Probability of rare events in Power Systems/Line outage distributions based on North American data

Line outage distributions based on North American data

1. Introduction
This document comes from a dissertation submitted to the graduate faculty at Iowa State
University in 2003; The probability, identification, and prevention of rare events in power
systems by Qiming Chen. The dissertation provides a deep investigation of rare events in
power systems-such as contingencies- and develops ways to identify and fit historical data
into an operational approach for predicting and avoiding contingency events. The main
concern of this document is to investigate Chapter 2 of the mentioned dissertation that
deals with the probability of rare events in power systems. Three probability models are
considered: Poisson (Binomial) distribution, Cluster (A special case of the Negative
Binomial Distribution) and Power Law. The cluster model is developed and a comparison
between the three models is made using some transmission outage statistics.
2.1 Rare events
High order transmission outage statistics from North American power grid are used. And
tables 1&2 represent the condensed version of the data collected [1] (more information
about the data is available in [2].

Table 1: Elements lost in each contingency
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Probability of rare events in Power Systems/Line outage distributions based on North American data
Table 2: Total number of elements lost in each contingency
The method that is used to estimate the contingency probabilities is fitting an existing
probability model into the transmission outage data provided in Tables 1&2. Three models
mentioned earlier will be applied to the N-k outage data.
It is important to mention that only line outages are considered, events has to occur within
a 1 minute interval in a multiple component outage; or it will be counted as a separate
event,
2.1.1 Probability of rare events
2.1.1.1 Poisson distribution
Is a special case of the binomial distribution where the probability of success p is
small, and the number of trials N is reasonably large. Applying the binominal
distribution to estimate the probabilities of N-k contingencies gives the following:
) ( ) (
) 1 ( ) 1 (
)! ( !
!
) Pr(
k N k k N k
p p
k
N
p p
k N k
N
k M

,
_

(1)
Where N is the total number of circuits in the power system
p is the probability of a circuit to be tripped within a fixed time; each trip
is independent of the other
M is the total number of lines removed from the system
k= 0, 1, 2, , N
As mentioned before, Equation (1) can be approximated with the Poisson distribution
!
) | Pr( ) Pr(
k
e
k R k M
k

(2)
Where =Np and k=0, 1, 2, ,
2.1.1.2 Power Law distribution
It is the concept that the magnitude of a subjective sensation increases proportional to
a power of the stimulus intensity, Power laws are among the most frequent scaling
laws that describe the scaling invariance found in many natural phenomena
It usually applies to systems where large events are rare (small number of rare events)
and small events are common (Large number of common events).
A random variable (RV) that follows a power law distribution has a normal
distribution of:
2
0.00001
0.0001
0.001
0.01
0.1
1
1 10
Number of outaged lines
p
r
o
b
a
b
i
l
i
t
y
Frequency of each contingency Least square approximation
Probability of rare events in Power Systems/Line outage distributions based on North American data
0 ; ) | Pr( >

p
dx x
x
p x X
c
c
(3)
Where c is a constant
X is a continuous or discrete RV
Drawing P(X=x) verses x on a log-log scale is shown in Figure1 below
Figure 1: Power Law to the Transmission outage data
Notice how the blue dots follow a power law distribution by having a large number
for small contingencies and small number for large contingencies. The solid line is a
least square estimation and using -4.38 as a value for constant c of equation (3).
2.1.2 Cluster Model
We know that transmission line outages could have significant effects on other
transmission lines; that effect is higher with higher contingencies of transmission line
outages. Because Poisson and Power Law distributions assume that transmission
outages which are the considered events are independent of each other; this is why [1]
introduces a new Model for evaluating the given data that is the Cluster Model.
Figures 2&3 present a very good example of the clustering principle. That is certain
phenomena or events tend to form clusters such as bacteria on a plate [4].
3
Probability of rare events in Power Systems/Line outage distributions based on North American data
Figure 2: Graphical example of formation of clusters
Figure 2: Comparing uniform, random, and cluster patterns [1]
One way to study clustering is suggested by [4] and it is by modifying the Poisson process
(Point process). A homogenous Poisson process is having the time interval between two
arrivals be a constant. Changing with respect to time creates a relationship between an
event and another, this relationship is given by [1]:
) ( ) 1 ( ) (
0
t i t
i
+ (4)
This relation leads to Table 3 below:
4
Probability of rare events in Power Systems/Line outage distributions based on North American data
Table 3: Facilitation-hindrance model with ) ( ) 1 ( ) (
0
t i t
i
+ [1]
2.1.2.1 Negative Binomial distribution using urn model
We have not talked about the Negative Binomial yet. It basically counts the total
number of tests to get a predefined number M of successes and T is defined as the
number of failures before M successes [1]. It is given in the form below:
t M
p p
t
t M
M p t T ) 1 (
1
) , | Pr(

,
_

+
(5)
Using the classical urn model represented in Figure 3 leads to the derivation of the
negative binomial distribution
Figure 3: Placing magnetic balls into 4 urns [1]
Probability of a magnetic ball falling into an urn of 6 magnetic balls is higher than the
probability of falling into an urn of less than 6 magnetic balls. From Table 3,
is > 0 for a negative binomial distribution. Therefore, events are no longer
independent and so a cluster model is developed as follows [1]:
1
1
1
1
1
1
1 1
1
1
2
) , | (

,
_

,
_

,
_

y
y
y
y Y Cluster
(6)
Where =+1, Y = X+1, >0, >0 and y = 1, 2, 3,
5
Probability of rare events in Power Systems/Line outage distributions based on North American data
Using equation (6) and the transmission outage data from Table 2 yield the following
graphs:
is know as the affinity factor and it could be varied to get different approximations,
here a value of greater than 3 actually fits the transmission outage data the best for the
cluster model.
2.2 Estimating parameters using the maximum likelihood
estimation
Maximum likelihood estimation (MLE) begins with writing a mathematical expression
known as the Likelihood Function of the sample data. This expression contains the
unknown model parameters. The values of these parameters that maximize the sample
likelihood are known as the Maximum Likelihood Estimates or MLE's
MLE for the exponential model parameter turns out to be just (total # of failures)
divided by (total unit test time) and is given by:

0
0
^
k
k
k
k
N
kN
(7)
Calculating MLEs requires specialized software for complicated and non-linear
equations. Detailed discussion of the process for getting the MLEs for the three models
of Poisson, Power Law and Cluster is provided in [1].
6
Figure 4: Cluster distributions vs actual frequency of contingencies [1]
Probability of rare events in Power Systems/Line outage distributions based on North American data
After estimating the parameters using the MLE, three probability distributions are
provided:

'

,
_

+

,
_

,
_

Model Law Power for 9080 . 0 ) 7553 . 3 | Pr(

Model Poisson for
)! 1 (
1262 . 0
) 1262 . 0 | Pr(
Model Cluster for
082 . 3 1 1262 . 1
082 . 3
082 . 3 1 1262 . 1
1 1262 . 1
1
2 082 . 3
) 1262 . 1 , 082 . 3 | Pr(
7553 . 3
1
1262 . 0
115 . 3
1
1
1
1
1
1
x p x X
x
e x X
x
x
x X
x
x

(8)
Using equations (8) result in the contingency probabilities for the three models and are
provided in Table 4 below:
Using the values of Table 4 allows a visual comparison of the models against the observed
probabilities of the contingencies. Figure 5 is shown below:
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Table 4: Estimated probabilities for Poisson, Power Law and Cluster based on Table 2 data [1]
Probability of rare events in Power Systems/Line outage distributions based on North American data
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Probability of rare events in Power Systems/Line outage distributions based on North American data
Several observations can be made from Figure 5:
The best model that fits the Observed probabilities is the Cluster model
The Poisson model under-estimates the values
The Power Law model over-estimates the values
Clearly, for the transmission outage data that was available, the Cluster Model best fits the
observed probabilities of the data in Tables 1&2.
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Figure 5: Log-log plot of the three probability models verses the observed probabilities of contingencies
Comparison of the three probability models vs the observed
probabilities
1E-11
1E-10
1E-09
1E-08
1E-07
1E-06
1E-05
0.0001
0.001
0.01
0.1
1
1 10
Number of lines outages
P
r
o
b
a
b
i
l
i
t
y
Observed probability Cluster Model Poisson Model Power Law model
Power Law
Observed
Prob
Cluster
Poisson
Probability of rare events in Power Systems/Line outage distributions based on North American data
References
[1] Chen, Qiming, The probability, identification, and prevention of rare events in
power systems, PhD thesis, Iowa State University, 2004
[2] Adler, R.B.; Daniel, S.L., Jr.; Heising, C.R.; Lauby, M.G.; Ludorf, R.P.; White,
T.S.; An IEEE survey of US and Canadian overhead transmission outages at 230
kV and above, IEEE Transactions on Power Delivery, Vol. 9, Issue 1, pp 21 -39,
Jan. 1994
[3] Michael Falk, Jurg Husler, Rolf-Dieter Reiss, Laws of small numbers: Extremes
and rare events, Birkhauser Verlag, P.O. Box 133, CH-4010 Basel, Switzerland,
pp 4-4, 1994
[4] W.A. Thompson, Jr., Point Process Models with Applications to Safety and
Reliability, Chapman and Hall, 1988
[5] Julius R. Blum, Judah I. Rosenblatt, Probability and Statistics, W.B Saunders
Company, 1972
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