1. Repositório Aberto da Universidade do Porto
  2. FEUP - Faculdade de Engenharia
  3. FEUP - Dissertação
Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/112245
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dc.creatorJoão Meneses Figueiredo Costa
dc.date.accessioned2025-11-13T17:00:29Z-
dc.date.available2025-11-13T17:00:29Z-
dc.date.issued2016-07-19
dc.date.submitted2016-07-27
dc.identifier.othersigarra:147243
dc.identifier.urihttps://hdl.handle.net/10216/112245-
dc.descriptionThe 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.
dc.language.isoeng
dc.rightsopenAccess
dc.subjectEngenharia electrotécnica, electrónica e informática
dc.subjectElectrical engineering, Electronic engineering, Information engineering
dc.titleCROSS Monte Carlo Simulation and Cross-Entropy
dc.typeDissertação
dc.contributor.uportoFaculdade de Engenharia
dc.identifier.doi10.34626/nzy5-qm51
dc.identifier.tid201307642
dc.subject.fosCiências da engenharia e tecnologias::Engenharia electrotécnica, electrónica e informática
dc.subject.fosEngineering and technology::Electrical engineering, Electronic engineering, Information engineering
thesis.degree.disciplineMestrado Integrado em Engenharia Electrotécnica e de Computadores
thesis.degree.grantorFaculdade de Engenharia
thesis.degree.grantorUniversidade do Porto
thesis.degree.level1
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