Scenario reduction algorithm in matlab

I have generated 1000 random scenarios and I want to reduce them to 20. What function or algorithm can i apply in matlab to do this

[Aditya Patil]

Can you provide more details regarding the issue you are facing? What scenarios are you referring to? What do you mean by reduction of scenarios? Due you want them to be averaged, or do you want them to be sampled, or something else? Would it be fine for you to use 20 new random scenarios?

[sibabalo noludwwe]

I am working on wind power prediction. So i used weibul distribution function to generate 1000 random scenarios. But i need to reduce using methods like backwards or foward methods to atleast 20 scenarios. My question is that does matlab have a function to perfom this scenario.

I know in GAMS you can use Scenred function. Does matlab have something similar

[B Dinesh prabhu]

sibabalo noludwwe, have you find solution to your question, i was looking for it, if you know how to do scenario reduction using GAMS please tell me brother,thank you.

Answer 1

[Aditya Patil]

I understand that you are trying to get reduced number of samples from the 1000 samples that you generate.

Currently we do not have an inbuilt function to do so. However, you can use scenred which implements optimal scenario tree reduction.

[sibabalo noludwwe]

this is what i have been trying to use however, it is for multivariable data and I only have wind speed data that i need to reduce

[shilpa mishra]

Is your probelm is solved? If yes please share the solution ? how you solved this problem to reduce 1000 scenarios of wind speed data to 20 or else.