On Improving the Convergence and Accuracy of the Cumulant Method of Calculating Reliability and Production Cost
- 1 January 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Power Systems
- Vol. 1 (3) , 121-125
- https://doi.org/10.1109/tpwrs.1986.4334965
Abstract
Two techniques for improving the convergence and accuracy of the Cumulant method are presented. The Large Deviations Approach that has already been used in a three-cumulant version with excelent results is formulated recursively thus allowing to effectively use any number of cumulants. A new expansion centering technique that significantly improves the accuracy of the method is also presented and implemented recursively. Numerical results show that these enhancements are quite effective.Keywords
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