Electric Power Components and Systems

ISSN: 1532-5008 (Print) 1532-5016 (Online) Journal homepage: http://www.tandfonline.com/loi/uemp20

A Novel Optimized Fuzzy Approach Based on

Monte Carlo Method for System Load, Wind
Turbine and Photovoltaic Unit Uncertainty
Modeling in Unit Commitment

Mohammad Saeed Mahdavi, Behrooz Vahidi & Gevork Babamalek

Gharehpetian

To cite this article: Mohammad Saeed Mahdavi, Behrooz Vahidi & Gevork Babamalek
Gharehpetian (2016): A Novel Optimized Fuzzy Approach Based on Monte Carlo Method for
System Load, Wind Turbine and Photovoltaic Unit Uncertainty Modeling in Unit Commitment,
Electric Power Components and Systems, DOI: 10.1080/15325008.2016.1138343

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 Electric Power Components and Systems, 00(00):1–10, 2016
Copyright C Taylor & Francis Group, LLC
ISSN: 1532-5008 print / 1532-5016 online
DOI: 10.1080/15325008.2016.1138343
A Novel Optimized Fuzzy Approach Based on Monte
Carlo Method for System Load, Wind Turbine and
Photovoltaic Unit Uncertainty Modeling in Unit
Commitment
Mohammad Saeed Mahdavi, Behrooz Vahidi, and Gevork Babamalek Gharehpetian
Electrical Engineering Department, Amirkabir University of Technology, Tehran, Iran
Downloaded by [Library Services City University London] at 10:40 12 April 2016
CONTENTS
1. Introduction
2. Proposed Stochastic-Optimized Fuzzy Approach
3. Crisp UC Solution by PSO
4. Case Study
5. Conclusion
References
Keywords: unit commitment, uncertainty, fuzzy system, wind turbine,
photovoltaic, Monte Carlo, particle swarm optimization.
Received 5 November 2014; accepted 14 December 2015
Address correspondence to Prof. Behrooz Vahidi, Amirkabir university of
Technology, Department of Electrical Engineering, Tehran 1591634311,
Iran. E-mail: vahidi@aut.ac.ir
Abstract—Developing usage of renewable resources, such as wind
turbine and photovoltaic units, and their output uncertainty beside the
system total load forecasting imprecision leads to the uncertainty of
unit commitment solution. This article presents a new fuzzy approach
for modeling of these uncertainty sources behavior in a power system
including wind turbine, photovoltaic, and thermal units. For the first
time, based on Monte Carlo simulation, a new concept called Monte
Carlo mismatch index is proposed as a criterion for uncertainty mod-
eling precision, which is used as a fitness function for optimization of
the proposed fuzzy system parameters by genetic algorithm. Then this
stochastic-optimized fuzzy system is applied for uncertainty model-
ing. The fuzzy system output is that part of the power system total
load, which should be distributed among thermal units. Then, this
output is fed to a crisp unit commitment program based on particle
swarm optimization. Finally, optimal thermal units generation cost
and scheduling is presented and the proposed method performance is
compared with other uncertainty modeling methods.
1. INTRODUCTION
Increasing electricity demand and power system development
has increased the economic operation importance. Unit com-
mitment (UC), as one of the most common methods for gen-
eration cost reduction, is used for determination of each unit
status at each specified time step in a power system considering
all system constrains.
Although there is always a little random difference between
real and forecasted system total load, in most of the stud-
ies, deterministic formulation is used to solve a UC problem.
Some of these conventional methods for crisp UC solution are
dynamic programming (DP) [1], mixed integer programming
(MIP) [2], neural network (NN) [3], Lagrangian relaxation [4],
and intelligent optimization algorithms, such as genetic algo-
rithm (GA) [5], simulated annealing (SA) [6], particle swarm
optimization (PSO) [7], and differential evolution algorithm
[8]. These methods usually use pre-determined hourly load
1
 2 Electric Power Components and Systems, Vol. 00 (2016), No. 00
average value as a single estimation point, while in each hour,
real total load level varies around the forecasted average value
randomly, which leads to the system load uncertainty in the
UC solution.
On the other hand, increasing need for electrical energy be-
sides heavy cost and environmental pollution of thermal units
in the power system lead to increasing attention to renewable
energy resources with a relatively low marginal cost. Wind tur-
bines (WT) and photovoltaic (PV) units are the most important
renewable energy resources. In recent years technological ad-
vancement reduced their installation cost considerably but out-
put uncertainty remains as their defects. Relation of WTs and
PVs output to the wind speed and solar radiation, respectively,
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besides stochastic nature of these phenomena lead to their
output uncertainty. Thus, UC solution for a wind/PV/thermal
system is concerned with three uncertainty sources, including
WT generation, PV generation, and system total load.
Up till now, the two following approaches have been used
for uncertainty modeling [9]: fuzzy approach and stochastic
approach. For the first time the forecasted hourly load un-
certainty was taken into account using a fuzzy dynamic pro-
gramming approach in which hourly load errors, cost, and
system security were considered as fuzzy sets [10]. In a later
research, instead of load forecasting error total load as a fuzzy
set was modeled with a triangular membership function [11].
Siahkali and Vakilian [12] presented a fuzzy mid-term unit
commitment considering wind turbine presence and its output
uncertainty because of wind random nature. The imprecision
of system load and wind turbine beside reserve requirement
inequality and total cost were modeled by appropriate mem-
bership functions. Also, particle swarm optimization was used
to determine optimal units output power. Although these ap-
proaches, which fuzzify all dimensions of a UC problem, are
acceptable for mid-term or long-term scheduling, they reduce
the answer accuracy because of expanding of the problem
ambiguity boundaries comparatively, which is intolerable es-
pecially for short-term scheduling. This idea is demonstrated
by introducing a mismatch index concept, which is explained
in the next section.
The second method for uncertainty modeling in a UC prob-
lem is stochastic approach. In [13], for the first time load uncer-
tainty was considered by a stochastic optimization approach
that is based on a scenario tree. Carpentier et al. [14] pre-
sented a multistage scenario tree for wind turbine generation
uncertainty in addition to forecasted system load imprecision
by considering normal distribution for both of them in a day-
ahead planning. Pappala et al. [15], by means of robust unit
commitment methodology, modeled the uncertainty of wind
generation and system load in a wind/thermal system. Also,
[16] recently proposed a time series model to recognize the
variability in wind and presented a conditional probabilistic
method to quantify the wind-power commitment risk during
system operation. The most complete research in this case is
[9], in which wind turbine generation and system load uncer-
tainty in a wind-thermal power system are considered by a
repetitive stochastic method called Monte Carlo simulation.
In this article, uncertainty is also modeled in different random
scenarios by considering normal distribution for stochastic be-
havior of load and wind speed. For each scenario UC is solved
and total cost is calculated; finally total cost is equal to the
average of these costs. Recently, Weibul distribution has also
been used for wind speed random behavior modeling [17]. The
major defect of these methods is their huge number of required
scenarios, long time of solution, and very large required mem-
ory. Although they presented scenario reduction methods, it
can be a big problem for day-ahead planning of a large scale
power system.
In this article, a stochastic-optimized fuzzy approach is
proposed. The system load beside PV and WT generation as
uncertainty resources are modeled by fuzzy sets theory. They
are inputs of a fuzzy system in which its parameters are opti-
mized according to a new proposed stochastic fitness function
called Monte Carlo mismatch index. Output of the fuzzy sys-
tem is that part of the total load which should be distributed
among thermal units. This part of the problem is solved as
a normal crisp UC problem by a binary particle swarm opti-
mization algorithm. Finally, solution results are compared with
Monte Carlo and fuzzy approaches presented in [9] and [12],
respectively.
2. PROPOSED STOCHASTIC-OPTIMIZED FUZZY
APPROACH
WTs and PVs are the most important renewable resources,
which have no fuel cost so their marginal cost is near zero
and it is economical to be connected to the network continu-
ously. It means that UC must be solved just for thermal units
scheduling. Therefore, for each hour we have:
L th = L total − PWT − PPV , (1)
where L total is the forecasted system total load, PWT is WT
generation, PPV is PV generation, and L th is that part of the
total load which should be distributed among thermal units
during UC.
A point worth mentioning is that the right-side parameters
of (1) are uncertainty resources. If this equation is looked at
as a fuzzy system by considering suitable fuzzy sets for both
the input and output for each hour, L th can be gained and dis-
tributed among thermal units almost without any uncertainty
 Mahdavi et al.: A Novel Optimized Fuzzy Approach Based on Monte Carlo Method for System Load
by a crisp UC solution. Limiting of ambiguity boundaries to
uncertainty resources of the problem instead of the whole UC
problem lead to increased accuracy of the solution, but deter-
mination of fuzzy sets and rules is the most important problem.
For a day-ahead planning, the average of wind speed and
solar radiation are available according to the previous mea-
surements, but similar to the system load there is a random
difference between real and forecasted average values of wind
speed and solar radiation in each hour. In this article, this ran-
dom difference is modeled by Weibul distribution for wind
speed [17] and normal distribution for both solar radiation and
system total load [18].
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2.1. Monte Carlo Mismatch Index
In a UC solution due to stochastic nature of PV and WT
generation, just thermal units generation has to be scheduled
but the main question is this: “How much this scheduling is
near to reality?” or in other words, “How accurate modeling
of the uncertainty sources has been?”. This problem can be
solved by the introduction of Monte Carlo mismatch index
(MMI) as a novel criterion for uncertainty sources modeling
accuracy in a UC program.
Monte Carlo simulation is an iterative procedure for
modeling of stochastic phenomena with specified distribution
functions. Assuming a system with one output and several
stochastic inputs, each one of the inputs has its own specu-
lar distribution. Monte Carlo simulation is an iterative ran-
dom method in which each iteration generates a uniformly
distributed random number for each input; then according to
these numbers and CDF curves of inputs distribution by in-
verse transform method [9], a random amount is allocated to
each one of the inputs in each iteration as a scenario. Then
the output corresponding to these amounts is calculated for
this scenario so each scenario has an output and final output is
equal to the average of all of these scenarios’ outputs.
Assume that a UC problem considering load uncertainty
and presence of WT and PV units has been solved and optimum
generation scheduling of thermal units has been achieved. If
total thermal units generation for hour t is given by L sc th (t),
Monte Carlo mismatch index for this problem will be given by
MMI as follows:
T  act 
 PWT , PPV
1 
Ns 
L th (t, s) − L sc
th (t)
MMI = , (2)
Ns s=1 t=1
L sc
th (t)
where T is number of hours in a day equal to 24, Ns is number of
scenarios, and L act
th (t, s) is actual total thermal units generation
in hour t for sth scenario, which is obtained from (1).
Monte Carlo simulation is used for MMI formation. In each
scenario a random number is allocated to the wind speed, solar
3
radiation, and total load according to their distribution; then
the wind speed and solar radiation are converted to WT and
PV output power by (12) and (13) then L actth (t, s) is achieved
from (1). MMI in each scenario is summation of absolute
difference between scheduled total thermal units generation
and the actual one, which is generated by Monte Carlo for
all hours in a day in that scenario. Finally, total MMI is the
average of all scenarios.
2.2. Proposed Fuzzy Approach
Currently, fuzzy set theory is used as a common method for
modeling of the ambiguity in problems. In usual crisp sets
space, an object has two membership states. It can be a member
of the set or not. Unlike the crisp sets, in fuzzy sets space
each member has a continuous membership degree, which
is identified by membership function of the system. Fuzzy
systems theory also is used to find a crisp value for a system
with fuzzy inputs. Determination of fuzzy variables is the first
step of modeling.
2.2.1. Fuzzy System and Variable
As mentioned, (1) can be considered as a fuzzy system and
its parameters as fuzzy variables. System load, WT, and PV
generation are input variables that have a kind of ambiguity
due to their uncertainty. L th is output variable. A crisp value
can be obtained for L th by allocation of the appropriate fuzzy
sets and membership to each fuzzy variable, designing appro-
priate rules, applying mamdani method to fuzzy system, and
finally defuzzification. In the next step L th is used for crisp
UC solution.
Unlike other fuzzy approaches, in this method problem
ambiguity boundary is limited to four variables and not the
whole of the problem. These four variables are considered as a
fuzzy system and the solution of this system is fed to a crisp unit
commitment solution based on particle swarm optimization;
thus, because of reduction of the problem ambiguity boundary,
the answer accuracy is increased.
2.2.2. Fuzzy Sets
As shown in Figure 1, the fuzzy sets defining both WT and PV
generation are given by:
= {V er y Low, Low, N or mal, H igh, V er y H igh} .
The sets representing the system total load are as follows:
 
V er yV er y Low, V er y Low, Low,
L total = .
N or mal, H igh, V er y H igh, V er yV er y H igh
Their corresponding triangular membership function is
shown in Figure 2.
 4 Electric Power Components and Systems, Vol. 00 (2016), No. 00
FIGURE 1. WT and PV generation membership functions.
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FIGURE 2. System total load membership functions.
Finally, that part of the system total load which should
be distributed among the thermal units is represented by the
following sets:
 
V er yV er y Low, V er y Low, Low,
L th =
N or mal, H igh, V er y H igh, V er yV er y H igh
And corresponding triangular membership functions are
shown in Figure 3.
The values of A, B, C, and D parameters in Figures 2 and
3 will be determined in the stochastic-optimization process in
the next section.
2.2.3. If-then Rules and Mamdani Method
Decision making in a fuzzy system is according to logic rules
which specify the conditional relations between inputs and
output. For example, the following conditional statement is a
rule:
FIGURE 3. Membership functions of thermal units total load.
FIGURE 4. Fuzzy system solution based on Mamdani method
for hour 13.
If (PWT = Low and PPV = High and L total = VeryLow)
Then (L th = Normal).
In fuzzy set literature:
L th = L total ∧PWT ∧PPV . (3)
Thus, all possible rules number is equal to 175 = 5 × 5 ×
. 7. “And” logic operator is used to form fuzzy output, which is
defuzzified by the center of gravity method [19]; this method
is used to allocate a crisp value to L th . Figure 5 shows a part of
Mamdani method for hour 13. (Notice that the output shown in
Figure 4 has been plotted just for rules 1 and 45 as an instance
not for the whole of 175 system rules.)
Another noticeable point is that the ambiguity exists not
only in the system but also in the input variables; so, as shown
in Figure 4, the input variables in Mamdani method also should
be considered as fuzzy sets. Theoretically these inputs should
be considered to be equal to the hourly forecasted averages, but
in reality because of the random difference between forecasted
and real values in each hour, the uncertainty or ambiguity
FIGURE 5. Input variables membership functions in hour t.
 Mahdavi et al.: A Novel Optimized Fuzzy Approach Based on Monte Carlo Method for System Load 5

of each one of these inputs can be modeled by a fuzzy set

with triangular membership function as shown in Figure 5.
The highest membership degree is related to the forecasted
average value of that variable in hour t. Ltotal (t), PWT (t),
and PPV (t) are given by:
E avg
Ltotal (t) = × L total (t) , (4)
100

F avg
PWT (t) = × PWT (t) , (5)
100

G avg
PPV (t) = × PPV (t) , (6)
100
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avg avg avg

where L total (t), PWT (t), and PPV (t) are forecasted average
values of the system load, WT, and PV generation. E, F, and G
are parameters of the proposed fuzzy approach, which are de-
termined by the stochastic optimization process in the next sec-
tions. Values of E, F, and G depend on the intense uncertainty
in total system load, WT, and PV generation, respectively.

2.2.4. Stochastic Optimization of Fuzzy Approach

As mentioned, the Monte Carlo method has a high model-
ing accuracy but long time simulation is its defect especially
for day-ahead planning. If the proposed fuzzy approach pa-
rameters are determined based on Monte Carlo method as
stochastic-improved fuzzy method, both advantages of high
speed solution and high accuracy of uncertainty modeling can
be gained. Definition of fuzzy system rules is accomplished
based on logic analysis. Also fuzzy sets parameters can be
determined so that uncertainty modeling is accomplished as
accurately as possible. MMI is considered as a fitness function
that should be minimized during an optimization program with
these input variables:

• Fuzzy system rules;

• Fuzzy sets parameters: A, B, C, D, E, F, and G.

The proposed fuzzy method accuracy can be improved
based on Monte Carlo simulation. According to the inputs
and output fuzzy sets of the system, for each one of the 175
possible inputs states, the output can possess seven states so
there is 1225 scenarios. For each scenario a genetic algorithm
as an optimization program is applied in which optimization
variables are fuzzy sets parameters (A to G) and fitness func-
tion is MMI. After determining the best MMI and fuzzy sets
parameters for all 1225 scenarios, that output state which has
less MMI is selected among seven output states possible for
each one of the 175 possible inputs. As a result all 175 opti-
mized fuzzy rules with optimized sets parameters are obtained.
Although this optimization requires a lot of time relatively, it is
FIGURE 6. Optimization of fuzzy system parameters and
rules by GA.
just once forever unlike a conventional Monte Carlo method.
Figure 6 shows this optimization procedure.
3. CRISP UC SOLUTION BY PSO
In this article, the purpose of UC solution is optimal distribu-
tion of L th among thermal units for each hour in a day-ahead
planning. The purpose of the unit commitment solution is op-
timization of the total operation cost of generation considering
 6 Electric Power Components and Systems, Vol. 00 (2016), No. 00

constraints that warrant a specified level of system security.

This cost consists of fuel cost, restart cost, and maintenance
cost. Minimum up-down time, maximum and minimum gen-
eration capability of each unit, load-generation balance, and
reserve requirements are problem constraints that should be
considered.
Particle swarm optimization is an intelligent repetitive al-
gorithm, which is used to optimize a fitness function by gener-
ating a random population including i members for each one
of n variables of the problem [7]. Each member is called a par-
ticle, which has a position in multidimensional search space.
All particles move to the best position in which fitness function
has its optimum value. Position of a particle in iteration k is
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related to its position in a previous iteration as follows:

x k = x k−1 + v k , (7)

where v is position change called particle velocity. Equation (8)

shows updating of a particle velocity in iteration k according
to the best position of the same particle in all iterations till
now (x pbest ), position of the general best particle in the swarm
(x gbest ), and particle velocity in previous iteration (v k−1 ):

v k = w ∗ v k−1 + C1 ∗ rand ∗ (x k−1 − x gbest )

(8)
+C2 ∗ rand ∗ (x k−1 − x pbest ),

where w is a weight value that should be decreased as iterations

increase [20]. C1 and C2 are constant coefficients. rand is
random value with uniform distribution. Lingfeng and Chanan
[21] presented a sigmoid function for problems with binary
variables as follows: FIGURE 7. UC solution by PSO.

1
S(v k ) = . (9)
1 + exp(−v k ) in (11):
⎡ ⎤
A random value with uniform distribution is compared with x11 ... x1 j ... x1H
⎢ . . ⎥
this sigmoid function as shown in (10) and determines the value ⎢ ⎥
⎢ ⎥
of x, which is a binary variable. Actually, Eq. (7) for binary X = ⎢ xi1 ... xi j ... xi H ⎥ . (11)
⎢ ⎥
PSO changes to this form: ⎣ . . ⎦
x N 1 ... x N j ... x N H

1 rand ≤ S(v k )
x =
k
. (10)
0 rand > S(v k ) xi j shows being on-off state of unit i in hour j, which will
be 1 if the unit is on and will be 0 otherwise. Inside of the
Thus, binary PSO algorithm is used to determine being on- PSO loop, the lambda iteration method is used for economic
off state of thermal units as its flowchart shown in Figure 7. dispatch of L th in each hour among those thermal units that are
Units condition matrix plays the role of the particle in PSO. scheduled by PSO to be on in that hour. Then total generation
The units condition matrix given by X is an N × H matrix in and reserve cost are calculated. The particle with the minimum
which each row is corresponding to one of H hour and each total cost is optimal scheduling for thermal units generation as
column is corresponding to one of N thermal units as shown L sc sc
th (t). After UC solution and determination of L th (t), MMI
 Mahdavi et al.: A Novel Optimized Fuzzy Approach Based on Monte Carlo Method for System Load 7

Thermal
units Unit 1 Unit 2 Unit 3 Unit 4 Unit 5 Unit 6 Unit 7 Unit 8 Unit 9 Unit 10
Pmax 455 455 130 130 162 80 85 55 55 55
Pmin 150 150 20 20 25 20 25 10 10 10
α ($/h) 1000 970 700 680 450 370 480 660 665 670
β ($/MWh) 16.19 17.26 16.60 16.50 19.70 22.26 27.74 25.92 27.27 27.79
γ ($/MWh2) 0.00048 0.00031 0.002 0.0021 0.00398 0.00712 0.0079 0.00413 0.00222 0.00173
Min up (h) 6 6 3 3 4 2 2 1 1 1
Min down (h) 6 6 3 3 4 2 2 1 1 1
Restart cost 4500 5000 550 560 900 170 260 30 30 30
($)

TABLE 1. Thermal units data

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Parameter a b c Vc (m/s) Vf (m/s) Vr (m/s) Pr (MW)

Value 0.001514 –0.01624 0.006254 2.5 25 14 50

TABLE 2. WT unit data

is calculated based on Monte Carlo simulation according to

(2).

4. CASE STUDY
To verify the effectiveness of the proposed method, a test sys-
tem is applied that contains ten thermal units besides a WT
and a PV unit. WT generation (PWT ) is proportional to the FIGURE 8. Hourly forecasted wind speed average during a
wind speed (sw) as shown in (12) in which Vc, Vco, and Vr day.
are cut-in speed, cut-out speed, and rated speed of WT, respec-
tively. Pr is rated power of WT [9]. PV generation (PPV ) is also
proportional to the solar radiation (Ga) presented in (13) [19]:
⎧
⎪
⎪ 0 0< sw < V c
⎨
Pr ∗(a + b ∗ sw + c ∗ sw ) V ci < sw < V r
2
PWT = ,
⎪
⎪ Pr V r < sw < V co
⎩
0 sw > V co
(12)
FIGURE 9. Hourly forecasted system load average during a
day.
PPV = μ.SPV .Ga, (13)

where μ is the efficiency of the solar cells and S is their total

of renewable resources in the network causes the System Re-
surface area. Tables 1, 2, and 3 show the detailed information
serve requirement to be increased proportional to WT and PV
of thermal, WT, and PV units, respectively. Hourly forecasted
generation. Reserve requirement in hour t (R(t)) is considered
average values for system total load, WT, and PV generation is
to be obtained as follows:
presented in Figures 8–10. Due to reliability issues, presence
R(t) = 0.05 ∗ L total (t) + 0.1 ∗ PWT (t) + 0.1 ∗ PPV (t). (14)
Parameter μ S(m2)
Value 0.16 150,000
Step 1 The first step is optimization of the fuzzy system pa-
rameters and rules by genetic algorithm using MMI as its
TABLE 3. PV unit data fitness function according to Figure 6. The maximum gen-
 8 Electric Power Components and Systems, Vol. 00 (2016), No. 00

Simulation Occupied Optimal total

MMI time memory cost ($)
Monte Carlo 0.026 Very high Very high 420,139.5
Scenario-reduced 0.073 High High 420,333.1
Monte Carlo
Mid-term fuzzy 0.421 Low Low 414,523.3
Proposed 0.101 Low Low 419,211.2
optimized fuzzy
FIGURE 10. Hourly forecasted solar radiation average during approach
a day.

A B C D E F G TABLE 6. Uncertainty modeling methods comparison

Optimal 436.23 1249.3 339.73 1351.20 4.19 5.68 4.77

value constraints are supposed to have 7% maximum tolerance
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obtained for E, F, and G parameters in GA optimization:

by GA
0 <E< 7,
TABLE 4. Optimized fuzzy system parameters
0 <F< 7,
0 <G< 7.

eration of WT and PV units are considered to be 50 MW so
their effect in the system is considerable. Hourly forecasted
average values of the system total load, wind speed, and
solar radiation are according to Figures 8–10.
Since the maximum of L total (t), PWT (t), and PPV (t) are
equal to 1200, 50, and 50 MW, respectively, and their min-
imum are 450, 0, and 0 MW, the maximum and minimum
of L th will be 1300 and 350, respectively, according to (1).
Considering maximum 5% tolerance due to the uncertainty,
linear inequality constraints for A, B, C, and D will be as
follows:
A> 427.5(= 450 − 22.5),
B< 1260(= 1200 + 60),
C> 332.5(= 350 − 17.5),
D< 1365(= 1300 + 65).
Siahkali and Vakilian [12] supposed that there is a 5% devi-
ation from the forecasted average values in reality so these
According to the flowchart shown in Figure 6, the fuzzy
system parameters and rules are optimized after 6 hr. The
best obtained MMI value is equal to 0.61; the optimized
parameters of the fuzzy system are given by Table 4. Then,
this stochastic-optimized fuzzy system is ready to be used
for UC solution.
Step 2 The next step is used from the fuzzy system in UC
solution. Procedure of the solution is the same as that shown
in Figure 7. The uncertainty of the system load, WT, and
PV generation are modeled by the proposed fuzzy approach
and a crisp UC based on PSO algorithm determines the
optimal on-off states of thermal units and their generation
scheduling. Assuming the population size to be 30, PSO
results are presented in Table 5. The best total generation
cost is equal to $419,211.2.
Step 3 In this section, a comparison is made between the pro-
posed approach and other similar methods. It should be
noted that a lot of stochastic programming algorithms have

Unit Hour (1 to 24)

1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
2 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
3 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 1 1 1 1 1 1
4 1 1 1 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 1 1 1
5 0 0 0 0 1 1 1 1 0 0 0 0 1 1 1 1 1 1 1 1 0 0 0 0
6 1 1 1 1 1 1 1 1 0 0 0 1 1 0 0 0 0 1 1 1 1 1 1 1
7 0 0 0 0 1 1 1 1 1 1 1 1 1 0 0 0 0 1 1 0 0 0 0 0
8 0 0 0 1 1 0 1 1 0 1 0 1 0 1 0 0 0 0 0 0 0 0 1 0
9 1 0 0 0 1 0 0 1 1 0 1 1 1 0 0 1 0 0 0 1 0 0 1 1
10 0 0 0 1 0 1 0 1 0 0 1 1 0 0 0 1 0 1 0 1 1 0 0 0

TABLE 5. Optimal thermal units day-ahead scheduling

 Mahdavi et al.: A Novel Optimized Fuzzy Approach Based on Monte Carlo Method for System Load
been developed to handle large amounts of scenarios but
here the same problem is solved by the other three methods,
which are closer to the authors’ method: fuzzy approach of
[12], Monte Carlo simulation [9], and also modified Monte
Carlo method in which a scenario reduction is used to reduce
Monte Carlo’s scenarios [9]. According to Table 6, advan-
tages of the proposed stochastic-optimized fuzzy approach
(SOFA) is quietly observable. In terms of the uncertainty
of modeling accuracy, different methods properly based on
their MMI values can be compared. In comparison to the
conventional fuzzy method, SOFA is more accurate in uncer-
tainty modeling; also, SOFA is very much faster than Monte
Carlo simulation so it can be a good choice especially for
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day-ahead planning in which the calculation speed is very
important. In terms of calculations volume and occupied
memory space, SOFA is more efficient in comparison to the
modified Monte Carlo method.
5. CONCLUSION
This article presents a stochastic-optimized fuzzy approach as
a novel method for uncertainty modeling of the system total
load, WTs, and PVs generation to solve a thermal/wind/PV
power system unit commitment problem. This fuzzy system
is used to determine a crisp value for that part of a total load,
which should be distributed among thermal units in each hour.
Then a crisp UC based on PSO algorithm is applied to gain
this optimal distribution. In this article, MMI is introduced as
a fitness function based on Monte Carlo simulation for opti-
mization of rules and parameters of the proposed fuzzy system
so that the uncertainty modeling accuracy is optimum. A test
system including a WT, a PV, and ten thermal units was used
to demonstrate the effectiveness of the proposed fuzzy ap-
proach. At the first step, genetic algorithm obtained optimal
parameters of the fuzzy system with minimum MMI. In the
next step, this optimized fuzzy system was used to determine
crisp value of total load of thermal units in PSO for UC so-
lution. Finally, PSO algorithm determined optimal scheduling
of thermal units and best generation cost. Simulation results
demonstrate the effectiveness of the proposed fuzzy approach
in comparison to other methods in terms of uncertainty mod-
eling accuracy, calculation speed, and occupied memory space
during the solution.
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BIOGRAPHIES
Mohammad Saeed Mahdavi was born in Isfahan, Iran, in
1990. He received the B.Sc. degree from Isfahan University
of Technology, Isfahan, Iran, in 2012 and the M.Sc. degree
from Amirkabir University of Technology, Tehran, Iran, in
2014. He is currently pursuing the Ph.D. degree in electri-
cal engineering at the Amirkabir University of Technology.
He is currently internal head of Flywheel Energy storage
project in Grid Reliable Operation Research Institute, under
the supervision of Prof. G. B. Gharehpetian. His current re-
search interests include energy management in power system
and microgrids, smart grid, artificial intelligence, and power
electronics.
Behrooz Vahidi received the B.S. in electrical engineering
from Sharif University of Technology, Tehran, Iran, in 1980,
and M.S. degree in electrical engineering from Amirkabir Uni-
versity of Technology, Tehran, Iran, in 1989. He also received
his Ph.D. in electrical engineering from UMIST, Manchester,
UK, in 1997. From 1980 to 1986 he worked in the field of high
voltage in industry as chief engineer. From 1989 to the present
he has been with the department of electrical engineering of
Amirkabir University of Technology where he is now a pro-
fessor. He was selected by the ministry of higher education
of Iran and by IAEEE (Iranian Association of Electrical and
Electronics Engineers) as the distinguished researcher of Iran.
Prof. Vahidi is Head of Power System group at Amirkabir Uni-
versity of Technology. He is a Senior Member of IEEE. His
main fields of research are high voltage, electrical insulation,
power system transient, lightning protection, and pulse power
technology. He has authored and co-authored more than 380
papers and 6 books on high voltage engineering and power
system.
Gevork Babamalek Gharehpetian received the B.S. de-
gree (Hons.) in electrical engineering from Tabriz University,
Tabriz, Iran, in 1987, the M.S. degree (Hons.) in electrical en-
gineering from Amirkabir University of Technology (AUT),
Tehran, Iran, in 1989, and the PhD degree (Hons.) in electri-
cal engineering from Tehran University, Tehran, in 1996. As
a Ph.D. student, he has received a scholarship from DAAD
(German Academic Exchange Service) from 1993 to 1996
and he was with the High Voltage Institute of RWTH Aachen,
Aachen, Germany. He has been Assistant Professor at AUT
from 1997 to 2003, Associate Professor from 2004 to 2007,
and Professor since 2007. He is the author of more than 800
journal and conference papers. His teaching and research in-
terests include power system and transformers transients and
power electronics applications in power systems.