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Mathematical Problems in Engineering
Volume 2015, Article ID 738215, 7 pages
Research Article

Fat Tail Model for Simulating Test Systems in Multiperiod Unit Commitment

1Faculty of Engineering, Anahuac University, 52786 Mexico City, MEX, Mexico
2School of Economics, National Polytechnic Institute, 11350 Mexico City, MEX, Mexico

Received 18 September 2014; Accepted 7 January 2015

Academic Editor: Wei-Chiang Hong

Copyright © 2015 J. A. Marmolejo and R. Rodriguez. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper describes the use of Chambers-Mallows-Stuck method for simulating stable random variables in the generation of test systems for economic analysis in power systems. A study that focused on generating test electrical systems through fat tail model for unit commitment problem in electrical power systems is presented. Usually, the instances of test systems in Unit Commitment are generated using normal distribution, but in this work, simulations data are based on a new method. For simulating, we used three original systems to obtain the demand behavior and thermal production costs. The estimation of stable parameters for the simulation of stable random variables was based on three generally accepted methods: (a) regression, (b) quantiles, and (c) maximum likelihood, choosing one that has the best fit of the tails of the distribution. Numerical results illustrate the applicability of the proposed method by solving several unit commitment problems.