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Risk Based TTC Evaluation by Probabilistic Method: K. Audomvongseree, and A. Yokoyama, Member, IEEE
Risk Based TTC Evaluation by Probabilistic Method: K. Audomvongseree, and A. Yokoyama, Member, IEEE
=
= (4)
where f(x) is a p.d.f. of the maximum transfer capability
x is the amount of the maximum transfer capability.
The easiest way to determine the optimal TTC is to define a
prescribed risk level [4]. If one would accept a risk of 5%, then
the TTC would be 92.26 MW. However, a more reasonable
method should include a consideration of an optimum between
benefit and risk in a monetary viewpoint [19]. Benefit and risk
used in this analysis cannot be defined uniquely. They depend
on the objective and structure of each power system. In this
paper, we show only some examples of benefit and risk
functions. Nevertheless, it should be noted that these functions
can differ depending upon decisions of ISOs or TPs.
1) Benefit function:
In this section, we propose a wheeling benefit index which
represents a merit when using transferred power x more than
the deterministic TTC. For example, this index is an income
corresponding to the average benefit power as shown below:
) TTC x ( g ) x ( B
istic min er det
= (5)
where g(z) is wheeling benefit function
2) Risk function:
The risk when wheeling the power x more than the
deterministic TTC can be evaluated from the concept of outage
cost [6], [7], [20] and others. Because there are many possible
outage conditions, the risk function can be defined as follow:
=
=
x
s
s ) s ( f ) s , x ( h ) x ( R (6)
where h(x,s) is monetary loss function
s is a dummy variable relating to the transferred
power
3) Determination of the appropriate TTC:
To find an appropriate TTC, the total benefit function which
is determined from benefit minus risk functions has to be
maximized. At an optimal point, a derivative of this function
will be zero that gives:
dx
) x ( dR
dx
) x ( dB
= (7)
Because R(x) which has a discrete-p.d.f. is hard to
differentiate, equation (7) will be approximated with a
numerical method to be (8).
) x ( R ) x x ( R ) x ( B ) x x ( B
1 n 1 n 1 n 1 n
+ = + (8)
With (8), the appropriate TTC will be evaluated by a search
algorithm starting at the deterministic TTC. Then the transfer
capability will be increased (may increase with the same step
length as section width of p.d.f.) and the benefit and risk will
be calculated. At the beginning, generally, an increment of
benefit is greater than an increment of risk. Our goal is to find
the point where both increments are equal. However, with a
search algorithm, this is hard to be done. Therefore the process
will be continuously done until we find the point where the
increase in benefit is not greater than the increase in risk. After
that, an interpolation technique may be applied to find a more
accurate solution.
V. NUMERICAL EXAMPLE
In this section, the proposed probabilistic method is applied
to the modified IEEE 118-bus system. It is called a modified
test system because probabilistic data related to transmission
line failure and repair rates is assumed. The failure rate is
assumed to have a value which is proportional to its line length
and the repair rate is assumed to have a value depending upon
its type. All contingencies that have to be taken into account
for each interested path contain 172 cases from N-1 and 29,313
cases from N-2 contingencies. Although TTC of this test
system were calculated in numerous possible paths, only
probabilistic TTC of one path is illustrated. The source and
sink of this path are buses 69 and 51 respectively. A single line
diagram of the IEEE 118-bus test system is shown as Fig 3.
G
1 2
3
5
4
G
6 7
G
G
G
8
9
10
11 12 13
14 15
G
G
16
17 18 19
20
G G
21
22
23 24
25
G
G
26
G
G
27
28
30
29
31
G
G
32
33
34
35
36
G
G
37
38
39
40
G
41 42
G
43 44
45
46
G
47
48
49
G
50
51
52
53 54
G
56
55
57
G G
58
59
G
60
61
62
G
G
63
64
65
66
G
G
68
69
67
G
70
71
72
73
G
G
G
74
75
G
118
76
77
G
G
78
79
80
81
82
G
117
116
G
113
G
114
115
83
84
85
G
G
G
86 87
88
89
90
91
92
G G
G 93
94
95
96
100
97
98
99
G
G
102
101
103
104
105
106
107
G
G
G
G
108
109 110
G
G
G
112
111
Fig. 3: Single line diagramof the IEEE 118-bus system
In this test system, the probability in the base case that all
equipment is in service is about 0.1338. The probability of an
event having one and two outage lines is 0.2572 and 0.4871
respectively. These probability results support us to consider
more contingency cases than only in the N-1 rule.
The TTC calculations for all 29,486 cases of this path are
done with a method mentioned in section III. The probabilistic
result is shown below. All calculations are conducted on a 1.6
GHz personal computer using a program developed on
MatLab. The simulation time for all calculations is 32 minutes
56 seconds which is approximately 0.067 seconds each case.
30 35 40 45 50 55
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
Maximum Transfer Capability
P
r
o
b
a
b
i
l
i
t
y
(MW)
Fig. 4: Probability density function of maximumtransfer capability
Table 3: Probability density function of maximumtransfer capability: f(x)
MaximumTransfer Capability (Average point of an interval)
Real power (MW) Reactive power (MVar)
Probability
31.70 14.92 0.000013
33.16 15.60 0.000306
33.89 15.95 0.000185
34.62 16.29 0.000299
36.07 16.98 0.000111
37.53 17.66 0.000307
38.26 18.01 0.000041
38.99 18.35 0.001337
39.72 18.69 0.007949
40.45 19.04 0.013475
41.18 19.38 0.000455
41.91 19.72 0.000418
42.64 20.07 0.010879
43.37 20.41 0.000690
44.10 20.75 0.000768
44.83 21.10 0.007725
45.56 21.44 0.006374
46.29 21.78 0.019922
47.02 22.13 0.184269
47.75 22.47 0.718564
48.48 22.81 0.007427
49.21 23.16 0.017726
49.94 23.50 0.000212
50.67 23.84 0.000020
51.40 24.19 0.000012
52.86 24.88 0.000516
The deterministic TTC obtained from considering only N-1
rule is 39.56 MW which is equivalent to an approximately
0.4719% in risk of curtailment according to (23). It can be seen
that this risk value is very small. If we accept the risk of 5%,
then the TTC would be 45.04 MW.
To evaluate the appropriate TTC by cost analysis, we
assume the benefit and risk functions as follows:
Wheeling benefit function: x 65 ) 1 e ( 250 x 80 ) x ( g
x 02 . 0
+ = $/hr
Monetary loss function: 1561 s 6 . 0 ) s x ( 500 ) s , x ( h
2
+ = $/hr
From these assumed functions, we can construct the benefit
and risk functions as follows:
2571 x 65 ) 1 e ( 250 ) 56 . 39 x ( 80 ) x ( B
) 56 . 39 x ( 02 . 0
+ + =
$/hr
[ ] s ) s ( f ) 1565 s ( 6 . 0 ) s x ( 500 ) s , x ( R
x
s
2
=
+ = $/hr
With the proposed algorithm described in Fig. 3, we found
that when the transferred power is 44.10 MW the increment of
benefit and risk are 14.92 and 13.48 $/hr respectively. And the
increment of benefit begins to be less than that of risk when the
transferred power is 44.83 MW. At this point the increments of
benefit and risk are 14.98 and 15.65 $/hr respectively. With the
interpolation technique shown in Fig. 5, the appropriate TTC
where benefit and risk are equal can be calculated by (9),
yielding the optimal TTC of 44.60 MW.
)) x ( dR ) x ( dB ( )) x ( dB ) x ( dR (
) x x ( )) x ( dR ) x ( dB (
x TTC
1 1 2 2
2 2 1 1
1
+
+ = (9)
TTC x
1
x
2
dR(x
1
)
dR(x
2
)
dB(x
1
)
dB(x
2
)
TTC
*
Incremental cost ($/MW)
Fig. 5: Interpolation technique to calculate the optimal TTC
Relationships among benefit, risk and total benefit as
functions of TTC are shown in Fig. 6. It can be seen that the
benefit function increases linearly whereas, at the beginning,
the risk is gradually increase. But when the transferred power
exceeds 46.29 MW, it rapidly increases because the risk of
curtailment becomes very high. Furthermore, the optimal TTC
is not a point where the benefit equals to the risk but is the
point that both increments are equal. At this point, 44.60 MW,
the total benefit is at its maximum.
41 42 43 44 45 46 47 48
0
20
40
60
80
100
120
140
160
Maximum Transfer Capability (MW)
M
o
n
e
t
a
r
y
u
n
i
t
(
$
)
Benefit
risk
Total Benefit
Fig. 6: Relations among benefit, risk and total benefit as the functions of TTC
V. CONCLUSION
This paper proposes a probabilistic approach to determine
the appropriate TTC. A state selection with N-2 contingency
level is used to generate considered events. In each event, a
maximum transfer capability considering AC network and
stability constraints is computed. Then the probabilistic nature
of TTC is formulated through probability density function.
From this method, it is shown that the deterministic TTC which
is calculated using the worst case of N-1 rule might be too
conservative. It motivates us to increase TTC beyond this
value. There are two methods proposed in this paper to
consider the increasing in TTC. One is to define a prescribed
risk level. Other is to consider the optimum between benefit
and risk. To show the advantages of this proposed method, the
application to a modified IEEE 118-bus system will be done. It
has been concluded that this proposed method is helpful for
operator to trade off between benefit and risk in the new
competitive environment.
VI. REFERENCES
Periodicals:
[1] A.M. Leite da Silva, J .G.C. Costa, L.A.F. Manso, G.J . Anders,
Transmission Capacity: Availability, Maximum Transfer and
Reliability, IEEE Trans. on Power Systems, vol. 17, pp. 843-849, Aug.
2002
[2] A.M. Leite da Silva, J .W. Marangon Lima, and G.J . Anders, Available
transmission capability-sell firm or interruptible?, IEEE Trans. on
Power Systems, vol. 14, pp. 1299-1305, Nov. 1999
[3] J .C.O Mello, A.C.G. Melo, and S. Granville, Simultaneous transfer
capability assessment by combining interior point methods and Monte
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May 1997
[4] Vijay Vittal, J ames D. McCalley and Hua Wan, Increasing Thermal
Rating by Risk Analysis, IEEE Trans. on Power Systems, vol. 14, pp.
815-828, Aug. 1999
[5] Wei-J en Lee, Lin C.H., Swift K.D., Wheeling charge under a deregulated
environment, IEEE Transactions on Industry Applications, vol 37, pp.
178 -183, J an/Feb 2001
[6] K.K. Kariuki, R.N. Allan, Applications of customer outage costs in
system planning, design and operation, IEE Proc.-Gener. Transm.
Distrib., vol. 143, pp. 305-312, J uly 1996
[7] L. Goel and R. Billinton, A Procedure for Evaluating Interrupted Energy
Assessment Rates in an Overall Electric Power System, IEEE Trans. on
Power Systems, vol. 6, pp.1396- 1403, Aug., 1991
[8] Greene, S., Dobson, I., Alvarado, F.L., Sensitivity of transfer capability
margins with a fast formula, IEEE Transactions on Power Systems, vol.
17, pp. 34 -40, Feb 2002
[9] G. Hamoud, Assessment of Available Transfer Capability of
Transmission Systems, IEEE Trans. on Power Systems, vol. 15, pp. 27-
32, Feb. 2000
[10] M.D. Ilic, Y.T.Yoon, and A.Zobian, Available transfer capacity (ATC)
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12, pp. 636-645, May. 1997
[11] Y. Xiao, Y.H. Song and Y.Z.Sun, A hybrid stochastic approach to
available transfer capability evaluation, IEE Proc.-Gener. Transm.
Distrib., vol. 148, pp. 420-426, September 2001
Books:
[12] R. Billinton and R.N.Allan, Reliability Evaluation of Power Systems,
Pitman, London, 1984.
[13] R. Billinton and R.N.Allan, Reliability Evaluation of Engineering
Systems Concepts and Techniques, Plenum Press, New York, 1992.
Technical Reports:
[14] Transmission Transfer Capability Task Force, Available Transfer
Capability Definitions and Determination, North American Electric
Reliability Council, Princeton, New J ersey, J une 1996.
Papers from Conference Proceedings:
[15] B. Corniere, L. Martin, S. Vitet, N. Hadjsaid and A.G. Phadke,
Assessment of the congestion cost and the risk of curtailment associated
with available transfer capability (ATC), in Proc. 2000 IEEE Power
Engineering Society Winter Meeting, pp. 891 -896
[16] A.B. Rodrigues and M.G. Da Silva, Solution of simultaneous transfer
capability problemby means of Monte Carlo simulation and primal-dual
interior-point method, in Proc. 2000 International Conference on
Power System Technology, PowerCon, pp. 1047 -1052
[17] K. Audomvongseree and A. Yokoyama, Application of AC equivalent
to Total Transfer Capability Evaluation using Two-Step Method, in
Proc. 2002 International Conference on Power System Technology,
PowerCon, pp. 383-387
[18] De Tuglie, E., Dicorato, M., La Scala, M., Bose, A., Multiple criteria
decision making methodology based on a probabilistic evaluation of
ATC for congestion management in Proc. 2001 IEEE Power
Engineering Society International Conference on Power Industry
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[19] Y. Shimizu and A. Yokoyama, Risk-based Assessment of Available
Transmission Capability in Power System, in Proc. 2000 International
Conference on Probabilistic Method Applies to Power Systems, PMAPS
[20] K. Audomvongseree, B. EUA-Arporn and A. Yokoyama, Reliability
Worth Evaluation for Distribution SystemPlanning and Operation using
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Engineering Society Transmission and Distribution Asia Pacific Conf.,
pp. 74-79
VIII. BIOGRAPHIES
Akihiko Yokoyama was born in Osaka, J apan
in 1956. He received BS, MS and Dr. Eng all
fromthe University of Tokyo in 1979, 1981 and
1984, respectively. He has been with Department
of Electrical Engineering, University of Tokyo
since 1984 and currently a professor in charge of
Power System Engineering. He was a visiting
research fellow at University of Texas, Arlington
and University of California, Berkley during
1987-1989. He is now a member of IEEE and
CIGRE.
Kulyos Audomvongseree was born in Bangkok,
Thailand, in 1977. He graduated B.Eng. and
M.Eng. in the field of electrical engineering from
Chulalongkorn University, Bangkok, Thailand in
1998 and 2000 respectively. He is now pursuing
a Ph.D. in electrical engineering at University of
Tokyo, J apan. His interested topics include
Power System Planning and Operation,
Reliability Assessment, Probabilistic Method and
Power SystemDeregulation.