula函数;核密度估计;尾部相关性;建模

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金(51467007);国家自然科学基金(51365020)~~

作者(Author): 丁家满,唐渐,王清心,杜奕

DOI: 10.16652/j.issn.1004-373x.2018.17.021

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