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In this paper we use risk management techniques to evaluate the potential effects of those operational risks that affect the energy production of a wind farm. We concentrate our attention on three major risk factors: wind speed uncertainty, wind turbine reliability and interactions of wind turbines due mainly to their placement. As a first contribution, we show that the Weibull distribution, commonly used to fit recorded wind speed data, underestimates rare events. Therefore, in order to achieve a better estimation of the tail of the wind speed distribution, we advance a Generalized Pareto distribution. The wind turbines reliability is considered by modeling the failures events as a compound Poisson process. Finally, the use of Copula able us to consider the correlation between wind turbines that compose the wind farm. Once this procedure is set up, we show a sensitivity analysis and we also compare the results from the proposed procedure with those obtained by ignoring the aforementioned risk factors.
We propose a new method for modeling the distribution function of high dimensional extreme value distributions. The Pickands dependence function models the relationship between the covariates in the tails, and we learn this function using a neural ne
In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochasticity in a parameter governing the recovery process affects phase-fli
We apply a new threshold detection method based on the extreme value theory to the von Karman sodium (VKS) experiment data. The VKS experiment is a successful attempt to get a dynamo magnetic field in a laboratory liquid-metal experiment. We first sh
Detailed empirical studies of publicly traded business firms have established that the standard deviation of annual sales growth rates decreases with increasing firm sales as a power law, and that the sales growth distribution is non-Gaussian with sl
Inter-firm organizations, which play a driving role in the economy of a country, can be represented in the form of a customer-supplier network. Such a network exhibits a heavy-tailed degree distribution, disassortative mixing and a prominent communit