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Article Citation - Scopus: 1The Distribution of Wind Power from a Dispersed Array of Wind Turbine Generators and Its Reliability Based Applications(Elsevier, 2026) Eryilmaz, Serkan; Kan, Cihangir; Devrim, YilserIn this paper, the probability distribution of wind power from a dispersed array of wind turbine sites is studied considering forced outage rates of wind turbines. The wind speeds at distinct sites are assumed to be dependent and the dependence is modeled by copulas. In particular, the probability distribution of the aggregate power from two sites is exactly derived. The probability distribution of the aggregate power is also derived under the particular case when site 1 consists of n1 identical wind turbines of type 1 and site 2 consists of n2 identical wind turbines of type 2. Numerical results are presented to illustrate the theoretical findings for a chosen copula function.Article Citation - WoS: 17Citation - Scopus: 25On the Theoretical Distribution of the Wind Farm Power When There Is a Correlation Between Wind Speed and Wind Turbine Availability(Elsevier Sci Ltd, 2020) Kan, Cihangir; Devrim, Yilser; Eryilmaz, SerkanIt is important to elicit information about the potential power output of a wind turbine and a wind farm consisting of specified number of wind turbines before installation of the turbines. Such information can be used to estimate the potential power output of the wind farm which will be built in a specific region. The output power of a wind turbine is affected by two factors: wind speed and turbine availability. As shown in the literature, the correlation between wind speed and wind turbine availability has an impact on the output of a wind farm. Thus, the probability distribution of the power produced by the farm depending on the wind speed distribution and turbine availability can be effectively used for planning and risk management. In this paper, the theoretical distribution of the wind farm power is derived by considering the dependence between turbine availability and the wind speed. The theoretical results are illustrated for real wind turbine reliability and wind speed data.Article Citation - WoS: 5Citation - Scopus: 6Computing Finite Time Non-Ruin Probability and Some Joint Distributions in Discrete Time Risk Model With Exchangeable Claim Occurrences(Elsevier, 2017) Eryilmaz, Serkan; Gebizlioglu, Omer L.In this paper, we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain expressions for the finite time non-ruin probability, and the joint distribution of the time to ruin, the surplus immediately before ruin, and the deficit at ruin. An illustration of the results is given and some implications of the results are provided. Comparisons are made with the corresponding results for the classical compound binomial model of independent and identically distributed claim occurrences. (C) 2016 Elsevier E.V. All rights reserved.Article Citation - WoS: 19Citation - Scopus: 20(k1< k2< km< System and Its Reliability(Elsevier Science Bv, 2019) Eryilmaz, SerkanThis paper is concerned with a system consisting of multiple types of components and having (k(1), k(2),..., k(m))-out-of-n structure. The (k(1), k(2),.., k(m))-out-of-n system is a system consisting of n components of type i, i = 1, 2,..., m, and functions if at least k(1) components of type 1, k(2) components of type 2,..., k(m) components of type m work, n = Sigma(n)(i=1) n(i). The exact and approximate expressions are obtained for the survival function of the system under concern. The weighted-(k(1), k(2),..., k(m))-out-of-n system is also defined and studied. This weighted model is applied to evaluate the wind power system that consists of two wind plants. (C) 2018 Elsevier B.V. All rights reserved.Article Citation - WoS: 4Citation - Scopus: 4On compound sums under dependence(Elsevier, 2017) Eryilmaz, SerkanIn this paper, we study the compound random variable S = Sigma(N)(t-1) Y-t when there is a dependence between a random variable N and a sequence of random variables {Y-t}(t >= 1). Such a compound random variable has been found to be useful in several fields including actuarial science, risk management, and reliability. In particular, we develop some results on distributional properties of the random variable S when N is a phase-type random variable that is defined on a sequence of binary trials and depends on {Y-t}(t >= 1). We "present illustrative examples and an application for the use of results in actuarial science. (C) 2016 Elsevier B.V. All rights reserved.Article Citation - WoS: 36Citation - Scopus: 39Reliability Based Modeling and Analysis for a Wind Power System Integrated by Two Wind Farms Considering Wind Speed Dependence(Elsevier Sci Ltd, 2020) Eryilmaz, Serkan; Kan, CihangirIntegrating multiple wind farms into power systems may reduce the fluctuation in total power output of wind farms and hence it decreases the system risk resulting from the wind speed variability. In this paper, a wind power system consisting of two wind farms is modeled and analyzed considering the dependence between wind speeds at two sites. In particular, the system is modeled as a threshold system and reliability values of wind turbines are also taken into account in capacity based calculations. The results are illustrated for the available bivariate wind speed data in the literature.
