Probabilistic load flow with non-Gaussian correlated random variables using Gaussian mixture models

This study proposes the use of Gaussian mixture models to represent non-Gaussian correlated input variables, such as wind power output or aggregated load demands in the probabilistic load flow problem. The algorithm calculates the marginal distribution of any bus voltage or power flow as a sum of Gaussian components obtained from multiple weighted least square runs. The number of trials depends on the number of Gaussian components used to model each input random variable. Monte Carlo simulations are used to compare the approximations. The effect of correlation between variables is taken into consideration in both formulations. The main advantage of the Gaussian components method is that the probability density functions of any variable is directly obtained. Test results in the 14-bus system and the 57-bus system provide a broad explanation of the advantages and constraints of the approximations, particularly in presence of correlated variables.

[1]  J.F. Dopazo,et al.  Stochastic load flows , 1975, IEEE Transactions on Power Apparatus and Systems.

[2]  Ronald N. Allan,et al.  Probabilistic a.c. load flow , 1976 .

[3]  R.N. Allan,et al.  Evaluation Methods and Accuracy in Probabilistic Load Flow Solutions , 1981, IEEE Transactions on Power Apparatus and Systems.

[4]  E.P.M. Brown,et al.  Representation of non-Gaussian probability distributions in stochastic load-flow studies by the method of Gaussian sum approximations , 1983 .

[5]  A. Kiureghian,et al.  Multivariate distribution models with prescribed marginals and covariances , 1986 .

[6]  Paul Bratley,et al.  Algorithm 659: Implementing Sobol's quasirandom sequence generator , 1988, TOMS.

[7]  A. M. Leite da Silva,et al.  Probabilistic load flow by a multilinear simulation algorithm , 1990 .

[8]  Douglas C. Montgomery,et al.  Applied Statistics and Probability for Engineers, Third edition , 1994 .

[9]  W. J. Whiten,et al.  Computational investigations of low-discrepancy sequences , 1997, TOMS.

[10]  J. Cidras,et al.  Modeling of wind farms in the load flow analysis , 2000 .

[11]  P. S. Maybeck,et al.  Cost-function-based gaussian mixture reduction for target tracking , 2003, Sixth International Conference of Information Fusion, 2003. Proceedings of the.

[12]  S.T. Lee,et al.  Probabilistic load flow computation using the method of combined cumulants and Gram-Charlier expansion , 2004, IEEE Transactions on Power Systems.

[13]  Chun-Lien Su,et al.  Probabilistic load-flow computation using point estimate method , 2005 .

[14]  A.R. Runnalls,et al.  A Kullback-Leibler Approach to Gaussian Mixture Reduction , 2007 .

[15]  J. Morales,et al.  Point Estimate Schemes to Solve the Probabilistic Power Flow , 2007, IEEE Transactions on Power Systems.

[16]  Bryan F. J. Manly,et al.  On the use of correlated beta random variables with animal population modelling , 2008 .

[17]  Julio Usaola Probabilistic load flow with wind production uncertainty using cumulants and Cornish–Fisher expansion , 2009 .

[18]  D.J. Salmond,et al.  Mixture Reduction Algorithms for Point and Extended Object Tracking in Clutter , 2009, IEEE Transactions on Aerospace and Electronic Systems.

[19]  Antonio J. Conejo,et al.  Probabilistic power flow with correlated wind sources , 2010 .

[20]  Julio Usaola,et al.  Probabilistic load flow with correlated wind power injections , 2010 .

[21]  Birgitte Bak-Jensen,et al.  Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power , 2010, IEEE Transactions on Sustainable Energy.

[22]  R. Jabr,et al.  Statistical Representation of Distribution System Loads Using Gaussian Mixture Model , 2010 .

[23]  A. Feijoo,et al.  Probabilistic Load Flow Including Wind Power Generation , 2011, IEEE Transactions on Power Systems.