Nonparametric probabilistic load flow with saddle point approximation

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Because of uncertainties of renewable generation resources and load, efficient tools are required for load flow analysis in power systems. Many of the existing papers assume a set of given probability density functions (PDFs) to model uncertainties and develop parametric probabilistic load flow tools. However, the uncertainties might not fall in any standard class of PDFs. Thus, nonparametric tools are needed. This paper presents a method for nonparametric probabilistic load flow analysis to determine PDFs of the load flow outputs. The proposed method is based on the mean value first order saddle point approximation. For a system with n random variables, (n+1) load flow calculations are utilized to establish first order Taylor series expansion and then saddle point approximation is adopted to determine the probabilistic characteristic of desired output variables. The proposed nonparametric estimator provides accurate results while needing a reasonable computational effort. The estimator needs only a limited available data set of random variables without requiring information whether the data set belongs to a certain class of parametric distribution functions. Furthermore, both probability and cumulative distribution functions of load flow outputs are directly established without using integral or differential operators. The proposed method is tested on the IEEE 14-bus and the IEEE 118-bus test systems and promising results are obtained.

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IEEE Transactions on Smart Grid

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