Power system planning under uncertainty

conditions. Criteria for transmission network

flexibility evaluation
P. Bresesti, A. Capasso, Senior Member IEEE
M.C. Falvo, Student Member IEEE, S. Lauria Member IEEE
Abstract - In a free-market scenario, power system
planning has to deal with a significant degree of
uncertainty about time and location of generating assets
expansion. A methodology for the evaluation of the
attitude of the transmission system to keep up a desired
standard of reliability under such uncertainty (that is,
flexibility) is presented. The method, relying on the
Monte Carlo simulation approach, is applied to check
the effectiveness of a flexibility index, based on
structural as well as operational network parameters.
The results of tests carried out on simple networks and
on IEEE RTS are reported showing the encouraging
agreement between the probabilistic simulations and
the proposed index.
Keywords Power transmission planning, reliability,
Monte Carlo methods, open-access, uncertainty,
flexibility
I. INTRODUCTION
Bulk electric power systems are currently experiencing
significant changes, in both the operational and economic
spheres, due to the liberalization of the electric energy
market. In an open-access scenario, in fact, vertically
integrated utilities are superseded, after 'unbundling', by
independent new entities, managing generation and
transmission separately. As a consequence, the constraints
imposed on the planner in order to ensure the required
levels of quality and continuity of supply are also changing.
Planners are most notably affected by the much-increased
uncertainty about siting, sizing and commissioning of new
power plants, i.e. about growth of generation as a whole.
Today's generation scenarios, in the planner's view, change
quite rapidly due the short commissioning times of com-
___________________________________
This work was supported by the Italian Ministry of Industry, Commerce
and Handicraft within the activity Ricerca di Sistema DM 17/04/2001,
28/02/2003.
P. Bresesti, is with CESI - Centro Elettrotecnico Sperimentale Italiano,
Milan, Italy (e-mail: bresesti@cesi.it)
A. Capasso, S. Lauria, M. C. Falvo are with University of Rome "La
Sapienza", Electrical Engineering Dept., Rome, Italy. (e-mail:
capasso@elettrica.ing.uniroma1.it).
bined-cycle gas turbine plants and to the attitudes of
independent power producers, who are autonomous by
definition, and thus decide freely (within the technical
regulatory framework) where, when and how much
capacity they will build.
Network planners are no longer in control of the expansion
of generating capacity: they can make forecasts, with an
attendant degree of uncertainty, about it, so that total
installed capacity, composition and siting of the future
power plants can be regarded, to a certain extent, as random
variables. Even in this new framework, however,
generation expansion must cope with the physical realities
of power transmission: the location of new plants depends
of the ability of the network of delivering the power they
produce. On the other hand, the future development of the
transmission infrastructures must satisfy two concurring
requirements: of accommodating the new plants and
keeping at least unchanged the current levels of supply
quality and continuity.
Given the uncertainties about generation expansion and
operation, it becomes apparent that indexes and criteria are
needed in order to evaluate the attitude of the transmission
system to keep up a desired standard of reliability, at
reasonable operation costs, when the generation scenarios
change. The above "attitude" can be defined as "system
flexibility" (with regard to the changes in generation). It is
an important feature of system planning. Reliability is, of
course, an essential and long-standing planning
requirement; in today's open-access scenario, however,
flexibility is also crucial to the system. The two planning
requirements must be therefore combined together.
Based on the above considerations, there has been in recent
years much interest about criteria for the quantitative
evaluation of network flexibility. The prevalent planning
methodology is today probabilistic, usually based on the
Monte Carlo simulation approach, which takes into account
the uncertainties of operation: this approach is implicitly
able to evaluate the flexibility of networks. Starting from
probabilistic simulations, several criteria for the evaluation
of flexibility have been proposed. Some are based on an
indirect evaluation of flexibility through the use of
traditional system reliability indexes (risk indexes), e.g.
TRS (Transmission line Reliability Sensitivity) [2], or
0-7803-7967-5/03/$17.00 2003 IEEE
Paper accepted for presentation at 2003 IEEE Bologna Power Tech Conference, June 23th-26th, Bologna, Italy
"robustness", defined as the ability of the system to adapt to
market-driven changes and quantified by many attributes
which are a function of plan and future [3]. Other
criteria are based on operation-related parameters deemed
to give a straightforward flexibility evaluation, like ATC
(Available Transfer Capability)[4-5] or GRU (Grid
Utilization), a functional parameter indicating the degree of
exploitation of available transmission resources [6].
In this context the Authors opt for a methodology based on
conventional planning tools and results, yielding
quantitative parameters useful for the flexibility evaluation
of transmission networks with regard to changes in
generation. The proposed methodology and indexes are
meant to give, in the "open-access" context, a tool for the
selection of planning alternatives: the flexibility indexes for
uncertain scenarios. Tests have been performed first on
simple networks and then on the IEEE Reliability Test
System (IEEE-RTS).
II. PROPOSED METHODOLOGY
A. Evaluation of the transmission deficit
In order to check the performance of the proposed
flexibility indexes, network flexibility has been indirectly
assessed by means of the evaluation of reliability, in terms
of EENS- Electric Energy Not Supplied [see II.D]. The
probabilistic simulation program used to this purpose,
MO.RE (MOntecarlo REliability), is based on the Monte
Carlo approach described in detail in [7]. MO.RE can
account separately for the shares of EENS due to lack of
generation and to transmission deficit, respectively. The
transmission-originated EENS is in turn subdivided among:
EENS caused by overloads in the transmission system;
EENS due to load shedding in an islanded portion of the
network, following system separation.
To evaluate flexibility, only the "overload" component of
transmission-related EENS has been considered. Lack of
capacity does not depend on system structure, being related
only to mismatch between generation and load. Moreover,
EENS due to islanded operation, though originated by
shortcomings of the transmission system, is generally not
related to network flexibility with respect to changes of
generation (as can be easily seen by considering a load
supplied by a single radial line, when load is shed due to
local lack of generating capacity).
B. Simulation hypotheses
In order to reduce problem complexity, the simulations
aimed at checking the effectiveness of the proposed index
were based on the following simplifying assumptions:
Structural Hypotheses
Comparison between test networks made of the same
components, but topologically different (m transmission
lines, out of n, differing for each network).
For each test network, the same "base" generation
scenario.
For each test network, k different generation 'patterns'
representing uncertainty, with the same overall
generating capacity but with different spatial locations
of the generating units; all patterns have the same
probability of implementation.
Operational Hypotheses
Reliability level of the same order for the different
planning scenarios, when considering the initial, 'base'
generation pattern, with only the EENS quota due to
transmission network overloads taken into account.
The requisite for similar transmission-originated EENS
values in the starting configurations is needed in order to
separate the assessed "flexibility" of the test networks by
their initial reliability. Networks with the same calculated
reliability index (i.e. EENS) in the starting generation
configuration can have different behaviours once the
pattern of generation changes, namely different
transmission deficits and thus different flexibility.
C. Proposed index
Based on the above hypotheses, the proposed index has the
following form:
( ) j i
I
C I
I C
Nb
j i
ij
m
Nb
j i
ij
tot
ij
m
m
ij =

= =
= =
1 , 1
arg
1 , 1
arg
arg
where:
N
b
: number of nodes;
ij: branch between nodes "i" and "j";
I
ij
marg
, current margin (difference between the limit carrying
capability and the average current) on branch ij, calculated
in the starting generation configuration;
C
ij
tot
, defined as "total distribution factor" (see below).
The index is the average of the total distribution factors of
the branches, weighted with the current margins of the
branches.
The total distribution factor of a branch is given by:

=
=
gb
N
k
ij
k
ij
tot
C C
1
| |
It is the sum of the absolute values of the distribution
factors of the branch ij with respect to all generation nodes
(see Appendix).
N
gb
: number of generation nodes;
C
k
ij
,: distribution factor of branch ij with respect to node k.
The network with the smallest value of the index can be
regarded as most flexible: this can be explained resorting to
the definitions of distribution factor and current margin.
Under the simplifying assumption of DC load flow, the
distribution factor of a branch, with respect to a node, gives
the change in power flow through the branch due to a unit
injection in the node itself. The current margin is the
difference between maximum allowable loading and actual
loading of the branch as yielded by the Monte Carlo
simulation (averaged on a 1-year simulation span, see Fig.
1). Lines with higher margins have greater capability to
cope with changes in nodal injections and thus in power
flows. With equal margins, the network having the smaller
distribution factors is more flexible, being less affected by
changes in generation patterns.
The proposed index can be defined as "Uncertain Scenarios
Flexibility Index" (USFI), since it allows to know which
one of several alternative configurations of a transmission
network is more flexible with respect to "transfer" of
generation among selected nodes. It can thus suggest
planning choices for the transmission system, given an
array of future generation scenarios.
Fig.1. Current - duration curve output for a sample branch
D. Assessment of the index effectiveness
The flexibility of the power system, with respect to the
changes in generation, consists in the attitude of the system
to keep up its desired level of reliability with different
generation patterns. The evaluation of the traditional risk
indexes, notably of EENS, actually yields information
about the flexibility of the network under examination,
without resorting to other indexes: this could be defined an
"indirect" or deductive approach to the assessment of
flexibility. According to the above definition of flexibility,
in fact, the most flexible network is the one whose risk
indexes are less affected by changes in the pattern of
generation (within a reasonable range). The comparison of
EENS values calculated, for each network, in all the
different generation scenarios, gives thus an assessment of
the networks' flexibility: the more flexible will be the one
whose EENS varies less moving from one case to another.
This criterion has been used to check the results yielded, in
a more direct way, by the proposed index. The indirect
flexibility evaluation, as outlined above, requires the
probabilistic simulation of every expected generation
scenario for each candidate network, in order to find the
relevant risk indexes. The proposed flexibility index allows
to obtain the desired information, for each given system,
independently from the expected patterns of generation:
this index-based approach could thus be defined "semi-
direct" or "predictive".
III. APPLICATION
A. Simple test networks
At first, the flexibility indexes have been evaluated for
several small test networks; three of them are shown in
Figs. 2 to 4 below. For each network, the branches depicted
with a thicker line is the one "characterizing" the topology
Fig.2. Test network #1
Fig.3. Test network #2
Fig.4. Test network #3
of the network. The three test networks all have 10
generating units, of two different sizes, grouped in 3 power
plants in the three generation nodes. All the networks
consist of the same number and length of branches, so they
have the same transmission assets costs. Actually the test
networks were obtained from each other by "moving" one
line at a time (n=9, m=1).This allows to eliminate large
differences of reliability due to different numbers of
network components. For the sake of simplicity, loads have
been considered spatially and temporally uniform.
Moreover, the networks have been chosen with the same
values of EENS (due to branch overloads), in the "base"
generation scenario.
The test networks yield the following results:
Table I - Test networks' index values
Test network

=
coll
N
i
i
m
I
1
arg
) C ( avg
tot
ij
USFI
Net #1 8,793 0,456 0,467
Net #2 7,929 0,430 0,428
Net #3 8,946 0,481 0,504
According to the proposed index, their ranking in
decreasing order of flexibility is: network #2, network #1,
network #3. For each test network, two additional
generation scenarios, obtained by shifting 18% of the total
installed generation capacity, are examined (see Table II):
Table II - Generation scenarios for flexibility evaluation
Generation
configuration
Node 1 Node 3 Node 5
Base
(gen. conf.1)
3x70 MW
3x70+
1x140 MW
3x70 MW
1 transfer
(gen. conf. 2)
3x70 MW 3x70 MW
3x70+
1x140 MW
2 transfer
(gen. conf. 3)
3x70+
1x140 MW
3x70 MW 3x70 MW
The probabilistic simulation of the above scenarios gives
the following values of overload-originated EENS:
Table III - Overload component of transmission-related E.E.N.S. [MWh]
Test network
Base
(gen.conf.1)
1 transfer
(gen.conf.2)
2 transfer
(gen.conf.3)
Net #1 0 71,4 3,9
Net #2 0 0 0
Net #3 0 104,6 2,9
From the above reported EENS values, the indirect
flexibility evaluation yields the same ranking of the direct
method. In this simple case, the proposed index gives
results in full agreement with the indirect method for the
assessment of flexibility.
Larger changes in the spatial pattern of generation have
been tested, up to 30% of total installed capacity, with the
same result.
B. IEEE RTS
In order to test the index performance, the methodology
described in par. II-B has been applied to the IEEE-RTS
[7], [8], shown in Fig. 5 and named IEEE-net #1; two test
networks, namely IEEE-net #2 and IEEE-net #3, have been
obtained by making small changes to the RTS.
IEEE-net #2 differs from IEEE-Net #1in the following
aspects:
Line 2-4 has been transferred between nodes 8 and 9
(in parallel to the existing 8-9 line);
Line 11-13 has been transferred between nodes 15 and
21 (in parallel with the existing 15-21 line).
IEEE-net #3 differs from IEEE-net #1 in the following
aspects:
Line 2-4 has been transferred between nodes 8 and 10
(in parallel to the existing 8-10 line);
Line 11-13 has been moved between nodes 15 and 24
(in parallel with the existing 15-24 line).
In both cases, 2 branches out of 38 (m=2, n=38) have been
moved, obtaining 3 networks with the same item list and
thus same cost. Anyway, the RTS and the test networks
Fig. 5. IEEE RTS
derived from it show different values of EENS due to
branch overloads, in the base case (it has not been possible
to obtain the desired 'leveling' of the starting risk indexes).
Namely, the 'base' EENS value of the original RTS (IEEE-
net #1) is lower than those of the derived networks. (IEEE-
nets #2 and #3).
The results of the flexibility assessment by way of the
proposed index for the 3 networks are shown below.
Fig.6. USFI values for the three networks
Calculation of USFI yields the following ranking, in
decreasing order of flexibility: IEEE-net #1, IEEE-net #3,
IEEE-net #2.
The indirect assessment of flexibility has been carried out
via probabilistic simulation, by considering different
generation scenarios, with a 15% shift of the total installed
0,899
0,921
0,903
0,89
0,89
0,90
0,90
0,91
0,91
0,92
0,92
0,93
IEEE-net 1 IEEE-net 2 IEEE-net 3
U
S
F
I
generating capacity between nodes: namely, in one case
700 MW were moved between nodes 18 and 23 (gen. conf.
2); in another 400 MW were moved between nodes 18 and
13 (gen. conf. 3). The subsequent evaluation of the
overload-originated EENS figures, gives the same results of
the proposed index, i.e. the networks ranked the same (net
#1, net #3, net #2).
Fig. 7. Overload component of transmission-related E.E.N.S.
Other experimental indexes tested by the authors, either
based on purely structural parameters (e.g. the sum of total
distribution factors) or relying on purely operational
parameters (e.g. the average value of the branches' current
margins) did not generally give results in agreement with
the probabilistic simulations.
IV. CONCLUSIONS
A Monte Carlo simulation approach has been adopted in
order to check the performance of indexes aimed at
estimating the transmission system's flexibility, defined as:
"the attitude of the transmission system to keep up a desired
standard of reliability, at reasonable operation costs, when
the generation scenarios change". When comparing
networks with different initial reliability, such an index
does not have to take into account their reliability in
absolute terms, according to the definition of flexibility
given above; instead, the index must point out which one is
most flexible, i.e. the network whose reliability is less
affected by the changes in the location of generators.
In particular, a flexibility index, USFI, based on structural
(distribution factors) as well as operational (current
margins of network branches) parameters, has been
considered. Flexibility evaluations carried out with the
proposed index have then been checked by means of Monte
Carlo simulations of the investigated network
configurations, with encouraging results.
At the planning stage, when dealing with uncertainty about
location of generation expansions (rather than about total
increase of generating capacity), the main benefit of a
'direct' method for the assessment of flexibility lies in the
sharp reduction of the computational burden, in comparison
with the classical, indirect approach. To evaluate the
proposed index, probabilistic simulation is required for
base case only, instead of exploring all the envelope of
generation scenarios.
The validation of the proposed method, as well as the
assessment of an appropriate flexibility index, requires
further investigation. This includes the application of the
proposed index to actual planning scenarios involving
complex networks, with random changes in generation
represented by probability density functions. Moreover, the
analysis will have to consider the uncertainty affecting load
evolution in the planning time horizon.
V. APPENDIX
The distribution factor of branch i-j with respect to node k,
C
k
ij
, is given by:
( )
jk ik ij
k
ij
Z Z y C =
where:
y
ij
series admittance of branch i-j;
Z
ik
i-k term of the network nodal impedance matrix;
Z
jk
j-k term of the network nodal impedance matrix.
Under the hypotheses of the DC load flow, the distribution
factor C
k
ij
gives the change of power flowing on branch i-j
for a unit injection of power at node k.
VI. REFERENCES
[1] O. Bertoldi, Flexibility and reliability of power
transmission network - planning in a competitive market
[in Italian], LEnergia Elettrica, Vol.75, May-June 1998
[2] Satoru Niioka, Akira Kozu, Ryuichi Yokoyama,
Probabilistic supply reliability evaluation for liberalized
elettctricity market, 7th international conference PMAPS,
Naples 22-26 September 2002
[3] T. De la Torre, J.M. Feltes, T.G. San Roman, H.M.
Merrill, Deregulation, Privatization and Competition:
Transmission Planning Under Uncertainty, IEEE
Transactions on Power Systems, Vol.14, No.2, May 1999
[4] A.M. Leite De Silva, J.G.C. Costa, L.A.F. Manso, G.J.
Anders, Evaluation of Transfer Capability of
Transmission System in Competitive Enviroment, 7th
international conference PMAPS, Naples 22-26 September
2002
[5] M.H. Gravener, C. Nwankpa, Available Transfer
Capability And First Order Sensitivity"; IEEE Transactions
on Power Systems, Vol.14, No.2, May 1999
[6] M.T. Schilling, M.B. Do Coutto Filho, J.M. Marangon
et al., Network trasmissibility measures, CIGRE
Symposium, Tours (France) 1997
[7] O.Bertoldi, L.Salvaderi, S.Scalcino, Montecarlo
Approach in Planning Studies: an Application to IEEE
RTS, IEEE Transactions on Power Systems, Vol.3, No.3,
August 1988
4,38
19,95
25,08
8,28
35,37
31,68
7,63
473,65
413,67
1
10
100
1000
IEEE-net 1 IEEE-net 2 IEEE-net 3
E
.
E
.
N
.
S
.

[
M
W
h
]
gen.conf.1 gen.conf.2 gen.conf. 3
[8] IEEE Committee Report, IEEE Reliability Test
System, IEEE Transactions on Power Apparatus and
Systems, Vol.PAS-98, No.6, November-Dicember 1979
VII. BIOGRAPHIES
Paola Bresesti received her Doctoral Degree in EE from
University of Pavia, Italy in 1991. She joined CESI in 1991
where she currently is the Head of Network Study Unit in
T&D Network Department. Her main research interests
include power system planning and operation, power
system modeling and power system economics.
Alfonso Capasso has joined the University of Rome "La
Sapienza" since 1968, where he has been Assistant
Professor since 1970, Associate Professor since 1973 and
Professor in Electric Power Systems since 1980. From
1997 to 2000 he was also President of the Italian University
Research Group in Electrical Power Systems. His main
interests are in computer applications to electric power
systems, power quality and railway electrification.
He has been involved, as a part-time consultant, in many
Railway electrification studies; presently he is engaged in
the design activities of the new Italian High-Speed Lines
Bologna-Florence and Turin-Milan, under construction.
He is a member of AEI (Italian Electrical Association), CEI
Committee 110 (EMC), CIFI (Italian Railway Engineers
Association) and Senior Member of IEEE.
Maria Carmen Falvo was born in Locri (RC), Italy, in
1979. She received with honours the Doctor degree in
electrical engineering from the University of Rome "La
Sapienza" in 2002. Her main research interests include
power system planning, environmental and energy items.
She is a member of AEI (Italian Electrical Association),
IEEE and ISES (International Solar Energy Society).
Stefano Lauria (M'99) was born in Rome, Italy, in 1969.
He received the Doctor degree and the Ph.D. in electrical
engineering from the University of Rome "La Sapienza" in
1996 and in 2001, respectively. In 2000 he joined the
department of Electrical Engineering of University of
Rome "La Sapienza" as an Assistant Professor. His main
research interests are in power systems analysis, power
quality and electromagnetic transients.
He is a member of AEI (Italian Electrical Association) and
a registered professional engineer in Italy.