Electrical Power and Energy Systems 117 (2020) 105618

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Electrical Power and Energy Systems

journal homepage: www.elsevier.com/locate/ijepes

Probabilistic load flow using improved three point estimate method T

a,b a,⁎ a a
Yulong Che , Xiaoru Wang , Xiaoqin Lv , Yi Hu
a
School of Electrical Engineering, Southwest Jiaotong University, Chengdu, Sichuan 610031, People’s Republic of China
b
School of Automation and Electrical Engineering, Lanzhou Jiaotong University, Lanzhou, Gansu 730070, People’s Republic of China

A R T I C LE I N FO A B S T R A C T

Keywords: An improved three point-estimate method (I3PEM) scheme is proposed to estimate the probability moments of
Probabilistic load flow probabilistic power flow (PLF) in this paper. I3PEM is obtained by the existing three point-estimate method
Point-estimate method (3PEM), two point-estimate method (2PEM) and Chebyshev inequality. With only first three order moments
Monte Carlo simulation (mean, standard deviation and skewness) of input random variables, the additional calculations in I3PEM are
Decorrelation
performed by a newly added pair of estimate points to improve the accuracy of estimated moments for output
Non-normal
random variables. It is avoided the calculation of higher order center moments and the non-real number solu-
tions that may occur with normalized center distances. The case studies of IEEE 14-bus and 118-bus system are
employed to verify the performance of I3PEM in the presence of Normal distribution inputs, correlated inputs
and non-normal inputs. Under the different coefficient of variation (CV) conditions, the results of MCS are used
as benchmark. The accuracy of results obtained by I3PEM have been validated by comparing with those obtained
from the basic 3PEM and 2PEM. Further, the advantages and applicability of I3PEM are compared.

1. Introduction computationally flexible and suitable for complex stochastic models.

With the development of renewable energy power generation and
electric vehicles, the uncertainty factors in the power system have
greatly increased, and the calculation of deterministic load flow cannot
fully reflect the uncertainty operation of the grid [1,2]. The probabil-
istic load flow (PLF) firstly proposed by Borkowska in 1974 has become
one of effective means to analyze the stochastic characteristics of grid
[3]. The essence of PLF is to solve high-dimensional nonlinear equa-
tions with random variables, whose purpose is to obtain the change
information of bus voltage and line current. The PLF calculation can
obtain more abundant statistical information, such as expectation,
standard deviation, distribution interval, the most likely numerical
value, etc. [4], compared with the traditional deterministic load flow.
Currently, PLFs have been successfully applied in areas such as re-
newable energy generation [5], stochastic programming [6] and risk
assessment [7] of grid. Therefore, further research and development of
PLF calculation methods are of great significance for the application of
PLF.
The commonly used methods of PLF calculation are mainly divided
into three categories [8,9]: Monte Carlo simulation (MCS) method,
analytical method and approximation method. MCS [10] transforms the
probability problem into a series of deterministic computational pro-
blems by sampling the random variables. The MCS method is
And the MCS method is often used as a benchmark for evaluating the
pros and cons of other probabilistic analysis methods because it is the
most accurate algorithm [11]. However, the MCS method are time
consuming and computationally inefficient as large amount of random
sampling and iterative calculations are required to achieve satisfactory
calculation results. In order to improve the computational efficiency of
MCS, there are mainly two improved aspects: sampling strategy more
suitable for PLF calculation [11,12] and effective robust correlation
control technology [13,14].
Analytical methods include convolution method [15], Fourier
transform method [16] and cumulant method [17]. Convolution op-
eration and correlation transformation in convolution methods are re-
latively complex and computationally intensive. The commonly used
cumulant method is to linearize the nonlinear equation of load flow at
the reference operating point to obtain a linear model of the output and
input random variable. The cumulant of output variables are obtained
from linear model and the cumulant of input variables. And then the
probability distribution functions (PDF) of the output variable are ob-
tained by combining the appropriate series expansion method [18]. The
advantage of the cumulant method is that the amount of calculation is
small since only one times deterministic power flow calculation is
performed. The calculation error of the cumulant method is in-
dependent of the grid size, while it is related to the fluctuation range of

⁎
Corresponding author.
E-mail address: xrwang@home.swjtu.edu.cn (X. Wang).

https://doi.org/10.1016/j.ijepes.2019.105618
Received 22 April 2019; Received in revised form 23 August 2019; Accepted 7 October 2019
Available online 01 November 2019
0142-0615/ © 2019 Elsevier Ltd. All rights reserved.
Y. Che, et al.
the input variables. Linearization in cumulant method inevitably in-
troduces errors. When the input variable fluctuates greatly, the error
will be large. The main limitation of cumulant method is that the cor-
relation between random variables cannot be handled well. Therefore,
variable correlation processing in analytical methods is a hot topic
[19,20].
Approximation methods approximate the statistical features of state
variables in system by using that of the input random variables. These
methods avoid large-scale repeated sampling, so the calculation speed
is faster. It is also took more attention because it can better take into
account the correlation between input variables. Point estimate
methods (PEMs) [21], unscented transformation method (UTM) [22]
and Taguchi method [23,24] are the currently common approximation
methods [25]. The advantage of UTM is that the correlated random
variables can be processed directly. And like PEMs, there is no need to
know the probability distribution of the input random variables.
However, there is no better algorithm to determine the optimal or
better parameter δ for the UTM. The amount of calculation of UTM is
equivalent to the Km + 1 scheme of PEMs, but it is difficult to extend to
the case of K = 4, 6, …. The Taguchi method was used in Ref. [23]
without considering that the input random variables might be corre-
lated. Ref. [24] extended the Taguchi method to unbalanced electrical
distribution systems with correlated inputs, while it didn’t account how
to obtain the PDF or CDF of output random variables.
As with the MCS method, the most popular PEMs use the determi-
nistic calculation to solve the probability problem. Only some statistical
moment information of the probability function are used in PEMs, such
as mean, variance, skewness and kurtosis. The advantage of PEMs
compared to the MCS method is that it requires less data, then it has less
computational burden and time consuming. Moreover, improved PEMs
can better handle the correlation of input random variables. However,
the high-order moment error of the output random variable by PEMs is
larger, and the probability distributions can be not until obtained with
the help of suitable approximation/expansion method [26,27]. Ref.
[21] pointed out that the use of fewer estimate points m sometimes
leads to inaccuracies in estimates of mean and standard deviation. In
theory, the increased number of estimate points m can improve the
accuracy of PEMs. However, as the value of m increases by one, the
higher-order moment of the input random variable is required. The
normalized center moment calculated from the fourth order or more
center moment does not have much physical meaning in practice.
Meanwhile, it will bring the following problems [28,29]:
(1) It is difficult to obtain high-order statistics for complex probability
distribution functions;
(2) When m > 3, the analytical solutions of the standard locations and
weights for input random variable cannot be obtained;
(3) The used higher order moment may probably cause the non-real or
negative value of the locations, as well as that of the corresponding
weights.
Two point-estimate method (2PEM) with m = 2 and three point-
estimate method (3PEM) with m = 3 are generally selected in practical
problems [21,30,31]. 2PEM and 3PEM are also called 2m and 2m + 1
concentration scheme, respectively. 2PEM only uses the first three-
order moments information of input random variable and requires the
deterministic calculations of 2m times [30]. 3PEM utilizes the first four-
order moments information of input random variable, and the total
number of calculations is only 2m + 1 times. This is because only one
calculation is equivalent to the effect of m calculations when the esti-
mate points of all random variables take the mean value [31,32].
To address the above issues, an improved three point-estimate
method (I3PEM) scheme is proposed for PLF calculation to obtain
higher accuracy in this paper. Only considering the first four-order
moment information of input random variables, the newly added pair
of estimate points are used to obtain the higher accuracy by additional
2
Electrical Power and Energy Systems 117 (2020) 105618
calculations. Under the different coefficient of variation (CV) condi-
tions, the results of MCS are used as benchmark. The case studies of
IEEE 14-bus and 118-bus system are employed to verify the perfor-
mance of I3PEM in the presence of different type of random variables
with Normal or Non-normal (bi-modal) distributed, correlated or not.
The accuracy of results obtained by I3PEM have been validated by
comparing with those obtained from the basic 3PEM and 2PEM.
The remainder of this paper is organized as follows. The most basic
PEMs such as 2PEM and 3PEM are presented in Section 2, as well as the
I3PEM scheme are proposed. Section 3 presents the procedure of PEMs
and MCS for the PLF with correlated inputs variables. Case studies and
discussion, based on the IEEE 14-bus and 118-bus test systems in the
presence of different type of random variables considering Normal or
Non-normal distributed, correlated or not, respectively, are presented
in Section 4. Finally, Section 5 is the conclusion part.
2. Point estimate methods
Let Z = H (X) = h (X1 , X2 , …, Xn ) denotes a nonlinear function be-
tween the input random variable X and the output random variable Z ,
where X represents the set of random variables Xk, k = 1, 2, …, n . The
core idea of PEMs is to obtain the moments of the output random
variable Z according to the probability distribution of the input random
variable X [33]. According to the statistical moment of X , m × n times
calculations are performed at m points to obtain the moments of Z.
Let the location xk, i (k = 1, 2,…, n, i = 1, 2,…, m) of m estimate
points be extracted from the input random variables Xk. And wk, i is the
weight (or concentrations) corresponding to each estimate point lo-
cated at(μ1 , μ 2 , …, xk, i , …, μn ) . The location xk, i is the ith value in the
input random variable Xk of the function H to be estimated, which can
be represented by the mean and standard deviation of the input data,
where
xk, i = μk + ξk, i σk (1)
where ξk, i is the standard location. μk and σk are the mean and standard
deviation of the input random variable Xk.
The weight wk, i is a weighting factor that takes into account the
relative importance of this estimate point in the output random variable
[31]. Since the sum of wk, i is one, we have
n m
∑ ∑ wk , i = 1
k=1 i=1 (2)
The standard location ξk, i and weight wk, i can be obtained by solving
the following equations [23]
m
⎧ ∑ wk, i = 1/ n, k = 1, 2, …, n
⎪ i=1
⎨m j
⎪ ∑ wk, i (ξk, i ) = λk, j , j = 1, …, 2m − 1
⎩i=1 (3)
where λk, j is the ratio of the jth order central moments Mj (xk ) to the jth
power of standard deviation (σk ) j , that is
⎧
Mj (xk )
λk , j =
(σ k ) j
⎨ M (x ) = ∫+∞ (x − μ ) jf (x )dx
⎩ j k −∞ k k (4)
From the above (4), λk,1 = 0 , λk,2 = 1. λk,3 and λk,4 are the skewness
and kurtosis of random variables xk , respectively. The skewness and
kurtosis of the random variable are 0 and 3 for the normal probability
distribution, respectively.
Once the standard location ξk, i and the weight wk, i of each estimate
point location are calculated, the function Z = H (X) can be estimated
at the points (μ1 , μ 2 , …, xk, i , …, μn ) . And then the estimated values of the
moments of the output random variable Z can be obtained
Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

n m
accurate when the more values of points m in theory. But for every
E (Z l ) ≈ ∑ ∑ wk,i·[H (μ1, μ2, …, xk,i, …, μn )]l increment of points m, it means a higher order moment need to be
k=1 i=1 (5)
calculated. In case of five point-estimate method (or 4m + 1 con-
where l = 1, 2, 3 …. when l = 1, E (Z ) is the mean of Z. When l = 2 , the centration scheme), for example, until the eighth order central moment
standard deviation of Z is of the input random variables are necessary to known, so a greater
computational burden is needed [32]. At the same time, the calculated
σZ = E (Z 2) − E (Z )2 (6)
λk, j of the higher order center moment above the fourth order does not
With the above calculated moments as in (5), the PDF and CDF of have much physical meaning in practice. Moreover, the calculated ξk, i
output random variable Z are computed using the approximation/ex- and wk, i probably are non-real solutions [28,29].
pansion methods, such as Gram-Charlier expansion and Cornish-Fisher The I3PEM scheme is proposed in this paper based on the existing
expansion. 3PEM. Only a new pair of estimate points are added for additional
calculations to improve the calculation accuracy of 3PEM, while it is no
2.1. Two point-estimate method (2PEM) need to calculate the higher order moments above the fourth order of
the input random variables. There are two improved thinking. One is
When m = 2, that is, only two locations are extracted for each input that the newly added estimation points only consider the first two order
random variable. This PEM is called two point-estimate method, 2PEM. moments (mean and variance), and the other is that the newly added
Since 2n estimate points are used for calculation, it is also called 2n- estimation points consider the first three order moments (mean, var-
concentration scheme. By combing (2) and (3), the standard location iance and skewness). Their implementation and differences are in-
ξk, i ( k = 1, 2, …, n, i = 1, 2) and the corresponding weight wk, i of each troduced as follows.
location xk, i can be obtained. Firstly, the one implementation process of I3PEM is that a new pair
of estimate points with uniform probability are added for additional
λk,3 λk2,3 calculations based on the original 3PEM in Section 2.1. By (2), let the
ξk, i = + (−1)3 − i n + , i = 1, 2
2 4 (7) weight corresponding to this pair of each estimate point take the value
be wk′, i = 1/2n . According to the definition of the location in (1), and
i (−1)iξk,3 − i
1 (−1) ξk,3 − i 1 combining with Chebyshev's inequality, it is known that the location
wk , i = = , i = 1, 2
n ξk,1 − ξk,2 n 2 n + (λk,3/2)2 (8) xk, i is less likely to appear outside the several times standard deviation
of the mean μk [34]. Therefore, only the first two order moments of this
The significant advantage of 2PEM is that it is simple and less newly added pair of estimate points are considered, that is the mean
computationally. However, the standard locations ξk,1 and ξk,2 depend and standard deviation, while the moments of the third order and above
on the number n of input random variables from (7). The locations xk,1 are ignored. The values of standard locations ξk,1 ′ and ξk,2
′ for this new
and xk,2 are farther from the mean by the ratio n when n increases. pair of estimate points are taken as follows:
Then the location xk, i , (i = 1, 2) may fall outside of its domain.
ξk′,1 = −ξk′,2 = n (11)
2.2. Three point-estimate method (3PEM) ′ and ξk,2
′ of this pair of
It can be seen that the standard locations ξk,1
newly added estimate point are variants of the standard location ξk, i of
When m = 3 and the standard location ξk,3 = 0 , this PEM is called
2PEM in (7). Then, the additional pair of locations is
three point-estimate method, 3PEM. ξk,3 = 0 means xk,3 = μk that can
be seen from (1), thus n of 3n locations are the same point xk′, i = μk + (−1) k n σk ·k = 1, 2, …, n, i = 1, 2 (12)
(μ1 , μ 2 , …, μk , …, μn ) . Therefore, by updating the corresponding weight
n Thus, the estimated values of the moments for the output random
of this location xk,3 = μk to w0 = ∑k = 1 wk,3 , the calculation effect of only
the one time at this location is equivalent to that of the same n times. variable Z in (5) becomes
The number of calculations of 3PEM is only once more than 2PEM, so it n 2
1⎧
is also called 2n + 1-concentration scheme. The analytical expression E (Z l ) ≈ ∑ ∑ wk,i [H (μ1, μ2, …, xk,i, …, μn )]l + w0 [H (Xμ)]l
2 ⎨ k=1 i=1
for the standard location ξk, i, ( k = 1, 2, …, n, i = 1, 2, 3) and the cor- ⎩
n 2
responding weight wk, i of each location xk, i are: 1
+ ∑ ∑ [H (μ1, μ2, …, x ′k,i, …, μn )]l ⎫
2n ⎬ (13)
⎧ξ λk ,3 3λk2,3 k=1 i=1 ⎭
k, i = 2
+ (−1)3 − i λk,4 − 4
, i = 1, 2
⎨ It is shown by (13) that the final expected values of the output
ξk,3 = 0 (9)
⎩ random variables are the arithmetic mean after linear superposition of
all function values.
(−1) 3−i
⎧ wk , i = , i = 1, 2 Secondly, the other implementation process of I3PEM is that also
⎪ (ξk , i (ξk ,1 − ξk ,2))
n n based on the original 3PEM. However, a new pair of estimate points
⎨w = ∑ w = 1 − ∑ 1
without uniform probability are added for additional calculations.
0 k ,3
⎪ λk ,4 − λk2,3
(10)
⎩ k=1 k=1
Unlike the first implementation process of I3PEM, the weight
The standard locations ξk, i of 3PEM depend only on the skewness wk′, i, (i = 1, 2) and the standard location ξk′, i of the newly added pair of
λk,3 and kurtosis λk,4 as in (9), while they have nothing to do with the locations xk′, i = μk + ξk′, i σk consider the influence of the skewness. And
number n of input random variables. Although the number of calcula- the weight wk′, i and standard location ξk′, i directly take the values of (7)
tions of 3PEM is only once more than 2PEM, 3PEM is more accurate and (8) of 2PEM, respectively. Thus, (5) becomes
than 2PEM because it considers the kurtosis λk,4 of the input random n 2
1⎧
variables. It can also be seen from (9) that when λk,4 − 3λk2,3/4 < 0 , E (Z l ) ≈ ∑ ∑ wk,i [H (μ1, μ2, …, xk,i, …, μn )]l + w0 [H (Xμ )]l
2 ⎨ k=1 i=1
3PEM will obtain the non-real number solution of the standard loca- ⎩
n 2
tions ξk, i .
+ ∑ ∑ w′k,i [H (μ1, μ2, …, x ′k,i, …, μn )]l ⎫
⎬ (14)
k=1 i=1 ⎭
2.3. Improved three point-estimate method (I3PEM)
Obviously, (14) is better than (13) because the newly added esti-
The estimate value of output random variable Z can be more mate points as in (14) consider more information of input random

3
Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

variables, such as the skewness. Compared with the corresponding converts the set of input correlated random variables into an un-
standard location and weight of each location as in (13), it is not uni- correlated set of random variables. Once the uncorrelated variables are
form probability for the corresponding standard location ξk′, i and weight obtained, the PEMs can be applied.
wk′, i of each estimate point xk′, i = μk + ξk′, i σk as in (14). ξk′, i and wk′, i as in Let a vector of n correlated random variables x = (x1, x2, …, x n )T with
(14) take the value as in (7) and (8), respectively, and they both con- a mean vector μ x = (μ1 , μ 2 , …, μn )T , and a correlation matrix as
sider the role of the skewness of input random variables. I3PEM can be
seen as a combination of 2PEM and 3PEM. The computational com- ⎡ 1 ρ12 ⋯ ρ1n ⎤
⎢ρ 1 ⋯ ρ2n ⎥
plexity of the I3PEM is the same as that of the 4m + 1 concentration Px = ⎢ 21
⋮ ⋮ ⋱ ⋮ ⎥
scheme. However, the 4m + 1 scheme which needs to calculate to the ⎢ ⎥
⎣ ρn1 ρn2 ⋯ 1 ⎦ (18)
seventh-order moment and there is not analytical formula to compute
the concentration values [31]. Because I3PEM avoids the calculation of where T denotes the transpose of a matrix, ρij is the correlation between
higher order moments greater than fourth order moment and the pos- ith and jth random variable.
sible non-real number solutions of λk′, j , I3PEM is more effective than the Then the variance-covariance matrix can be obtained form the
4m + 1 scheme. correlation matrix and known standard deviations.
2
3. Probabilistic load flow ⎡ σx 1 ρ12 σx1 σx2 ⋯ ρ1n σx1 σxn ⎤
⎢ρ σ σ σx22 ⋯ ρ2n σx2 σxn ⎥
C x = ⎢ 21 x2 x1 ⎥
3.1. PEM for the PLF with correlated input variables ⎢ ⋮ ⋮ ⋱ ⋮ ⎥
⎢ ⎥
ρn1 σxn σx1 ρn2 σxn σx2 ⋯ σx2n (19)
The main idea of PLF calculation for power system using PEM is to ⎣ ⎦
select m points for each input random variable according to the prob- where σx1, σx2, ⋯, σxn are the standard deviations of the random vari-
ability distribution characteristics. And then the deterministic load flow ables x1, x2 , …, x n respectively.
calculations combing with the selected points and mean of other input The procedure using PEMs to solve the PLF with correlated input
random variables are performed. The deterministic load flow equation random variables is as follows [36,37]:
of the power system is
n 1. Carry out the Cholesky decomposition of C x as C x = LLT , and let
⎧ Pi = Ui ∑ Uj (Gij cos δij + Bij sin δij ), i = 1, 2, …, n B=L−1 .
⎪ j=1 2. Transform the first four central moments of the correlated input
n
⎨ random variables x to the new space as
⎪Qi = Ui ∑ Uj (Gij sin δij − Bij cos δij ), i = 1, 2, …, n
⎩ j=1 (15) μq = L−1μ x
where Pi and Qi are the injected active and reactive power of bus i re- Cq = L−1C x (L−1)T = I
spectively; Ui and δi are the voltage amplitude and phase angle of bus i n
−1 3
respectively; δij = δi − δj ; Gij and Bij are the real and imaginary parts of λ qk,3 = ∑ (Lkr ) λ xr ,3 σx3r
r=1
the bus admittance matrix respectively; n is the number of system n
−1 4
nodes. λ qk,4 = ∑ (Lkr ) λ xr ,4 σx4r
(20)
Therefore, the output variable Z, such as the bus voltage and the r=1

branch transmission power to be solved, can be expressed as a non-

linear function of power (including active power P and reactive power
Q), which can be expressed as Z = H (P, Q) .When the PEMs are used to
calculate the PLF, one deterministic load flow calculation is performed
at each point (μ1 , μ 2 , ...,xk, i , ...,μn ) . Therefore, the solution of load flow
equation is
Z (k , i) = H (μ1 , μ 2 , ...,xk, i , ...,μn ) (16)
where Z (k , i) is the output random variable associated with the loca-
tion of i-th point of the random variable xk ; H is the nonlinear re-
lationship between the input and output random variables in the load
flow equation. The total calculation number of deterministic power
flow depends on the number of estimate points of PEM.
Combined with the 2PEM, 3PEM and the proposed I3PEM in Section
2, the solutions of the PLF calculation for the power system can be
obtained, as follows.
3. Compute the standard location ξk, i and the corresponding weight wk, i
as explained in Section 2.
4. From the 2PEM, 3PEM and I3PEM vectors in the newly transformed
space q , the transformed points are constructed in the form
(μq1 , μq2 , …, qk, i , …, μqn ) .
5. Transform the points defined in step 4 back into the original space
by using the inverse transformation x=B - 1q .
6. Solve one deterministic power flow problem described in (16) for
each one of the points resulting from step 5. This step generates the
solution vectors Z(k , i) .
7. The whole result for moment E (Z j ) can be obtained in (17). The
means and standard deviations of output random variables also be
computed. And the approximation/expansion method desired over
these moments can be applied to approximate the PDF and CDF of
output random variables, Z .

E (Z ) ≅ E (Z ) + wk, i Z (k , i)
E (Z j ) ≅ E (Z j ) + wk, i Z (k , i) j
By using (17), the estimated origin moments of Z are used to cal-
culate the wanted statistical information of the output random vari-
ables. In this paper, Cornish-Fisher series expansion [26,27] is used to
calculate the probability distribution function of the output variables
based on the mean, standard deviation, and the first fourth order origin
moments.
The previously described is the step process of uncorrelated input
random variables. In the presence of correlation among input random
variables, such as loads and wind generation, the well-known rotational
transformation method is required [14,35]. This precautionary step
3.2. MCS for the PLF with correlated input variables
(17)
Given that the MCS is used as a benchmark methodology, the re-
quired N samples must be created for each input random variables in
the load flow. Since the PEMs consider the correlation among input
random variables, the samples of input random variables generated for
the MCS must also be correlated. Based on the Normal to anything
(NORTA) process [38], the procedure applied to generate correlated
samples for MCS is described as follows [36,37]:
1. Let a vector of n correlated and arbitrarily distributed random
variables x = (x1, x2, …, x n )T with a correlation matrix as in (18).

4
Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

Since the NORTA process is based on normal distribution to gen- Table 1

erate the random correlation values, the matrix Px must be adjusted Mean and standard deviation results for IEEE 14-bus system (CV = 0.15,
to Py in normal distribution space. A multiplication factor G is Selected Values).
possible established to relate each correlation coefficient ρij′ in Py to IEEE 14-bus V10 [p.u.] δ10 [p.u.] P1 [p.u.] Q3 [p.u.] P2,3 [p.u.] Q2,3 [p.u.]
its corresponding counterpart ρij in Px . system μ and σ
Results
ρij′ = G (ρij ) ρij (21)
2PEM μ 1.0509 −0.2636 2.3255 0.2523 0.7328 0.0363
The value of G for each conversion ρij → ρij′ can be obtained from the σ 0.0038 0.0168 0.1946 0.0886 0.0845 0.0085
expression provided in [39]. If x i and x j are normally distributed, the 3PEM μ 1.0509 −0.2636 2.3255 0.2523 0.7328 0.0363
σ 0.0038 0.0168 0.1945 0.0885 0.0845 0.0083
value of G is equal to 1.
I3PEM μ 1.0509 −0.2636 2.3254 0.2523 0.7328 0.0363
σ 0.0038 0.0168 0.1944 0.0885 0.0845 0.0084
2. Cholesky decomposition is applied to Py in order to obtain a lower- MCS μ 1.0509 −0.2636 2.3250 0.2521 0.7326 0.0363
triangular matrix, so that LLT = Py . And let B=L−1 , such that σ 0.0039 0.0167 0.1928 0.0875 0.0836 0.0083
w = By , with w and y being a vector of uncorrelated and correlated
standard normal variables respectively.
3. Generate the sample ws = (w1, s, w2, s, …, wn, s )T of independent stan- variables considering Normal or Non-normal distributed, correlated or
dard normal variables. not. Define the coefficient of variation (CV) as the ratio between the
4. By reversing the orthogonal transformation, each vector ys with standard deviation and the mean. The mean of the input random
correlated standard normal samples is obtained from the sample ws variables associated with the location of estimate points are the load
in step 3 above, that is, ys = B−1ws . data given by [40]. The PLF calculation is done on a computer with
5. By reverting the normal transformation, the sample x s of the ori- Intel(R) Core(TM) i3 2.53 GHz and RAM of 4 GB, using MATPOWER
ginal vector x with correlated input random variables can be ob- [40] in MATLAB environment.
tained, that is xs = Fx−s1 (Φ(ys )) .
6. Solve one deterministic load flow calculation for the vector x s ob-
4.1. IEEE 14-bus system
tained in Step 5.
7. Steps 3–6 are repeated and performed until a sufficient number N of
4.1.1. Case study with normal distribution inputs in IEEE 14-bus system
simulation.
It is assumed that the active power in IEEE 14-bus system obey the
8. The means and standard deviations of output random variables are
Normal distribution, in which the load adopts constant power factor
computed and other statistical information interested also be ob-
model. The results of the MCS simulation N = 10,000 times are used as
tained.
the reference. When the CV is selected as 0.15 for IEEE 14-bus system,
the results of mean μ and standard deviation σ for some selected output
In order to compare with the adjustment procedure for taking into
variables are shown in Table 1. The selected output results of load flow
account the correlation, such as the above Cholesky decomposition, the
are the amplitude and angle of voltage at bus no.10, the injection power
following procedure is applied to generate the corresponding vector U
at bus no.1, the injection reactive power at bus no.3, and the active
of inputs random variables presented by the mean value μ (U) and the
power and reactive power in the line no.2–3. The mean and standard
covariance matrix cov (U) [32].
deviation of these PLF output results obtained by 2PEM, 3PEM, I3PEM
are very close compared to those obtained by MCS.
1. Compute the eigenvalues d1, d2, ⋯, dn and the corresponding ei-
Table 2 shows the average error index of IEEE 14-bus system for
genvectors v1, v2, ⋯, vn of the matrix cov (U) .
three different PEM schemes. The average error is the mean value ε̄μ in
2. Generate the n-vector Γ of independent Gaussian random variables
mean error and the mean ε̄σ in standard deviation error. The smaller ε̄μ
represented by zero mean values and standard variance equal to
and ε̄σ index, the better the performance of the method. The output
d 1 , d2 , ⋯, dn .
variables as shown in Table 2 are amplitude V and angle δ of voltage,
3. Generate the vector U as:
injected active power P and reactive power Q, line active power Pij and
U = μ (U) + (v1, v2, ⋯, vn )Γ (22) reactive power Qij. It can be seen that the overall performance of 3PEM
is better than that of 2PEM. The ε̄μ and ε̄σ index obtained by I3PEM are
obviously smaller than 3PEM. Therefore, the accuracy of PLF results
3.3. Measures to assess the performances of methods performed by I3PEM on IEEE 14-bus systems are better than those of
3PEM and 2PEM.
To compare the performance of different PEMs scheme, the fol- It should be noted that the advantages of I3PEM are not obviously
lowing error indexes for each output random variable are defined seen from Table 1, however it can be clearly from Table 2 that the
N accuracy of PLF results by I3PEM are better than that of the other two
∑i r |μ MCS − μPEM |/|μ MCS |
ε¯μ = × 100 [%] (2PEM and 3PEM). Figs. 1 and 2 show that the mean error ε̄μ in mean
Nr (23) and the mean error ε̄σ in standard deviation of three kinds of PEMs
N increase with CV growth in the case of five CVs (0.05, 0.10, 0.15, 0.20
∑i r |σMCS − σPEM |/|σMCS |
ε¯σ = × 100 [%]
Nr (24) Table 2
Average error of IEEE 14-bus system (CV = 0.15).
where μ MCS and σMCS are used as reference values, which are respec-
tively the mean and standard deviation calculated by the MCS; simi- IEEE 14-bus system V δ P Q Pij Qij
larly, μPEM and σPEM are the mean and standard deviation calculated by
2PEM ε̄μ [%] 0.0016 0.0127 0.0223 0.0427 0.0839 0.1128
the given PEM, respectively; Nr is the number of random variables.
ε̄σ [%] 0.4215 0.3673 0.9109 0.8949 0.6569 0.6918
3PEM ε̄μ [%] 0.0016 0.0127 0.0223 0.0426 0.0839 0.1126
4. Case studies and discussion ε̄σ [%] 0.5075 0.3319 0.8596 0.8020 0.6505 0.7332
I3PEM ε̄μ [%] 0.0015 0.0114 0.0193 0.0352 0.0815 0.1025
In this section, the IEEE 14-bus and 118-bus system are employed to ε̄σ [%] 0.4299 0.3369 0.8489 0.8085 0.6301 0.6785
verify the proposed PEMs in the case of different type of random

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Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

14-bus system obey the Normal distribution. And the load adopts
constant power factor model. Case studies with correlated inputs in
IEEE 14-bus system have two scenarios as follow:
Scenario A: consistent correlation. The consistent correlation coef-
ficient of all correlated loads is ρ = 0.75.
Scenario B: inconsistent correlation. The whole system of IEEE14-
bus system is divided into 2 areas. Area 1 includes node no.1–6. Area 2
includes node no.7–14. Loads in the same area are correlated, and loads
that are not in the unified area are independent of each other. Arranged
by the size of the load nodes, the correlation coefficient matrix is

⎡1.0 0.5 0.8 0.7 0.6 ⎤

⎢ 0.5 1.0 0.7 0.6 0.8 ⎥
P1 = ⎢ 0.8 0.7 1.0 0.5 0.6 ⎥
⎢ 0.7 0.6 0.5 1.0 0.9 ⎥
⎢
⎣ 0.6 0.8 0.6 0.9 1.0 ⎥
⎦ (25)

⎡1.0 0.5 0.8 0.7 0.6 0.4 ⎤

⎢ 0.5 1.0 0.7 0.6 0.8 0.5 ⎥
0.8 0.7 1.0 0.5 0.6 0.5 ⎥
Fig. 1. Mean error in mean Vs coefficient of variation of IEEE 14-bus system. P2 = ⎢
⎢ 0.7 0.6 0.5 1.0 0.9 0.6 ⎥
⎢ 0.6 0.8 0.6 0.9 1.0 0.6 ⎥
⎢ 0.4 0.5 0.5 0.6 0.6 1.0 ⎥
⎣ ⎦ (26)

Table 3 shows the average error indexes in the presence of light,

Fig. 2. Mean error in standard deviation Vs coefficient of variation of IEEE 14-
bus system.
and 0.25), respectively. It can be seen that ε̄μ and ε̄σ of I3PEM are all
smaller than the other two.
4.1.2. Case study with correlated inputs in IEEE 14-bus system
Based on the above case, it is assumed that the active power in IEEE
strong and inconsistent correlation among the input random variables
when the CV is equal to 0.15. It is clear that the presence of correlation
increases the average error of all PEMs schemes. In particular, the
average error of the standard deviation is assumed to be non-negligible
values.
Therefore, the suitable adjustment procedure is necessary to take
into account to the correlation. The procedure using PEMs with rota-
tional transformation to solve the PLF with correlated input random
variables can be seen in Section 3.1. The procedure applied to generate
correlated samples for MCS using NORTA method can be seen in
Section 3.2. With same as Scenario A and Scenario B in Table 3 when
the CV is equal to 0.15, Table 4 shows the average error indexes for
correlated input random variables applying the procedure able to
considering correlation. Compared the results in Table 4 with those in
Table 3, it is evident that the procedure considering correlation im-
proves the accuracy of the results. Under Scenario A and Scenario B,
Figs. 3 and 5 show that the mean error ε̄μ in mean of three kinds of
PEMs increased with CV growth respectively, and Figs. 4 and 6 show
that the mean error ε̄σ in standard deviation of three kinds of PEMs
increased with CV growth respectively. It can be seen that ε̄μ and ε̄σ of
I3PEM are all smaller than the other two. Hence, the accuracy of PLF
results performed by I3PEM on IEEE 14-bus systems for corelated input
variables applying the procedure able to consider correlation are better
than those of 3PEM and 2PEM.

Table 3
Average error of IEEE 14-bus system for corelated input variables (CV = 0.15).
IEEE 14-bus system V δ P Q Pij Qij

Scenario A
2PEM ε̄μ [%] 0.0040 0.0477 0.0661 0.7298 0.0581 0.8994
ε̄σ [%] 42.1831 56.1187 49.5702 41.5098 37.1878 39.0798
3PEM ε̄μ [%] 0.0040 0.0478 0.0661 0.7302 0.0581 0.8999
ε̄σ [%] 42.2291 56.1361 49.5957 41.5970 37.1920 39.2507
I3PEM ε̄μ [%] 0.0040 0.0478 0.0661 0.7300 0.0581 0.8997
ε̄σ [%] 42.2061 56.1274 49.5829 41.5534 37.1899 39.1650

Scenario B
2PEM ε̄μ [%] 0.0010 0.0169 0.0034 0.2595 0.0521 0.3408
ε̄σ [%] 30.7784 36.9337 32.6279 26.9497 30.5386 25.2971
3PEM ε̄μ [%] 0.0010 0.0169 0.0033 0.2599 0.0521 0.3411
ε̄σ [%] 30.8376 36.9587 32.6620 27.0618 30.5441 25.5205
I3PEM ε̄μ [%] 0.0010 0.0169 0.0033 0.2597 0.0521 0.3410
ε̄σ [%] 30.8080 36.9462 32.6449 27.0057 30.5413 25.4084

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Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

Table 4
Average error of IEEE 14-bus system for correlated input variables applying the
procedure able to consider correlation. (CV = 0.15).
IEEE 14-bus system V δ P Q Pij Qij

Scenario A
2PEM ε̄μ [%] 0.0051 0.1556 0.1685 0.3268 0.1514 0.4374
ε̄σ [%] 0.1381 0.1231 0.1175 0.2463 0.1954 1.0890
3PEM ε̄μ [%] 0.0051 0.1559 0.1687 0.3274 0.1515 0.4394
ε̄σ [%] 0.1968 0.2288 0.1875 0.1826 0.2009 0.5019
I3PEM ε̄μ [%] 0.0045 0.1393 0.1532 0.2846 0.1450 0.3921
ε̄σ [%] 0.1476 0.2076 0.1797 0.1556 0.2203 0.5268

Scenario B
2PEM ε̄μ [%] 0.0066 0.1865 0.1848 0.3843 0.1687 0.5406
ε̄σ [%] 0.1522 0.3214 0.2229 0.2483 0.2528 0.3617
3PEM ε̄μ [%] 0.0066 0.1866 0.1848 0.3845 0.1687 0.5413
ε̄σ [%] 0.1735 0.2806 0.1913 0.1504 0.2488 0.5536
I3PEM ε̄μ [%] 0.0071 0.1797 0.1818 0.3197 0.2083 0.5113
ε̄σ [%] 0.1300 0.2796 0.1810 0.1905 0.2744 0.4001
Fig. 5. Mean error in mean Vs coefficient of variation of IEEE 14-bus system in
Scenario B.

Fig. 3. Mean error in mean Vs coefficient of variation of IEEE 14-bus system in

Scenario A.
Fig. 6. Mean error in standard deviation Vs coefficient of variation of IEEE 14-
bus system in Scenario B.

Table 5
Average error of IEEE 14-bus system for bimodal PDF’s (CV = 0.15).
IEEE 14-bus system V δ P Q Pij Qij

2PEM ε̄μ [%] 0.0007 0.0387 0.0520 0.0766 0.1479 0.1719

ε̄σ [%] 6.4984 7.1785 1.5188 4.3807 9.5385 6.0236
3PEM ε̄μ [%] 0.0007 0.0387 0.0519 0.0769 0.1479 0.1721
ε̄σ [%] 6.5820 7.2135 1.5675 4.4861 9.5419 6.0481
I3PEM ε̄μ [%] 0.0007 0.0387 0.0519 0.0767 0.1479 0.1720
ε̄σ [%] 6.5402 7.1960 1.5432 4.4334 9.5402 6.0358

Fig. 4. Mean error in standard deviation Vs coefficient of variation of IEEE 14-
bus system in Scenario A.
4.1.3. Case study with non-normal distribution inputs in IEEE 14-bus system
In order to verify the performance of the improved PEMs in which
the PDF’s of the real and reactive load powers are not all Gaussian, the
bi-modal PDF’s that denote the active and reactive load powers are
located at bus no.9 and 13. Table 5 shows the average error indexes in
the presence of the bi-modal PDF’s. With the same to [33], the bi-modal
PDF’s are obtained by distributing the active and reactive load power
values around two points, and the standard deviations are equal to
15%. Fig. 7 shows the active load powers at bus nos 9 and 13 respec-
tively. Figs. 8–10 shows the PDFs of voltage at bus no. 9, 10 and 14
respectively. Figs. 11 and 12 shows the PDFs of active and reactive load
flow in line 9–14 respectively. Fig. 13 show the PDF of power loss. Also
in this case study, the results obtained with I3PEM present a better
approximation than the 2PEM and 3PEM.

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Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

Fig. 7. PDF of active load powers at bus nos 9 and 13.

Fig. 10. PDF of voltage at no.14.

Fig. 8. PDF of voltage at no.9.

Fig. 11. PDF of active load flow in line no.9–14.

Fig. 9. PDF of voltage at no.10.

4.2. IEEE 118-bus system Fig. 12. PDF of reactive load flow in line no.9–14.

4.2.1. Case study with normal distribution inputs in IEEE 118-bus system 0.15, and the results of the MCS simulation 10,000 times are used as the
Same as the case study with normal distributed inputs in the IEEE 14 reference. Although the ε̄σ index obtained by I3PEM are larger than
bus system, Table 6 is the average error indexes of three kinds of PEMs those of 3PEM, the ε̄μ index obtained by I3PEM are slightly smaller than
for IEEE 118-bus system. The CV of IEEE118-bus system is selected as those of 3PEM. In the case of five CVs (0.05, 0.10, 0.15, 0.20 and 0.25),

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Y. Che, et al. Electrical Power and Energy Systems 117 (2020) 105618

Fig. 13. PDF of power loss. Fig. 15. Mean error in standard deviation Vs coefficient of variation of IEEE
118-bus system.

Table 6
Average error of IEEE 118-bus system (CV = 0.15).
IEEE 118 V δ P Q Pij Qij

2PEM ε̄μ [%] 0.0011 0.0573 0.1139 1.0440 0.4332 0.2248

ε̄σ [%] 2.1646 0.6042 1.0358 3.6389 0.6148 2.1605
3PEM ε̄μ [%] 0.0011 0.0581 0.1161 1.0386 0.4352 0.2247
ε̄σ [%] 0.9852 0.4241 0.7161 0.7535 0.5472 0.9618
I3PEM ε̄μ [%] 0.0011 0.0580 0.1155 1.0390 0.4343 0.2244
ε̄σ [%] 1.1956 0.4377 0.8772 1.9676 0.5503 1.2245

Fig. 16. Mean error in mean Vs correlation coefficient of IEEE 118-bus system
with correlated inputs.

Fig. 14. Mean error in mean Vs coefficient of variation of IEEE 118-bus system.

Figs. 14 and 15 show that the mean error ε̄μ in mean and the mean error
ε̄σ in standard deviation of IEEE 118-bus system with three kinds of
PEMs increase with CV growth respectively. As the number of input
random variables increases, the results of ε̄σ (the mean value in stan-
dard deviation error) with I3PEM is not as good as than those of 3PEM,
while the results of ε̄μ (the mean value in mean error) with I3PEM is
slightly better than 3PEM and 2PEM.

4.2.2. Case study with correlated inputs in IEEE 118-bus system Fig. 17. Mean error in standard deviation Vs correlation coefficient of IEEE
Similar to the Scenario A of case study with correlated inputs in 118-bus system with correlated inputs.
IEEE 14-bus system, this section shows the case study with correlated
inputs in IEEE 118-bus system and correlation effect on the three kinds
of PEMs scheme. In the case of different correlation coefficient

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Y. Che, et al.
(between 0.1 and 0.8) and the CV of IEEE118-bus system is selected as
5%, Figs. 16 and 17 show the mean error ε̄μ in mean and the mean error
ε̄σ in standard deviation in IEEE-118 bus system with correlated inputs
respectively. Compared with the larger value of the mean error ε̄σ in
standard deviation, the mean error ε̄μ in mean with three kinds of PEMs
scheme are small and those difference are also small. As the correlation
coefficient increases, the mean error ε̄μ in mean by I2PEM is gradually
smaller than that of 3PEM and 2PEM, and the mean error ε̄σ in standard
deviation by I2PEM gradually increases between 3PEM and 2PEM.
4.3. Discussion
Compared with the size of IEEE 118-bus system, the size of IEEE 14-
bus system is relatively small. It is known from the case studies in
Section 4.1 that the performance of I3PEM is better in the results of PLF
calculation with Normal distribution inputs, correlated inputs and bi-
modal distribution inputs. The value of input random variable number
determines the size of one system. In (14) the standard locations of the
new pair of estimate points for I3PEM are related to n , and the new
locations xk′, i (k = 1, 2, …n, i = 1, 2) are away from the mean μk by the
scale relationship n when n increases. The Chebyshev inequality gives
the divergence degree of the deviation of the random variable from the
mean [35]. From the standardization technique with z-score of Normal
distribution [41], the z-score equation is:
xk − μk
z=
σk (27)
Comparing (27) with (1), it is found that z corresponds to the
standard location. From the 3σ criterion (or 68–95-99.7 rule) [41],
68%, 95%, 99.73%, and 99.9937% of observations fall within 1, 2, 3,
and 4 standard deviations of the mean in Normal distribution. Com-
bining (7), (11) and (14), let λk,3 be equal to zero, then
ξk max = n max = 4 , and thus, n max = 16. In other words, I3PEM is more
suitable for the system with the number of input random variables less
than 16, like the IEEE 14-node system. This result is also confirmed by
other literature that many reported results indicate unacceptable ac-
curacy of the PEMs in the case of large-scale and complex systems
[29,42,43].
The number of input random variables (PQ nodes) are 99 and 11 for
the IEEE 118-bus system and 14-bus system respectively. For the case
studies of Normal distribution inputs and correlated inputs of IEEE 118-
bus system in Section 4.2, the mean error ε̄σ in standard deviation by
I2PEM gradually increases between 3PEM and 2PEM, while the mean
error ε̄μ in mean with I3PEM is slightly better than that of 3PEM and
Fig. 18. Comparison of mean error in mean of IEEE 14-bus and 118-bus system
by I3PEM.
10
Electrical Power and Energy Systems 117 (2020) 105618
Fig. 19. Comparison of mean error in standard deviation of IEEE 14-bus and
118-bus system by I3PEM.
2PEM. Figs. 18 and 19 shows the ε̄μ and ε̄σ results obtained by I3PEM
under different CV values for IEEE 14-bus and 118-bus system respec-
tively. From the above analysis, the ε̄μ and ε̄σ results of IEEE 118-bus
system obtained by I3PEM are greatly increased as the CV increases.
However, those mean error results of IEEE 114-bus system are not
changed much with the increasing of CVs. These results show that the
deterministic load flow calculated by the Newton-Raphson method may
not converge and it takes more time, when the locations extracted by
the PEMs locate outside the multiple standard deviation and exceed the
domain of the random variables. This also reveals the shortcomings of
the 2m concentration scheme.
Since the newly pair of estimate points of I3PEM are added based on
3PEM, the calculation time of I3PEM will be more than that of 2PEM
and 3PEM. Table 7 shows the CPU time for PLF with Normal dis-
tribution inputs of IEEE 14-bus and 118-bus systems using three kinds
of PEMs and MCS simulation for 10,000 times, respectively. The CPU
time is taken as the average computational time value of PLF calcula-
tions at the condition of 5 CVs (0.05, 0.10, 0.15, 0.20 and 0.25, re-
spectively). Although 3PEM has one more calculation for deterministic
power flow than 2PEM, 3PEM is faster than 2PEM. The calculation time
of I3PEM is close to two times of that of 3PEM. However, the calcula-
tion time of I3PEM is obviously faster compared with the calculation
time of MCS. Some studies need an equivalent system or do not require
a large system, such as the impact of the traction power supply system
on the grid is local [44–46]. Therefore, I3PEM is a better choice for the
small-scale systems.
5. Conclusion
The improved three point-estimate method (I3PEM) scheme is
proposed to estimate the probability moments of PLF in this paper. On
the basis of the original 3PEM and combining with the Chebyshev in-
equality, only a new pair of estimate points considering the skewness of
input random variables is added for additional calculations to improve
the calculation accuracy of 3PEM. The case studies of IEEE 14-bus and
118-bus system are employed to verify the performance of I3PEM in the
presence of different type of random variables with Normal distribution
Table 7
CPU time with normal distribution inputs (in Seconds).
CPU Time 2PEM 3PEM I3PEM MCS
IEEE14 0.1870 0.1840 0.3650 82.5094
IEEE118 2.7864 2.7714 5.5076 131.9674
Y. Che, et al.
inputs, correlated inputs and non-normal inputs. Considering five kinds
of different CVs, the results of the MCS method are taken as benchmark.
And the results of I3PEM are compared with those obtained by the
existing 2PEM and 3PEM. The following conclusions were obtained:
1. The additional calculations by the newly added pair of estimate
points of I3PEM is equivalent to the consequent of the higher the
number of points used by a PEM, which yields that the more accu-
rate estimation of the statistical moments of the output random
variables is achieved. However, I3PEM is more concise and efficient
because it avoids the calculation of higher order moments greater
than fourth order and the possible non-real number solutions, or
even an infinite set of solutions.
2. The performance of I3PEM is better than that of 3PEM and 2PEM in
the results of PLF calculation with Normal distribution inputs, cor-
related inputs and bi-modal distribution inputs, like the IEEE 14-bus
system. However, with increasing the scale size of system (or the
number of input random variables), the mean error in standard
deviation by I3PEM gradually increases between 3PEM and 2PEM,
and the mean error in mean with I3PEM is slightly better than that
of 3PEM and 2PEM, like the IEEE 118-bus system.
3. The standard locations of 2PEM (or 2m concentration scheme) are
related to the square root of the number of input variable. The de-
terministic load flow calculated by the Newton-Raphson method
may not converge and it takes more time, when the locations ex-
tracted by the PEMs locate outside the multiple standard deviation
and exceed the domain of the random variables.
Declaration of Competing Interest
We declare that we do not have any commercial or associative in-
terest that represents a conflict of interest in connection with the work
submitted.
Acknowledgement
This work was supported by Innovative Ability Enhancement
Project of Gansu Provincial Higher Education (No. 2019B-049).
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