Probabilistic Load Flows
B Marah
Brunel University London
London, UK
bmarah@theiet.org
Abstract-Load flow studies are an essential task carried out in
power system planning and operations. However, the widely
used deterministic load flow analysis is limited in their handling
of network uncertainties or inaccuracies in input data.
Therefore, probabilistic load flow (PLF) based on either
numerical methods (such as Monte Carlo simulation) or an
analytical method (such as convolution techniques) was
developed in the 1970s to handle power system uncertainties due
to variations in electrical network variables. This paper presents
a probabilistic load flow analysis method based on convolution
techniques. The method is suitable for distribution systems and
examines the effect of load, generation and network
uncertainties either separately or in combinations thereof. The
main features on the paper include: a critical appraisal of
existing PLF techniques, as published in the literature, is carried
out to derive the optimised technique and methodology. The
proposed method is applied to practical 47-bus radial
distribution network modelled in PowerFactory DIgSILENT
software package. The results obtained are then exported into
MATLAB for detailed statistical analysis in terms of various
probability distribution function (PDF) and cumulative density
functions (CDF).
Index Terms—Load flow analysis, low voltage loads, power
distribution networks, probabilistic techniques, stochastic loads.
I. INTRODUCTION
It has been shown that the deterministic load flows (DLF)
do not illustrate the impact of network uncertainties as the
demand, for example, varies throughout the day, week, month
and year. The random component in load is a direct result of
random behaviour of our daily energy consumptions [1]. The
load value and generating capacity are random variables as
are the resulting power flows in the lines. In addition the
transmission circuit, for example, can fail thus creating
another dimension of uncertainties in the system. The
Probabilistic Load Flow (PLF) is used to calculate the
electrical network uncertainties [2] and was first proposed in
1974 by Borkowska based on a dc load flow model to deal
with the electrical network uncertainties [3]. PLF techniques
attempt to model the probabilistic characteristic of inputs to
obtain probability density function (PDF) of state vectors and
line flows of a statistically varying electrical network. The
PLF calculate the voltages, line flows and power losses to
obtain complete spectrum of all probable quantities including
their respective probabilities. Input variables are modelled
according to their probability description, distribution load
can be modelled with a normal (Gaussian) distribution and
978-1-4673-9682-0/15/$31.00 ©2015 IEEE
A O Ekwue
Jacobs Engineering Inc/
Brunel University London
London UK
arthur.ekwue@brunel.ac.uk
the load at each bus is represented by a variance and a mean
value [4].
II. PROBABILISTIC LOAD FLOW FORMULATION
The PLF considers changing network configuration,
generation and load variations, its follows a known
probability distribution function to create a statistically valid
model for computing the system state vectors. The Monte
Carlo Simulation (MCS) and the analytical method are the
two main approaches to the PLF solutions. These methods
have different advantages and disadvantages, while the MCS
suffer from large computational burden; the analytical
method relies on making assumptions in order to facilitate the
load flow computation. A variety of analytical PLF
algorithms have been developed such as the following:
• Linear Approximation [5].
• Point Estimate Method [6].
• Combined Cumulants and Gram-Charlier Expansions
[7].
• Statistical Least Square Estimation [8].
• Nataf Transformation and Latin Hypercube Sampling
[9].
These methods have one thing in common: in contrast to
DLF the power flow solution using these methods are defined
by their probability density rather than assuming fixed values.
Nevertheless, all of the proposed analytical methods use
linearization techniques to describe the electrical network
behaviour, but there is a risk of unrecognising deviation from
the actual behaviour of the electrical network. The risk maybe
mainly caused by the effects of the linearization model being
in close proximity to singularity conditions, etc. PLF methods
that are based on linearization techniques utilize the
simplified version of the load flow equations as in (1) and (2).
δ ,δ ,…δ ,V ,V ,…V 1
δ ,δ ,…δ ,V ,V ,…V 2
Where is the injected active power at node k
is the injected reactive power at node k
is the non-linear term of active power in (1)
is the non-linear term of reactive power in (2)
δ is the voltage magnitude and angles
 The most used simplification is based on simplifying the
Jacobian matrix [J] of the load flow equations, the
linearization is done with respect to a certain operating
condition, and hence any departure from this point will result
to ambiguity for the operational point. The MCS has the
advantage of simplicity, realisation and is insensitive to the
size of problem. MCS simply solves the load flow multiple
times from good quality random statistical sampling as the
inputs and the output is estimated afterwards. Fig. 1 shows
the approach to the load flow studies. Furthermore, the
electrical load in power system maybe classified into two
components, one of the components is deterministic and the
other component is stochastic [10]. The deterministic
component may be affected with several factors such as time
of the day, week, month, year and weather conditions. The
stochastic component is a direct result of random power
usage [11]. The stochastic load model is described as
independent random variables; this model has the ability to
capture the random nature of load. The load pattern of
consumers may be obtained from a statistical load analysis of
consumers historical load data, where the statistical load
curves of particular period of a distribution network is
summed [1], the summed statistical data will have a variation
around its mean value.
Therefore, it is very common to assume that the load is
normally distributed with a standard deviation and a mean
value, the mean value of load is either forecast load at the
peak value or the average load in a given point in time of the
load curve. The normally distributed load is further assumed
to be dependent i.e. the load at different nodes proportionally
increases and decreases [12]. In practice this might lead to
overestimation of load flows in the lines. Furthermore,
another assumption is bus loads can be represented by an
independent normal distribution. This can result of
underestimating load flows in the line. To facilitate the
computation in the analytical PLF, powers injected into nodes
are assumed to be independent or fully correlated.
Unfortunately, in practice the actual system may be affected
by several factors such as the nature of the load, seasonal
variations, climate change, density of residents, social
activities of residents and geographical position.
Fig. 1. Approach to the load flow studies
The application of PLF in distribution networks gives a
better awareness for the future network conditions of the
system and provides more confidence for network operators
and planners in making better judgement concerning its
operation and future investment. The prime concern in
transmission network analysis is to determine active power
flow and related generation dispatch. However, this is not the
case in the radial distribution network. The assumption in the
distribution network is that, the main portion of power drawn
is from a higher voltage transmission network and if there is a
disturbance in the distribution network, the mismatch
between power demand and power produced will be
compensated by the connected higher voltage transmission
line network at the substation where the distribution network
originates. Therefore, the main focus for the PLF analysis in
distribution network is centred on the determination of line
flow, state vectors and total system losses assessment. The
typical radial distribution network is modelled as a tree and a
single external grid with a reference bus being the root where
the radial distribution network originates.
Furthermore, when considering PLF analysis in LV
systems in the secondary distribution network, determination
of maximum branch current as well as maximum voltage
drop is of prime concern. In LV systems the R/X ratio is
larger than one, which means the voltage drop depends
mainly on the active power flows. Therefore, reactive power
flows in LV system are of much lesser interest compared to
transmission level. In LV systems there are time dependency
loads hence a stochastic component is introduced, which is
normally expressed in the form of coincidence factor. The
coincidence factor considers that for two customers the
probability that both draw a maximum load at the same time
is zero and with three connections this is even very
improbable. The LV load model in DIgSILENT is capable of
defining number of connections supplied and the capability of
assigning load category is also available in each category.
The maximum load of the connections as well as the
coincidence factor is defined for an infinite number of
customers.
III. PROPOSED METHOD
To maintain the distribution voltage stability conform to
the local statutory limits, it is vital to assess the distribution
system probabilistically. This method of analysis will not
only reveal buses which are more sensitive to system
uncertainties but will also reveal the probability of loads and
distribution generation being exceeding its value at a
particular bus. Therefore, the proposed method presents an
accurate and reliable method to assess the distribution
network probabilistically while considering the coincidence
of LV loads. LV loads, in general, consist of a fixed
component with a deterministic power demand and a variable
component which is made up from different stochastic loads
such as electrical heating system, lights, refrigerator and
television, etc. The supply to these types of loads varies
stochastically between zero and a maximum value. of a similar group customer [13]. The standard deviation of
Nevertheless, to accurately model the distribution load, is calculated with mean load and is given as (4).
consideration of coincidence of LV loads is paramount. This
paper present a probabilistic load flow model for distribution
network based on convolution techniques while considering 4
the coincidence of LV loads using DIgSILENT and
MATLAB software packages for simulation and statistical
analysis respectively. The proposed method was A similar group of customers load maybe summed with the
experimented on a practical radial distribution network using resulting standard deviation as (5).
PowerFactory DIgSILENT PLF algorithm. The results
obtained from DIgSILENT was exported to MATLAB
software package to plot the probability density function
5
(PDF), commutative distribution function (CDF) and
histograms of probable quantities. The proposed method can
be defined as follows;
where σi is the standard deviation of the ith customer load,
• Modelling of the statistical distribution of load, the assumption is that the distribution curves of all loads are
generation and network uncertainties using the similar in shape. Therefore, the difference between the
stochastic models of load, generation and network maximum value of each load and its mean values is directly
uncertainties in DIgSILENT. proportional to the standard deviation.
• Use DIgSILENT PLF model to carry out the load flow
studies to investigate four different scenarios as
follows: load, generation and network uncertainties 6
and the combination of the three thereof.
• Export results obtained to MATLAB, plot statistical
description of the distribution of output quantities,
such as PDFs, CDFs and histograms and analyse where is the coincidence of peak demand of low
obtained results to gain information for future network voltage loads of n customers, since the load has been assumed
conditions. to be normally distributed the customers load has a mean
value and with maximum load per customer , the
A. Probabilistic Load Modelling maximum value of the variable load is given as (7).

Regarding distribution network PLF modelling, the main √ 7

challenges encountered are the realistic representation of
loads. In the distribution network, low voltage loads are The coincidence factor is given by dividing (7) by
modelled in varieties of ways. While load has been model as and , and finally (8) becomes as (9).
beta distribution in [4], it is shown in [1] that assuming the
load to be normally distributed is a valid proposition. 8
Therefore, in this paper the load has been assumed to be
normally distributed with a mean value and a standard 1
1
deviation. The load was represented by a random variable LD √
and is assumed to be normally distributed within each hour of 1
a given week, the random variable LD was modelled using 1
(3) [1]. 9
√
Rearranging (8) and making the subject (8)
1 1
3 becomes as (10).
√2 2
10
Where μ is the expected or mean value
σ is the standard deviation The maximum value in (10) describes the variable
component which is a function of the number of customer .
The mean value and the standard deviation specify the load The average load of the variable component is given as
at each terminal and for each hour of the day, week, etc. The equation (11).
difficulty of modelling low voltage loads has been considered
at a very early stage, a model was developed for the demand 11
 The peak load contribution per customer is a function of
number of customers with the corresponding coincidence
factor, and the drop of peak load contribution to the
coincidence per demand is a function of the number of
customers. The factor depends on the type of customer.
For example, the for customers with a flow type water
heating is very low compared with other type of customers
such as All Electric customers. The difference is due to the
fact that water operating time is short and is heated only when
is needed. Possible values for for different type of
customers can be between 0.1 - 0.8 for maximum demand per
customer between 4 - 35 kW and depends on the type of
customer [13].
B. Simulation Method in DIgSILENT
PowerFactory DIgSILENT PLF algorithm uses (9) – (11)
to model the LV loads and a normal distribution of load is
assumed. LV loads can be represented in DIgSILENT either
by LV load elements which can be directly connected to
terminals or by partial LV load which can be define along
distribution lines/cables. The probabilistic distribution load
flow model described was experimented with the aid of
carrying out simulations in PowerFactory DIgSILENT
software package. The PLF model of DIgSILENT was used
to experiment the PLF considering the coincidence of low
voltage loads in the secondary distribution network. The PLF
model provided a means of calculating not only the average
values of active and reactive power flows, and the voltages
for all nodes, in magnitude and phase angles, but it also
provides the means of obtaining the complete spectrum of all
probable quantities including their respective probabilities.
Balanced three phase load was assumed throughout the
studies, the assumption of balance system will allow for the
system to be represented by a single-phase equivalent circuit,
which represent only the positive sequence component of the
network. In addition this will allow the representation of the
network as a single line diagram in DIgSILENT.
The 47 radial distribution network (RDN) consist of
branches with only one supply points called the external grid.
The radial network originates from a MV/LV substation
where the 11kV is step-down to 0.4kV with the aid of
MV/LV transformers and the 0.4kV voltage serves as the
main source for the low voltage RDN. Four different
scenarios were investigated:
a) load uncertainties scenario where all the other
parameters involved are assumed fixed,
b) network uncertainties scenario where the load and
generation are assumed to be fixed variables,
c) generation uncertainties scenario where the load and
network are assumed to be fixed variables, and
d) the combination of the above three scenarios.
C. Simulation Method in MATLAB
As mentioned above, the probabilistic distribution load
flow results obtained from DIgSILENT was exported to
MATLAB to plot corresponding statistical description of the
distribution output quantities, such as PDFs, CDFs and
histograms for further analysis. Statistical description results
obtained from DIgSILENT, such as state vectors and line
flows was used in a MATLAB programme, to illustrate the
probabilistic distribution load flow results graphically. The
main body of the MATLAB programme consists of assigning
values for the mean and standard deviation of the load flow
results into a density function algorithm, where a normal
distribution density functions was used to plot the PDFs, the
CDFs and histograms of probable values.
IV. RESULTS AND ANALYSIS
Results for four scenarios were obtained, load, generation
and network uncertainties either separately or in
combinations thereof and the results were analysed to
investigate the impact of distribution system uncertainties on
a practical RDN consist of 47 buses. Results obtained reveal
that, in RDN the buses which lie far away from the main
radial feeder source are the most affected. This is generally
true with exception of embedded distribution generation
where power flows does not only flow from the radial feeder
main source, but power is also being generated close to local
buses within the RDN. Fig. 2 shows the average load and the
probable of maximum load along the 47 bus RDN, knowing
the probable maximum load along the feeder will help
network operators anticipate the problem of stochastic
quantities in LV systems. Fig. 3 shows the power flow CDF
which is likely to exceed its value compared with generation
uncertainties. The mean value of the active power increases
on load uncertainties conditions from 50.7kW to 53.1kW in
generation uncertainties, if the branch rating is assumed to be
60kW the risk of overloading increases by 4%. However, the
impact of network uncertainties seems not as evident as load
and generation uncertainties as shown in Fig. 4. In addition,
the impact of the number of different branch uncertainties
may offset each other during the probabilistic distribution of
branches in the PLF simulation.
Fig. 5 shows the histogram of voltage at node 47 due to
load uncertainties. The information obtained by combining
load, generation and network uncertainties on the 47 bus
radial distribution network provide remarkable insights for
future system conditions for planners and operators. For
example, planners and operators can assess the risk associated
with exceeding maximum load currents in a node. The
assessment of maximum value is related to estimation of the
PDF curve. The voltage and current are assumed to be
normally distributed. The fact that transformations of branch
flows are summation of consumption quantities validates this
assumption for electrical systems. The maximum of the
electrical quantities maybe estimated by (12) [14] which is a
given probability of the electrical quantity been exceeding its
maximum value.

√ 12

where μ the mean value of the random variables

σ is the standard deviation of the random variables
is the (1-r)th quantile of normal distribution N(0,1)

Furthermore, since voltage and current are technical

quantities it is very important to have the mean and maximum
Fig. 3. Comparison of active power flow
value of both voltage and current available. However, the
estimation of total power losses is also vital mainly for
technical and economical reasons since demand and losses
should be met by the supply. The estimation of system losses
will provide an insight to the economic overview of the area
been supplied. The power loss in the system is a summation
of losses in all branches in the 47 bus RDN. Nevertheless,
putting power loss into the context of random variables, the
losses are function of the square of the current, i.e. 1
I2 In , which implies that equation (12) is not valid for
power losses when N is very small. Since the sum of squares
of N random variables assuming normally distributed has a
distribution given as N . Fig. 4. CDFs comparison of active power

The voltage at node 24 and the power flow over branch 24

was represented as an array of random variable N of 12000
real numbers in the developed MATLAB programme. The
mean and the standard deviation values obtained from
DIgSILENT and the array N was used in the simulation with
the assumptions that both voltage and power flows are
normally distributed. Each number in the array corresponds to
the voltage at node in (V) and the power flow over the branch
in (kW). Fig. 6 and 7 show the result for a weekly voltage
profile at node 24 and the power flow over branch 24
respectively. The graphs indicate that the results of the
random variables are located around the mean values of the
voltage at node 24 and power flow over branch 24.
Fig. 5. Histogram of voltage at node 47 due to load uncertainties

Fig. 2. Average load and maximum load of the 47 bus RDN

Fig. 6. Weekly voltage profile at node 24


Fig. 7. Weekly power flow profile over branch 24
V. CONCLUSIONS
Probabilistic load flow (PLF) method, which considers the
coincidence of low voltage loads, has been extended to take
into account network, load and generation uncertainties.
Results obtained in this study have shown that if the varying
nature of the distribution network is taking into account in the
load flow studies, the stochastic behaviour of the distribution
network will provide a more accurate profile of the voltages.
Furthermore, from the simulations carried, it was observed
that the impact of network uncertainties was not as evident as
load and generation uncertainties. The work carried out
maybe extended to take into account potential renewable
sources (such as wind, solar, geothermal, hydro, biomass
etc)connected on the distribution network, which will
improve the bus voltages that lie far away from the radial
feeder origin and at the same time the network should be
capable for reverse power flow.
ACKNOWLEDGEMENTS
The authors are grateful to Brunel University London for
providing the facilities used for this Study.
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