The Simulation And Prediction Method Of Rare Events

This paper is on the study of the simulation and prediction methods of rare events. It ?rst introduces the method of Cross Entropy Method,which can e?-ciently calculate the probability of rare event that the traditional Monte Carlo simulation can not solve. Meanwhile,this article proposals a method of using Radial Basis function to approximate the original model,and replaces the original model with the approximation model in Cross Entropy Method,which can improve the calculating e?ciency as the original model is usually expensive in computing.Finally, we test our model in a rare event in the problem of power distribution in electrical grids. The experiment result shows that with the replaced model,we can improve the computing e?ciency a lot while maintaining the precision of the original result.