A Probabilistic Load Flow with Uncertain Load
Using Point Estimate Method
Soumyabrata Das
Department of Electrical Engineering
National Institute of Technology, Silchar
Silchar, India
soumyabratadas1989@gmail.com
Abstract— This paper presents the effect of shunt
capacitors in improving the bus voltages and power losses in
distribution system under stochastic load scenarios. Here,
normal density function is used to model the uncertainty in
load demand and 2 Point Estimate Method (PEM) and 3 PEM
are used to determine the real power losses and nodal voltages.
The probability density function and cumulative distribution
function of the power losses and weak bus voltages are
obtained by using Cornish-Fisher expansion series. The
proposed method is tested on IEEE-34 bus radial distribution
system. Two case studies are performed to analyze the positive
impact of shunt capacitors in distribution systems under
stochastic scenario. The results are compared with those
obtained by Monte Carlo Simulation approach.
Keywords— Probabilistic load flow, point estimate method,
distribution system, load uncertainty.
I. INTRODUCTION
Planning modern power system operation is very
challenging on account of frequent variations of loads,
generations, network configurations, etc. Although, the state
of these uncertain quantities are forecasted in advance by
using sophisticated techniques, but the uncertainty still
persists and may become significant at times. Among these,
the load variations in power system are an inherent process
and is the most potential source of uncertainty. In practical
power system operation, even in the face of uncertain load
demand, the System Operator has to maintain voltages and
frequencies within stringent limits. Therefore, neglecting the
uncertain quantities in the planning stage could lead to
misleading results and may not be of much significance as
far as practical power system operation is concerned. Load
Flow (LF) study is an important tool used to solve power
system operation and planning problems. In the planning
stage, LF can be modelled using two approaches; namely
deterministic and probabilistic. Since the uncertainties in
demand, network configurations, outage rate of generators
etc are ignored in the deterministic LF model, it provides an
improper assessment of the system state during planning.
Therefore, Probabilistic Load Flow (PLF) methods [1], [2]
are suggested to define the system states in the presence of
uncertainty. The PLF models are engaged in a number of
different ways to solve such power system problems [3] –[6].
In the recent past, several authors have focused on PLF
study and its importance in different areas of power system
operation and planning. Knowledge of different random
variables is extremely important [7] in PLF based studies.
978-1-5386-8235-7/18/$31.00 ©2018 IEEE
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Tanmoy Malakar
Department of Electrical Engineering
National Institute of Technology, Silchar
Silchar, India
m_tanmoy1@rediffmail.com
Commonly used techniques to solve PLF are sampling based
method or Monte Carlo Simulation (MCS), approximate
based method or Point Estimate Method (PEM), analytical
based method, etc. Among these, the MCS is the most
straight-forward approach and is used to calculate
uncertainty by simulating the actual process. But the main
drawback with MCS is that it requires larger computing time
[3]. On the other hand, the computation time requirement is
less in the analytical method as compared to MCS. The
former uses convolution techniques and employs certain
assumptions for simplification purpose [4]. The PEM
provides a balance between the computational speed and
accuracy. It uses a deterministic routine to find the statistical
moments of the output random variables [5], [6] associated
with a given problem.
As far as PEM based approach is concerned, the
calculation of moments and cumulants are essential in order
to determine the Probability Density Function (PDF) and
Cumulative Distribution Function (CDF) of the output
quantities [2]. The PDF is generally determined to specify
the probability of random variables falling within a specific
range. There are numerous ways to calculate the PDF and
CDF for output variables. Authors in [8] used the Gram-
Charlier expansion series to compute the PDF and CDF of
the output variables. Whereas, Cornish-Fisher expansion
series is used in [9] to compute the PDF of line power at
different branches. In [10] the authors have highlighted the
PDF of the different bus voltages in connection with the
reactive power control problem in a Distribution System
(DS).
Majority of the power distribution systems in countries
like India are prone to poor voltage regulation and excessive
losses. The use of Shunt Capacitor (SC) to overcome this
situation is a common practice. Most of the research articles
in the past have reported the improvement in voltage profile
and reduction in power loss by installing SC in the
distribution networks. The authors in [11]–[16] have
analyzed the impact of SC for fixed loading conditions only.
In other words, the analysis was done deterministically. Such
analysis restricts the operator to predict the possible
usefulness of SC in the presence of practical random demand
scenarios. Thus a probabilistic approach based analysis to
assess the usefulness of SC in DS demands attention. In view
of this, in this work a PLF model is tested and analyzed on
IEEE 34 bus Radial Distribution System (RDS) to highlight
the impact of SC to improve its voltage profile and power
losses. In this work, the normal density function is used to
 model the uncertainty in load demand [17]. Thereafter, the Step 3: Select the uncertain parameters Zl (l=1,2,… n).
statistical moments of output random variables; such as (Here these are the random power demand at each node of
nodal voltages and power losses are calculated by utilizing the DS)
PEM based methods. The PDF and CDF of real power losses
and node voltages are determined by the Cornish-Fisher Step 4: Calculate the skewness of Zl (shape of the load
expansion series. The results obtained from point estimate demand distribution) using (5) for each random parameter.
methods are compared with those found using MCS studies. E[( Zl  Zl )3 ]
Zl ,3  (5)
II. PROBABILISTIC LOAD MODEL ( Zl )3
The electrical loads in DS vary with time, weather, where  Zl and  Zl are the mean and standard deviation
seasons, etc. Due to this uncertain nature, the load on a of Zl. The calculation of skewness is performed for both
power system can be considered as a stochastic variable. The 2PEM and 3PEM. However, for 3PEM kurtosis of Zl is
uncertainty in load demand is handled by the probability calculated by using (6).
distribution function. The probabilistic load at each bus in a
DS is modelled in load flow study using random load E[( Zl  Zl )4 ]
components. Hence, the demand at each node are supposed Zl ,4  (6)
to be random variables with normal distribution [17] as
( Zl )4
shown in (1) and (2). Step 5: Calculate the standard locations for 2PEM by
using (7) and the standard locations for 3PEM are calculated
 1  (P   ) by using (8).
f ( PL,i )    exp L,i 2 PL,i (1)
  PL,i 2  2 PL,i
  Zl ,3 Zl ,3
l , po   (1)3 po (n  ( )2 ) , po=1,2 (7)
 1  (Q  QL,i ) 2 2
f (QL,i )    exp L,i (2)
  QL,i 2  2
2 QL Zl ,3 3
  ,i
l , po   (1)3 po Zl ,4  Zl2 ,3 , po=1,2 (8)
2 4
where PLi and QLi are the real and reactive power demand
at bus ‘i’.  PL ,i , QL,i ,  PL,i and  QL,i are the mean and Set, l ,3  0 only for 3PEM.
standard deviation of real and reactive power demands
respectively. Step 6: Calculate the estimated location of each random
variable (probabilistic power demand) using the following
(9).
III. POINT ESTIMATE BASED PLF
Zl , po  Zl  Zl , po . Zl (9)
In this work, the impact of SCs in improving the nodal
voltages and power losses in DS under stochastic load Step 7: Run the deterministic load flow for a set of
scenario is analyzed. The PDF and CDF of bus voltages and estimated locations and calculate the output variables ‘Sl’.
power losses are derived for this purpose. where l = 1,… n. (Here, output random variables are weak
In PEM, initially ‘h’ points are calculated and then the bus voltage and real power loss of the DS)
complete PDF is constructed. The idea about ‘h’ point Step 8: Compute the weighting factors using only (10)
method is given in [18]. Various point estimate methods (e.g. for 2PEM based approach; and (10) & (11) for 3PEM based
2PEM, 3PEM, 5PEM etc.) can be utilized to calculate the method.
moments of output random variables. The output variables
for a given stochastic problem can be mathematically (1) po  l ,3 po
expressed as in (3) shown below. l , po  (10)
n ( l ,1   l ,2 )
S = f(n) (3)
where, ‘n’ represents the numbers of input random 1 1 
l ,3     (11)
variables present in the problem. As the present work deals n (l ,4  l2,3 ) 
with PLF for electric power distribution systems, the nodal 
real and reactive power demands are the random input Step 9: Update the moments (statistical parameters of
variables ‘n’ in our case. In this work, both 2PEM and 3PEM weak bus voltage and real power loss) of the output random
are used to determine PDF and CDF of weak bus voltage and variables using (12).
power loss for a power distribution network. The complete
procedure is mentioned below in steps. m

Step 1: Define the numbers of input random variables.

E (s h )  E (s h )  
po 1
l , po .( s (l , po)) (12)
(Here, it represents the numbers of real and reactive power
demand in a given DS) where h = 1, 2 and po = 1,…,m (no of moments)
Step 2: Set the first and second moment of output random Step 10: Calculate the mean and standard deviation of the
variables to zero as shown in (4). (Here, they represent the output variables using (13) and (14) respectively.
weak bus voltage and real power loss in a given DS)
s  E (s1 ) (13)
E (s h )  0 , h = 1,2 (4)

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 further observed that the time taken by MCS method is quite
 s  ( E (s 2 )  E (s1 ))2 (14)
large, around 3 minutes for the present case (10,000 trials). It
primarily depends on the number of trials conducted.
where  S and  S are the mean and standard deviation of
output variables.
28 29 30 31 32 33 34
Step 11: Compute the CDF and PDF of the output
variables using Cornish Fisher expansion series [9].
1 2 3 4 5 6 7 8 9 10 11 12
IV. RESULTS AND ANALYSIS
Substation
The proposed method is tested on IEEE 34 bus RDS 17 18 19 20 21 22 23 24 25 26 27
network to investigate the change in the probabilistic
scenario of weak bus voltage and power loss, due to the
13 14 15 16
presence of SC in the DS. The data for the test system is
taken from [19] and the single line diagram of the 34 bus Fig.1 Single line diagram of 34 bus RDS
RDS is shown in Fig. 1. The base case load is 4636.5 kW
TABLE I. STATISTICAL REPRESENTATION OF REAL POWER
and 2873.5 KVAr and when the system is analyzed LOSSES (KW) FOR 34 BUS RDS
deterministically in absence of SC, the power loss is found to
be 221.7 kW. The system is operated with nominal bus Case 1 Case 2
voltage of 11kV and 100 MVA base. However, in the Standard Standard
Mean Mean
deviation deviation
presence of SC at node (KVAr) 6 (706), 10 (617), 20 (629)
2PEM 221.8748 4.4494 159.6258 4.3191
and 25 (642), the power loss comes down to 159.33 KW for
3PEM 221.6988 4.7336 159.4171 4.3523
the same loading case. It is to be noted that the placement of MCS 221.7601 4.7951 159.3335 4.3477
SC are determined through Voltage Stability Index analysis
[13], [15]. The discussion related to SC placement is out of
scope of this paper, hence the study focuses only to analyze 0.1
the impact of SC on variations of power losses and voltages. MCS
2 PEM
In order to incorporate the PLF approach, the uncertainty 0.08 3 PEM
in demand at each node of the test system is assumed to be
varied as much as 20%. Under this situation, the PLF is
executed for two cases; first (Case-1), without SC and 0.06
second (Case-2), with the presence of SC. Both 2PEM and
PDF

3PEM are applied to determine the probabilistic scenarios of 0.09 0.08

power losses and weak bus voltages for Case-1 and Case-2. 0.04
The statistical representation of the results in power losses 0.08 0.07
are shown in Table I. Further, both the cases are solved using 158 160 162 220 225
MCS method and the results are presented in Table I for 0.02
comparison. A brief discussion on MCS method and the
procedure followed to simulate the same is mentioned in Case 2 Case 1
Appendix. It is observed from Table 1 that the variations in 0
150 160 170 180 190 200 210 220 230
mean values obtained by the PEM fall within 0.0517% for Real power loss (kW)
Case-1 and 0.1834% for Case-2 w.r.t MCS; which confirms
Fig.2 The PDF of real power losses
the accuracies in the implementation of 2PEM and 3PEM
methods. The PDF and CDF for both the cases are computed
using Cornish-Fisher expansion series and shown in Fig. 2 1
and Fig. 3 respectively. It is observed from Fig. 2 that the MCS
PDF derived by three methods are almost neck to neck in
both cases. Therefore, the accuracy of the 2PEM and 3PEM 0.8 2 PEM
are validated again. However, critical examination further 3 PEM
reveals that PDF obtained through 3PEM is almost
overlapping with that obtained by MCS, as compared to 0.6
0.52 0.52
CDF

2PEM. Similar observations can also be made from the CDF

plot from Fig. 3. 0.5 0.5
0.4
Although, PEM methods are accurate, but the computing 0.48 0.48
time requirement for such methods may be worth 158 160 221 222
investigating. In view of this, a comparison on computational 0.2
time for calculating the power losses using PEM methods are Case 2 Case 1
calculated and compared with that obtained using MCS
method in Table II. It is to be noted that the time mentioned 0
in Table II are the average time taken by the PEM methods 150 160 170 180 190 200 210 220 230
for executing 100 random cases around their mean. It is Real power loss (kW)
observed that the time taken by 3PEM is slightly more than
Fig.3 The CDF of real power losses
that of 2PEM, which is justified on account of additional
Kurtosis calculations involved in case of the former. It is

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 TABLE II. TIME REQUIREMENT FOR SIMULATION STUDIES (IN TABLE III. STATISTICAL REPRESENTATION OF WEAK BUS
SECONDS) VOLTAGES (P.U.) FOR 34 BUS RDS

2 PEM 3 PEM MCS Bus 26 Bus 27

Case 1 Case 2 Case 1 Case 2
Case 1 11.19976 11.67029 177.97022
Mean 0.94179 0.95049 0.94176 0.9504
Case 2 11.48272 11.98857 179.56629

2PEM
Standard
0.000790 0.000771 0.000770 0.000775
deviation
In order to estimate the amount of voltage improvement
taken place due to the inclusion of SC, the probabilistic Mean 0.94184 0.95055 0.94172 0.95048
scenarios of voltages at the weak buses (bus 26 & 27) for

3PEM
Standard
both Case-1 and Case-2 are analyzed in this section. The 0.000779 0.000787 0.000797 0.000805
deviation
statistical representation of weak bus voltages are shown and
compared in Table III, while their PDF and CDF are shown Mean 0.94182 0.95051 0.94171 0.95049

MCS
in Fig. 4 - Fig. 7. It is observed from the table that the mean Standard
0.000802 0.000802 0.000806 0.000811
deviation
values of the bus voltages with 2PEM, 3PEM and MCS are
very close to each other. This confirms the accuracy of PEM
against MCS, in reporting the probabilistic scenarios of weak
bus voltages associated with the DS. It is observed that as 600
much as 0.925% (0.932%) improvement in voltage taken MCS
place for bus 26 (27). 500 2PEM
3PEM

1 400
MCS 500
PDF
2PEM
300 450
0.8 3PEM
0.52 0.95 0.9505 0.951
200
0.5 500
0.6
0.48 100
CDF

400
0.95 0.9505 0.951
0.52 Case 1 0.941 0.942 Case 2
0.4
0
0.5 0.94 0.942 0.944 0.946 0.948 0.95 0.952
0.48 Voltage in p.u.
0.2 Fig. 6 The PDF of voltages at bus 26
0.94160.9418 0.942
Case 1 Case 2 600
0 MCS
0.94 0.942 0.944 0.946 0.948 0.95 0.952
2PEM
Voltage in p.u. 500
3PEM
Fig. 4 The CDF of voltages at bus 26
400
1 500
MCS
PDF

2PEM 300 400

0.8 3PEM 0.95 0.95050.951
0.52 200
500
0.5
0.6
0.48 100 400
CDF

0.941 0.942 0.943

0.9502 0.9504 0.9506 Case 1 Case 2
0.4 0.52 0
0.94 0.942 0.944 0.946 0.948 0.95 0.952
0.5
Voltage in p.u.
0.2 0.48 Fig. 7 The PDF of voltages at bus 27
0.9416 0.9417 0.9418
Case 1 Case 2 V. CONCLUSION
0
0.94 0.942 0.944 0.946 0.948 0.95 0.952 In this work the authors analyzed the usefulness of SC in
Voltage in p.u. improving the bus voltages and power losses in distribution
Fig. 5 The CDF of voltages at bus 27 system in presence of uncertain load demand. The load
demand is modelled by using the normal density function.
Both the 2PEM & 3PEM are utilized to determine the
probabilistic variations of the output quantities such as: weak

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 bus voltage and power loss for a standard 34 bus RDS. Two
case studies have been performed under considerable amount
of load uncertainties. The simulation results indicate that in
presence of SC, the improvement in weak bus voltage can go
up by 1%, while, the reduction in power loss can be
approximately 28%, which is significant. The accuracy of the
results has been confirmed by comparing the results with
those obtained by MCS approach. However, the percentage
of improvement will vary with the topology of the DS. It is
observed that both 2PEM and 3PEM methods are capable
enough to compute the probability distributions related to
output quantities. However, the results confirm that 3PEM
based approach is more accurate as compared to 2PEM in
analyzing electrical power distribution systems. It is further
observed that the computing time in 3PEM is slightly more
than that of 2PEM on account of additional calculations
involved.
ACKNOWLEDGMENT
The Authors would like to thank the TEQIP-III, NIT
Silchar for supporting and funding this work towards
presentation.
APPENDIX
MCS is a technique used to analyze the variations in
uncertain parameters/ variables and their impact on practical
engineering solutions. Here, simulation is carried out
repeatedly to present the results numerically [3]. Due to the
high accuracy of MCS, it is used as a standard for comparing
the accuracy of other methods [6].
In this work, the vector of input random variables (here,
they are active and reactive power demand) for ith sample is
represented as xi and the corresponding outputs (here, they
are weak bus voltage and power loss) are represented as yi.
The steps followed to simulate the MCS method are shown
below:
1. Read the input vector xi, i.e active and reactive
power demands from the given probability
distributions.
2. Calculate the output vector yi for each input vector xi
by solving Backward-Forward load flow.
3. Repeat steps 1 and 2 for a sufficient number of time
to obtain a huge sample of output vector yi.
In this paper, 10,000 trials are taken for each case study
to generate the random load scenarios and deterministic load
flow were solved before declaring the results.
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