Probabilistic optimal power flow computation for power grid including correlated wind sources

Abstract This paper sets out to develop an efficient probabilistic optimal power flow (POPF) algorithm to assess the influence of wind power on power grid. Given a set of wind data at multiple sites, their marginal distributions are fitted by a newly developed generalized Johnson system, whose parameters are specified by a percentile matching method. The correlation of wind speeds is characterized by a flexible Liouville copula, which allows to model the asymmetric dependence structure. In order to improve the efficiency for solving POPF problem, a lattice sampling method is developed to generate wind samples at multiple sites, and a logistic mixture model is proposed to fit distributions of POPF outputs. Finally, case studies are performed, the generalized Johnson system is compared with Weibull distribution and the original Johnson system for fitting wind samples, Liouville copula is compared against Archimedean copula for modelling correlated wind samples, and lattice sampling method is compared with Sobol sequence and Latin hypercube sampling for solving POPF problem on IEEE 118‐bus system, the results indicate the higher accuracy of the proposed methods for recovering the joint cumulative distribution function of correlated wind samples, as well as the higher efficiency for calculating statistical information of POPF outputs.