Ee353 Notes No. 2 - Lole&Loee

EE 353 - Power System Reliability
Reliability of Generation System

Generating Capacity LOLE & LOEE
Prof. Rowaldo R. del Mundo
Department of Electrical and Electronics Engineering
University of the Philippines - Diliman
Conceptual Task & Generation

System Representation
Generation
Model
Load
Model
Risk
Model
Total System Generation
Total System Load
University of the Philippines


2
Generating Unit
Forced Outage Rate
If the hazard rate of a generating unit is constant
h(t ) =
The failure density function is exponential

t
f (t ) = h(t )e
h ( )d
= e
f (t ) = e


3
Generating Unit Forced Outage Rate
The cumulative failure distribution function is

t
F (t ) = f ( )d = e
= e
=e
F (t ) = 1 e
d
0
Then, the reliability function is

R(t ) = 1 F (t )
= 1 1 e t
R(t ) = e


4
The mean-time-to-failure is
MTTF = R(t )dt

0
= e dt
0
[
e ]
1
= [e e ]
t
0
MTTF =
= m (mean up time)


5
Also, if the repair rate function is constant

r (t ) =
the mean-time-to-repair is
MTTR =
= r (mean repair time)
The mean-time-between-failures
MTBF = mean uptime + mean repair time

= MTTF + MTTR
MTBF = m + r = T
and the cycle frequency is
1
f =
T

6
The Availability is the steady-state or long term

probability that the generating unit is in operating
condition (UP state)
mean up time
A=
cycle time
mean up time
A=
mean up time + mean repair time
m f
A= =
T
m
A=
=
m+r +
[up time]
A=
[down time] + [up time]

7
The Unavailability of a generating unit is the probability

of finding a unit on forced outage at some future time.
This is technically termed as Forced Outage Rate or
FOR.
U = 1 Availability
r f
U= =
T
r
U=
=
m+r +
[down time]
U=
[down time] + [up time]


8
Markov Models
of Generation System
Up
State
Generator
1
2
UP
DOWN
Rate of
Departure
Rate of
Entry
Down
Single Generating Unit


9
Markov Models of Generation System
1
State
Gen 1
Gen 2
1
2
3
4
UP
DOWN
UP
DOWN
UP
UP
DOWN
DOWN
2
3
Rate of
Departure
1 + 2
1 + 2
1 + 2
1 + 2
Rate of
Entry
1 + 2
1 + 2
1 + 2
1 + 2
Two Generating Units


10
Generating Capacity Model

(Capacity Outage Probability Table)
A. IDENTICAL UNITS
For identical units, binomial distribution is applicable. The
probability of exactly r successes in n trials is
n!
nr
Pr =
p r (1 p )
r! (n r )!


11

EXAMPLE 1:
2 10 MW units each with 0.03 forced outage rate

n=2
P0 =
p = 1 - 0.03 = 0.97
2!
(0.97 )0 (1 0.97 )20 = 0.0009
0! (2 0 )!
(probability that no generating unit is available)

P1 =
2!
(0.97 )1 (1 0.97 )2 1 = 0.0582
1! (2 1)!
(probability that exactly one generating unit is available)

P2 =
2!
(0.97 )2 (1 0.97 )22 = 0.9409
2! (2 2 )!
(probability that exactly two generating unit are available)


12
The capacity outage table is summarized as follows:

Units Out
Capacity Out
Capacity Available
Probability
0
1
2
0 MW
10 MW
20 MW
20 MW
10 MW
0 MW
0.9409
0.0582
0.0009
1.0000
Note: The probability of all possible cases must sum

to unity


13

EXAMPLE 2:
3 5 MW units each with 0.03 forced outage rate
n=3
p = 1 - 0.03 = 0.97
P0 =
3!
(0.97 )0 (1 0.97 )30 = 0.000027
0! (3 0 )!
P1 =
3!
(0.97 )1 (1 0.97 )31 = 0.002619
1! (3 1)!
P2 =
3!
(0.97 )2 (1 0.97 )32 = 0.084681
2! (3 2 )!
P3 =
3!
(0.97 )3 (1 0.97 )33 = 0.912673
3! (3 3)!


14
The capacity outage table is summarized as follows:

Units Out
Capacity Out
Capacity Available
Probability
0
1
2
3
0 MW
5 MW
10 MW
15 MW
15 MW
10 MW
5 MW
0 MW
0.912673
0.084681
0.002619
0.000027
1.000000


15
For 4 - 3 1
units with 0.03 forced outage rate
Units Out
Capacity Out
Capacity Available
Probability
0
1
2
3
4
0.00 MW
3.33 MW
6.66 MW
10.00 MW
13.33 MW
13.33 MW
10.00 MW
6.66 MW
3.33 MW
0.00 MW
0.88529281
0.10952076
0.00508086
0.00010476
0.00000081
1.000000


16
B. NON-IDENTICAL UNITS
Binomial distribution is not applicable
Basic probability concepts can be applied
EXAMPLE:
A system consist of two 3 MW units and one 5 MW
unit each with forced outage rate of 0.02.
Markov Transition States (23 = 8)`
State
1
2
3
4
5
6
7
8
Gen. 1
Gen. 2
Gen. 3
UP
UP
UP
DOWN
UP
UP
UP
DOWN
UP
UP
UP
DOWN
DOWN
DOWN
UP
UP
DOWN
DOWN
DOWN
UP
DOWN
DOWN
DOWN
DOWN
Capacity In
3+3+5 = 11 MW
0+3+5 = 8 MW
3+0+5 = 8 MW
3+3+0 = 6 MW
0+0+5 = 5 MW
3+0+0 = 3 MW
0+3+0 = 3 MW
0+0+0 = 0 MW

Capacity Out
0 MW
3 MW
3 MW
5 MW
6 MW
8 MW
8 MW
11 MW
17

Note: The probability of exactly 3 MW is out of service is
the sum of the probabilities of states 2 and 3.
Similarly, the probability of exactly 8 MW is out of
service is the sum of the probabilities of states 6
and 7. Therefore states 2 and 3 can be combined
and states 6 and 7 can be combined to come up
with the reduced states capacity probability table.
New State
Capacity In
Capacity Out
Probability
1
2
3
4
5
6
11 MW
8 MW
6 MW
5 MW
3 MW
0 MW
0
3
5
6
8
11
P1
P2 + P3
P4
P5
P6 + P7
P8


18

Step 1: Combine the two identical units
(binomial distribution may be applied)
Capacity Out
0 MW
3 MW
6 MW
Capacity In
6 MW
3 MW
0 MW
Probability
0.9604
0.0392
0.0004
1.0000
Step 2: Add the 5 MW units considering that it can exist in

two state (in service or out of service)
Pin service
= 0.98
Pout of service = 0.02


19

Step 2a: 5 MW unit in service
Capacity Out
0 + 0 = 0 MW
3 + 0 = 3 MW
6 + 0 = 6 MW
Capacity In
6 + 5 = 11 MW
3 + 5 = 8 MW
0 + 5 = 5 MW
Probability
( 0.9604 ) ( 0.98 ) = 0.941192
( 0.0392 ) ( 0.98 ) = 0.038416
( 0.0004 ) ( 0.98 ) = 0.000392
0.980000
Step 2b: 5 MW unit out of service

Capacity Out
0 + 5 = 5 MW
3 + 5 = 8 MW
6 + 5 = 11 MW
Capacity In
6 + 0 = 6 MW
3 + 0 = 3 MW
0 + 0 = 0 MW

Probability
( 0.9604 ) ( 0.02 ) = 0.019208
( 0.0392 ) ( 0.02 ) = 0.000784
( 0.0004 ) ( 0.02 ) = 0.000008
0.020000

20
Step 2c: Combine probability tables in steps 2a and 2b

Capacity Out
0 MW
3 MW
5 MW
6 MW
8 MW
11 MW
Capacity In
11 MW
8 MW
6 MW
5 MW
3 MW
0 MW

Probability
0.941192
0.038416
0.019208
0.000392
0.000784
0.000008
1.000000

21
Cumulative Probability Table

An additional column can be added to the capacity
outage probability table which gives the cumulative
probability. This is the probability of finding a quantity of
capacity on outage equal or greater than the indicated
amount.
Capacity Out of Service Individual Probability Cumulative Probability
0 MW
0.941192
1.000000
3 MW
0.038416
0.058808
5 MW
0.019208
0.020392
6 MW
0.000392
0.001184
8 MW
0.000784
0.000792
11 MW
0.000008
0.000008
1.000000
P(cap out 3) = P3 + P5 + P6 + P8 + P11

P(cap out 5 ) = P5 + P6 + P8 + P11

22
Truncating the Probability Table

Theoretically, the capacity outage probability table
incorporates all the system capacity. The table, however,
can be truncated by omitting all capacity outages for
which the cumulative probability is less than a specified
amount, e.g., 10-8.


23
Capacity Rounding Probability Table

In a system containing a large number of units of different
capacities, the table will contain several hundred positive
discrete capacity outage levels. This number can be
greatly reduced by grouping the units into identical
capacity groups prior to combining or by rounding the
table to discrete levels after combining.
The rounding process is done by calculating
Ck Ci
P (C j ) =
P(Ci )
Ck C j
P(Ck ) =
Ci C j
Ck C j
P(Ci )
For all states i falling between the required rounding

states j and k.

24
EXAMPLE:
Obtain the rounded probability table of the generation
system in the previous example rounded in 5 MW
increments.
For Capacity
Out of Service
0 MW
3 MW
5 MW
6 MW
8 MW
Ci
0 MW
3 MW
5 MW
6 MW
8 MW
Cj
Ck
(Exact)
0 MW
5 MW
(Exact)
5 MW
10 MW
5 MW
10 MW
P(Ci)
P(Cj)
P(Ck)
0.941192
0.038416
0.019208
0.000392
0.000784
0.9411920
0.0153665
0.0192080
0.0003136
0.0003136
0.0000000
0.0230497
0.0000000
0.0000784
0.0004704
The final Rounded Probability Table is:

Capacity on
Outage (MW)
0 MW
5 MW
10 MW
15 MW
Individual Probability
0.941192 + 0.0153664
0.0230496 + 0.019208 + 2(0.0003136)
0.0000784 + 0.0004704 + 0.0000064
0.0000016

=
=
=
=
0.9565584
0.0428848
0.0005552
0.0000016
1.0000000
25
Recursive Algorithm for Capacity Model Building

Addition in Probability Table one generating unit at a
time
Suitable for computerized computations
Cases
No Derated States
Derated States Included
Unit Removal


26
Case 1: No Derated States

The cumulative probability of a particular capacity outage
state of X MW after a unit of capacity C MW and forced
outage rate FOR is added is given by:
P( X ) = (1 FOR )P' ( X ) + (FOR )P' ( X C )
Where,
P (X)
P(X)
Cumulative Probability of X MW
or more on outage of new table
Probability of X MW or more on
outage of old table
Capacity of unit to be added
Initial Setting: P(X) = 1.0 for X 0,

P(X) = 0
otherwise


27

EXAMPLE 1:
UNIT RATING (MW)

1
3
2
3
3
5
FOR
0.02
0.02
0.02
Using the Recursive Algorithm, the system capacity outage

probability table is created sequentially as follows:
STEP 1: Add Unit No.1
C = 3 MW
P (0 ) = (1 FOR )P' (0 ) + (FOR )P' (0 3)

= (1 0.02 )(1.0 ) + (0.02 )(1.0 )
= 1.0
P (1) = (1 0.02 )P' (1) + (0.02 )P' (1 3)

= (0.98 )(0 ) + (0.02 )(1.0 )
= 0.02
P (2 ) = (1 0.02 )P' (2 ) + (0.02 )P' (2 3)

= (0.98)(0 ) + (0.02 )(1.0)
= 0.02
P (3) = (1 0.02 )P' (3) + (0.02 )P' (3 3 )

= (0.98 )(0 ) + (0.02 )(1.0 )
= 0.02


28

STEP 2: Add Unit No. 2
C = 3 MW
P (0 ) = (1 0.02 )P' (0 ) + (0.02 )P' (0 3 )

= (0.98 )(1.0 ) + (0.02 )(1.0 )
= 1.0
P (1) = (1 0.02 )P' (1) + (0.02 )P' (1 3)

= (0.98 )(0.02 ) + (0.02 )(1.0 )
= 0.0396
P (2 ) = (1 0.02 )P' (2 ) + (0.02 )P' (2 3)

= (0.98 )(0.02 ) + (0.02 )(1.0 )
= 0.0396
P (3) = (1 0.02 )P' (3) + (0.02 )P' (3 3 )

= (0.98 )(0.02 ) + (0.02 )(1.0 )
P (4 ) = (1 0.02 )P' (4 ) + (0.02 )P' (4 3)
= (0.98 )(0 ) + (0.02 )(0.02 )
= 0.0004
P (5 ) = (1 0.02 )P' (5 ) + (0.02 )P' (5 3 )

= (0.98 )(0 ) + (0.02 )(0.02 )
= 0.0004
P (6 ) = (1 0.02 )P' (6 ) + (0.02 )P' (6 3 )

= (0.98 )(0 ) + (0.02 )(0.02 )
= 0.0004

= 0.0396

29

STEP 3: Add Unit No. 3
C = 5 MW
P (0 ) = (1 0.02 )P' (0 ) + (0.02 )P' (0 5 )

= (0.98 )(1.0 ) + (0.02 )(1.0 )
= 1.0
P (3) = (1 0.02 )P' (3) + (0.02 )P' (3 5 )

= (0.98 )(0.0396 ) + (0.02 )(1.0 )
= 0.058808
P (5 ) = (1 0.02 )P' (5 ) + (0.02 )P' (5 5 )

= (0.98 )(0.0004 ) + (0.02 )(1.0 )
= 0.020392
P (6 ) = (1 0.02 )P' (6 ) + (0.02 )P' (6 5 )

= (0.98 )(0.0004 ) + (0.02 )(0.0396 )
P (8 ) = (1 0.02 )P' (8 ) + (0.02 )P' (8 5 )
= (0.98 )(0 ) + (0.02 )(0.0396 )
= 0.000792
P (11) = (1 0.02 )P' (11) + (0.02 )P' (11 5 )

= (0.98 )(0 ) + (0.02 )(0.0004 )
= 0.000008

= 0.001184

30

EXAMPLE 2:
Using the Recursive Algorithm, prepare the
generating capacity outage probability table of the
system with three (3) generating units:
STEPS
UNIT RATING (MW)
A
100
B
150
C
200
FOR
0.01
0.02
0.03
No. of states = 23
1. Initialize Table
2. Enter Unit A
3. Enter Unit B
4. Enter Unit C


31

STEP 1: Initialize the outage table
STATE
1
2
3
4
5
6
7
8
9
10
X MW or more on Outage Cumulative Probability

0
1.000000
50
0.000000
100
0.000000
150
0.000000
200
0.000000
250
0.000000
300
0.000000
350
0.000000
400
0.000000
450
0.000000
Probability when no unit yet is added into

the generation system

32
STEP 2: Add unit A : C = 100, FOR = 0.01, 1-FOR = 0.99

STATE
X MW
P'(X)
(X - C) MW
P'(X-C)
P(X)
1
2
3
4
5
6
7
8
9
10
0
50
100
150
200
250
300
350
400
450
1.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
-100
-50
0
50
100
150
200
250
300
350
1.000000
1.000000
1.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1.000000
0.010000
0.010000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000


33
STEP 3: Add unit B: C = 150, FOR = 0.02, 1-FOR = 0.98

STATE
1
2
3
4
5
6
7
8
9
10
X MW
0
50
100
150
200
250
300
350
400
450
P'(X)
(X - C) MW
1.000000
-150
0.010000
-100
0.010000
-50
0.000000
0
0.000000
50
0.000000
100
0.000000
150
0.000000
200
0.000000
250
0.000000
300

P'(X-C)
1.000000
1.000000
1.000000
1.000000
0.010000
0.010000
0.000000
0.000000
0.000000
0.000000
P(X)
1.000000
0.029800
0.029800
0.020000
0.000200
0.000200
0.000000
0.000000
0.000000
0.000000

34
STEP 4: Add unit C : C = 200, FOR = 0.03, 1-FOR = 0.97

STATE
1
2
3
4
5
6
7
8
9
10
X MW
0
50
100
150
200
250
300
350
400
450
P'(X)
1.000000
0.029800
0.029800
0.020000
0.000200
0.000200
0.000000
0.000000
0.000000
0.000000
(X - C) MW
-200
-150
-100
-50
0
50
100
150
200
250

P'(X-C)
1.000000
1.000000
1.000000
1.000000
1.000000
0.029800
0.029800
0.020000
0.000200
0.000200
P(X)
1.000000
0.058906
0.058906
0.049400
0.030194
0.001088
0.000894
0.000600
0.000006
0.000006

35
Case 2: Derated States Included

To include the multi-state unit representations, the
recursive equation is modified as follows:
n
P( X ) = pi P' ( X Ci )
i =1
Where,
Number of unit states
Ci
pi
Capacity outage of state i for

the unit being added
Probability of existence of the
unit state i


36

EXAMPLE 1:
5 MW unit 3-state representation

State
1
2
3
Capacity Out
0
2
5
State Probability
0.960
0.033
0.007
Replacing the 2-state 5 MW unit in the previous example

by the new 3-state unit,
n = 1;
C1 = 0 MW
n = 2;
C2 = 2 MW
n = 3;
C3 = 5 MW


37

P(0 ) = p1P' (0 0 ) + p2 P' (0 2 ) + p3 P' (0 5 )
= (0.960 )(1.0 ) + (0.033)(1.0 ) + (0.007 )(1.0 )
= 1.0
P(2 ) = (0.960 )P' (2 0 ) + (0.033)P' (2 2 ) + (0.007 )P' (2 5 )

= (0.960 )(0.0396 ) + (0.033 )(1.0 ) + (0.007 )(1.0 )
= 0.078016
P(3) = (0.960 )P' (3 0 ) + (0.033 )P' (3 2 ) + (0.007 )P' (3 5 )

= (0.960 )(0.0396 ) + (0.033 )(0.0396 ) + (0.007 )(1.0 )
= 0.0463228
P(5 ) = (0.960 )P' (5 0 ) + (0.033 )P' (5 2 ) + (0.007 )P' (5 5 )

= (0.960 )(0.0004 ) + (0.033 )(0.0396 ) + (0.007 )(1.0 )
= 0.0086908
P(6 ) = (0.960 )P' (6 0 ) + (0.033 )P' (6 2 ) + (0.007 )P' (6 5 )

= (0.960 )(0.0004 ) + (0.033 )(0.0004 ) + (0.007 )(0.0396 )
= 0.0006744
P(8 ) = (0.960 )P' (8 0 ) + (0.033 )P' (8 2 ) + (0.007 )P' (8 5 )

= (0.960 )(0 ) + (0.033)(0.0001184 ) + (0.007 )(0.0396 )
= 0.000283272
P(11) = (0.960 )P' (11 0 ) + (0.033 )P' (11 2 ) + (0.007 )P' (11 5 )
= (0.960 )(0 ) + (0.033 )(0 ) + (0.007 )(0.0004 )
= 0.000002


38
Case 3: Unit Removal

From the recursive algorithm for capacity model building,
P( X ) = (1 FOR )P' ( X ) + (FOR )P' ( X C )
The modified capacity model after a unit removal can be

obtained by working on the algorithm in reverse. Thus,
P( X ) (FOR )P' ( X C )
(
)
P' X =
1 FOR
Where: P(X-C) = 1.0 for X C


39
EXAMPLE:
Using the obtained capacity outage probability table
for the 100 MW system (2 - 25 MW and 1 - 50 MW).
Remove the 50MW Unit with FOR = 0.02
Capacity Out of Service (MW)
0
25
50
75
100
Cumulative Probability
1.000000
0.058808
0.020392
0.000792
0.000008


40

Removing the unit from the capacity outage probability
tables that gives the following modified capacity model:
P(0 ) (0.02 )P' (0 50 )
(1 0.02 )
1.0 (0.02 )(1.0 )
=
0.98
P(0 ) =
P(25 ) =
=
= 1.0
P(25 ) (0.02 )P' (25 50 )

(1 0.02 )
0.058808 (0.02 )(1.0 )
0.98
P(50 ) (0.02 )P' (50 50 )

(1 0.02 )
0.020392 (0.02 )(1.0 )
=
0.98
= 0.0396
P(50 ) =

= 0.0004

41
Comparison of Deterministic and

Probabilistic Criteria
Consider the following four systems which are very
similar but not identical
SYSTEM 1 - 24 x 10 MW Units each having a FOR of 0.01
SYSTEM 2 12 x 20 MW Units each having a FOR of 0.01


42

SYSTEM 1: Capacity Outage Probability Table
Capacity
Out (MW)
Capacity In
(MW)
Individual
Probability
Cumulative
Probability
240
0.785678
1.000000
10
230
0.190467
0.214322
20
220
0.022125
0.023855
30
210
0.001639
0.001730
40
200
0.000087
0.000091
50
190
0.000004
0.000004


43

Capacity
Out (MW)
Capacity In
(MW)
Individual
Probability
Cumulative
Probability
240
0.886384
1.000000
20
220
0.107441
0.113616
40
200
0.005969
0.006175
60
180
0.000201
0.000206
80
160
0.000005
0.000005


44

Capacity
Out (MW)
Capacity In
(MW)
Individual
Probability
Cumulative
Probability
240
0.693841
1.000000
20
220
0.257509
0.306159
40
200
0.043803
0.048650
60
180
0.004516
0.004847
80
160
0.000314
0.000331
100
140
0.000016
0.000017
120
120
0.000001
0.000001


45

Capacity
Out (MW)
Capacity In
(MW)
Individual
Probability
Cumulative
Probability
220
0.801631
1.000000
10
210
0.178140
0.198369
20
200
0.018894
0.020229
30
190
0.001272
0.111335
40
180
0.000061
0.000063
50
170
0.000002
0.000002


46

Percentage Reserve Margin Criteria
System
Total
Capacity
Load
% Reserve
Probabilistic Risk
System 1
240 MW
200 MW
20%
0.000004
System 2
240 MW
200 MW
20%
0.000206
System 3
240 MW
200 MW
20%
0.004847
System 4
220 MW
183 1/3 MW
20%
0.000063
Note that the risk in system 3 is more than 1000 times greater than that in system 1
Analysis of the four systems shows that the variation in true risk depends upon FOR,
number of units and load demand

47

Largest Unit Reserve Criteria
System
Cap/
Unit
Units
Reserve Probabilistic Risk
System 1
10 MW
24
230 MW
10 MW
0.023855
System 2
20 MW
12
220 MW
20 MW
0.006175
System 3
20 MW
12
220 MW
20 MW
0.048650
System 4
10 MW
22
210 MW
10 MW
0.020229
Load
It is seen from the above comparison that deterministic approaches in power reserve
margin planning are inconsistent, unreliable and subjective.


48
Loss of Load Expectation

Loss of Load Expectation (LOLE)
The expected number of days in the specified period in
which the daily peak load will exceed the available
capacity.
Notes:
LOLE is known in the power industry as the LOLP.
LOLP is not a probability index but an expectation.
The expected risk of loss of load is determined by

convolving the system capacity outage table and the
system load characteristic.

49
Daily Peak Demand

January 1
to
December 31
Daily Peak, MW
Load Models
365
Day
Actual Load Curve


50

Load Models
Daily Peak Demand

Arrange in Descending Order
Load Variation Curve
Linearized LVC
The load is represented by its daily peak arranged in descending

order to form a cumulative load model called load variation curve.


51

n
LOLP = pk t k
k =1
n
LOLP = (t k t k 1 )Pk
k =1
n
= Tk Pk
k =1
Magnitude of the kth outage in the system

capacity outage probability table
- Number of time units in the study interval that
an outage magnitude Ok would result in a loss
of load
- Individual probability of the capacity outage Ok.
- Cumulative outage probability for capacity state Ok.
Where, Ok tk
pk
Pk


52

EXAMPLE 1:
Consider a system
containing 5 - 40 MW
units each with a FOR of
0.01. The capacity
outage probability table
is shown on the right.
Capacity
Individual Cumulative
Out of
Probability Probability
Service
0
0.950991
1.000000
40
0.048029
0.049009
80
0.000971
0.000980
120
0.000009
0.000009
Note: Probability values less than
10-8 have been deleted.
The system load model

is represented by the
daily peak load variation
curve in the figure on the
right.
Daily Peak Load (MW)
Installed Capacity = 200 MW

02 = 40MW
03 = 80MW
04 = 120 MW
160
T4 = 41.7%
120
t3 = T3 = 41.7%
80
64
t4 = 83.4%
Time (%)
64
100
Time periods during which loss of load occurs


53

LOLP using Individual Probabilities
Capacity Out of
Service (MW)
0
40
80
120
Capacity In
Service (MW)
200
160
120
80
Total Time, tk
Individual
Probability, pk
(% )
0.950991
0.0
0.048029
0.0
0.000971
41.7
0.000009
83.4
LOLP
pk tk
0.0000000
0.0000000
0.0404907
0.0007506
0.0412413
LOLP using the Cumulative Probabilities

Capacity Out of
Service (MW)
0
40
80
120
Capacity In
Service (MW)
200
160
120
80
Cumulative Total Time, Tk

Probability, Pk
(% )
1.000000
0.0
0.049009
0.0
0.000980
41.7
0.000009
41.7
LOLP
P k Tk
0.0000000
0.0000000
0.0408660
0.0003753
0.0412413
If the time considered is 365 days per year then,

LOLP = 365(0.0412413 100 ) = 0.1505307 days year

54

It should be realized that there is difference between the
terms capacity outage and loss of load. The term
capacity outage indicates a loss of generation which
may or may not result in a loss of load.
n
LOLP = Pi (Ci Li )
days/period
i =1
Where,
Ci
- Available capacity on day i
Li
- Forecast peak load on day i
Pi(Ci Li) - Probability of loss of load on day i. This

value is obtained directly from the capacity
outage cumulative probability table.


55

EXAMPLE 2:
What is the LOLP of the 450 MW system in a 5-day
period?
Generator and Demand Data

Unit Rating (MW) FOR
A
100
0.01
B
150
0.02
C
200
0.03

Day
1
2
3
4
5
MW
95
120
160
110
90

56

Generation Model
STATE
1
2
3
4
5
6
7
8
G1
100
0
100
100
0
0
100
0
G2
150
150
0
150
0
150
0
0
G3
200
200
200
0
200
0
0
0
CAP IN CAP OUT

450
0
350
100
300
150
250
200
200
250
150
300
100
350
0
450
IND
CUMULATIVE
0.941094
1.000000
0.009506
0.058906
0.019206
0.049400
0.029106
0.030194
0.000194
0.001088
0.000294
0.000894
0.000594
0.000600
0.000006
0.000006
Load Model
DAY
1
2
3
4
5
MW
95
120
160
110
90
DAY
1
2
3
4
5

MW
160
120
110
95
90
57
System Reliability
SYSTEM
PEAK LOAD
DAY
CAPACITY (MW)
(MW)
1
2
3
4
5
450
450
450
450
450
160
120
110
95
90
RESERVE
(MW)
290
330
340
355
360
LOLP
PROB. OF
LOSS-OFLOAD
0.000894
0.000600
0.000600
0.000006
0.000006
0.002106
LOLP = 0.002106 Days/5-Days

Annual LOLP
365 days period


58

EXAMPLE 3:
100 MW system with annual peak load of 57 MW

System Capacity Data
Unit No.
1
2
3
Capacity (MW)
25
25
50
FOR
0.02
0.02
0.02
System Load Data

Daily Peak Load
57
52
46
41
34
No. of Occurences
12
83
107
116
47

= 365 days

59

Using the recursive algorithm, the capacity outage
cumulative probability table is
Capacity Out of Service (MW)
0
25
50
75
100
Cumulative Probability
1.000000
0.058808
0.020392
0.000792
0.000008
LOLP = 12 P(100 57 ) + 83 P(100 52 ) + 107 P(100 46 )

+ 116 P(100 41) + 47 P(100 34 )
= 12 P(43 ) + 83 P(48 ) + 107 P(54 ) + 116 P(59 ) + 47 P(66 )
= 12(0.020392 ) + 83(0.020392 ) + 107 (0.000792 )
+ 116 (0.000792 ) + 47 (0.000792 )
LOLP = 2.15108 days year

60

LOLP Vs. Peak Load


61
Scheduled Outages
The system capacity evaluation examples previously
considered assumed that the load model applied to the entire
period and that the capacity model was also applicable for the
entire period. This will not be the case if the units are removed
from services for periodic inspection and maintenance in
accordance with the planned program. During this period, the
capacity available is not constant and therefore a single
capacity outage probability table is not applicable.
System Daily Peak Load
Total Installed Capacity
Units on
maintenance
Reserve
Typical Annual Load

& Capacity Model
January 1
December 31


62

Considering scheduled maintenance, the annual LOLPa can
be obtained by dividing the year into periods and calculating
the period LOLPP values using the modified capacity model
and the appropriate period load model.
The annual risk index is given by
n
LOLPa = LOLPp
p =1
System Daily Peak Load
Total Installed Capacity

R2
R3
R1
P1
P2
P3
Subdivision of Period

63

Approximate methods may also be used to take into account
scheduled maintenance while using the original capacity
outage probability table such as shown in the following figures:
Load
Installed Capacity
Reserve Capacity
Peak Load
Modified Load
Characteristic
Original Load
Characteristic
Capacity on
Maintenance
0 Time load exceeded the indicated value
Installed Capacity
Load
Reserve Capacity
Capacity on Maintenance
Peak Load
0 Time load exceeded the indicated value


64
LOLE with Load Forecast Uncertainty

The calculation of reliability indices presented so far assumes
that the actual peak load will differ from the forecast value
with zero probability. But some uncertainties exists in load
forecasting arising from the historical data considered, the
methodology used and the assumptions made. There is,
therefore, a need to improve the risks calculation by including
these uncertainties in building the system load model.
Studies made in the past had shown that the uncertainty in the
load forecasts can be reasonably described by a normal
distribution with the peak load value as the distribution mean
parameter. The distribution can be divided into a discrete
number of class intervals. The load representing the class
interval midpoint is assigned the probability for that class
interval. A seven-step distribution is considered reasonable in
the subdivision.

65
Load Forecast Uncertainty
Probability given by indicated area
0.382
0.061
0.242
0.242
0.061
0.006
-3
0.006
-2
-1
No. of standard deviations

from the mean
+1
+2
+3
Mean = forecast load (MW)


66
Example:
The capacity model of a system consisting of twelve 5 MW units,
each with forced outage rate of 0.01 is shown below.
Capacity Outage
(MW)
Cumulative
Probability
1.00000000
0.11361513
10
0.00617454
15
0.00020562
20
0.00000464
25
0.00000007
(probability values less than 10-B are neglected)


67

Using a seven-step normal distribution approximation of the load
forecast with peak load of 50MW, 2% S.D., 70% load factor and
straightline load variation curve, calculate the annual LOLP of the
system in days/year.
Standard Deviation = (0.02)(50) = 1 MW
Mean = 50 MW
Number of
S. D.
(1)
Load
(MW)
(2)
Probability of
the Load (3)
LOLP (days/year)
(4)
(3) x (4)
-3
47
0.006
0.00562781
0.000033766
-2
48
0.061
0.00811645
0.000495103
-1
49
0.242
0.01050352
0.002541851
50
0.382
0.01279510
0.004887728
+1
51
0.242
0.08619473
0.020859125
+2
52
0.061
0.15677132
0.009563050
+3
53
0.006
0.22468462
0.001348107
Annual LOLP = 0.03972873 days/year


68
Application in Generation System

Expansion Analysis
Alternative 2
Peak megawatt
demand
Megawatts
Alternative 1
MW0
Years
Note: MW0 = capacity of existing generating plant


69
Application in Generation System

Expansion Analysis
Percentage of days the daily peak load

exceeded the indicated value
Daily peak load variation curve
Load Growth at 10% p.a.

Year Number
Forecast Peak Load (MW)
1
2
3
4
5
6
7
8
160.0
176.0
193.6
213.0
234.3
257.5
283.1
311.4


70

Consider a system containing five 40 MW units each with
a forced outage rate of 0.01.
Generation model for the
five-unit system.
Capacity out
of service
0 MW
40 MW
80 MW
120 MW
Individual
Probability
0.950991
0.048029
0.000971
0.000009
1.000000
Cumulative
Probability
1.000000
0.049009
0.000980
0.000009
Daily Peak Load (MW)
Sytem installed capacity = 200 MW
Installed Capacity = 200 MW

03 = 40MW
02 = 40MW
04 = 40 MW
160
T4 = 41.7%
120
t3 = T3 = 41.7%
80
64

t4 = 83.4%
64
Time (%)
100
Time periods during which loss of load occurs

71

LOLE using individual probabilities
Capacity Out
of Service (MW)
0
40
80
120
Capacity In
Service (MW)
200
160
120
80
Individual
Probability
0.950991
0.048029
0.000971
0.000009
1.000000
Total Time
tk (% )
0.0
0.0
41.7
83.4
LOLE
(% )
0.0404907
0.0007506
0.0412413
LOLE using cumulative probabilities

Capacity Out
of Service (MW)
0
40
80
120
Capacity In
Service (MW)
200
160
120
80
Cumulative
Probability
1.000000
0.049009
0.000980
0.000009

Total Time
tk (% )
0.0
0.0
41.7
41.7
LOLE
(% )
0.040866
0.0003753
0.0412413

72
System Peak
Load (MW)
100
120
140
160
180
200
220
240
250
260
280
300
320
340
350
LOLE (days/year)
200 MW
Capacity
0.001210
0.002005
0.086860
0.150600
3.447000
6.083000
-


73
System Peak
Load (MW)
100
120
140
160
180
200
220
240
250
260
280
300
320
340
350
LOLE (days/year)
200 MW 250 MW
Capacity Capacity
0.001210
0.002005
0.086860 0.001301
0.150600 0.002625
3.447000 0.068650
6.083000 0.150500
2.058000
4.853000
6.083000
-


74
LOLE (days/year)
System Peak 200 MW 250 MW 300 MW
Load (MW) Capacity Capacity Capacity
100
0.001210
120
0.002005
140
0.086860 0.001301
160
0.150600 0.002625
180
3.447000 0.068650
200
6.083000 0.150500 0.002996
220
2.058000 0.036100
240
4.853000 0.180000
250
6.083000 0.661000
260
3.566000
280
6.082000
300
320
340
350
-


75
System
Peak
Load (MW)
100
120
140
160
180
200
220
240
250
260
280
300
320
340
350
200 MW
Capacity
0.001210
0.002005
0.086860
0.150600
3.447000
6.083000
-
LOLE (days/year)
250 MW 300 MW
Capacity Capacity
0.001301
0.002625
0.068650
0.150500 0.002996
2.058000 0.036100
4.853000 0.180000
6.083000 0.661000
3.566000
6.082000
-
350 MW
Capacity
0.002980
0.004034
0.011750
0.107500
0.290400
2.248000
4.880000
6.083000


76
Loss of Energy Indices

Let, Ok - Magnitude of the
capacity outage
Pk - Probability of the
capacity outage
equal to Ok
Ek - Energy curtailed by
capacity outage
equal to Ok.
Load Model: Load Duration Curve (LDC)

Individual hourly load values arranged in
decreasing orders
The area under the curve represents the energy
required in the given period

77
Loss of Energy Expectation
Load Models
HOUR
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
LOAD
1452
1422
1446
1405
1440
1464
1417
1455
1547
1498
1574
1535
1501
1499
1504
1487
1504
1659
2051
1960
1830
1718
1598
1661
P.U. LOAD
0.71
0.69
0.71
0.69
0.70
0.71
0.69
0.71
0.75
0.73
0.77
0.75
0.73
0.73
0.73
0.73
0.73
0.81
1.00
0.96
0.89
0.84
0.78
0.81
Hourly Load Curve

(Luzon Grid)


78
Loss of Energy Expectation
Load Models
HOUR
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
P.U. LOAD
1.00
0.96
0.89
0.84
0.81
0.81
0.78
0.77
0.75
0.75
0.73
0.73
0.73
0.73
0.73
0.73
0.71
0.71
0.71
0.71
0.70
0.69
0.69
0.69
Load Duration Curve

(Hourly Peak arrange in descending order)


79

The probability energy curtailed by a capacity outage
equal to Ok is Ekpk.
Loss of Energy Expectation is the total energy curtailment
because of capacity outages.
n
LOEE = Ek pk
k =1
The per unit LOEE value represents the ratio between the
probable load energy curtailed due to deficiencies in
available generating capacity and the total energy
required to served the system demand.


80

Example:
STATE CAP IN CAP OUT INDIVIDUAL CUMULATIVE
1
450
0
0.941094
1.000000
2
350
100
0.009506
0.058906
3
300
150
0.019206
0.049400
4
250
200
0.029106
0.030194
5
200
250
0.000194
0.001088
6
150
300
0.000294
0.000894
7
100
350
0.000594
0.000600
8
0
450
0.000006
0.000006


81

Hourly Load
1
2
3
4
5
6
7
8
9
10
11
12
160.00
152.90
142.76
134.02
129.58
129.42
124.66
122.79
120.68
119.75
117.33
117.33
13
14
15
16
17
18
19
20
21
22
23
24

117.09
116.94
116.86
116.00
114.21
113.51
113.27
112.80
112.34
110.93
110.54
109.61
82

Loss of Energy Expectation (LOEE)
CAP IN = 150
HOUR
LOAD
1
160.00
2
152.90
3
142.76
4
134.02
5
129.58
6
129.42
7
124.66
8
122.79
9
120.68
10
119.75
11
117.33
12
117.33
13
117.09
14
116.94
15
116.86
16
116.00
17
114.21
18
113.51
19
113.27
20
112.80
21
112.34
22
110.93
23
110.54
24
109.61
SUBTOTAL
PROB = 0.000294
CURTAILED EXPECTATION
10.00
2.90
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
12.901024

0.002940
0.000853
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.003793

83

CAP IN = 100
HOUR
LOAD
1
160.00
2
152.90
3
142.76
4
134.02
5
129.58
6
129.42
7
124.66
8
122.79
9
120.68
10
119.75
11
117.33
12
117.33
13
117.09
14
116.94
15
116.86
16
116.00
17
114.21
18
113.51
19
113.27
20
112.80
21
112.34
22
110.93
23
110.54
24
109.61
SUBTOTAL
PROB = 0.000594
60.00
52.90
42.76
34.02
29.58
29.42
24.66
22.79
20.68
19.75
17.33
17.33
17.09
16.94
16.86
16.00
14.21
13.51
13.27
12.80
12.34
10.93
10.54
9.61
535.309605

0.035640
0.031423
0.025399
0.020209
0.017568
0.017475
0.014649
0.013537
0.012285
0.011729
0.010293
0.010293
0.010154
0.010061
0.010015
0.009505
0.008439
0.008022
0.007883
0.007605
0.007327
0.006493
0.006261
0.005705
0.317974

84

CAP IN = 0
HOUR
LOAD
1
160.00
2
152.90
3
142.76
4
134.02
5
129.58
6
129.42
7
124.66
8
122.79
9
120.68
10
119.75
11
117.33
12
117.33
13
117.09
14
116.94
15
116.86
16
116.00
17
114.21
18
113.51
19
113.27
20
112.80
21
112.34
22
110.93
23
110.54
24
109.61
SUBTOTAL
PROB = 0.000006
160.00
152.90
142.76
134.02
129.58
129.42
124.66
122.79
120.68
119.75
117.33
117.33
117.09
116.94
116.86
116.00
114.21
113.51
113.27
112.80
112.34
110.93
110.54
109.61
2935.309605

0.000960
0.000917
0.000857
0.000804
0.000777
0.000777
0.000748
0.000737
0.000724
0.000718
0.000704
0.000704
0.000703
0.000702
0.000701
0.000696
0.000685
0.000681
0.000680
0.000677
0.000674
0.000666
0.000663
0.000658
0.017612

85

STATE CAP IN CAP OUT
PROB
1
450
0
0.941094
2
350
100
0.009506
3
300
150
0.019206
4
250
200
0.029106
5
200
250
0.000194
6
150
300
0.000294
7
100
350
0.000594
8
0
450
0.000006
LOEE (MWH)

0.00
0.00000
0.00
0.00000
0.00
0.00000
0.00
0.00000
0.00
0.00000
12.90
0.00379
535.31
0.31797
2935.31
0.01761
0.33938

86

Applications in Probabilistic Production Simulations
Consider the LDC below
Load (MW)
75.0
52.5
30.0
20
100
Duration (hours)


87

and the generating units capacity data
Unit No.
1
2
3
Capacity (MW)
0
15
25
0
30
0
20
Probability
0.05
0.30
0.65
0.03
0.97
0.04
0.96
Assume that the economic loading order is units 1, 2 & 3.

Total Required Energy = 4575.0 MWh (area under the curve)
If there were no units in the system, the expected energy

not supplied would be
EENS0 = 4575.0 MWh

88

If the system contained only Unit 1, the EENS can be
calculated as follows:
Capacity Out of Capacity in
Energy Curtailed Expectation
Probability
Service (MW) Service (MW)
(MWh)
(MWh)
0
25
0.65
2075.0
1348.75
10
15
0.30
3075.0
922.50
25
0
0.05
4575.0
228.75
EENS1
2500.00
The expected energy produced by Unit 1
= EENS0 - EENS1
= 4575.0 - 2500.0
= 2075.0 MWh

89
EENS with Units 1 and 2

Probability
(MWh)
(MWh)
0
55
0.6305
177.8
112.09
10
45
0.2910
475.0
138.23
25
30
0.0485
1575.0
76.39
30
25
0.0195
2075.0
40.46
40
15
0.0090
3075.0
27.68
55
0
0.0015
4575.0
6.86
401.70
EENS 2
= EENS1 - EENS2
= 2500.0 - 401.7
= 2098.3 MWh

90
EENS with Units 1, 2 and 3

Probability
(MWh)
(MWh)
0
75
0.60528
0.0
0.00
10
65
0.27936
44.4
12.42
20
55
0.02522
177.8
4.48
25
50
0.04656
286.1
13.32
30
45
0.03036
475.0
14.42
40
35
0.00864
1119.4
9.67
45
30
0.00194
1575.0
3.06
50
25
0.00078
2075.0
1.62
55
20
0.00144
2575.0
3.71
60
15
0.00036
3075.0
1.11
75
0
0.00006
4575.0
0.27
EENS 3
64.08
= EENS2 - EENS3
= 401.7 - 64.08 = 337.6 MWh

91

Ee353 Notes No. 2 - Lole&amp;Loee

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Ee353 Notes No. 2 - Lole&amp;Loee

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EE 353 - Power System Reliability

Reliability of Generation System

Conceptual Task & Generation

Total System Generation

Total System Load

University of the Philippines

Prof. Rowaldo R. del Mundo

The failure density function is exponential

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Unit Forced Outage Rate

The cumulative failure distribution function is

Then, the reliability function is

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Unit Forced Outage Rate

MTTF = R(t )dt

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Unit Forced Outage Rate

Also, if the repair rate function is constant

= r (mean repair time)

MTBF = mean uptime + mean repair time

Prof. Rowaldo R. del Mundo

Generating Unit Forced Outage Rate

The Availability is the steady-state or long term

Prof. Rowaldo R. del Mundo

Generating Unit Forced Outage Rate

The Unavailability of a generating unit is the probability

University of the Philippines

Prof. Rowaldo R. del Mundo

Single Generating Unit

University of the Philippines

Prof. Rowaldo R. del Mundo

Markov Models of Generation System

Two Generating Units

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Capacity Model

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Capacity Model

2 10 MW units each with 0.03 forced outage rate

(probability that no generating unit is available)

(probability that exactly one generating unit is available)

(probability that exactly two generating unit are available)

Prof. Rowaldo R. del Mundo

Generating Capacity Model

The capacity outage table is summarized as follows:

Note: The probability of all possible cases must sum

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Capacity Model

3 5 MW units each with 0.03 forced outage rate

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Capacity Model

The capacity outage table is summarized as follows:

University of the Philippines

Prof. Rowaldo R. del Mundo

Generating Capacity Model

units with 0.03 forced outage rate

University of the Philippines

Ee353 Notes No. 2 - Lole&Loee

Ee353 Notes No. 2 - Lole&Loee