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基于改进灰自助法的可靠性原始参数预测
引用本文:陈柔伊,许亮,刘希喆.基于改进灰自助法的可靠性原始参数预测[J].广东电力,2012,25(3):5-9,39.
作者姓名:陈柔伊  许亮  刘希喆
作者单位:1. 南方电网科学研究院,广东广州,510080
2. 华南理工大学电力学院,广东广州,510640
基金项目:广东省部产学研结合项目资助(2010B090400137)
摘    要:针对电力系统可靠性评估中原始参数缺乏的问题,提出原始参数预测的改进灰自助法,它将GM(1,1)模型与自助(Bootstrap)法相结合,利用Bootstrap法产生大量再生样本,用改进灰色模型来减小误差,避免小样本特别是极小样本情况下自助法可信度不高的问题。采用改进灰自助法对算例进行仿真结果表明:在点估计、区间估计以及预测的置信度和可信度上都优于Bootstrap法以及传统的极大似然法,可信度和实用性高,解决电力系统可靠性评估解决原始数据不足的问题。

关 键 词:可靠性原始参数  小样本  Bootstrap法  改进灰自助法  极大似然法  可信度

Forecast of Original Reliability Parameter Based on Improved Grey Bootstrap
CHEN Rouyi , XU Liang , LIU Xizhe.Forecast of Original Reliability Parameter Based on Improved Grey Bootstrap[J].Guangdong Electric Power,2012,25(3):5-9,39.
Authors:CHEN Rouyi  XU Liang  LIU Xizhe
Affiliation:zhe(1.Electric Power Research Institute of CSG,Guangzhou,Guangdong 510080,China;2.School of Electric Power,South China University of Technology,Guangzhou,Guangdong 510640,China)
Abstract:Aiming at inadequacy of original parameter in reliability assessment of power system,the paper introduces grey bootstrap for original parameter forecast,which combines GM(1,1) model with Bootstrap,generates abundant regeneration samples by means of Bootstrap and reduces errors via improved grey Bootstrap,averting low reliability of Bootstrap in case of small samples,especially minimum ones.The example simulation through improved grey Bootstrap shows that it is superior to Bootstrap and maximum likelihood method in respects of point estimation,interval estimation and confidence and reliability of forecast.It is of high reliability and practicability and can cope with inadequacy of raw data in power system.
Keywords:original reliability parameter  small sample  Bootstrap  improved grey Bootstrap  the method of maximum likelihood  reliability
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