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# 9th International Conference on Probabilistic Methods Applied to Power Systems KTH, Stockholm, Sweden - June 11-15, 2006

**Probability distributions of the aggregated residential load
**

Enrico Carpaneto and Gianfranco Chicco

number of residential customers varies. Starting from the statistical characterization of the aggregated load patterns of single-house customers carried out in [4] by using the bottomup approach, the aggregated load power has been assessed in the time evolution of the average value and standard deviation of function of the number of residential customers by using the aggregated load and its possible representation with some typical probability distributions. The results have shown that the MonteC simulationTen a it analish aggregated residential load data can be satisfactorily represented been extensively performed with several probability by using a Gamma probability distribution with parameters distributions (Normal, Log-Normal, Gamma, Gumbel, variable in function of time and number of customers. Inverse-normal, Beta, Exponential, Rayleigh and Weibull) in to assess which probability distribution fits the Index Terms- Reieta agrgtdlad'rbbltInx distribution of the load power at each time instant most distributions, Goodness-of-fit, Monte Carlo simulations. satisfactorily. The results obtained allow for establishing a sound basis to be used within a comprehensive probabilistic I. INTRODUCTION evaluation of the residential load or to be integrated into more The recent evolution of the electricity systems towards general procedures of analysis where detailed knowledge of time-dependent tariff rates and integration of distributed the variability of the residential load patterns is required [6]. g generation is increasing the importance of assessing the Running Monte Carlo simulations is essential to obtain the time evolution of the electricity consumption. Taking into customer data for variable numbers of customers. In fact, field account the effects of the aggregation of residential loads is measurements [2,7-9] would be possible only on a prenow essential for studying the time evolution of the load in the selected set with fixed number of customers. In addition, it is distribution system feeders. In fact, the electricity sometimes difficult to gather only the data of the residential consumption of the single residential customer is too variable customers, without superposition of other loads (e.g. building in time to allow for obtaining a sound estimate of its services). This difficulty emerges in particular in urban areas, individual load pattern [1]. The residential load aggregation where the residential load and the general services of the can be obtained by either working directly at the distribution buildings are supplied by the same feeder. system level (if the results of measurements carried out on Section II of the paper deals with the formation of the data several feeders are available) [2], or resorting to a bottom-up set for extra-urban customers. Section III illustrates the approach in which the aggregated load patterns of single- characteristics of the statistical tests used. Section IV provides house customers are computed on the basis of information the numerical results and their discussion. Section V contains obtained from real case investigations on customer behaviour, the concluding remarks. lifestyle, and usage of the appliances [3]. In particular, it is important to assess not only the average value of the II. FORMATION OF THE DATA SET aggregated load, but also how its probability distribution varies during the day and in function of the number of the The analysis has been structured on the basis of the results residential customers. Previous studies have shown that the obtained for extra-urban customers in a previous study [4] time evolution of the average power, normalized with respect carried out by using a comprehensive approach including two to the total contract power of the customers, has a predictable phases. In the first phase, a direct investigation of the behaviour, espec y wcustomers' electricity usage has been performed for a real set the relatively high (e.g, over 100) [4]. Yet, whenthe number of of single-house extra-urban customers. The results were ns of h odpwra related to the presence at home of the family members and to at is ~~~~~~~~~~. the detailed usage of the appliances, and were processed and any given time instant are significantly high and strongly t d validated on the subset of customers who gave acceptable depend on the number o m an on t Abstract - This paper deals with the characterization of the probability distributions of the aggregated residential load. A detailed statistical study has been performed on a set of data referred to single-house extra-urban customers, in order to assess

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This paper presents the results of a studly aimedl at. .. characterizing the time evolution of the probability successive statistical study. Different types of days (working

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E. Carpaneto and G. Chicco are with the Dipartimento di Ingegneria Elettrica, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy (e-mail enrico .carpaneto(pol ito .it, gianfranco .chi coXpol ito .it).

information. In the second phase, an overall Monte Carlo

simulation was conducted to form the data set for the

days and weekend days) and periods (summer and winter) were considered. For space limitations, only the results obtained for winter working days are presented here.

©C Copyright KTH 2006

to the critical range of values (mm.1) from a uniform probability distribution. Geometrical adaptation tests..p)b-l O<P<c Table 1 of [13]) and for the Normal distribution (p.F)) the classes. . Kolmogorov-Smirnov (KS) and geometrical adaptation statistical tests have been used for investigating the goodness-of-fit of the various probability distributions as a function of the load power P. and the > Normal 2 critical value is evaluated for a given level of significance. unsuccessful if m> max whereas for min < < max the result is undefined. Weibull. that are considered as the values of the CDF under test. a vector of length H is filled with H random values extracted from the CDF under test. < extraction is carried out by using H random extractions in the e) ee e P. and on the level of significance. M. five twoparameter distributions (Gamma.. Sweden . The results of the test depend on the pre. with the corresponding expressions of the Probability Density Function (PDF) and Cumulative Distribution Function (CDF). Then. K= 5000 and H set to the sample set size. the maximum level of significance Pmax0% corresponding to ..9th International Conference on Probabilistic Methods Applied to Power Systems KTH. adopting the same data sample for the statistical test. Normal. The second representation transforms each value F into specified number and structure (uniform or non-uniform) of (2) aw =ln(.b) values corresponding to a generic distribution can be seen 7)P b 0 only as upper bounds of the actual critical values.would be represented by a straight line in the (P. Gumbel. The Chi-square. Log-normal and Inverse Normal). the result of the test is independent of the distribution. At first. =Gamma incomplete(P/b) At each simulation.799 of [11] a >0 F(a)F(b)ca+b-l and Table I of [14]). if TABLE I the CDF parameters are estimated from the data. and the critical values t/<gen are found in specific tables in function of the level of significance (see [1 1] p. However. 2 (b) Rayleigh I e (b) P. The first representation transforms each value F into (1) aF =-ln(l-F) ©C Copyright KTH 2006 . Then. The Yates correction [11] has been introduced in order to better estimate the and plots aF versus the power P. Specific tables have been found for the Exponential distribution (p. The PPb .797 and Table 1 of [12]). Table I contains some details on the probability distributions tested. 2006 III.a. pa-I K Gamnma Gamma = oJ bIl F(a)e b >0 specified number K of Monte Carlo simulations is performed. Chi-square test The parametric chi-square test has been used. amm. The K errors of (p_f. B. these critical PROBABILITY DISTRIBUTIONS USED FOR THE GOODNESS-OF-FIT TESTS PDF CDF parameter values are no longer valid and must be determined by F(P) limits simulation or by specific tables. and the KS error is computed as (lnP-b)2 P>o the absolute value of the maximum difference between the 1± Lognormal e 22 (l+erj 2nP-b a 2 2ff J points of the simulated empirical CDF and of the CDF under aPS test referred to the same values m = 1. . depending on the number of degrees of freedom. Alternatively.p%o. M values b P P>O Atecaiuain the etro eghHi ildwt a is specified.798 of [11] and /c a-I ( -x)b-1 dx l x F(a+ b)Pa-I(c . Kolmogorov-Smirnov (KS) test The error V/ of the KS test is given by the maximum mismatch between the Empirical CDF (ECDF) obtained by the set of data under analysis and the CDF of the probability distribution under test. 2) The Monte Carlo simulations performed in this paper assume M= 1000. with suitable functions of the generic CDF value F..)1 1 Gumbel b interval (0. so that the test is successful if . If the value of 0°/ is specified in advance.ln(1 . The assessment of the fitness of the Empirical CDF (ECDF) to a reference CDF has been performed by using two graphical representations. Stockholm. the critical incomplete(P/c. a set of m = 1. The error yi is compared to a critical value VJcrit and . and the three-parameter Beta distribution (whose third parameter has been set to the maximum value of the sample data). max). the observed value Sis compared C..>o ci A(P) (PBeta I bar(a) e a > 7 Weibull aPi -e (b) a b (P~ e (b) 0 b> ° A. at which CDF under test is calculated.aE) plane. whose 2a)] (P + a) (PNa)e + e ff r Inverse >0 corresponding values are computed from the abscissa of the ae 2bP b >0 CDF under test. PROBABILITY DENSITY FUNCTIONS FOR THE STATISTICAL TESTS Various probability distributions have been used for the goodness-of-fit statistical tests [10].)2 P 1j Pl-erf: / N a e 2 t< the KS test are then used to build the related CDF. For the other cases in which the Beta distribution parameters are extracted from the data. the simulated empirical CDF is built at NOrma'b the M predefined locations. so that an exponential CDF significance level. including two oneparameter distributions (Exponential and Rayleigh).June 11-15..= amin sets the limits of acceptance of the chi-square test results. The Exponential 1 -e b>0 assessment of the critical values is then performed by using a b P a-l -x Monte Carlo simulation. the test is successful if yf< Vcrit If the CDF under test is fully specified by assigning all its parameters.

. sample (shape factor a 46.aw) plane. An 0.1225 Inverse-Normal 0. the observed error (6.i . The number of Monte Carlo Weibull 0.S ..9-oSL x1class 8L ~~~~~nereNormalX ~~~~~Log-NbormalHt /I' 0. Results of the chi-square test for the Gamma CDF for N 100. 5.5%. for the Gamma CDF the KS observed error during the day never exceeds the 500 acceptance threshold.-' ECDF S ~~~~~~~Gamma value 39. The critical values of the KS test have been computed by running 5000 Monte Carlo | simulations for each probability distribution (other than Exponential and Normal).tioF..2 and scale factor b 848. ECDF of the load at hour 12:00 for N= 100 and CDFs of various probability distributions with the same average valueeanddsandardadeiation. Geometrical adaptation tests for the Gamma CDF. whereas all the other distributions exhibit 0 1 4 2 3 acceptable goodness-of-fit. :kt 4 S 03 &0-2'1 :f.1230 Log-Normal 0. Sweden . The acceptability of the Normal distribution iS also confirmed by the high value of the shape factor of the Gamma distribution. 0 /v Beta Fig.7%). maximum value 51.aw) plane. standard deviation 5. and with a non-excessive = Beta Exponential CDFVKS 0.1360.1314 100 CUSTOMERS s result accepted accepted rejected accepted accepted accepted accepted accepted rejected 5 6 adaptation (the critical value being 2.0800 0.1313 0.S . 2.0004..0855 0. 1 reports the various CDFs.3 level of significance 44. NUMERICAL TESTS AND RESULTS Gamma 0. Fig. 3 if. 4.5101 0. 4 shows the results of the geomnetrical adaptation tests. . 2006 and plots aw versus ln(P). KS test for the Gamma CDF.-dr 3 - I.0653 example is presented for hour 12:00 of a winter working day Normal 0. 2 shows the details of the KS test.0886 0. As indicated in Fig. 3. F 0.1306 simulations carried out to obtain the ECDF for this situation is 100.69 kW. 4 4. The results of the KS test with level of significance 5% are shown in Table II.5 W according to Table I).s .1.0832 0. Fig.1060 0.June 11-15. Stockholm.. The characteristics of the complete data sample include the minimum value 23. so that a Weibull CDF would be represented by a straight line in the (ln(P). d Gumbel: t Gamma o1 20 10I 2AS 25 30 ) power(W 36 40 45 60 - Fig.0659 A first set of tests has been performed on the data obtained 0.1160 Gumbel A. POr iio 5 SS Fig. plotting aw versus P would represent a Gumbel CDF ^ as a straight line in the (P.ammaX F _ Fig.21 kW. in this case the tests are not 02[ accepted only for the Exponential and Rayleigh probability distributions. Fig.1318 Rayleigh 0. 1.1 < 1 '° i.17). Appling theil j I jjj Yates correction. In particular. c?wslr) ©C Copyright KTH 2006 .9th International Conference on Probabilistic Methods Applied to Power Systems KTH..85) has been acceptably low and the test has been passed with a maximum 1.1255 0. 1D More details are reported for the Gamma CDF with average value and standard deviation equal to the ones of the data Fig.69 kW. In addition.0887 from the Monte Carlo simulation at the same time instant.3434 with N = 100 customers. 3 reports the results of the chi-square test with 7 degrees of freedom (maximum acceptable error 14. KS TEST ERRORS FOR THE POWER AT HOUR 12:00 WITH (LEVEL OF SIGNIFICANCE 50%) KS ts err test error critical value ~~~ ~ ~~~~~~~~~~~~~~~~CDF cItICAl ve TABLE II IV.07).rtr K average and skewness -0. resulting in values less restrictive than vlgei 0. Testsfor a 100-customer case 0. f0 lb Exponential 00 0 2 3 4 4 5 6 77 0.77 kW (14.

compared to the corresponding thresholds. 5. Normal probability distribution no longer fits the data.1346 0.. Sweden . N =100 and N =300. 2006 0. °o. A zoom into a specific time interval (from hour 11:40 to hour 12:20.1334 0. Results of the KS 5% test with the Gamma CDF for N= 10.2 11 the Rayeinsummer 240 480 Fig. contract power of 3 kW. Fig.3 Gamma CDF has shape factor 5. Extended tests for variable numbers ofcustomers The same set of tests specified in the previous subsections have been carried out for a different number of customers Gumbel *g Normal li. Tests for a 10. Observed errors of the KS test with significance level 5% from hour distributions exhibit the better goodness-of-fit. average value 3. and skewness 0. in some hours of the day the KS observed error could exceed the 5% acceptance threshold. 0 /Rayleigh and winter seasons). Observed error to critical value ratio of the KS test with significance level 500for awinter working day withN= 10.1060 0.011 kW. The Log-Normal and Inverse Normal Fig. Fig. 700 710 720 730 740 standard deviation 1. time(min) 70 72 960 1440 standard deviations (winter working days) A first result can be achieved by comparing the time evolution of the aggregated load power for different numbers of respectively.1322 rejected accepted rejected rejected rejected accepted 0e.53 (much lower than in the previous case) and scale factor 688 W.ll / O 20 10 0.1 - 0 The results obtained for hour 12:00 can be generalized by considering the results of the KS test with the various CDFs for the 1440 minutes of the day. * KS TEST ERRORS FOR THE POWER AT HOUR 12:00 WITH 10 CUSTOMERS n (LEVEL OF SIGNIFICANCE 50 o) * (LEVEL OF SIGNIFICANCE 5%) ~~~~~~~~~~~~~ #. 6. 8. Some significant results are summarized in the sequel. maximum value 11. 6 shows that the Exponential and Rayleigh distributions do not fit the ECDF satisfactorily. 7. Fig. CDF KS test error critical value Result i-KS 5% acceptance threshold B. time (min) Table III shows the results of the KS test with level of significance 5%. Results of the KS 5% test with the Gamma CDF for N= 100.0 3.June 11-15.1263 0. types of daysfor all the 1440 minutes ofand weekend day mI/I.0886 0.3721 0.9th International Conference on Probabilistic Methods Applied to Power Systems KTH.0 A. Fig.805 kW. Log-Normal 0. Each customer has a ll 11 J i .1280 0.5 %).0 Beta 0.1325 0.618 kW (42. EXTENDED TESTS AND RESULTS / Exponential 4..0 time (min) Fig.1208 0.t llXlil.1263 0.3 0.2108 0. and for I. The 0. ©C Copyright KTH 2006 .1588 0. 9. In this case. The characteristics of the Inverse Normal complete data sample include the minimum value 1. V.5 1.customer case 1. B.5 Gumbelt Exponential Gamma Gumbel Inverse-Normal Log-Normal Normal Rayleigh Weibull 5.1 0 0 accepted accepted 2 240 480 time (min) 720 960 1200 1440 accepted Fig.the 4.2 O KS 5% acceptance threshold 5% acceptance threshold ~~~~~~~~~~~KS 0.1134 0.1109.0 The results of the same tests indicated in the previous subsection are shown here on the data obtained from 100l < ' -' Monte Carlo simulations referred to hour 12:00 of a winter working day with N = 10 customers. the 11:40 to hour 12:20 for N 10.508 kW. 1440 0 240 480 720 960 1200 2. A/ t / Normal 2 1. as indicated for the Gamma CDF in Fig.1469 0. Stockholm.1007 0.. However. 11 show the load patterns for a winter weekday with N =10.0851 0. Inverse Normal and Gamma CDFs as the ones exhibiting the best values of goodness-of-fit. 1X Time evolution of the aggregated load patterns and 1200 (from 10 to 300) considered (working day the day.. 10 and Fig. 7) allows for identifying the LogNormal. 8. The internal filled band represents the regions customers. ih. TABLE III 0.2 4v .0889 0.

9.2 0. 15 remains very similar. 12 shows how the uncertainty of aggregated load (represented by the standard deviation in per cent of the average value) depends on the number of aggregated customers and varies during the day. Aggregated load patterns for N= 300. 13.ji+±). The upper and lower lines represent the maximum and minimum values obtained in the Monte Carlo simulation. 11. the CDFs move from left to right. Evaluations at specific hours Further evaluations have been carried out by comparing the evolution of the load in function of the number of customers. Fig. -1 Fig. considering the CDF of the load at hour 12:00. 2006 deviation of the data concerning each minute. When the number of customers increases. This fact is important to establish a reference value of specific power that can be used to make good estimates of the consumption of the group of customers tested. Time evolution of the standard deviation of the load power in per cent of the average value. as well as a trend to obtain more symmetrical probability distributions. Stockholm.7 0. > 25 !. In particular.3 0. 20 (pi-o-. C. 14.is the standard 350 300 -%0 a B 200 250 B50 50 4 0 0 240 480 720 960 1200 1440 Fig.4 5- 0 0 240 480 720 960 1200 1440 0 10 20 30 40 50 60 1S0 time (min) 0. A first case is presented in Fig.u is the average value and o.June 11-15. E 6 0 10 '7. This fact is well highlighted by the representation of the specific power (W/customers) shown in Fig. 1 15 0.4-N 2 .6- 0~~~~~~~~~~~~~ 40 60 0. Aggregated load patterns for N 120 100 80- 100. C KTH - 0. It is evident how when N increases there is a reduction in the range of variation of the aggregated load power. Sweden .6 100 0 10~~~~~~~~~~~~ CL ~~~~~~~~~~~~~~~~~~~N 0. 240 N =80 0 480 720 time (min) N =150 N =300 960 1200 1440 Fig. whereas the standard deviation varies considerably. 12. Extending the calculation to all the time instants allows for observing that the specific load power profile shown in Fig.1 0 1 ~~~~~~~~~~~~~~~~~~~~~~~~~~~0. where it is clear that when N varies the average value of the specific power remains within a narrow range. 40 35 time (min) N 20 O O 30 . CDF of the load at hour 12:00 forN [kW] 10 to 100.5X load Fig. where .8 0.9th International Conference on Probabilistic Methods Applied to Power Systems KTH. 13. but the standard deviation does not increase in the same way as the increase of the average value..

For each number of customers. Global implications Buildings. customer preferences. based on analytical or Monte Carlo simulations). Available: http://dawinci. New York.Lillilefors.9. pp. Berkeley Lab. TABLE IV PERCENTAGE OF WINNING TIME INSTANTS FOR THE VARIOUS PROBABILITY DISTRIBUTIONS The whole analysis could be repeated with a different data set.istat.9 2. Energy use of televisions and videocassette recorders in the U. Available: Dekker.986-991.A. distribution system load forecasting.Herman and J. IEEE Trans. on Power Apparatus and Systems.1 0 0 0 0 0 12. make the Gamma distribution particularly flexible and powerful for many applications. 14th general census of the population and of the houses (in WX z Italian). Wiley. In fact.0 32. International Conference on Energy Efficiency in Appliances. REFERENCES [1] C.1 0 0 0 0 0 3.. or customer willingness to participate to tariff-driven programs).0 80. a comparison has been made by taking into account as parameter the ratio between the observed error of the KS test and the KS error threshold for the corresponding probability distribution.2 1.J.1 0 0 [7] J. Am. showing the percentage of winning time instant for the various probability distributions.htmI VI.. E. Available: http://standby.3 0 Vol.htmI [8] K.F.3. 62 (1967) 400.8 1. It has to be stressed that these values cannot be generally applied to all residential customers. with initial parameters concerning the composition of the residential customer set (e.Trivedi.[6] R. ©C Copyright KTH 2006 . Berkeley Lab.3 13. No. Report LBNL-45967. 43. May 1994.9 70. on Power Systems.1 0 0. 2001.C.5 80. Assoc.6 2. R.5 5.Meier.g.1 11.Ruane and JA.. including new appliances.June 11-15. on Power Systems. Goodness-of-fit techniques.Carpaneto.F. On the Kolmogorov-Smirnov test for exponential with with Stat. http://standby.1 1..7 3.9 4. ~~~~~~[14] mea unnon J.L.8 0 0 0 0 0 0 0.Lilliefors.Ross and A.W.8 0 0 0 0 0 46. Whole-house measurements of standby power consumption.Anglade.Pokoski.D'Agostino and M.5 1.4 0. On Kolmogorov-Smirnov test mean and variance unknown. A. J.Kritzinger.1703-1711. Available: http://eetd. . A. [11] K.Meier and Study on Energy Efficiency in of standby power LBNL 46019. Sweden .27. use load shape estimation from whole-house metered data. Vol. the Gamma distribution emerges as the most promising one for the various numbers of customers.0 0 0 0 0 0 2. Amthe tt so. IEEE Trans.g.3 80. May 1993.Napoli.2 1. domestic electrical load currents.Rosen and A.B.3.2 2. lt number of persons per house. G. Assoc 51(1956)113. New York (2002).8 76. probability distributions andpercentages ofwinning time instants ct N |a ct ct Vol.5 7. Queuing and Computer Science Applications. 2004.5 11. The results are summarized in Table IV. Characterisation of the aggregated load patterns for extra-urban residential customer groups.5 86. to perform scenario studies and assessing the effects of the penetration of new technologies on the time evolution of the aggregated residential consumption. A bottom-up approach to residential load modeling. 60 70 80 90 100 81. to H. IEEE Trans. Only the Inverse Normal distribution could be a viable alternative for a low number of customers. W.Walker and J. [12] L..Capasso. August 2000.Meier.2 1.).7.lbl.7 2.5 4.it/MD/ . Stockholm.1 12. August 1988.Grattieri. May 12-15. 15.7 1. No. I. Report LBNL-42393. Vol.5 3.43-48.Lebot. Croatia.5 11. Electric Power Systems Research. regardless of their location. for urban areas generally lower values power are expected for 0of specific due to the reduced size ofthe same number of the houses. VII.8 2. 0 | < 0 time (min) Fig. No.Chicco and R.P. and simulation of unbalanced loads. pp.Hausman.9 74. since the simple relationships between the Gamma parameters and the average value and standard deviation. into any tool for probabilistic simulation (e. 0 240 480 720 960 1200 1440 In order to assess the most suitable probability distribution.W. Proc.Cagni.2.S. March 1999..616)38 for normality . Report B.Lamedica and A.951-954. 2006 1000 800 4. September 2000. Dubrovnik.1 5. Residential end- E . [10] R.S.H. be usedl time-evolution of the aggregated residential .Ibl.1 1. as well as the existence and easy formulation of its characteristic function.7 3.Prudenzi. the probability distributions for which this ratio is the lowest at the various time instants have been identified. reduced customers.gov/articIes. CONCLUDING REMARKS load.4 14. 1996. This result is particularly interesting. [4] A.gov/articles. and different types of activity.8 2. pp. Berkeley Lab. July 1985. pp.0 2.1 1.7 7.9 0.Schick..1 58. M. The statistical description of grouped 3. extra-urban areas.Usoro.Stephens (ed. Specific load power profiles (winter working day).1 5. customer behavior. : Z -= 44 [5] ISTAT.Miller. P. IEEE Melecon 2004.8 5. Am.B. ACEEE Summer A. Table of percentage points of Kolmogorov statistics.1 0.1 600 401 A t . Probability and Statistics With Reliability. From this point of view. Examples are the assessment of the distributed generation impact on residential districts.9th International Conference on Probabilistic Methods Applied to Power Systems KTH. Stat.lbl.gov/EA/Reports [9] use.957-964. The results shown are specifically referred to groups of residential customers in preparing a meaningful set of probabilistic data concerning the The results presented in this paper form a useful basis for [13] H. The Gamma probability distribution has clearly emerged as the one with the best goodness-of-fit. a |E~Q E i > Z t z 10 20 30 40 50 t3 Z o t o zO .5 8.0 0 0 0 0 0 0. Residential load shape modeling based on [2] [3] PAS-104. J.