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Forecasting one-step-ahead higher order statistical moments and probability density functions for power system loads using least square estimators

Technical Report ·
OSTI ID:5259178

Conventional load forecasting involves the prediction of the expected value of the demand of an electric power system. The expected value of a quantity which is subject to uncertainty does not fully characterize that quantity. In this thesis the one-step-ahead load value is calculated using a least square estimator which relies on previous load measurements. Subsequently, the load values are treated as an ensemble of random variables with calculable statistical moments. Calculating these moments will enable one to predict the entire one-step-ahead probability density function of the load using Gram-Charlier series Type A. From this density function, a wide variety of statistical quantities may be calculated: the mean value, the probability that the load will exceed some threshold, conditional probabilities (under special conditions such as negative generation margin), and conditional expectations.

Research Organization:
Purdue Electric Power Center, Lafayette, IN (USA); Purdue Univ., Lafayette, IN (USA). School of Electrical Engineering
DOE Contract Number:
AS02-77ET29102
OSTI ID:
5259178
Report Number(s):
PCTR-94-80; TR-EE-80-19
Country of Publication:
United States
Language:
English