Sensitivity analysis of rare-event splitting applied to cascading blackout models
Sensitivity analysis of rare-event splitting applied to cascading blackout models
复制标题
级联停电模型中罕见事件分裂的敏感性分析
DOI：
10.1109/wsc.2013.6721467
复制
发表时间：
2013
期刊：
影响因子：
--
通讯作者：
Chun
中科院分区：
文献类型：
--
作者：
J. Shortle;Chun
分裂是一种可以用来提高模拟罕见事件的效率的技术。基本思想是在模拟接近罕见事件时创建模拟的单独副本(拆分)。为了实现分裂，必须做出几个决定，例如，选择水平函数，选择每个水平的模拟运行次数等。本文分析了罕见事件估计器的方差对分裂框架中使用的几个参数的敏感度。我们特别考虑了分裂的两级固定作用力变化，其分析结果可以得到。结果被应用于一个简单的连锁停电模型。结果表明，对于这类问题，选择好的层级位置可能比选择好的重要性函数更重要。
Splitting is a technique that can be used to improve the efficiency in simulating rare events. The basic idea is to create separate copies (splits) of the simulation whenever it gets close to the rare event. To implement splitting, several decisions must be made - for example, choosing a level function, choosing the number of simulation runs for each level, etc. This paper analyzes the sensitivity of the variance of the rare-event estimator to several parameters used within the splitting framework. We specifically consider a two-level fixed-effort variation of splitting for which analytic results can be derived. Results are applied to a simple model of cascading blackouts. The results illustrate that a good choice for the locations of levels may be more important than a good choice for the importance function for these types of problems.