Probabilistic load flow computation considering dependence of wind powers and using quasi-Monte Carlo method with truncated regular vine copula

Yueshan Huang, Shuheng Chen*, Zhe Chen, Qi Huang, Weihao Hu

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

6 Citations (Scopus)

Abstract

Modeling high-dimension dependence is a challenging problem since it involves too many parameters. In this paper, aquasi-Monte Carlo (QMC) method based probabilistic load flow computation algorithm, which uses truncated regular vine copula and considers high-dimension dependence of wind powers, is proposed. Firstly, the regular vine copulas, which use bivariate copulas as building blocks, are used to construct the primary high dimensional dependence. Then, truncation technology is adopted to reduce the computation burden and the memory consumption caused by the rapidly increased parameters number of input variables. Meanwhile, the nonparametric kernel estimation is used to estimate the wind speed marginal distributions and the bandwidth of kernel function is obtained by the direct plug-in method. Further, QMC method is integrated into the probabilistic power flow computation for obtaining the sampled data of input variables. By the numerical simulation experiments on the modified IEEE 118-bus power system, the superiority of the proposed probabilistic load flow computation method is verified.

Original languageEnglish
Article numbere12646
JournalInternational Transactions on Electrical Energy Systems
Volume30
Issue number12
ISSN1430-144X
DOIs
Publication statusPublished - Dec 2020

Bibliographical note

Funding Information:
We thank the support from National Key Research and Development Program of China, which number is 2018YFB0905200. These data that support the findings of this study are available at the website of The National Renewable Energy Laboratory (NREL), namely, https://www.nrel.gov/grid/eastern-wind-data.html.

Publisher Copyright:
© 2020 John Wiley & Sons Ltd

Keywords

  • copula
  • dependence
  • kernel estimation
  • probabilistic load flow
  • quasi-Monte Carlo simulation
  • truncation

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