Title :
A New Probabilistic Load Flow Method Using MCMC in Consideration of Nodal Load Correlation
Author :
Mori, Hiroyuki ; Jiang, Wenjun
Author_Institution :
Dept. of Electron. & Bioinf., Meiji Univ., Kawasaki, Japan
Abstract :
This paper proposes a new method for the probabilistic load flow calculation. In this paper, a hybrid method of deterministic annealing expectation maximization (DAEM) algorithm, Markov chain Monte Carlo (MCMC) and the AC load flow is presented to evaluate the effect of uncertainties of input variables on the output ones. DAEM is effective for estimating the maximum likelihood estimate (MLE) of probability density function (PDF) while maintaining the non-Gaussianity and the nonlinear correlation of the variables. DAEM is an extended algorithm of EM that calculates estimates for incomplete data. MCMC is used to generate the samples from arbitrary distribution while reflecting the non-Gaussianity and the nonlinear correlation of PDF. The proposed method is successfully applied to a sample system with real data.
Keywords :
Markov processes; Monte Carlo methods; annealing; expectation-maximisation algorithm; load flow; AC load flow; Markov chain Monte Carlo; arbitrary distribution; deterministic annealing; expectation maximization; maximum likelihood estimate; nodal load correlation; nonlinear correlation; probabilistic load flow; probability density function; Annealing; Input variables; Load flow; Maximum likelihood estimation; Monte Carlo methods; Power system analysis computing; Power system planning; Power systems; Sampling methods; Uncertainty; Deterministic Annealing Expectation Maximization; Markov Chain Monte Carlo; Maximum LikelihoodEstimation; Multivariate Gaussian Mixture Distribution; Non-linear Correlation; Probabilistic Load Flow; Uncertainty;
Conference_Titel :
Intelligent System Applications to Power Systems, 2009. ISAP '09. 15th International Conference on
Conference_Location :
Curitiba
Print_ISBN :
978-1-4244-5097-8
DOI :
10.1109/ISAP.2009.5352840