Multidimensional Wind Power Correlation Analysis and Modeling Based on Pair Copula

The introduction of large-scale wind farms makes the analysis of correlation more complicated. It is significant to describe the randomness and correlation of multiple wind farms and to analyze the influence of wind power on the operation of power system accurately. The correlation of two elements can be described accurately with current methods, such as Copula. But they are not accurate enough for higher-dimensional model. Hence, a high-dimensional wind power correlation model based on canonical-vine Pair Copula theory and a corresponding sampling method are proposed. Pair Copula can describe the different correlation structure of wind power, which can reflect the complex multidimensional correlation better. Moreover, the modeling procedure is simple, flexible and applicable. The modeling and analysis of the wind farm output samples in Australia confirm the superiority of the proposed method. Finally, an example of the IEEE 118 bus system is used to illustrate the characterization of the wind power correlation, which can analyze the operating characteristics of the power system more accurately with wind power access.