An Improved Latin Hypercube Sampling Method to Enhance Numerical Stability Considering the Correlation of Input Variables | Zendy

Qingshan Xu | Zendy; Yang Yang | Zendy; Yujun Liu | Zendy; Xudong Wang | Zendy

Open Access

An Improved Latin Hypercube Sampling Method to Enhance Numerical Stability Considering the Correlation of Input Variables

Author(s) -

Qingshan Xu,

Yang Yang,

Yujun Liu,

Xudong Wang

Publication year - 2017

Publication title -

ieee access

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.587

H-Index - 127

ISSN - 2169-3536

DOI - 10.1109/access.2017.2731992

Subject(s) - aerospace , bioengineering , communication, networking and broadcast technologies , components, circuits, devices and systems , computing and processing , engineered materials, dielectrics and plasmas , engineering profession , fields, waves and electromagnetics , general topics for engineers , geoscience , nuclear engineering , photonics and electrooptics , power, energy and industry applications , robotics and control systems , signal processing and analysis , transportation

Latin hypercube sampling (LHS) method has difficulty in dealing with non-positive definite correlation matrices by traditional Cholesky decomposition, whereas it may often happen with the increasing scale of input variables. In order to improve the numerical stability of LHS, an improved LHS with modified alternating projections method (L-Mapm) is proposed in this paper. Compared with other two existing modified algorithms, L-Mapm is considered to possess accuracy, speediness, and controllability at the same time. The accuracy and effectiveness of L-Mapm applied to probabilistic load flow are proven by the comparative tests in the IEEE 33-bus system and PG&E 69-bus system. The simulation results show that L-Mapm has the best performance in modification and expands the application of LHS.

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