Euler-Maruyama Discrete Approximation Method: Application to Residential Load Aggregation Problem

A. Molina, M. Kessler, C. Álvarez, M. Ortiz, and S. Valero (Spain)


Residential load aggregation, Demand response, Demand-Side Management.


The main objective of this paper is to implement and test the Euler-Maruyama discrete approxima tion method in order to characterize the cooling and heating residential load aggregated behavior, as well as to assess Direct Load Control (DLC) programs through the forecasting of their impact on the resi dential comfort levels. For this purpose, an elemen tal load model previously developed by the authors is used to obtain the individual thermal and electrical responses for air conditioner and heat pump devices. Using the forecasted individual load behaviors, Euler Maruyama method has been implemented as an ag gregation methodology which is independent from the elemental load model. A high number of heterogeneous load groups have been simulated, obtaining their density function pro files under different thermal and environmental condi tions. From these final results, the suitability of this methodology is assessed to obtain the density function profiles and deduce general properties of this kind of residential loads.

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