Probabilistic Power Flow

Prof. Alberto Berizzi and Duong Le

Deparment of Energy
Politecnico di Milano

1.

WHY PROBABILISTIC POWER FLOW?

The conventional deterministic power flow (PF) is the most widely used tool in power system
analysis, operations, planning, and control.
Deterministic PF uses the specified values of power generation and load, and the parameters of
the network topology to compute system steady-state operating conditions without taking into
account any sources of uncertainty affecting the power system.
Today, the deepening penetration of renewable energy sources, such as wind and photovoltaic
solar, has introduced additional uncertainty into various areas of power system. This added
uncertainty, together with the conventional sources of uncertainty such as the loads and the
availability of resources and transmission assets, makes clear the limitations of the conventional
deterministic PF in analysis and computation of power system. Consequently, the deterministic
PF is no more sufficient for power system analysis and computation.
A probabilistic approach needs to be used, where sources of uncertainty are explicitly represented by random variables. This approach is referred to as Probabilistic Power Flow (PPF).

2.

MATHEMATICAL BACKGROUND

2.1.

Probability of stochastic events

In probability theory and statistics, a stochastic event is an event that may or may not occur. Probability is a measure for the possibility of occurrence of stochastic events. The probability of event A
is usually denoted as P{A}:
0 P{A} 1

(1)

When P{A} = p, the stochastic event A is likely to occur with the probability p.
In particular, if:
P{A} = 1: occurrence of event A is certain;
P{A} = 0: non-occurrence of event A is certain.
The set of all possible outcomes of a random phenomenon is called sample space, denoted as .
The sum of probabilities of all possible outcomes of an event is equal to 1: P{} = 1.
Example 1: Tossing a coin, there are two possible outcomes, i.e., head (H) and tail (T ), in the
sample space: = {H, T }. If the coin is balanced, the probabilities for getting either head or tail
will be: P{H} = P{T } = 0.5.
2.2.

Random variable and its distribution

A random variable (r.v.) is a function that assigns a number to each point in its sample space. There
are basically two types of r.v.s: continuous and discrete r.v.s.
Generally, if a r.v. can take on any value in the sample space, it is called a continuous r.v.; otherwise, called a discrete r.v.
e is given
For every real number x, the cumulative distribution function (c.d.f.) FXe (x) of a r.v. X
by:
e x}
FXe (x) = P{X
(2)
e is continuous, F e (x) can be defined in terms of its probability density function (p.d.f.)
and if X
X

fXe (x) as follows:

Zx
FXe (x) =

fXe (x)dx

(3)

e is discrete with possible values xi , its c.d.f. is defined as:

If X
X
FXe (x) =
pi

(4)

xi x

e = xi }.
where pi is the probability corresponding to the possible value xi : pi = P{X
It is noted that, in probability theory and statistics, probability mass function (p.m.f.) is usually
used for discrete r.v.s instead of p.d.f .
The p.m.f. is:

fXe (x) =

e = xi }
P{X
0

if x = xi
if x 6= xi

(5)

Example 2: In power systems, load can vary and get any value between its minimum and maximum
values so that it can be modeled as a continuous r.v. Similarly, nodal voltages and power flows
are also continuous r.v.s. On the contrary, components in power system such as transmission lines,
transformers, and generators have random phenomena with two, i.e., running and outage, or more
states, so that their operating states can be modeled as discrete r.v.s.
2.3.

Characteristic function

e with the c.d.f. F e (), its characteristic function e (t) is given as follows [1]:
For a r.v. X
X
X
Xe (t) = E(e

e
jtX

Z+
)=
ejtx dFXe (x)

(6)

where t is a real variable, j is the imaginary unit, and E() is the mathematical expectation operator.
2.4.

Moments

e the rth (r {1, 2, 3, . . . }) order moment is defined as [1]:

Given a continuous r.v. X,

mXe r

Z+
e r) =
= E(X
xr fXe (x)dx

(7)

e
The quantity mXe = mXe 1 is called the expectation (mean) of X:

mXe = mXe 1

Z+
e =
= E(X)
xfXe (x)dx

From the mean mXe , the rth order central moment is defined as:

(8)

Xe r

Z+
e m e) ] =
= E[(X
(x mXe )r fXe (x)dx
X
r

(9)

2
The second central moment Xe 2 is called the variance and it is usually denoted by X
e is
e , where X
e
the standard deviation of X.

e is discrete with possible values, the rth order moment is:

If X
mXe r

e r) =
= E(X

pi xri

(10)

i=1

e The mean is consequently defined as in

where pi is the probability corresponding to value xi of X.
(11):

X
e
mXe = mXe 1 = E(X) =
p i xi
(11)
i=1

Analogously, the rth order central moment is:

Xe r =

pi (xi mXe )r

(12)

i=1

Central moments are used more often than moments, because they relate only to the spread and
shape of the distribution, rather than to its location.
2.5.

Cumulants

The cumulants of a probability distribution are an alternative to the moments in representing r.v.s.
Their algebraic properties are very interesting and allow easier calculations.
e the result is:
Using McLaurins series to expand ln e (t) of X,
X

ln Xe (t) =

n
X
k er
X

r=1

r!

(jt)r + en

(13)

e and en is the error of the

where kXe r is defined as the rth (r {1, 2, 3, . . . }) order cumulant of X,
order expansion.
Cumulants kXe r can be obtained from moments mXe r and vice versa [2]:

kXe 1 = mXe 1
kXe r+1 = mXe r+1
and

mXe 1 = kXe 1
mXe r+1 = kXe r+1 +

where Cri =

r!
.
i!(r i)!

r
P
i=1

r
P
i=1

Cri mXe i kXe ri+1

(14)

Cri mXe i kXe ri+1

(15)

2.6.

Examples of distributions

2.6.1.

Uniform distribution

A uniform distribution is a distribution that has constant probability in a certain interval, e.g., [a, b].
e is:
The general formula for the p.d.f. of a uniform r.v. X
( 1
axb
fXe (x) =
(16)
ba
0
otherwise
where a is the location parameter and (b a) is the scale parameter.
A uniform distribution with interval [a, b] is usually denoted as U (a, b). In particular, when a = 0
and b = 1, it is called standard uniform distribution.
The c.d.f. is:

0x a
FXe (x) =

ba
1

x<a
axb

(17)

x>b

Example 3: The p.d.f. and c.d.f. of uniform distribution U (a, b) are shown in figures 1 and 2,
respectively.

Figure 1: p.d.f. of uniform distribution U (a, b)

Figure 2: c.d.f. of uniform distribution U (a, b)

2.6.2.

Normal distribution

The normal distribution (or Gaussian distribution) is a continuous probability distribution. It is one
of the most widely known and used distributions.
e is:
The p.d.f. of a normal r.v. X
fXe (x) =

(x mXe )2
1
)
exp(
2
2X
2Xe
e

(18)

2
where mXe is the mean, X
e is the standard deviation.
e is the variance, and X

In probability theory and statistics, a normal distribution is usually denoted by N (m, 2 ) for short.
The c.d.f. of a normal distribution is:
1
FXe (x) =
2Xe

Zx
exp(

(t mXe )2
)dt
2
2X
e

(19)

2
In particular, when mXe = 0 and X
e = 1, the normal distribution is called standard normal distribution with its p.d.f. and c.d.f. as follows:

1
1
Xe (x) = exp( x2 )
2
2
1
Xe (x) =
2

Zx

1
exp( t2 )dt
2

(20)

(21)

Example 4: The p.d.f.s and c.d.f.s of normal distributions, for example, with different values of m
and are shown in figures 3 and 4, respectively.

Figure 3: p.d.f.s of normal distributions

Figure 4: c.d.f.s of normal distributions

2.6.3.

Binomial distribution

e is the number of
The binomial distribution is a discrete probability distribution. A binomial r.v. X
successes x in n repeated trials of the so-called Bernoulli experiment.
Let perform a Bernoulli experiment. Assume that there are only two possible outcomes for a trial:
success with probability p (the same on every trial) and failure with probability (1 p). The trial is
repeated n times. Also assume that all trials are independent, i.e., the outcome of any trial has no
effect on others. If the number of occurrences of event success is x, the corresponding probabilities
will be px for event success and (1 p)nx for event failure.
The p.m.f. of a binomial distribution is:
 
n x
fXe (x; n, p) =
p (1 p)nx
x

(22)

 
n
n!
where
=
, x = 0, 1, 2, ..., n, and the c.d.f. is:
x
x!(n x)!
x  
X
n i
p (1 p)ni
FXe (x; n, p) =
i
i=0

(23)

The mean and variance of a binomial distribution are as follows:

mXe = np

(24)

2
X
e = np(1 p)

(25)

Example 5: In power systems, power plants are usually included several identical units. Each unit
has two states: running (denoted as 1) and outage (denoted as 0). The power output can be modeled
by a binomial distribution with the occurrences of failure event (outage state): q = F OR (Forced
Outage Rate).
For example, a power plant consists of two identical units, each rated at 10 MW with F OR = 0.08
(Fig. 5).

Probability

0.8
0.6
0.4
0.2
0

10
Pg (MW)

20

Figure 5: Example of a power plant

+ The probability of outage state: q = F OR = 0.08
+ The probability of running state: p = 1 q = 0.92
+ Let x be the number of units with running state; using (22) with n = 2 and p = 0.92, we have
corresponding probabilities:
 
2
f (x = 0) =
0.920 (1 0.92)20 = 0.0064
0
 
2
f (x = 1) =
0.921 (1 0.92)21 = 0.1472
1
 
2
f (x = 2) =
0.922 (1 0.92)22 = 0.8464
2
Assume all units operating at the rated power, the power outputs of the power plant are:
Pg (x = 0) = 0M W
Pg (x = 1) = 10M W
Pg (x = 2) = 20M W
Finally, the power output of the power plant can be modeled by a binomial r.v. Peg with the possible
values and corresponding probabilities as in Table 1 and the p.m.f. plotting in Fig. 5.
Table 1: Possible values and corresponding probabilities of power output
state value (MW) probability
x=0

0.0064

x=1

10

0.1472

x=2

20

0.8464

2.7.

Applying properties of cumulants to a linear combination of random variables

ei (i = 1, 2, ...,N ):
If Ye is a r.v., a linear combination of N independent r.v.s X
e 1 + a2 X
e 2 + + aN X
eN
Ye = a1 X

(26)

then the rth order cumulant of Ye is calculated as [3]:

kYe r = ar1 kXe r + ar2 kXe r + + arN kXe r
1

2.8.

(27)

Series expansions

The Gram-Charlier series expansion is a popular method to obtain the p.d.f. and c.d.f. of desired
r.v.s from their moments or cumulants [3]. In particular, this expansion gives an approximation of a
p.d.f. and c.d.f. of a continuous r.v. around the normal distribution.
Considering an arbitrary continuous r.v. Ye with mean value mYe and standard deviation Ye , exe = (Ye m e )/ e , the c.d.f. of the standardized variable
pressed in standard normalized form as X
Y
Y
e can be written as:
X
FXe (x) = Xe (x) +

C1 dXe (x) C2 d2 Xe (x)

+
+
1! dx
2! dx2

(28)

C1 dXe (x) C2 d2 Xe (x)

+
+
1! dx
2! dx2

(29)

and its p.d.f. can be written as:

fXe (x) = Xe (x) +

where Xe () and Xe () represent the p.d.f. and c.d.f. of standard normal distribution (see (20) and
(21)), respectively.
The coefficients Ci can be calculated from its central moments [3, 4], for example, the first eight
coefficients are calculated as follows:
Xe 5
e3
+ 10 X3
5
Xe
Xe
e6
e4
C6 = X6 15 X4 + 30
Xe
Xe
Xe 7
e5
e3
C7 = 7 + 21 X5 105 X3
Xe
Xe
Xe
Xe 8
Xe 6
Xe 4
C8 = 8 28 6 + 210 4 315
Xe
Xe
Xe

C5 =

C1 = 0
C2 = 0
e3
C3 = X3
Xe
Xe 4
C4 = 4 3
Xe

(30)

Central moments can be calculated as functions of cumulants [5]:

Xe 2 = kXe 2
Xe 3 = kXe 3
2
Xe 4 = kXe 4 + 3kX
e2
Xe 5 = kXe 5 + 10kXe 3 kXe 2
2
3
Xe 6 = kXe 6 + 15kXe 4 kXe 2 + 10kX
e 3 + 15kX
e2
2
Xe 7 = kXe 7 + 21kXe 5 kXe 2 + 25kXe 4 kXe 3 + 105kXe 3 kX
e2
2
Xe 8 = kXe 8 + 28kXe 6 kXe 2 + 56kXe 5 kXe 3 + 35kX
e4
4
2
2
+ 210kXe 4 kX
e 2 kX
e2
e 2 + 280kX
e 3 + 105kX

(31)

Therefore, if cumulants of a r.v. are known, the Gram-Charlier expansion makes it possible to
approximate its c.d.f. and p.d.f. using (28) and (29).
Beside Gram-Charlier expansion, there are some other expansions, e.g., Edgeworth and CornishFisher, which are also popularly used to obtain c.d.f. and p.d.f. from moments or cumulants of a
r.v.
3.

PROBABILISTIC POWER FLOW METHODS

A general classification of PPF calculation is as follows: numerical methods and analytical methods.
3.1.

Numerical methods

- Monte Carlo Simulation (MCS) is a typical numerical method.

- MCS has now spread to a large number of scientific fields such as physics, mathematics, and
engineering, etc.
- MCS is a method of computation that relies on repeated random sampling to obtain results. This
method is most suited to calculation using computer and applies for complex and non-linear models
which are difficult and even infeasible to obtain an exact result with a deterministic algorithm.
- In MCS method, the state of each component, e.g., generator, transmission line, transformer,
etc., in power system are obtained by sampling. Power injections at each bus in electric networks are
sampled according to their distributions. Finally, random numbers and probabilities are used as inputs
of MCS to solve a probabilistic problem.
- Pros and cons: Although the MCS method is able to provide accurate results, it is really timeconsuming. This is the main drawback of MCS method so that several less burdensome PPF methods
have been developed to obtain computational efficiency.
- Figure 6 shows the diagram of a simple MCS.
Input data
(Predefined the number of samples: NS)
Set initial sample times: N = 0

Sampling power injections at each bus,

state of each component
Deterministic PF
Store results: state variables & power
flows for each sampling
N = N +1

Yes

N < NS
No
Output
(state variables & power flows in
terms of p.d.f. and/or c.d.f.)

Figure 6: MCS diagram

10

3.2.

Analytical methods

- Adopting convolution techniques [7, 8], point estimate method [9], and cumulant method [4], etc.
- In this section, a cumulant-based PPF method is presented as a representative for analytical approaches: the method is based on the series expansions and sensitivity matrices. Continuous and
discrete distributions are dealt with together during the computations.
- The form of the PF equations generally is:


Real and reactive injected powers:

Pi = Vi

n1
X

Vk (Gik cos ik + Bik sin ik )

(32)

Vk (Gik sin ik Bik cos ik )

(33)

k=0

Qi = Vi

n1
X
k=0

Real and reactive line power flows:

Pik = Vi Vk (Gik cos ik + Bik sin ik ) tik Gik Vi2

(34)

0
Qik = Vi Vk (Gik sin ik Bik cos ik ) + tik Bik Vi2 Bik
Vi2

(35)

where:

Pi and Qi are real and reactive power injections at bus i,

Pik and Qik are real and reactive power power flows on the branch ik,
Vi and Vk are voltage magnitudes at buses i and k,
ik is voltage angle difference between buses i and k,
Gik and Bik are the real and imaginary parts of the admittance matrix of branch ik,
0
Bik
is the haft of susceptance of branch ik,
tik is the transformation ratio of branch ik,
n is the total number of buses in the system.

- The above equations can be expressed by matrix form as

w = g(x)

(36)

z = h(x)

(37)

where:
w is the vector of nodal power injections,
x is the vector of state variables,
z is the vector of line power flows,
and
g(x) are the power flow equations,
h(x) are the functions to compute line power flows.
11

 and z
of the above equations is obtained by solving a deterministic PF.
- The solution x
- Using Taylor series expansion to linearize the above equations around the solution point gives:
x = [S]|x w

(38)

z = [T ]|x w

(39)

where [S]|x is the inverse of the Jacobian matrix and [T ]|x is the sensitivity matrix of power flows
:
with respect to nodal power injections, both computed at the solution point x
P
   1
S = J
=
Q

ik

     
T = G S =
Qik

P 1
V

Q
V

Pik P
V

Qik
Q
V

(40)

P 1
V

Q
V

(41)

Size of matrices:
[J ] and [S]: (n 1 + `) (n 1 + `)
[G] and [T ]: (2n) (n 1 + `)
(` is the total number of load buses)
- To solve the PPF, each element of w is considered as the realization (observed value; the value
f , {1, ..., n 1 + `}
assigned to the r.v.) of the r.v. associated with each nodal power injection W
(assume bus 0 is the slack bus in single slack bus model; elements from 1 to (n1) are relevant to
real power equations; the others to reactive power equations). From relationships in (38) and (39),
e , {1, 2, ..., n1+`}
elements of x and z are, therefore, the realizations of corresponding r.v.s X
(similarly, elements from 1 to (n1) are related to angle terms, while the rest are voltage magnitude
terms) and Ze , {1, 2, ..., 2b} (b is the total number of branches), respectively. Consequently, we
have the relationships of r.v.s as follows:

f1
W

f2

= [S]|x .

..

en1+`
fn1+`
X
W
e1
X
e2
X
..
.

f1
W
Ze1
Ze
W

2
f2
.. = [T ]|x .
.
..
fn1+`
Ze2b
W

(42)

(43)

- Based on (42), (43), and (27), the rth order cumulants of state variables and line power flows can
be obtained from the rth order cumulants of nodal power injections as

12

kXe r
1
kXe r
2
..
.

r
kX
e

n1+`

kW
fr
1
kW
fr
2
..
.

= [S (r) ]|x

kW
fr

(44)

n1+`

kW
kZer
fr
1
1

k er
k

f
W2r
Z2
.. = [T (r) ]|x
...
.

kW
kZer
fr

(45)

n1+`

2b

(r)

(r)

where [S (r) ] and [T (r) ] are the matrices with elements S ij = srij and T ij = trij , respectively.
- Assume that all input r.v.s are independent, the calculation procedure for this method can be
described as follows:
and z
and the sensitivity
(1) Run the deterministic PF calculation to obtain the expected values x
matrices [S]|x and [T ]|x ;
(2) Calculate the cumulants of nodal power injections by summing the cumulants of the distributions associated with loads, generators, and other injected powers at the same bus;
(3) Compute cumulants of state variables and line power flows using (44) and (45);
(4) Obtain the c.d.f.s and/or p.d.f.s of the outputs of interest using approximation methods based
on series expansions (e.g., (28) and/or (29)).
4.

EXAMPLE
PPF calculation for 4-bus test system

4.1.

Data

The single line diagram for 4-bus test system is shown in Fig. 7, while network data are provided
in Table 2 and 3 (all information taken from [10]).

Figure 7: Single line diagram of 4-bus test system

The system has:
- two generators are connected to buses 1 and 4;
- the system has four lines and four buses: bus 1 is the slack bus (reference bus or swing bus),
bus 4 is PV bus (generator bus), buses 2 and 3 are load buses (PQ buses);
13

- the base MVA: 100 MVA;

- the base voltage: 230 kV.
Table 2: Line data for 4-bus test system
from-bus to-bus

total charging

Y/2

(p.u.)

(p.u.)

(p.u.)

(p.u.)

(MVAr)

(p.u.)

0.01008 0.05040

3.815629 -19.078144

10.25

0.05125

0.00744 0.03720

5.169561 -25.847809

7.75

0.03875

0.00744 0.03720

5.169561 -25.847809

7.75

0.03875

0.12720 0.06360

3.023705 -15.118528

12.75

0.06375

Table 3: Generation and load data for 4-bus test system

generation
bus

load

P (MW) Q (MVAr) P (MW) Q (MVAr) V (p.u.) remark

50

30.99

1.00, 00

Slack

170

105.35

1.00, 00

PQ

200

123.94

1.00, 00

PQ

318

80

49.58

1.02, 00

PV

Assumption for probabilistic data: loads have normal distributions characterized by mean (expected
value) and standard deviation, expected value = nominal power, standard deviation = 8% nominal
power, as presented in Table 4.
Table 4: Probabilistic data for loads

P (MW)

Q (MVAr)

bus

mean

standard deviation variance

50

16

170

13.6

184.96

200

16

256

80

6.4

40.96

30.99

2.4792

6.1464

105.35

8.4280

71.0312

123.94

9.9152

98.3112

49.58

3.9664

15.7323

14

4.2.

MCS

Example for sampling power injections (Matlab code):

MU = [50 170 200 80 30.99 105.35 123.94 49.58];
SIGMA = [16 184.96 256 40.96 6.1416 71.0312 98.3112 15.7323];
Nsample = 10000; %Number of samples
W normal = mvnrnd(MU,SIGMA,Nsample);
% Multivariate normal distribution with mean MU and covariance SIGMA, size: 10000 8
Examples for plotting (Matlab code):
figure(1); %Figure 8
hist(W normal(:,1),20); %Histogram plot for real power injection of load at bus 1
xlabel(PL1 (MW));
ylabel(Frequency);
figure(2); %Figure 9
cdfplot(W normal(:,1)); %Empirical CDF plot for load (real power) at bus 1
xlabel(PL1 (MW));
ylabel(Cumulative probability);

Frequency

1500

1000

500

0
35

40

45

50

55

60

65

PL1 (MW)

Figure 8: Histogram of real power injection of load at bus 1

15

Cumulative probability

0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
35

40

45

50
P (MW)

55

60

65

PL1 (MW)

Figure 9: c.d.f. of real power injection of load at bus 1

Deterministic PF
Pik

4.3.

Qik

Vi

Cumulant method

, z
, [S]|x , and [T ]|x as follows
- Run deterministic PF; obtain x
: state variables (Table 5)
x

16

Table 5: State variables

bus

voltage

angle

(p.u.)

(rad)

1.0000

0.0000

0.9814

-0.0169

0.9678

-0.0325

1.0200

0.0266

: real and reactive power flows (Table 6)

z
Table 6: Real and reactive power flows
Pik

Qik

(p.u.)

(p.u.)

1-2

0.3873

0.2678

1-3

0.9818

0.6637

2-4

-1.3151 -0.7473

3-4

-1.0288 -0.5914

line

sensitivity matrices:

0.03843
0.01079
0.02835
0.00362
4.68956 105
0.01074
0.03131
0.01824 2.06 105 0.003758326

 
0.01861
0.04890 5.51 105
8.09 105
S |x =

0.02878
0.00504 0.00013 0.00033
0.02241
5.48 107
0.00019 0.00603 0.00032 3.62 107
0.02516

0.73948
0.26940

0.26608

0.26597
 
T |x =
0.03520

0.04988

0.06329
0.06702

0.20226
0.81399
0.20091
0.19816
0.03941
0.02566
0.04613
0.03533

0.53137
0.01032
0.45772
0.00052
0.52784
0.00763
0.45189
0.00051
0.10353
0.44125
0.08475 9.55 105
0.12120
0.57333
0.11386
0.00013

- Vector of nodal power injections (p.u.):

Pe2
Pe
3
e
P4
e
Q2
e3
Q

17

0.00088
0.01428

0.00087

0.00726

0.00017

0.66989

0.00020
0.36614

- The second order cumulants of nodal power injections (p.u.):

kPe2
0.018496
2
k e 2
P3 0.0256

k
Pe42 = 0.004096

0.00710312
kQe2
2
0.00983112
kQe2
3

- Calculate the cumulants of state variables and line power flows (p.u.):
and z
)
+ The first order cumulants (p.u.): (equal to x

ke 1
0.0169
2
k e 1
3 0.0325

k
e 14 = 0.0266

0.9814
kVe 1
2
0.9678
kVe 1
3

kPe1

12
0.3873

k
1

Pe13
0.9818

kPe1

24 1.3151

k e1
P34 1.0288

0.2678
kQe112

0.6637
kQe1

13
k 1 0.7473
Qe24
0.5914
kQe1

34

+ The second order cumulants (p.u.): (using (44) and (45))

kPe2
ke 2
0.3368 104
2
2
k e 2
k e 2
P3 0.2873 104
3

k
4
0.3398

10
e 24 = [S (2) ]|x kPe42 =

kQe2 0.4037 105
kVe 2
2
2
0.7154 105
kQe2
kVe 2
3

kPe2

0.0123
k 12
2

Pe13
0.0192

kPe2

kPe2
2

0.0035
24
k e 2

k e2
P3
0.0032
P34
k
(2)

= [T ]|x Pe42 =
kQe212
0.0015

kQe2

2
0.0045
kQe2

13
k
2
e

Q3
0.0025
k 2
Qe24
0.0015
kQe2
34

Note: In this example, we consider only the normal distribution of loads. For normal distribution,
the first and second cumulants can characterize totally the distribution (the higher orders of cumulants

18

are equal to zero).

- Adopting (28) and (29), we can obtain c.d.f.s and/or p.d.f.s of state variables and line power
flows. Figures 10 and 11 show, for example, the p.d.f. and c.d.f. of r.v. Ve2 (voltage magnitude at bus
2).

Probability

0.07
MCS
Cumulant

0.06

0.05

0.04

0.03

0.02

0.01

0
0.974

0.976

0.978

0.98

0.982

0.984

0.986

0.988

0.99

0.992

V2 (p.u.)
V2 (p.u.)

Cumulative probability

Figure 10: p.d.f. of voltage magnitude at bus 2

Cumulant
MCS

0.8

0.6

0.4

0.2

0.974

0.976

0.978

0.98

0.982

0.984

0.986

0.988

0.99

V2 (p.u.)

Figure 11: c.d.f. of voltage magnitude at bus 2

Note: In this case, all distributions obtained are normal with the mean values (the first order cumulants) and the variances (the second order cumulants) calculated above.

19

Summary results:
+ MCS method:

mean
bus voltage

variance

angle

voltage

angle

(p.u.) (105 ) (rad) (104 )

(p.u.)

(rad)

1.0000

0.0000

0.0000

0.0000

0.9814

-0.0170

0.4080

0.3388

0.9678

-0.0325

0.7157

0.2907

1.0200

0.0265

0.0000

0.3414

mean

variance

Pik

Qik

Pik

Qik

(p.u.)

(p.u.)

(p.u.)

(p.u.)

1-2

0.3895

0.2683

0.0124

0.0015

1-3

0.9823

0.6638

0.0194

0.0045

2-4

-1.3156 -0.7478 0.0036

0.0025

3-4

-1.0277 -0.5914 0.0032

0.0015

line

Time consuming: 39.12 seconds

+ Cumulant method:

mean
bus voltage

angle

variance
voltage

angle

(p.u.) (105 ) (rad) (104 )

(p.u.)

(rad)

1.0000

0.0000

0.0000

0.0000

0.9814

-0.0169

0.4037

0.3368

0.9678

-0.0325

0.7154

0.2873

1.0200

0.0266

0.0000

0.3398

20

mean

variance

Pik

Qik

Pik

Qik

(p.u.)

(p.u.)

(p.u.)

(p.u.)

1-2

0.3873

0.2678

0.0123

0.0015

1-3

0.9818

0.6637

0.0192

0.0045

2-4

-1.3151 -0.7473 0.0035

0.0025

3-4

-1.0288 -0.5914 0.0032

0.0015

line

Time consuming: 0.16 seconds

Further consideration:
Let assume that the power output of generator at bus 4 is binomial distribution.
Data for generator at bus 4:
+ Number of units: 6
+ Rated power of each unit: 53 MW
+ q = F OR = 0.09
How can we model? And take into account in the PPF calculation?

21

Cited references
[1] M. Kendall and A. Stuart, The Advanced Theory of Statistics. London, U.K.: C. Griffin, 4th
edition, vol. 1, 1977.
[2] W. D. Tian, D. Sutanto, Y. B. Lee, and H. R. Outhred, Cumulant based probabilistic power
system simulation using Laguerre polynomials, IEEE Trans. Energy Convers., vol. 4, no. 4,
pp. 567-574, Dec. 1989.
[3] H. Cramer, Mathematical Methods of Statistics. Princeton University Press, 1945.
[4] P. Zhang and S. T. Lee, Probabilistic load flow computation using the method of combined
cumulants and Gram-Charlier expansion, IEEE Trans. Power Syst., vol. 19, no. 1, pp. 676-682,
Feb. 2004.
[5] A. Stuart and J. K. Ord, Kendalls Advanced Theory of Statistics. London: Charles Griffin and
Company Limited, 5th edition, vol. 1, 1987.
[6] J. E. Kolassa, Series Approximation Methods in Statistics. New York: Springer, 3rd edition, 2006.
[7] R. N. Allan and M. R. G. Al-Shakarchi, Probabilistic a.c. load flow, Proceedings of the Institution of Electrical Engineers, vol. 123, no. 6, pp. 531-536, Jun. 1976.
[8] R. N. Allan and M. R. G. Al-Shakarchi, Probabilistic techniques in a.c. load-flow analysis,
Proceedings of the Institution of Electrical Engineers, vol. 124, no. 2, pp. 154-160, Feb. 1977.
[9] C. L. Su, Probabilistic load-flow computation using point estimate method, IEEE Trans. Power
Syst., vol. 20, no. 4, pp. 1843-1851, Nov. 2005.
[10] J. J. Grainger and JR. W. D. Stevenson, Power System Analysis. McGraw-Hill, Inc. P329-375,
1994.

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