Stochastic Index
Stochastic Attributes
Name | Units | Default Value | Validation Rule | Description |
---|---|---|---|---|
Brazil Scenario Tree | Yes/No | 0 | In (0,-1) | Flag if the PARMA scenario tree is created with non-equiprobability |
Convergence Period Type | - | 4 | In (1,2,3,4,7) | Convergent Monte Carlo convergence period type. |
Convergent Smoothing | - | 5 | ≥1 | Convergent Monte Carlo number of iterations used in converging outage rates. |
Deep Branching | - | 0 | ≥0 | For Rolling Horizon this is the level of additional branching after the end of regular branching |
Deterministic Batch Count | - | 1 | ≥1 | For Deterministic Step Type = "None" the samples in the deterministic phase will be divided into this number of batches |
Deterministic Step Length | - | 1 | ≥1 | The number of Deterministic Step Type periods in each step of the deterministic pass of the rolling horizon |
Deterministic Step Type | - | 0 | In (0,2,3,4) | The step type for solving the final deterministic pass of the rolling horizon where "None" solves the entire horizon in one step |
EFOR Maintenance Adjust | Yes/No | 0 | In (0,-1) | Adjust EFOR to account for Units Out |
FCF Constant | - | 0 | Constant future cost subtracted from the future cost during SDDP iterations | |
FCF Scalar | - | 1000000 | Scalar for future cost function objective and constraint terms | |
Forced Outages in Look-ahead | Yes/No | 0 | In (0,-1) | If forced outages are included in the look-ahead. |
Historical Full Branches | Yes/No | 0 | In (0,-1) | Flag if full branches should be mapped by historical data in the PARMA model |
Minimum Sample Weight | - | 1E-06 | ≥0 | Minimum sample weight for rolling horizon iterations |
Monte Carlo Method | - | 0 | In (0,1) | Monte-Carlo outage method. |
Outage Pattern Count | - | 1 | ≥1 | Number of outage patterns generated for use in MT and ST Schedule. |
Outage Scope | - | 0 | In (0,1,2,3) | Scope of preschedule outage pattern generator. |
PARMA Model Type | - | -1 | In (-1,0,1) | PARMA Model Type (-1 = None, 0 = SARIMA model, 1 = PARMA model) |
Reduced Outage Pattern Count | - | 0 | ≥0 | Statistically reduce the outage patterns to at most this number. |
Reduced Sample Count | - | 0 | ≥0 | Statistically reduce the [Risk Sample Count] to at most this number of random samples for use in simulation. |
Reduction Relative Accuracy | - | 1 | Between 0 And 1 | Stop sample reduction when the accuracy of the reduced sample set drops to this level. |
Risk Sample Count | - | 1 | ≥1 | Number of random samples generated on each Variable object. |
Rolling Horizon With Other Variables | Yes/No | 0 | In (0,-1) | Perform historical sampling for all variable types |
Rolling Stage Increment | - | -1 | Number of stages rolled forward each iteration where -1 means this is automatically determined based on the scenario tree | |
SDDP Convergence Tolerance 1 | - | 1 | ≥0 | Objective function convergence criteria 1 for SDDP |
SDDP Convergence Tolerance 2 | - | 0.2 | ≥0 | Objective function convergence criteria 2 for SDDP |
SDDP Convergence Tolerance 2a | - | 0.8 | ≥0 | Objective function convergence criteria 2 (with adjustment) used in SDDP if simplification applies |
SDDP Cut Sharing | - | 0 | In (0,1,2) | Type of cut sharing applied in the SDDP formulation |
SDDP Head Effects | Yes/No | 0 | In (0,-1) | If head effects are accounted for in SDDP iterations |
SDDP Iteration Limit | - | 20 | ≥3 | Maximum number of iterations in SDDP algorithm |
SDDP Replace Samples | Yes/No | 0 | In (0,-1) | If the forward pass samples in SDDP should be replaced by user-defined samples |
SDDP Resampling | Yes/No | 0 | In (0,-1) | Flag if resampling is performed for each SDDP iteration at the beginning of the forward pass (The Scenario Tree must be created with PARMA model using Brazilian Methodology) |
SDDP Simplified Chronology | Yes/No | -1 | In (0,-1) | If the chronology is simplified to one block per stage during SDDP iterations |
SDDP Warm Start | Yes/No | 0 | In (0,-1) | If the first forward pass of SDDP is replaced by fixed 'warm start' storage levels |
SDDP Warm Start Level | - | 0.5 | Between 0 And 1 | The levels to fix the storage in SDDP 'warm start' as a proportion of the distance between minimum and maximum storage levels |
Simplified Chronology | Yes/No | 0 | In (0,-1) | If the chronology is simplified to one block per stage during Rolling Horizon iterations |
Weibull Shape | - | 3 | ≥0 | Shape parameter (beta) for the Weibull reliability function. |