Probabilistic Balancing of Grid with Renewables
and Storage
Weixuan Gao, Student Member, IEEE
Dept. of Civil and Environmental Engineering
Stanford University
Stanford, CA 94305
gaow@stanford.edu
Abstract—This paper develops probabilistic analysis approach
to ensure generating capacity is sufficient to balance load
(electricity demand) in power grid. In the future grid, most
generation will come from variable sources, such as solar and
wind. This means the grid can be only balanced probabilistically.
Variability of renewable generation requires using storage, which
must be a part of the analysis. Further, mandated reliability of
the power systems is very high. This means the probabilistic
analysis must carefully consider the combined impact of several
random factors and model extreme events. The paper presents
probabilistic methodology addressing the mentioned issues. It is
demonstrated using actual ISO data.
Index Terms—Loss of Load, Renewables, Storage, Probabilistic
Analysis, Data-driven Modeling, Quantile Regression
I. I NTRODUCTION
This paper develops tools for probabilistic analysis of
grid reliability. The problem is evaluating generation capacity
needed to balance electricity demand. Industry use of proba-
bilistic analysis methods is well established, e.g., see [1]. Yet,
increase in variable generation from renewable sources creates
new challenges. States of California and Hawaii push for 100%
renewable energy by 2045, Massachusetts, by 2050. France,
Germany, Denmark, and other EU states have similar plans.
Existing methods for analysis of grid with dispatchable
generation are unsuitable for grid dominated by variable gener-
ation and with substantial energy storage. The generation now
has random variability. The demand, which is also a random
variable, can be balanced probabilistically, such that remaining
risk of losing the load is acceptably small. The analysis is
complicated by electricity demand, renewable generation, and
storage generation being interdependent variables.
The primary application considered herein is grid planning
on a regional level. The problem is to analyze the adequacy of
the generation (and storage) capacity to support the demand.
The same probabilistic analysis tools can be applied to utility
operational problems such as setting reserves and electricity
market trading. The tools could be also used for distribution
systems with variable generation.
A. State of the Art
The established method for evaluating grid reliability is to
assume generator outages are independent random variables
and use discrete convolution for probabilistic modeling of
978-1-5386-3596-4/18/$31.00 ©2018 IEEE
Dimitry Gorinevsky, Fellow, IEEE
Dept. of Electrical Engineering, Stanford University
and Mitek Analytics LLC
Palo Alto, CA 94306
gorin@stanford.edu, dimitry@mitekan.com
the outages, see [1], [7]. In existing practice, other random
factors are usually included into analysis through Monte Carlo
sampling and by using capacity credit for Variable Energy
Resources (VER). Monte Carlo analysis extensions for a
system with storage are considered in [11], [12].
Closer to the approach in this paper, analysis of operational
reserves in [2] convolves distributions of plant outage and
forecast errors for load, wind, and solar. These are considered
as independent random variables, which is inaccurate.
The convolution method is attractive for grid reliability
problems, but its practical use has been limited by several
issues. First, building probabilistic models might require many
years worth of data. Recent work on load forecasting shows
that usable Quantile Regression models can be produced with
less data, see [3], [9], [10]. Second, there is a need for
accurate modeling of the distribution tails, see [9], [10]. NERC
mandates 1-in-10 (one day in ten years) power reliability. This
means loss of load probability should be under 0.3%; such
small value is in the distribution tail. Third, electricity demand
is known to be correlated with wind, e.g., see [6]. It is also cor-
related with solar generation. Finally, storage charge/discharge
is correlated with VER generation and demand.
B. Contributions
This paper introduces probabilistic modeling methods for
analyzing if variable generation can balance grid load. The
contributions of this paper are as follows. First, the paper
demonstrates how the probability distribution models can
be built from historical data. Second, it shows how these
models can be used to analyze the reliability of grid with
variable generation. Storage is addressed by analyzing energy
balancing in addition to the power balancing. Third, this paper
analyzes example scenarios to illustrate the use of proposed
methods for planning trades between wind and storage.
C. Outline
The paper outline is as follows. Section II presents data-
driven modeling methods using examples based on ISO New
England data. Section III applies the developed tools to grid
power balancing. Finally, Section IV demonstrates an appli-
cation to grid scenarios with substantial storage that require
additional analysis of energy balance.
PMAPS 2018
 II. DATA -D RIVEN M ODELS
This section discusses how probablistic models for individ-
ual grid load and generation components can be built from
historical data. The models are used for grid balancing analysis
in Sections III and IV.
A. Modeling Problem
This paper considers conditional distribution models of
the form u|Z, where u is the random variable and Z is
independent variable (regressor) vector. This section discusses
estimation of such conditional distribution models from his-
torical datasets of the form
D ≡ {ui , Zi }N
i=1 (1)
For example, the model for the load (electricity demand)
is conditional on vector Z ∈ <45 that includes 12 binary
regressors indicating calendar months, 7 weekday indicators,
24 indicators for hours of the day, and 2 indicating holiday
or not. There are total of 12 × 7 × 24 × 2 = 4, 032 states
for Z. Conditional probability distribution is defined for each
state. Conditional distribution for wind uses Months and Hours
regressors; wind does not depend on Weekday and Holiday.
B. Modeling Data
This paper uses ISO New England (ISO-NE) service area
data to demonstrate the approach. These publicly available
time series data include: load [4] and wind generation [5]. We
model wind intensity as a non-dimensional variable with PDF
supported on [0, 1] interval. The wind generation in the exam-
ples is wind intensity (random variable) times wind nameplate
capacity, which depends on the scenario. The distribution of
wind intensity is estimated from historical ISO-NE data.
C. Quantile Regression
Quantile Regression (QR) model of distribution for random
variable u conditional on regressors Z has the form
P(u ≥ βZ + α) = q (2)
Parameter vector β and scalar α in QR model (2) can be
estimated by solving a Linear Program, see [10] and references
there. QR model is linear in Z and has one parameter more
than the number of regressors. For the wind example, regressor
vector Z includes Month and Hour indicators, the total of
36 = 12 + 24. This is 8 times fewer regression parameters and
better statistical averaging than doing simple binning of the
data for each month at each hour, which requires 288 = 12×24
bins. The difference is in QR assuming that month and hour
impacts add up linearly.
D. Multiple QR
Conditional distribution model can be built from data set
of the form (1) by solving a Multiple Quantile Regression
(Multiple QR) problem. This problem can be formulated using
data matrices
U = [u1 , . . . , uN ]T ∈ <N,1 (3)
Z = [Z1 , . . . , ZN ]T ∈ <N,m (4)
2
As discussed in [10], multiple QR can be formulated as
sparse convex optimization problem in Second Order Cone
Program (SOCP) form. Model parameters, scalars αi and
vectors βi , correspond to QR quantile levels qi (i = 1, . . . , m).
They can be computed as minimizers for the following SOCP
m
{αi , βi }m = arg min
X
h(U − Zβi − αi ; qi ) (5)
i=1
i=1
m
X m−1
X
+λ kβi − βi−1 k2 + µ (αj+1 − 2αj + αj−1 )2 ,
i=2 j=2
h(Y ; q) = 21 kY k1 + (q − 12 )1TN Y, (6)
where qi are on uniformly spaced grid in (0, 1) interval and 1N
is a vector column of N ones. The selection of regularization
parameters λ and µ is discussed in [10].
E. Conditional Distribution Example
Load and wind are not independent variables. Below we
discuss how such dependence can be modeled from the data.
We assume linear dependency and later validate that the model
with linear dependence fits data well.
As an example, 2016 ISO-NE wind generation data de-
scribed in Subsection II-B were used. Regressor vector Z
included 24 Hours indicators and 12 Months indicators. As
discussed in Subsection II-D, multiple QR model of wind on
a uniform grid of qi with a pitch of 0.05 was estimated by
solving SOCP problem (5) using one year worth of hourly
data.
Fig. 1. Example PDF of wind intensity for 12 noon in July
For each state Zj , the multiple QR model for wind pro-
vides conditional sampled distribution in quantile form, see
Subsection II-C. Example distribution of wind power for Z
corresponding to 12 noon in July is shown in Figure 1.
F. Linear Dependence
Consider an extension of data set (1) with additional ex-
planatory variable w
DW ≡ {ui , wi , Zi }N (7)
i=1
Data set (7) is used to model conditional distribution
u|Z = v|Z + γ(Z) · w|Z, (8)
where random variable v is independent of w and there is
linear dependence of u on w. The model assumes that the
linear dependence might be different for different Z.
 Model (8) is estimated from data (7). The formulation uses
matrices (3)–(4) and additional matrix
V = [w1 Z1 , . . . , wN ZN ]T ∈ <N,m (9)
Multiple QR model for (8) can be estimated by solving the
following extension of SOCP (5)
m
X
{{αi , βi }m
i=1 , γ} = arg min h(U − Zβi − αi − V γ; qi )
i=1
Fig. 3. System load and model quantiles for summer peak week
m
X m−1
X
2 2
+λ kβi − βi−1 k + µ kαj+1 − 2αj + αj−1 k
i=2 j=2
Value Theory (EVT), see [8]. Power system data often follow
+ ν · kDγk2 , subject to Cγ = 0 (10) Exponential or Generalized Pareto distributions predicted by
Formulation (10) was used to estimate QR model for load EVT. By looking at Peaks Over Threshold (POT) data
dependence on wind. Linear conditional dependence of load
eR,k = yjk − Zjk βm − αm , (11)
on wind of the form (8) is assumed, where u is the load and
w is the wind intensity. Components of Z can be viewed as where indexes jk are such that eR,k > 0. EVT Pareto tail
independent predictors of u and v as prediction residual. The model q = α(Q) is fitted to the POT data eR,k , see [8], [9].
45-indicator vector Z is described in Subsection II-A. The sampling the tail model α(Q) yields an extension of the
Wind influences demand depending on the temperature. multiple QR model to the tail beyond quantile level qm . For
This is modeled by assuming wind influence factor γ depends the tail, QR parameters β are assumed to be the same as βm .
on the calendar month. Components of γ corresponding to Similar to (11), the left tail is modeled based on POT data
consecutive months are assumed to be close. To program this
into (10), matrix C ∈ <33,45 is a selector for components eL,k = yjk − Zjk β1 − α1 , (12)
of γ corresponding to indicators of Hours, Weekdays, and
Holidays, which leaves out Months. Matrix D ∈ <12,45 in (10) where indexes jk are such that eL,k < 0.
provides circulant differences of γ components correspond-
ing to Month indicators. Regularization parameter ν controls G. Model Fit
smoothness of the estimated γ profile across calendar months.
Results for 2016 ISO-NE data described in Subsection II-B
are presented next. Problem (10) was solved for u = L, load,
and w = W , wind intensity. Dataset (7) included samples for
u, w, and Z taken at every hour of the year. Figure 2 shows
wind impact coefficients γ depending on calendar month.
Figure 3 shows load and model quantiles. At each point t,
wind intensity w(t) and time-dependent regressors Z(t) are
used to obtain load quantiles Qi = βi Z(t)+αi +γ(Z(t))·w(t).
Quantiles Qi that correspond to quantile levels qi in the plot Fig. 4. QQ and PP plots for the load
legend are plotted along with the actual load.
QQ and PP plots in Figure 4 allow to visualize and evaluate
the fitness of model. They show the difference between the
data set and the distribution. Model fit is shown for the load
data in Scenario 0, see Table I in Subsection IV-A. The central
panel shows PP plot of quantile level q in the QR model vs
empirical quantile level in (12). The left and right panels show
QQ plots of the QR model quantile Q vs empirical quantile
for the left and right tail respectively. The three plots show
that the QR and tail model fit the real data very well. Only
several points in left tail stray away from the diagonal line.
Fig. 2. Wind impact coefficients vs calendar month
III. G RID P OWER BALANCE
Multiple QR model obtained from (10) covers quantile
levels q1 = 0.025 to qm = 0.975 with pitch 0.05. For a This section uses probabilistic models built in Section II to
year worth of hourly data, there are about 200 points with analyze grid balancing. The problem is to evaluate the risk of
q ≥ 0.975. For modeling of distribution tails, when q  1 depleting the reserve margin and losing the load. It assumed
or 1 − q  1, consistent approach is suggested by Extreme the storage is absent. The storage is included in Section IV.

3
A. Example System
As an example, this section considers power balancing for
the ISO-NE service area. It is based on actual ISO-NE data for
2016 with nuclear capacity replaced by wind generation and
increased fixed transfer capacity, see Scenario 0 in Table I.
Load and wind data used for modeling are described in
Section II-B. The model of wind intensity distribution is the
same as described in Section II-E. The model is scaled by the
assumed nameplate capacity of wind generation. Multiple QR
load model is the same as illustrated in Figure 3.
B. Outages
Probability distribution of generation capacity outage can be
modeled following [1]. Capacity and outage data for ISO-NE
service area are reported into NERCs GADS database. The
total C0 = 36.4GW of dispatchable capacity is provided by
306 thermal generating units. Equivalent Forced Outage Rate
- demand (EFORd) data give outage probabilities.
Fig. 5. Outage probability distribution
The GADS data provide unit capacity levels h and outage
probabilities q for each generating unit. They allow to model
unit outage using sampled Bernoulli distribution
pu [k = 0] = q, pu [k = dh/∆he] = 1 − q, (13)
where sampling step ∆h = 1MW. Outage PMF is a con-
volution of the sampled Bernoulli distributions for individual
outages, see [1]. Figure 5 shows the PMF for the ISO-NE data.
C. Reserve Margin
Reserve margin R is a random variable computed as
R = F + C − O − L + W + S, (14)
where the r.h.s. terms are as follows:
F is the fixed transfer capacity of 5GW,
C is the dispatchable generation capacity of 36.4GW,
O is the random variable giving total power capacity of the
outage units with PMF shown in Figure 5,
L is the load with conditional distribution model described
in Subsection II-F,
W is wind nameplate capacity W0 = 13.94GW times wind
intensity, which is modeled as described in Section II-E,
S is used to model discharge power of energy storage in
Section IV and assumed zero in this section.
Distribution of R in (14) can be modeled as conditional on
45-indicator regressor vector Z described in Subsection II-B.
4
In (14), F , C, and S are constants. Random variable O is
independent of L and W . Load L is linearly conditionally
dependent on Wind W , see (8). The probability distribution
of reserve margin is computed next
D. Reserve Margin Distribution
Computing reserve margin requires computing distribution
for L − W + O. It is then combined with a constant.
Sampled distribution for outage O is described in Sec-
tion III-B. Distributions for load L and wind W are estimated
in Section III as QR models conditional on indicator regressors
Z from Section II-A. To combine the distributions, these
QR models are converted into uniformly sampled Probability
Mass Function (PMF) models for each regressor state Zj . The
sampling step ∆h is the same as used for O in Section III-B.
The sampled PMF was obtained from the QR model for
given Zj by solving regularized resampling problem
minimizeF kY − F k2 + ρkD3 F k2 , (15)
where Y = col{yk }K k=1 is the computed quantile data vector
providing sampled CDF. The vector of smoothed CDF values
F is obtained from QR model by resampling to the step ∆h.
The PMF is obtained as DY . In (15), D is the first difference
matrix and ρ is a regularization parameter.
Using model (8) where u is the load and w is the wind, the
difference of these two dependent variables can be represented
as a sum of two independent variables,
u|Z − w|Z = v|Z + (γ(Z) − 1) · w|Z. (16)
Since the PMFs for L and W are sampled with the same
step conditional distribution PMFs for (L − W )|Z is
p(L−W )|Z [ · ] = p(γ(Z)−1)L|Z [ · ] ∗ pV |Z [ · ], (17)
where V is the part of the load L independent of W and *
describes discrete convolution. Outage O is added as indepen-
dent random variable. This is reflected in the conditional PMF
of L − W + O|Z through discrete convolution
p(L−W +O)|Z [ · ] = p(γ(Z)−1)L|Z [ · ] ∗ pV |Z [ · ] ∗ pO [ · ] (18)
Described calculations consider distributions for outage O
and wind W conditional on Z, see Subsection II-A. For two
conditional PMFs, the convolution is computed for each of the
4,032 discrete states of Z. For O, the PMF is the same for
any Z. For W , the PMF is the same no matter what Holiday
and Weekday indicators are.
The obtained sampled conditional probability distribution
of reserve margin R (14) is illustrated in Figure 6 for Z
corresponding to 12pm, Wednesday, July, Workday.
E. LOLH Reliability Analysis
Negative reserve margin R (14) means that the grid cannot
be balanced; there is not enough generating capacity. There
are several ways of quantifying NERC 1-in-10 requirement for
capacity adequacy. This paper considers Loss of Load Hours
(LOLH), the expected number of hours for the loss of load
per year, and requires that LOLH ≤ 2.4.
 B. Grid Planning
Power balancing problem for each scenario can be formu-
lated as discussed in Section III. This section adds a constant
storage generation capacity to the formulation of Section III.
The assumption that storage generation is always available
holds if the stored energy is never fully depleted. The added
analysis of this section checks if the stored energy is depleted
at any period of time. It is assumed that for 12 hours of the
Fig. 6. PDF of reserve margin R for 12pm, Wednesday, July, Workday daily cycle, there is opportunity to recharge the storage to full
capacity. This is a realistic assumption. It is then sufficient
to check that the stored energy capacity is not depleted for
all periods of consecutive 1, 2, . . . , 12 hours. This is done by
computing energy margin.
C. Energy Margin
Energy margin Rn for a period of consecutive n hours is
the sum of power reserve margins R (14) through these hours
times one hour. It can be computed as convolution with a
rectangular window,
Fig. 7. Loss of Load Probability, LOLPj , in the peak week
Rn = rn ∗ R, rn = [1, 1, ..., 1] (21)
Applying the convolution to each r.h.s. term in (14) yields
Conditional distribution of reserve margin R|Z illustrated in
Figure 6 allows computing Loss of Load Probability (LOLP). Rn = Fn + Cn − On − Ln + Wn + Sn , (22)
X
LOLPj = P(R ≤ 0 | Zj ) = pRj [k]. (19) where the r.h.s. terms are as follows
Rj ≤0 Fn is the fixed transfer capacity for energy, Fn = n · F ,
Figure 7 shows LOLPj for the peak week. Computing LOLH Cn is the dispatchable energy capacity, Cn = n · C,
in accordance with (19) yields On is the energy outage; assuming outages for each hour are
independent, the PMF of On is n-fold convolution of
N
X outage PMF in Figure 5,
LOLH = 365 × 24 × LOLP(Zj ) · P(Zj ) (20) Ln is energy demand; its conditional distribution estimated
i=1
as described in Section II from historical data rn ∗ L,
States Zj with Holiday indicated have probability P(Zj ) = Wn is wind generation energy, with distribution estimated as
pH /2016; the rest, P(Zj ) = (1 − pH )/2016, where pH = described in Section II from historical data rn ∗ W ,
9/365 is the holiday probability. Sn is the energy injected by the storage; assuming there was
no charging, Sn ≤ min(SC , SC · n/nS ). Energy balance
IV. G RID E NERGY BALANCE WITH S TORAGE
risk analysis assumes that Sn = min(SC , SC · n/nS ).
This section provides an extension of Section III analysis
For a given window width n in (21), conditional distribution
with energy storage included.
Rn |Z is calculated following the methodology of Subsec-
A. Example Scenarios tion III-C by combining distributions in the r.h.s. of (22).
Consider three scenarios based on ISO-NE data with scal- For conditional distribution of energy margin Rn |Z, risk
ings and modifications described below and in Table I. Sce- P(Rn ≤ 0) and associated LOLHn can be calculated as
nario 0 with no energy storage was considered in Section III. described in Subsection III-E. Figure 8 shows computed risk of
Scenario 1 has some storage and more wind generation, in energy balancing LOLHn vs n for Scenarios 1 and 2 in Table I.
Scenario 2 there is more storage. Scenarios 1 and 2 assume Energy balance risk LOLHn for n ≥ 2 is much smaller than
storage capacities SC = 2.5GW and SC = 3.5GW, respec- LOLH1 . The LOLH for power balancing is exactly the same as
tively, that support nS = 4 hours of peak generation. LOLH1 , see (21). This means power balancing risk dominates
energy balancing risk in Scenario 1 and 2. In Scenario 0, there
Variable Scenario 0 Scenario 1 Scenario 2 is no storage and, thus, no energy balancing risk is added.
Dispatchable Capacity 34.4GW 34.4GW 34.4GW
Wind Nameplate Capacity 8.7GW 17.4GW 3.49GW D. Planning Results
Energy Storage (4-hour) - 2.5GW 3.5GW
Fixed Transfer 5GW 2GW 2GW Scenarios in Table I were analyzed as discussed above.
Load 37.8GW 37.8GW 37.8GW The power balancing risk was computed using formulation
TABLE I in Section III. The energy balancing risk is described in
G RID P LANNING S CENARIOS
Section IV-C. The result is that all scenarios in Table I have
close LOLH of about 2 hours and can be directly compared.

5

Fig. 8. Energy LOLHn for Scenarios 1 and 2 vs. window width n.
By comparing Scenarios 0 and 1, one can see that for the
same LOLH, extra 8.7GW of wind nameplate capacity along
with 2.5GW of storage generation are needed to replace 3GW
of fixed capacity. Scenarios 1 and 2 show that an extra 1GW
of storage can replace 13.9GW of wind nameplate capacity.
E. Planning Validation
The proposed methodology builds probabilistic models us-
ing past historical data. The models are then used to predict
the ability to balance the grid in the future years. How well
do these models predict the future? This subsection trys to
answer this question. It uses the models of Sections II and III
trained on 2016 ISO-NE data and evaluates their prediction
using ISO-NE service area data for 2017.
Wind and Load in the 2017 data were scaled in accordance
with the scenarios in Table I. System load in 2017 was
assumed to exceed the 2016 load by 2%. Constant generation
outage was assumed; it was set at 1-in-10 level using model of
Section III-B. Scenarios 1 and 2 include storage, which was
assumed charging 12-6am and fully discharging 15-19pm.
Figure 9 shows peak week reserve margins for component
data combined according to the three scenarios in Table I .
Figure 10 shows 7-hour energy margin in the same week.
Fig. 9. Reserve margin in peak week
Fig. 10. Energy margin for 7-Hour Window
Reserve margins in Figure 9 have 0, 1, and 8 hours total
outage (negative) hours during the year for Scenarios 0, 1, and
2, respectively. The sampled results for Scenarios 0 and 1 are
consistent with the predicted probability distribution.
Longer outage for Scenario 2 is caused by a discrepancy
between the plotted composite data and the probabilistic
model. The plot assumes fixed generator outage at 1-in-10
level. The probability of such outage happening for 7 hours
continuously is extremely low. This is confirmed by more
accurate analysis of 7-hour energy reserve margin. The results
in Figure 10 assume 1-in-10 level for the sum of 7 independent
one-hour outages. The energy margin computed that way does
not get close to the outage level for any of the three scenarios.
V. C ONCLUSION
The proposed approach enables probabilistic analysis of
reserve margin and energy margin in grid planning. Com-
ponent probability distributions are estimated from historical
data. They are then combined to get the balance distribution
for finding LOLP. The modeling makes several assumptions,
which are validated in detail for the example data in the paper.
First, one-year data for electricity demand and wind allow
building reasonable models. Second, the demand and wind can
be modeled as linearly dependent. Third, the storage capacity
can be analyzed through energy margin. Fourth, probabilistic
models based on data for one year give a reasonable prediction
for the risk of losing load in the next year.
Future research needs to evaluate the impact of year-to-year
variability in the peak demand on the results. This variability
is related to extreme weather trends in the changing climate.
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