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https://hdl.handle.net/10216/112245| Author(s): | João Meneses Figueiredo Costa |
| Title: | CROSS Monte Carlo Simulation and Cross-Entropy |
| Issue Date: | 2016-07-19 |
| Description: | The purpose of this dissertation is to propose new ways to improve the convergence of the Chronological Monte Carlo Simulation (MCS) method by exploring the notions of Importance Sampling and Cauchy-Schwarz (CS) divergence measure between probability density functions. The methodology developed will be applied to the reliability assessment of power systems by using optimal sampling distributions based on the CS metric to reduce the number of years necessary to compute accurate estimates for the traditional reliability indices, such as the LOLP. In addition, comparisons between the Kullback-Leibler divergence measure will also be carried out to identify the advantages/disadvantages of the methodology proposed. |
| Subject: | Engenharia electrotécnica, electrónica e informática Electrical engineering, Electronic engineering, Information engineering |
| Scientific areas: | Ciências da engenharia e tecnologias::Engenharia electrotécnica, electrónica e informática Engineering and technology::Electrical engineering, Electronic engineering, Information engineering |
| DOI: | 10.34626/nzy5-qm51 |
| TID identifier: | 201307642 |
| URI: | https://hdl.handle.net/10216/112245 |
| Document Type: | Dissertação |
| Rights: | openAccess |
| Appears in Collections: | FEUP - Dissertação |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 147243.pdf | CROSS Monte Carlo Simulation and Cross-Entropy | 3.84 MB | Adobe PDF |  View/Open |
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