Load modeling using the Ornstein-Uhlenbeck process

In this paper we show how to model the load in an electric power system using the Ornstein-Uhlenbeck process and use the method developed by Lehmann to find the distribution of the maximum of the load process in a bounded time interval. A numerical example showing how to find an upper confidence bound for the maximum of the maximum of the load process in a bounded time interval using the proposed method will also be given.