Probabilistic Load Flow

Why probabilistic approach in Load

Flow is important?
Deterministic Load Flow(DLF) ignores
UNCERTAINITIES in Power System
 What are the UNCERTAINITIES in Power System ?

• Outage rate of Generators

• Faults
• Failure in Power System Network
• Variation in LOAD DEMANDS
Power Fluctuations due to Renewables
Integration
Difference between Probabilistic Load Flow(PLF) & Stochastic Load Flow(SLF)

• Stochastic load flow based on the assumption that

probabilistic distributions of power flow outputs are
NORMAL DISTRIBUTIONS
Difference between Probabilistic Load Flow(PLF) & Stochastic Load Flow(SLF)

• Stochastic load flow based on the assumption that

probabilistic distributions of power flow outputs are
NORMAL DISTRIBUTIONS
• Though it simplifies the calculation but demonstrated
unreliable by other researchers
Types of Distribution
 Limitations of Normal Distribution

• Normal distribution starts at negative infinity.

This can result in negative values for some of the results. Negative values for time are
not accepted in most of the components of Weibull++

• Data that doesn’t follow normal distribution called Non-Normal data.

They usually follows Poisson’s distribution.
 What is Probability density function (PDF)?
• Probability density functions are a statistical measure used to gauge the likely
outcome of a discrete & continuous value
• PDFs are plotted on a graph typically resembling a bell curve, with the probability
of the outcomes lying below the curve.
• A discrete variable can be measured exactly, while a continuous variable can
have infinite values.
 PDF vs CDF
(Probability of rolling a dice)
 General available methodologies for Determining
PLF
• Numerical method
(Monte Carlo method)
• Analytical method
(Conventional Analytical Technique, Cumulant Method, Quadratic PLF)
• Approximation method
(First-order second-moment methods, Point Estimation Method)
 Why Point Estimation Method?
• It runs DLF equations with lower computation burden

• It is considered the best-chosen or the best-guessed value. It

generally brings a lot of consistency to the study, even if the
sample changes.
• Here, we generally focus on a single value, saving much study
time.
• Point estimators are considered less biased and more
consistent. Thus, its flexibility is generally more than interval
estimators when there is a change in the sample set.
 Some key points on Monte-Carlo simulation
• A Monte Carlo simulation is a model used to predict the probability of a variety of
outcomes when the potential for random variables is present.
• Monte Carlo simulations help to explain the impact of risk and uncertainty in
prediction and forecasting models.
• A Monte Carlo simulation requires assigning multiple values to an uncertain variable
to achieve multiple results and then averaging the results to obtain an estimate.
• It randomly generates input variables & runs DLF at those values
 Monte Carlo Simulation
Advantages
• Easy to implement.
• Provides statistical sampling for
numerical experiments using the
computer.
• Provides approximate solution to
mathematical problems.
• considered as a benchmark method
to compare other methods
Disadvantages
• Time consuming as there is a need
to generate large number of
sampling to get the desired output.
• The results of this method are only
the approximation of true values, not
the exact.
Output Variables by Monte Carlo Simulation(MCS)

𝑁
1
𝜇 𝑀𝐶𝑆= ∑ 𝑥 𝑖
𝑁 𝑖=1

√
𝑁
1
𝜎 𝑀𝐶𝑆 = ∑ (𝑥𝑖 −𝜇𝑀𝐶𝑆)2
𝑁 𝑖=1
Taking average
History of MC Simulation & some Exciting
Facts
 History of MC Simulation & some Exciting Facts
Gambler’s Fallacy:
• In 1913, the black came up simultaneously 26 times on a roulette table in a Monte
Carlo casino.
 History of MC Simulation & some Exciting Facts
Gambler’s Fallacy:
• In 1913, the black came up simultaneously 26 times on a roulette table in a Monte
Carlo casino.
• After the 15th black, players started placing bets on red assuming the chances of a
black number coming up again were very few
 History of MC Simulation & some Exciting Facts
Gambler’s Fallacy:
• In 1913, the black came up simultaneously 26 times on a roulette table in a Monte
Carlo casino.
• After the 15th black, players started placing bets on red assuming the chances of a
black number coming up again were very few
• Every round is a new round that does not depend on the outcome of the previous
rounds.
 History of MC Simulation & some Exciting Facts

What is Return to Player Ratio (RTP)?

The total amount returned to players divided by the total amount gambled by players
 History of MC Simulation & some Exciting Facts

What does RTP 95% means?

• If you play a game with an RTP of 95%, then for every $1 you bet you can expect to
receive $0.95 back
• In the long term gambling club will receive 5% of all bets player
• It doesn’t mean if a player bets for 100 times out of which 95 times he/she will win
 Difference between CORRELATED &
UNCORRELATED variables
• Uncorrelation means that there is no linear dependence between the two
random variables
• While independence means that no types of dependence exist between the
two random variables
 Three Bus System

 Loads: Buses 2 & 3 are taken as random

variables
 Generator: Generator at bus 2 modelled
with capacity of 22 MW & forced outage
rate(FOR)=0.09
 Correlation: Loads at buses 2 & 3 are
correlated with correlation factor 0.4
 Basic Procedure for PLF
1. The input of the PEM is a set of random variables.
xi (i=1,2,……..n) where x may be both generation & load variable & total number of input
random variable is n.
 Basic Procedure for PLF
1. The input of the PEM is a set of random variables.
xi (i=1,2,……..n) where x may be both generation & load variable & total number of input
random variable is n.
2. As PEM is an approximation method so approximation is based on the weighted sum
of the results achieved by number of DLF runs with strategic states with regards to the i/p
variables
 Basic Procedure for PLF
1. The input of the PEM is a set of random variables.
xi (i=1,2,……..n) where x may be both generation & load variable & total number of input
random variable is n.
2. As PEM is an approximation method so approximation is based on the weighted sum
of the results achieved by number of DLF runs with strategic states with regards to the i/p
variables
3. The strategic states can be obtained by random distribution of the i/p random
variables. Each xi will generate k points to run a DLF.
 Basic Procedure for PLF
1. The input of the PEM is a set of random variables.
xi (i=1,2,……..n) where x may be both generation & load variable & total number of input
random variable is n.
2. As PEM is an approximation method so approximation is based on the weighted sum
of the results achieved by number of DLF runs with strategic states with regards to the i/p
variables
3. The strategic states can be obtained by random distribution of the i/p random
variables. Each xi will generate k points to run a DLF.
4. Each K point will further generate 2 points.
(i) value or location(xi,k)
(ii) Weight(wi,k)
 Basic Procedure for PLF
1. The input of the PEM is a set of random variables.
xi (i=1,2,……..n) where x may be both generation & load variable & total number of input
random variable is n.
2. As PEM is an approximation method so approximation is based on the weighted sum of
the results achieved by number of DLF runs with strategic states with regards to the i/p
variables
3. The strategic states can be obtained by random distribution of the i/p random variables.
Each xi will generate k points to run a DLF.
4. Each K point will further generate 2 points.
(i) value or location(xi,k)
(ii) Weight(wi,k)
5. Probabilistic output can be expressed as Y= F(x1 , x2 , x3 , ………….., xn) random o/p Y can
 Basic Procedure for PLF
1. The input of the PEM is a set of random variables.
xi (i=1,2,……..n) where x may be both generation & load variable & total number of input random
variable is n.
2. As PEM is an approximation method so approximation is based on the weighted sum of the results
achieved by number of DLF runs with strategic states with regards to the i/p variables
3. The strategic states can be obtained by random distribution of the i/p random variables. Each x i
will generate k points to run a DLF.
4. Each K point will further generate 2 points.
(i) value or location(xi,k)
(ii) Weight(wi,k)
5. Probabilistic output can be expressed as Y= F(x1 , x2 , x3 , ………….., xn) random o/p Y can be
approximated by evaluating F at each random variable at K points
6. (2n+1) number of DLF is superior in terms of efficiency & accuracy during handling a large number
of i/p variable.
7.Input variable xi,k (concentration point)

can be viewed as a pair consisting of a location and a weight wi,k.

Zeta is the standard location of the i/p Random Variable

The k-th location be defined by

𝑥𝑖 , 𝑘= 𝜇𝑖 + 𝜉 𝑖 , 𝑘 𝜎 𝑖
 Value of standard location

𝜉 𝑖, 𝑘=
𝜆𝑖 ,3
2
+(−1)
√
3 −𝑘 3 2
𝜆𝑖, 4 − 𝜆𝑖,3 ,(𝑘=1 , 2)
4
 Value of weight

3 −𝑘
( −1)
𝑤𝑖 ,𝑘= ,( 𝑘=1 , 2)
𝜉 𝑖 , 𝑘 ( 𝜉 𝑖 , 1 − 𝜉 𝑖 ,2 )
 Why not m-Point Estimation?

• Taking m points for each random variable(K=m) gives more exact value or better
approximation of the result.
• Increase computation time.
• exact value of pi = 3.141592653589793238
 Types of Moments

• Expectation or Mean
• Variance
• Skewness
• Kurtosis
 Skewness

Mean Median
Median Mode
Median
• Skewness is a measure of the Mode Mean Mean Mode

asymmetry of the probability

distribution of a real-valued
random variable about its
mean.
Positive Symmetrical Negative
Skew Distribution Skew
Skewness
 Kurtosis

• Kurtosis is a measure of the

flatness or peakedness of the Positive Kurtosis
Leptokurtic
probability distribution of a
real-valued random variable
Negative Kurtosis
Normal Distribution
Platykurtic Mesokurtic
Case Study (with correlated variables)
 Step-1
Quantify Necessary Statistical Information
Statistical Data for Application of PEM
Step-2 : Calculation of Transformation Matrices
 Correlation
Correlation describes the strength of an association between two variables, and
is completely symmetrical, the correlation between A and B is the same as the
correlation between B and A.

It’s of two types

(i) Pearson’s Correlation: Pearson correlation evaluates the linear relationship
between two continuous variables
(ii) Spearman’s Correlation: Spearman correlation evaluates the monotonic( if
a function is increasing or decreasing in their entire domain) relationship.
Correlation Matrix
Determination of Correlation Matrix
 Covariance

Covariance indicates the relationship of two variables whenever one variable changes.
If an increase in one variable results in an increase in the other variable, both variables
are said to have a positive covariance. Decreases in one variable also cause a
decrease in the other.

Types of Covariance
(i) Positive Covariance
(ii) Negative Covariance
Correlation Vs Covariance
Covariance Matrix
Covariance Matrix
Determining Transformation Matrix B
 Step-3

Obtaining Statistical data of Transformed Input Variables

Determination of Expected value, SD, Skewness & Kurtosis
(By Orthogonal Transformation)

Further, SD is equal to 1 for all i, due to the covariance matrix of the transformed
variables being equal to the identity matrix I.
• Further, SD is equal to 1 for all i , due to the covariance matrix of the
transformed variables being equal to the identity matrix I.
Statistical Data for transformed variables
 Step-4
Calculating Locations & Weights of all Variables
Determination of the values of Location & Weight
Locations and weights for all variables
Step 5: Create (2m + 1) points
Transformed points
 Step 6:
Transform points back to the original space
Transformation of Point -1
Points to run DLF
 Step 7
Run DLF at all points and update random output
variable Yi,j
Selected DLF results at selected points
The final first and second order raw moments for V 3
First 3 points of V3 (for showing calculation)
 Step 8:
Extract statistical data of output random variables
PLF results by PEM on 3-bus test system
 Comparison of Results with Cumulant Method
PLF results by PEM on 3-bus test system PLF results by CM on 3-bus test system
Introducing Wind Turbine in PLF
Cut-in & Cut-out speed of Wind Turbine
Wind Speed to Wind Turbine Output Power
Case Study on Single line diagram of 9-bus test system
 Comparison of the Results

Load is assumed fixed & P of WT is Both load & WT is uncertain (Case - II)
uncertain (Case - I)
Comparison Of Accuracy And Computational Errors
Algorithm for Correlated & Uncorrelated variables
 Scopes
1. Optimization in probabilistic power flow
2. Probabilistic approach for integrating renewables
3. Power System reliability assessment through PLF