基于copula函数的新能源枯竭风险分析OA
Risk analysis of new energy depletion based on copula functions
以某区域 2018―2023年冬季风电、光伏发电日输出功率数据为研究对象,通过优选边缘分布和 copula函数,构建了风电−光伏二维联合概率模型.利用该模型定量评估了不同区域新能源枯竭的组合风险水平,并测算了枯竭事件的联合再现期和同现再现期.研究结果表明:不同区域风电、光伏的最优边缘分布和 copula函数存在明显地域差异;各地区风电或光伏单独枯竭的发生概率较高,且频次密集;风电和光伏同时枯竭的极端耦合事件概率较低,整体枯竭频次显著偏小.
Based on the daily output data of wind power and solar power in winter from 2018 to 2023 in a certain region,this paper constructs a two-dimensional joint probability model of wind-solar power by selecting the optimal marginal distribution and copula functions.On this basis,the combined risk level of new energy depletion in different regions is quantitatively evaluated,and the joint and co-occurence return periods of depletion events are calculated.The experimental results indicate that the optimal marginal distributions and copula functions of wind and solar power vary significantly across different regions.The probability and frequency of individual depletion of wind power or solar power in each region are relatively high.In contrast,the probability of extreme coupling events with simultaneous depletion of both energy sources is lower,accompanied by a significantly lower occurrence frequency.
鲍家勇;张春霞;谭承利;张讲社
西安交通大学数学与统计学院,陕西西安||河南省科学院新型显示技术研究所,河南郑州西安交通大学数学与统计学院,陕西西安西北工业大学数学与统计学院,陕西西安西安交通大学数学与统计学院,陕西西安
数理科学
新能源枯竭copula函数边缘分布再现期枯竭风险
new energy depletioncopula functionmarginal distributionreturn perioddepletion risk
《北京师范大学学报(自然科学版)》 2026 (4)
417-428,12
国家自然科学基金资助项目(12371512,12501710)
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