Variance reduction technique in reliability evaluation for distribution system by using sequential Monte Carlo simulation

This paper discusses the need for variance reduction in simulations in order to reduce the time required to compute a simulation. The large and complex network is commonly evaluated using a large-scale Monte Carlo simulation. Unfortunately, due to the different sizes of the network, it takes some ti...

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Bibliographic Details
Main Authors: Nur Nabihah Rusyda, Roslan, Noor Fatin Farhanie, Mohd Fauzi, Mohd Ikhwan, Muhammad Ridzuan
Format: Article
Language:English
Published: Institute of Advanced Engineering and Science 2022
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/37402/1/Variance%20reduction%20technique%20in%20reliability%20evaluation%20for%20distribution%20system%20by%20using%20sequential%20Monte%20Carlo%20simulation.pdf
http://umpir.ump.edu.my/id/eprint/37402/
https://doi.org/10.11591/eei.v11i6.3950
https://doi.org/10.11591/eei.v11i6.3950
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Summary:This paper discusses the need for variance reduction in simulations in order to reduce the time required to compute a simulation. The large and complex network is commonly evaluated using a large-scale Monte Carlo simulation. Unfortunately, due to the different sizes of the network, it takes some time to complete a simulation. However, variance reduction techniques (VRT) can help to solve the issues. The effect of VRT changes the behaviors of a simulation, particularly the time required to run the simulation. To evaluate the reliability indices, two sequential Monte Carlo (SMC) methods are used. SMC with VRT and SMC without VRT are the two options. The presence of VRT in the simulation distinguishes the two simulations. Finally, reliability indices: system average interruption frequency index (SAIFI), system average interruption duration index (SAIDI), and customer average interruption duration index (CAIDI) will be calculated at the end of the simulation to determine the efficiency for the SMC with and without VRT. Overall, the SMC with VRT is more efficient because it is more convenient and saves time than the SMC without VRT.