IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 20, NO.

4, NOVEMBER 2005

1843

Probabilistic Load-Flow Computation

Using Point Estimate Method
Chun-Lien Su, Member, IEEE

AbstractA new probabilistic load-flow solution algorithm

based on an efficient point estimate method is proposed in this
paper. It is assumed that the uncertainties of bus injections and
line parameters can be estimated or measured. This paper shows
how to estimate the corresponding uncertainty in the load-flow
solution. The proposed method can be used directly with any
existing deterministic load-flow program. For a system with
uncertain parameters, it uses 2 calculations of load flow to calculate the statistical moments of load-flow solution distributions
by weighting the value of the solution evaluated at 2 locations.
The moments are then used in the probability distribution fitting.
Performance of the proposed method is verified and compared
with those obtained from Monte Carlo simulation technique and
combined simulation and analytical method using several IEEE
test systems.
Index TermsPoint estimate method, power system planning,
probabilistic load flow.

I. INTRODUCTION

OAD flow study is required in power system expansion

planning, operational planning, real-time operations and
control. It provides the analyst with the steady state of the
system for a specified set of power generation, loads, and
network conditions. Traditional load-flow approach is the
deterministic load flow where the system condition represents
a snapshot in time or a set of deterministic values chosen by the
analyst for each input variable. So, its accuracy depends on the
knowledge of the input data. In an open access environment,
the generation patterns are not certain, the paths of supply are
more diverse, and future load characteristics become more
unpredictable. In the case of statistical uncertainty associated
with the input data, a point estimate does not exactly indicate
the whole result.
In system planning, it is desirable to assess bus voltages
and line flows for a range of loads, generations, and network
conditions. Performing conventional load-flow computations
for every possible or probable combination of bus loads,
generating patterns, and network topologies is impractical
because of the large computation efforts required. From a
system planning point of view, it has been shown worthwhile to
approach the problem as a probabilistic one. The probabilistic
load-flow (PLF) study could take into account uncertainty in

Manuscript received December 27, 2004; revised June 23, 2005. This work
was supported by the National Science Council of Taiwan under Grant NSC
93-2213-E-022-004. Paper no. TPWRS-00683-2004.
The author is with the Department of Marine Engineering, National Kaohsiung Marine University, Kaohsiung 805, Taiwan, R.O.C. (e-mail: cls@mail.
nkmu.edu.tw).
Digital Object Identifier 10.1109/TPWRS.2005.857921

the load-flow computations and calculate the system states

and branch flows based not only on expected average or peak
values of input data. Instead of obtaining a point estimate result
by the deterministic load flow, the PLF algorithm evaluates
probability density functions and/or statistical moments of all
state variables and output network quantities to indicate the
possible ranges of the load-flow result.
Many PLF methods have been proposed to study load-flow
uncertainty problem [1][9]. These methods can be classified
as simulation method, analytical method, or by using a combination of both. The simplest evaluation of the PLF problem is
through Monte Carlo simulation (MCS). This method requires
that the data involved to be assigned a probability distribution
that characterizes the possible variation in the parameters. The
random values from these distributions are selected and used to
arrive at an estimate of load-flow solution. A large computation
effort is required for the MCS method.
To reduce the computational effort in solving PLF problem,
several analytical approaches were proposed to estimate the
load-flow solution distributions [1][6]. In [1], a probabilistic
dc load-flow model was proposed to consider nodal data
uncertainty and to find the distributions of branch flows. [2]
used a direct and efficient approach based on the principle of
statistical least square estimation to analyze the effects of nodal
data uncertainty on all network output quantities and to obtain
the expected value and variance of the load-flow solution. A
discrete frequency-domain convolution technique based on fast
Fourier transformation and linearized power flow equation was
used in [3] to enhance the computation accuracy. [4] used a
dc load-flow model combining the concept of Cumulants and
Gram-Charlier expansion theory to consider the bus injection
uncertainties and to compute cumulative distributions of network branch flows with less computation effort. [5] proposed a
new PLF algorithm based on linearized models to compute the
load-flow solution distributions through nonlinear power flow
equations. A PLF method was proposed in [6] to consider the
bus power injection uncertainty and system operating strategy.
The main advantage of the analytical approaches mentioned
previously is to avoid a large number of simulations required
in MCS method, but more assumptions and complicated mathematical computations are required for these methods.
A MCS based on linear power flow equations combined
with analytical convolution technique is used in [7] to simplify
computation process and maintain sufficient computation accuracy. [8] proposed a new PLF algorithm combining MCS
and multilinearized load-flow equations to sufficiently and
efficiently evaluate all load-flow result quantities. To consider

0885-8950/$20.00 2005 IEEE

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 20, NO. 4, NOVEMBER 2005

network topology uncertainty, a new algorithm is proposed in

[9]. In this method, the distributions of the load-flow solution
are conditionally evaluated based on each possible network
configuration. The final solution then is obtained from weighted
sum of density distributions by using the probability associated
with each network configuration.
In addition to the stochastic load-flow model, the fuzzy
load-flow model [10][13] is another different way of expressed uncertainty in the load-flow input data. Uncertainties
in generations and loads are modeled as fuzzy numbers that
are defined by different membership functions with -degree
. The underlying assumption on the
of possibility,
information for the fuzzy load-flow method is quantitative and
the result presented in the method is possibility distribution
rather than probability distribution.
The transmission line parameters estimated at a specific temperature value are usually assumed to be a constant parameter in
the great majority of existing PLF methods. However, line parameters vary due to the variations in the temperature and they
may be viewed as random variables [14]. This paper proposes an
efficient and accurate method, called the point estimate method
(PEM), to take the uncertainty in network parameters into account in the load-flow computations. It is assumed that the uncertainty of the line parameters and bus injections can be estimated or measured and this paper shows how to estimate the
load-flow solution distributions for networks with constant configuration. However, when the probability associated with each
network configuration is given, the proposed PLF algorithm
could also handle network topology uncertainty. The statistical
moments of the solution quantities are obtained using an efficient PEM that is a numerical-based approach with simple numerical computations for statistical inference. The moments are
then used in the probability distribution fitting. The nonlinear
power flow equations are used in the proposed method and its
computation requires less complex mathematical requirement,
so it could provide a more detail modeling of the relationship between load-flow solution variations and uncertain input parameters, and consequently the result is more accurate and efficient.
II. POINT ESTIMATE METHOD FOR COMPUTING
PROBABILISTIC LOAD FLOW
A. Problem Formulation
The load-flow problem can be mathematically described by
two sets of nonlinear equations. For a given network configuration, the load-flow equations are as follows:
(1)
(2)
where
input bus power injection vector;
line parameter vector;
state variable vector;
output line-flow vector;
nonlinear load-flow equations.
Once the bus power injections and line parameters are
specified, the state variables can be evaluated, and the output

line-flow vector expressed by

that is th term of
solution

are determined. The line-flow

can be expressed as follows:
(3)

where is a nonlinear function and is bus power injection or

line parameter. Uncertainty in the parameter causes variations
in the load-flow solution. The uncertain parameters include
factors such as the location of new generation facilities, maintenance outages of existing generation units, changes of generation dispatching rules, customer demand changes, and variations in network parameters. Each parameter is assumed to
be a random variable with known mean and variance that can be
obtained from the historical record, statistical analysis, or engineering judgment.
B. Proposed Method
Probabilistic load-flow studies conduct probabilistic modeling of generation injections, loads, line parameters, and
network conditions and take these uncertainty factors into
account in the load-flow computations. Computation efficiency
and accuracy are the problems when probabilistic simulation
or analytical techniques are used to obtain an estimate of
the load-flow solution distributions. The use of existing PLF
methods may not exactly model the relationship between
load-flow equations and input parameters, thus they need more
complicated mathematical requirements to enhance computational performance. In this situation, the point estimate method
can be used to perform statistical inferences and obtain the
probability distributions of load-flow solution though simple
numerical computations.
The point estimate method [15], [16] can be used to calculate
the statistical moments of a random quantity that is a function
of one or several random variables and had been used in the
transfer capability uncertainty computation [17]. The attention
in use of the point estimate method may be paid in simultaneously and efficiently evaluating several probability distributions
of a system. In order to efficiently and accurately estimate the
uncertainty involved in the load-flow computations, this paper
explored the point estimate method to solve PLF problem. An
efficient two-point estimate method similar to that shown in [17]
is adopted in this paper. In this study, it is assumed that the uncertainty of the network parameters can be estimated or measured; thus, the uncertainties are in the bus data and line parameters. The proposed probabilistic load-flow algorithm based
on the two-point estimate method is described as follows. The
details of derivation of the proposed method are given in the
Appendix.
be bus power injection or line parameter that is a
Let
. The
random variable with probability density function
and
, defined
proposed method uses two of variants,
in (4) to replace
by matching the first three moments of
(4)
where

and

are the mean and standard deviation of

,
and

SU: PROBABILISTIC LOAD-FLOW COMPUTATION USING POINT ESTIMATE METHOD

that denotes the coefficient of skewness of

as follows:

1845

can be calculated

(5)
where
.
is the number of observations of and
is the probability of each observation
.
and
are transferred to proThe information about the
duce two estimates of the line-flow solution variants,
and
, through the power flow model. The
expressed
in (6) to denote the weighting of the concentration located at
) is then used to scale these
(
estimates to take into account the skewness of the probability
distribution of .
(6)
. The value of each
ranges
where
s is unity.
from 0 to 1 and the sum of all
can be obtained from the proposed
The th moment of
method by using

(7)
The standard deviation of the

Fig. 1. Flow diagram of the proposed method.

is computed through
(8)

The overall computational procedure of the proposed method

is shown in Fig. 1. In the computation the nonlinear power flow
equations of (1) and (2) are used. The proposed method can
be applied with the currently available load-flow program. For
uncertain system parameters, the proposed
a system with
load-flow calculations to estimate the load-flow
method uses
solution distributions.
The original efficient two-point estimate method is applicable
if all the parameters are uncorrelated. In an enhanced efficient
two-point estimate method [18], a rotational transformation
to transform a correlated system into an uncorrelated system
was proposed. In power system applications in some cases, the
system parameters are not independent. Dependence of system
parameters can be identified by principal component analysis
and relationships between parameters can be determined. A
model with a reduced degree of the uncertainty can then be used
to solve the probabilistic load-flow problem with correlated
parameters [17].
III. TEST RESULTS AND DISCUSSIONS
The performance of the proposed method was tested on
several systems. These tests were conducted on a Pentium 4
2.4-GHz PC. Fig. 2 shows one of the tested system. The coefficient of variation (CV), defined as the standard deviation

Fig. 2.

IEEE six-bus test system.

and mean value ratio, is used to indicate the dispersion of the

random variables. The uncertainties shown in Tables I and II are
assumed. In Table I, bus power injections are assumed to have
a normal distribution with CV of 5% and a discrete distribution.
For uncertain line parameters shown in Table II, uniform and
binary distributions are assumed.
The probabilistic load-flow solution considering bus power
injection uncertainty is first studied. An ac power flow model
is used. In order to demonstrate accuracy and efficiency of the
proposed method, the comparisons with Monte Carlo simulation were used and carried out in a fair way. For computation
efficiency comparison, the CV of 2% is set for all line-flow

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 20, NO. 4, NOVEMBER 2005

TABLE I
DISTRIBUTIONS OF UNCERTAIN NODAL DATA

TABLE III
STATISTICS OF LOAD FLOW SOLUTION OBTAINED FROM DIFFERENT METHODS

TABLE IV
PERFORMANCE COMPARISONS OF DIFFERENT METHODS
TABLE II
DISTRIBUTIONS OF UNCERTAIN LINE PARAMETERS

quantities to be estimated and then the Monte Carlo simulation

converged in 733 trials. Furthermore, to obtain the true result
for computation accuracy comparison, it is assumed that Monte
Carlo approach with 5000 trials could catch the stochastic behavior of the problem studied and provide true result of the
load-flow solution distributions. Hence, another crude Monte
Carlo simulation with 5000 trials was also carried out.
Using the results obtained from MCS method with 5000 trials
as the basis, three performance indices [8], denoted as , ,
, are used to ascertain the performance of the proposed
method. Average relative errors , measured in terms of percentages of the actual values obtained from Monte Carlo simulations, are taken among the angles corresponding to the system
generator and load buses considering parameters mean ( ), standard deviation ( ), and the values whose probabilities are less
than 0.1 (
) and greater than 0.9 (
).
are taken among the voltages corAverage absolute errors
are
responding to the load buses and the average errors
taken from all line flows.
and
, of each
The first and second moments,
item of the line-flow solution vector are calculated by using the
procedure shown in Fig. 1. The moments obtained then are used
for estimating the solution distributions and cumulative density
function fitting. The results are also compared to those obtained
from the combined simulation and analytical (CSA) method [8].
Since the number of samples and linearizations used in the CSA
method can significantly affect the computation accuracy, different combinations of samples and linearizations were carried
out for the test. The results obtained from the CSA method with
1000 samples with 3 (denoted by 3-lin) and 5 (denoted by 5-lin)
linearizations are selected for comparisons with the proposed
method in terms of accuracy and computational effort.

Tables III and IV show the test results. Table III shows the
distributions of some of load-flow solution quantities obtained
from different methods. These state variables and output quantities can be considered representative of all the solution quantities so as to determine the accuracy performance of the proposed method. From Table III it can be seen that since nonlinear
power flow equations and no linearizations are used, the errors
introduced in the state variables and line flows can be reduced
with the proposed method. Thus, the load-flow solution distributions obtained from the proposed method are much closer to the
results from the Monte Carlo simulation with 5000 trials than
those obtained from the Monte Carlo simulation with CV of 2%
and the CSA method with 1000 samples and three linearizations.
Table III also shows that since a large number of linearizations
can enhance the computation accuracy of the CSA method, the
result obtained from the CSA method with five linearizations is
more accurate than that from the CAS method with three linearizations and is similar to that obtained form the proposed
method.
Table IV shows the performance comparisons of different
methods. In this test, all probability distributions of the test
system obtained from different methods are used for computing
the performance indices. It can be seen from Table IV that the
proposed method has smaller errors in estimating load-flow
solution distributions and is about 37 times faster than the
Monte Carlo simulation with 733 trials. It can also be found
from Table IV that when considering similar execution time,
the proposed method could have a more accurate result than
that from the CAS method with 1000 samples and three linearizations. The results also indicate that the proposed method
requires less computational effort than the CSA method with
1000 samples and three linearizations when both methods have

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1847

Fig. 5. Cumulative density function of active power on line 15.

Fig. 3. Probability distribution of active power on line 15.

Fig. 6. Cumulative density function of active power on line 65.

Fig. 4. Probability distribution of active power on line 65.

similar computation accuracy. Since the proposed method could

simultaneously and efficiently evaluate distributions of all state
variables and output network quantities through the weighted
factors adjustments and the nonlinear power flow equations,
from Tables III and IV it has shown that the proposed method
gives a good modeling of the relationship between load-flow
solution variations and uncertain input parameters. Its computation could have a better performance than the CSA method and
reach similar results as those from the Monte Carlo simulations
with less effort in the numerical computations.
The probability distributions of active power on lines 15 and
65 by using Monte Carlo simulation with 5,000 trials are reported in Figs. 3 and 4. As can be seen form Figs. 3 and 4, the
line flows on different branches can have different distributions.
from the proposed
The mean and standard deviation of
method are 0.3165 and 0.0314, respectively, as compared with
, they are
0.3162 and 0.0313 for the MCS method. For the
0.0131 and 0.0188 with the proposed method, and 0.0131 and
0.0187 from the MCS method. The cumulative density functions
of Figs. 3 and 4 are shown in Figs. 5 and 6, respectively, which
depict the comparisons of the cumulative density functions obtained from the proposed method and the MCS method. When

10% and 90% confidence levels of line flows are interested, the
estimates of Fig. 5 at 10% and 90% confidence levels for the proposed method are 0.2739 and 0.3634, respectively, as compared
with 0.2790 and 0.3611 obtained from the MCS method. These
and
estimates in Fig. 6 for the proposed method are
and 0.0372 from the MCS
0.0395 as compared with
method. Test results have indicated that the cumulative density
functions obtained from the proposed method are close to the
true load-flow solution distributions. However, in Figs. 5 and 6,
some slight differences near the probabilities of 0.75 and 0.5
can be seen although the general performance is good. The additional tests with three-point and four-point estimate were also
conducted to clarify that. It is shown from the results that the
differences can be reduced when the number of estimate points
increases. From Figs. 5 and 6, and additional test results, it is
concluded that in general the proposed method could have a
fairly good estimate in result of load-flow solution distributions.
However, to obtain better results, a lager number of point estimate could be used in the proposed point estimate method.
Sensitivity analysis is performed to verify the performance
of the proposed method under different numbers of CV of bus
power injections. The smaller value of CV presents operational
or short term planning studies, that the nodal data are well
known. The larger value of CV presents long-term planning

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TABLE VI
EFFECTS OF SYSTEM SIZE ON PERFORMANCE OF THE PROPOSED METHOD

Fig. 7. Effects of variation of bus injections on performance of the proposed

method.

TABLE V
SENSITIVITY OF PERFORMANCE OF THE PROPOSED METHOD
COEFFICIENT OF VARIATION OF LINE PARAMETERS

TO

studies, that there is a greater level of uncertainty in the nodal

data. The results obtained from the proposed method are
compared with the Monte Carlo simulations (with 5000 trials)
under different levels of uncertain bus power injections. The
performance index of line flows is used for the study and the result is shown in Fig. 7. It can be seen from Fig. 7 that the errors
in the estimates of line-flow solution distributions slightly increase as the variation of bus power injections increases. When
there is an extremely high uncertainty in nodal injections, CV
equals 100%, the errors in the estimated line flows in terms
of mean, standard deviation,
, and
are 0.3402%, 0.6633%, 0.7254%, and 0.7391%, respectively.
)
Since the proposed method uses the weighted factors (
and parameter variants ( ) to account for different levels
of variations in input parameters, from the results it is shown
that the proposed method could accurately estimate load-flow
solution distributions even for extremely high uncertainty levels
of bus power injection.
The line parameter uncertainties can also be handled with the
proposed method. Using the data shown in Tables I and II as
the input data, Table V shows the performance of the proposed
method under different CVs of the line parameters. It can be seen
from Table V that the errors introduced by the proposed method

slowly increase as the uncertainty level of line parameters increases. Comparing Fig. 7 to Table V, it is found that the performance of the proposed method is more sensitive to bus power
injections than line parameters, that as expected. The results also
show that the proposed method could flexibly consider different
types of uncertain parameters in the load-flow computations and
accurately estimate the corresponding solution distributions.
To determine the effects of system size on performance of
the proposed method, additional tests using IEEE 30, 57, and
118 bus test systems were conducted. Test results are shown in
Table VI. In the tests, the bus power injections are assumed to
have a normal distribution with CV of 5%. The results are compared with those from the Monte Carlo simulation with 10 000
trials for computation accuracy check. Another Monte Carlo
simulation, that CV of 2% is set to all line-flow quantities to be
estimated, is also performed for computation efficiency comparison. It can be found from Table VI that the convergence time
in the Monte Carlo simulations increases as the size of system
increases. The proposed method is about 37 to 48 times faster
than the Monte Carlo simulations for larger size systems. It has
shown from the results that the proposed method could have a
good result in estimates of load flow solution distributions even
for a large system and its computation performance will not be
degraded with increase of system size.
IV. CONCLUSIONS
To obtain adequate information about the adequacy and reliability of a transmission network in the future, system parameter
uncertainties have to be considered in the load-flow study. This
paper proposes a new probabilistic load-flow approach to take
uncertainty of nodal data and line parameters into account in
the load-flow computations and to estimate the corresponding
variations in the solution. Test results have indicated that if the
uncertain parameters considered can be measured or estimated,
the distributions of all state variables and line-flow quantities
can be accurately and efficiently evaluated with the proposed
two-point estimate method through simple numerical computations. However, for better results, a larger number of estimate
point could be used in the proposed method.
The proposed method is tested and verified by comparison
with results from the combined simulation and analytical

SU: PROBABILISTIC LOAD-FLOW COMPUTATION USING POINT ESTIMATE METHOD

method and Monte Carlo simulations on several IEEE test

systems. In the tests, it is assumed that Monte Carlo approach
can catch the stochastic behavior of the problem studied and
provide true result of the load-flow solution. Using the results obtained form Monte Carlo simulations as a basis, the
proposed method could reach similar results as those from
the Monte Carlo simulations with less effort in the numerical
computations and has a better performance than the combined
simulation and analytical method. The information obtained
would provide system planning engineers more confidence in
making judgments concerning system reinforcement/expansion
plans.

1849

denotes the th derivative of

with respect to
where
. The mean of
can be calculated by taking the expectation
of the above equation, resulting in

APPENDIX
DERIVATION OF THE PROPOSED METHOD
This Appendix shows how to obtain the statistical moments
described in Section II. The derivaof the line-flow solution
and
denote the
tion is similar to that shown in [18]. Let
mean and standard deviation of the bus power injection or line
parameter that is a random variable with probability density
,
. Further, let
denote th moment about
denote the ratio of
to
,
the mean of and
that are expressed as
(A1)
(A2)
where
is equal to zero,
is equal to one,
and
are the coefficient of skewness and coefficient kurtosis of ,
respectively. Using the multivariable Taylor series, the about
the mean of can be expanded as follows:

(A3)

(A4)

where
denotes the expectation.
,
,2, be the th conNow, let
centration of the
and
be the weighting of the concen), where
tration located at (
and
are the unknown constants to be determined. The
and
to approxiproblem is now how to determine the
mate the exact mean of
in (A4) by using the concentrations
and weighted factors of each random variable . In order to
with
for each
achieve this, (A3) is multiplied by
random variable , and summing them up leads to (A5), as
shown at the bottom of the page.
The proposed two-point estimate method uses two concentrations and two weighted factors for each random variable
to match the moments of probability density function of
and to obtain the statistical moments of
. Therefore,
expressed in (A4) by
to approximate the exact mean of
shown in (A5), we can match the first four items of the right
side of (A4) and (A5) (i.e., matching the moments of up to

(A5)

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 20, NO. 4, NOVEMBER 2005

third order). The four equations for each random variable

can then be established. They are

Equation (A11) can be rewritten as

(A6)
(A7)
Equation (A6) is to match the first three moments of the prob,
,
ability density function of . The unknown constants,
, and
, then can be determined based on (A6) and (A7)
and the solutions are as follows:
(A8)
(A9)
where
the coefficient of skewness of

.
that denotes
can be computed as follows:
(A10)

where
.
is the number of observations of and
is the probability of each observation .
and
in (A8) and (A9), it is
Based on the constants
interesting to know that how accurate the proposed method approaches to the exact mean of . Therefore, substituting (A6)
and (A7) into (A5) gives (A11), as shown at the bottom of the
page.

(A12)
Then, substituting (A12) into (A4) gives (A13), as shown at
the bottom of the page.
It can be seen from (A13) that the exact
,
,
can
be
obtained
by
mean
of
in
is a
a third-order approximation. When
third-order polynomial, the proposed method (two-point
with
estimate) gives the exact solution to the mean of
uncertain parameters. Similarly, we can show that the secondcan be approximated by
order moment of

(A14)
The standard deviation of

is then obtained by
(A15)

(A11)

(A13)

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GR/K 80 310, 1999.

Chun-Lien Su (S97M01) received the Ph.D. degree in electrical engineering

from National Sun Yat-Sen University, Kaohsiung, Taiwan, R.O.C., in 2001.
He is currently an Assistant Professor in the Marine Engineering Department,
National Kaohsiung Marine University, Kaohsiung. His main areas of research
interest are power systems and shipboard electric power systems planning, operations, and dynamics modeling and simulations.