期刊名称：Bulletin of the Institute of Heat Engineering
印刷版ISSN：2083-4187
出版年度：2015
卷号：95
期号：4
页码：265-272
语种：English
出版社：Warsaw University of Technology
摘要：There are several methods for generating scenarios in stochastic programming. With extensive historical data records, one possibility is to represent the probability distribution of the uncertain data using a statistical model suitable for sampling. This method is especially useful for handling uncertain data that develops over time by means of time series analysis. In this paper a time series model relevant to the short-term management of hydropower systems is proposed. This further illustrates the abilities of the models to capture developments in uncertain data over time. To demonstrate the validity of this model, results from the Nordic power exchange—Nord Pool—and a Norwegian power plant are presented.
