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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 25, NO.

2, MAY 2010

777

Reliability Evaluation of Composite Power


Systems Using Markov Cut-Set Method
Yong Liu and Chanan Singh, Fellow, IEEE

AbstractIn power system reliability evaluation, usually component failures are assumed independent and reliability indices
are calculated using methods based on the multiplication rule of
probabilities. But in some cases, for instance when the effects of
fluctuating weather are considered, the previous assumption is invalid. Generally, two kinds of methodologies are adopted to solve
this problem, namely analytical and simulation. This paper proposes a DC-OPF based Markov cut-set method (DCOPF-MCSM)
to evaluate composite power system reliability considering weather
effects. The proposed method uses DC-OPF approach to determine minimal cut sets (MCS) up to a preset order and then uses
MCSM to calculate reliability indices. In the second step, Markov
process is applied, at a time, to the components of the determined
MCS (and their unions) instead of the entire system. Since enumerating all MCS (and their unions) of a power system is impractical and unnecessary, this paper proposes an algorithm to calculate the bounds of reliability indices and it can automatically generate transition rate matrix (TRM) of the determined MCS (and
their unions). The proposed method is tested on the modified IEEE
Reliability Test System (RTS) and the results are compared with
those of the next-event sequential simulation (NESS). The implementation demonstrates that the proposed method is effective and
efficient and can conveniently incorporate more system operational
considerations.
Index TermsComposite power systems, IEEE reliability test
system, Markov cut-set method, reliability index bound.

I. INTRODUCTION

SUALLY independence among components is assumed


for power system reliability evaluation. Thus, reliability
indices are calculated directly and simply [1]. In some cases,
e.g., when the effect of fluctuating weather or common-mode
failures is considered, the prior assumption is invalid and the
obtained evaluation results are not correct. In the past decades,
failure dependence of power system components has been investigated in numerous papers [2][7]. Generally, the methods used
fall into two categories: analytical methods based on Markov
processes [3][5] and Monte Carlo simulation [6], [7]. Generally speaking, the simulation method is suitable when complex
system operational conditions are modeled. However, by its nature this method depends on random experiments and its convergence may need acceleration by using other techniques. On

Manuscript received December 27, 2008; revised July 15, 2009. First
published December 01, 2009; current version published April 21, 2010. This
work was supported in part by the NSF under Grant EECS-0725823. Paper no.
TPWRS-01037-2008.
The authors are with Texas A&M University, College Station, TX 77843 USA
(e-mail: liuy0004@neo.tamu.edu; singh@ece.tamu.edu).
Digital Object Identifier 10.1109/TPWRS.2009.2033802

the other hand, complete Markov process representation is accurate within the distribution assumptions but it is only practical
when the number of system components is small considering the
linear equations is required [8];
fact that the solution of
here is the number of system components and the two-state
weather model [3] is used. Some approaches have been proposed to alleviate this dimensionality problem [1], [8]. In [1],
the proposed techniques included reducing the state space by
merging system states and systematically deleting low probability states. In [8], MCSM was proposed to evaluate transmission and distribution systems considering weather effects. This
method uses MCS method to compute reliability indices and
applies Markov process to the components of MCS (and their
unions) to alleviate the computation burden. MCSM is based on
the concept that if a two-state weather model is used, the reliability indices of an MCS (or MCS union) can be calculated
by applying Markov process only to its members and the full
Markov process application to all system components is not necessary. Thus, if the MCS up to some order (e.g., third-order)
are determined, only a limited number of linear equations need
to be solved at a time. For example, considering a system of
500 components, if the entire system is to be modeled by the
number of states and thus as
Markov process, there will be
many equations to be solved. However, if the maximum number
of components in an MCS (or MCS union) is say 6, then using
MCSM, the highest number of equations to be solved at a time is
. This can make the difference in the practical applicability of
Markov processes. For more details of MCSM reader can refer
to [8].
In [8], MCSM was applied in a simple five-component system
and MCS were determined by using simple enumeration method
and the connectivity criterion in transmission and distribution
systems only. Additionally, the algorithm for applying Markov
process to MCS (and their unions) and the comparison with the
simulation method were not given in [8]. In this paper, DCOPFMCSM is proposed to solve these problems in composite power
systems.
The implementation of DCOPF-MCSM is as follows.
1) DC-OPF approach is used to determine MCS. In practice,
only the MCS up to a preset order are determined. In
the literature, numerous techniques have been proposed
to generate MCS to evaluate large/complex systems
[9][17]. These graph-based techniques mainly explore
the connectivity feature of network and are not applicable
to power system reliability evaluation considering link
capacities and admittances. Normally, a power system
can be modeled as a capacitated-flow network subjected
to some operational constraints, such as generation-load

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 25, NO. 2, MAY 2010

balance, generator capacity limits and voltage magnitude


limits. In this paper, MCS generation is modeled as a
constrained nonlinear (the objective function is nonlinear)
optimization problem and it is solved using DC-OPF to
reduce computational time. When voltage is considered,
the proposed method can be easily extended to AC-OPF
model.
2) MCSM is used to calculate the bounds of reliability indices and an algorithm is proposed to automatically generate TRM of determined MCS (and their unions). In practice, exhaustively enumerating all MCS (and their unions)
of a power system and computing exact values of reliability indices is not necessary. This paper proposes an algorithm to calculate the bounds of reliability indices. It
can automatically generate TRM of determined MCS (and
their unions) and makes the calculation of reliability indices much easier. The proposed algorithm is an improvement of the method proposed in [20]. The detailed description of the improvements is given in Part B of Section IV.
3) To verify the effectiveness of DCOPF-MCSM, it is tested
on the modified IEEE RTS [18] and the results are compared with those of NESS [22]. The implementation shows
that the proposed method is effective and efficient and can
easily incorporate more system operational considerations.
The salient features of this paper are summarized below.
1) DC-OPF approach is proposed to determine system and
nodal MCS of composite power systems.
2) An improved algorithm is proposed to compute the bounds
of reliability indices. This algorithm can automatically
generate TRM of determined MCS (and their unions) and
makes the computation of reliability indices much easier.
3) System and nodal reliability indices are computed to
demonstrate the effectiveness of the proposed method.
4) An algorithm for NESS considering the effects of fluctuating weather is proposed and the confidence interval of
estimate is computed.
5) The proposed method is compared with the simulation
method and the comparison is analyzed in detail. The
analysis shows that the average of the bounds of reliability
indices can approximate system reliability indices and the
confidence interval variation tendency of the simulation
results can be used as a convergence criterion.
This paper is organized as follows: Section II lists the assumptions adopted in this paper; Section III briefly reviews MCSM;
in Section IV, the proposed method is described in detail; in
Section V, NESS and its confidence interval are introduced;
in Section VI, the implementation of DCOPF-MCSM is presented and the comparison of two methods is analyzed; finally
Section VII is the conclusion.
II. ASSUMPTIONS
The following assumptions are used in this paper.
1) Voltage is assumed as 1 pu at each bus and DC power flow
is used.
2) The distribution of state residence times is assumed exponential permitting constant-parameter Markov process to
be used to compute reliability indices.

3) All reliability indices computed are steady state indices,


but the proposed method is also applicable to time specific
case.
4) All system components have two possible states: success
or failure.
5) The two-state weather model is used considering the effects of fluctuating environment.

III. REVIEW OF MCSM


In this section, MCSM proposed in [8] is briefly reviewed.
A cut set (CS) is a set of components whose failures alone will
cause system failure. Here, the definition of system failure is
rather broad and it can be any kind of anomaly defined. An MCS
has the further property that it has no proper subset of components whose failures alone will cause system failure. Here, the
term component is also used in a broad sense. It can be any
device in a power system and can even be a condition or a function whose presence/absence can cause system failure.
The basic idea of MCSM is that MCS method is applicable
not only when the component failures are independent but also
when the two-state weather model is used to consider the effects
of fluctuating weather and Markov process can be used within
MCS (and their unions) only.
A. Reliability Indices Calculation
The equations to compute steady state reliability indices are
as follows:

(1)

(2)
(3)
is the failure probability;
represents MCS
where
is the event that all members of
fail;
is the joint
and
fail; is the number
event that all members of both
is the failure frequency;
is the repair rate of
of all MCS;
component
is the
mean duration of failure.
It should be pointed out that the above equations can be used
to compute both system and nodal reliability indices although
in [8] the nodal reliability indices were not computed and discussed.

LIU AND SINGH: RELIABILITY EVALUATION OF COMPOSITE POWER SYSTEMS USING MARKOV CUT-SET METHOD

B. Bounds of Reliability Indices

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1) Balance of active power flow:

In practice, the bounds of reliability indices can be calculated


to approximate the results of (1)(3) using the following equations [19]:
(4)
(5)

(9)
where
, and
are the active power of total generator output, system load, and total load shedding, respectively.
2) Transmission line capacity limit:

(6)

(10)

(7)

where
is the active power flow in transmission line
is its upper limit.
from bus to and
3) Generator capacity limit:

where
are the first upper and lower bounds of failure
are the first upper and lower bounds of
probability;
failure frequency. Using the inclusion-exclusion formula a
sequence of increasingly closer bounds of reliability indices
can be obtained [19].
From the above equations it can be seen that the implementation of MCSM is as follows.
1) Determine MCS up to desired order and higher order MCS
are ignored.
2) Compute reliability indices of MCS (and their unions).
3) Use (3)(7) to compute the bounds of reliability indices.
In the next section, DCOPF-MCSM is proposed to solve these
problems and is described in detail.
IV. DESCRIPTION OF DCOPF-MCSM
In this section, the proposed method is described in detail.
The implementation of this method is as follows: 1) Model MCS
generation as a nonlinear constrained optimization problem and
use DC-OPF to solve this problem to reduce computation time;
2) use MCSM to compute the bounds of reliability indices. Here,
an algorithm is proposed to generate TRM of the MCS (and their
unions) determined in step 1).
A. MCS Determination
The first stage of the proposed method is to determine MCS
up to the desired order in composite power systems. Here, this
problem is modeled as a nonlinear constrained optimization
problem and DC-OPF is used to shorten computation time.
When voltage is considered, this method can be easily extended
to AC-OPF model. This problem is formulated as follows:
component failure may cause load shedding constrained by the
required system operational conditions while system overall
cost is kept at minimum. Mathematically, this is formulated as
follows.
Minimize objective function:
(8)
where
, and
are system overall cost, total generator
operational cost, and total load shedding cost.
The above objective function is subject to the following constraints.

(11)
where

is the active power output of generator


is its upper limit.
4) Load shedding limit:

and

(12)
where
is the active power shedding of load and
is its upper limit.
The algorithm to determine MCS up to the preset order is
described as follows.
1) Choose an -order arbitrary combination of system components.
2) Check all existing lower-order MCS to examine if they are
subsets of the above combination: if yes, go back to step
1); if not, go to the next step.
3) Run DC-OPF on the condition that these components are
unavailable simultaneously.
4) Examine if load shedding is needed: if yes, these components make up an -order MCS; otherwise, not.
5) Check if all -order combinations of system components
have been examined: if not, go back to step 1); if yes, forward to the next step.
6) Check if the pre-set combination order is reached: if yes,
stop; if not, forward to the next step.
and go back to step 1).
7) Let
It should be pointed out that the above algorithm can be used
to determine both system and nodal MCS. The only difference
is in step 4) and is described as follows.
To determine system MCS and indices, load shedding at any
single node or a combination of nodes means there is system
loss of load but the information about actual nodes where load
is shed need not be saved. However, for nodal MCS, information
about the nodes that suffer loss of load needs to be stored. So for
computing nodal indices, the only additional work that needs to
be done is to store for each system MCS, the nodes that suffer
loss of load. In the end, there are two lists, first a list of all system
MCS and then an additional list of nodes that have loss of load
corresponding to each system MCS. For system indices, all the
MCS will be used. For computing indices for a node, only those

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MCS that have that node suffering loss of load will be used.
It should be noted that most of the computation time is used
in identifying the MCS. The time taken by the computation of
(4)(7) is relatively small. Since the MCS used for nodal indices
are the subsets of system MCS, no additional time is needed for
nodal indices as far as the identification of MCS is concerned.
The only additional time needed is for the use of (4)(7) for
calculation of nodal indices and this is not significant. This point
will be further illustrated during the discussion of results in the
numerical example.
The following points may be noted in using DC-OPF to determine MCS.
1) This method is simple to implement. Since DC-OPF is
widely used in power system applications, the proposed
method can be implemented by slightly modifying the current software.
2) This method is based on a nonlinear constrained optimization problem and it is easy to incorporate more system operational considerations. For instance, it is very simple to
extend this method to AC-OPF model.
3) It is easy to compare the proposed method with other
methods since DC-OPF is also used in other analytical
and simulation methods to analyze the failure effect (determining whether an event causes system failure or not).

IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 25, NO. 2, MAY 2010

Fig. 1. Two-state weather model.

are the transition rates between the


adverse weather.
two weather states.
Next, the proposed algorithm to generate TRM is presented
in detail. Generally, the steady state probabilities of a continuous time Markov chain can be calculated using the following
equation:

(13)
where

B. Reliability Indices Computation


The second stage of the proposed method is to use MCSM to
compute the bounds of reliability indices. Here, an algorithm is
proposed to generate TRM of the determined MCS (and their
unions) and it makes the calculation of reliability indices much
easier. This algorithm is an improvement of the method proposed in [20]. The improvements are summarized as follows.
1) Although the algorithm in [20] is applicable to -component system (the number of system components), it is different from that in this paper. The index in [20] is fixed
whereas in this paper is set as a variable. In other
words, the algorithm in [20] is applicable to a fixed-dimension problem whereas the proposed algorithm in this paper
is applicable to the variable-dimension problem. This is
needed as the number of components in MCS (or their
unions) keeps on changing.
2) The algorithm in [20] is for a single weather environment
whereas in this paper the algorithm is applicable in the twostate weather model considering the effects of fluctuating
weather. Thus, TRM produced in this paper comprises four
parts and it is generated in sequential steps and finally all
diagonal elements are updated.
3) The core parts of the two algorithms are different. The core
part of the algorithm in [20] is based on number processing and in this paper it is based on bit processing.
As previously mentioned, in this paper the two-state weather
model is used to consider the effects of fluctuating weather. In
Fig. 1 the two-state weather model of one component is shown.
are the failure and repair rates in normal
Here
are the failure and repair rates in
weather whereas

is obtained from

by replacing

by summing vector 1;
the elements of an arbitrary row
are
TRM in normal weather,
adverse weather, from normal to adverse weather, and from
adverse to normal weather, respectively, and is the order of
MCS (or their unions) (i.e., the number of components in MCS
or their unions); is a column vector whose th element is the
is a vector of zeros
steady state probability of system state
with the th element set to 1.
It is pointed out that actually only the sum of probabilities
of states in two weathers in which all members of an MCS (or
MCS union) fail, needs to be calculated. Next, the algorithm
to generate matrix is presented in detail. The basic idea is
as follows: 1) Generate TRM in different weathers; 2) generate
TRM between two weathers; 3) update TRM in step 1).
1) Generating
is a TRM whose element
and
is the transition rate from system
state to in normal weather. The following algorithm
: For
the number of system
is used to determine
states is and each system state is represented by an -bit
binary number with this principle: for each bit the binary
number is 1/0 if the state of the corresponding component
is success/failure.
is assigned to state 1. From
a) Firstly, number
state 2 to
, the binary representation of each
system state is determined as follows.
i. From state 2 to state

, the corresponding

binary numbers are in the form as:


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LIU AND SINGH: RELIABILITY EVALUATION OF COMPOSITE POWER SYSTEMS USING MARKOV CUT-SET METHOD

ii. From state

to state

, the

corresponding binary numbers are in the form


.
as:
.
iii. ..
iv. From state

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step of NESS is to determine the residence time in each system


state, i.e., the time of the next event. Usually, this is achieved by
using function inversion approach. For more details of NESS
readers can refer to [22].
B. Estimation and Convergence

to state

, the

One advantage of NESS is that the estimation of the reliability


indices is simple compared with that of the random sampling
are as follows:
[21]. The estimates of

corresponding binary numbers are in the form


.
as:
v. Finally, number

is assigned to state

(14)

b) From system state to , if there is one and only one


bit of their binary numbers being different, forward to
. Here only state change
the next step; if not,
of one component at one time is considered, i.e., the
common-mode failure is not considered.
c) Suppose that the change takes place at -bit of two
; otherwise,
binary numbers: if it is
.
d) If all pairs of system states are examined, stop; if not,
go back to step b).
2) Generating
is a TRM whose element
, and
is the transition rate from system
state to in adverse weather. The algorithm to generate
is the same as that to get
except that the transition
rates in adverse weather are used instead.
and
3) Generating
Both
and
are diagonal matrices and it is easy to
is a TRM whose element
produce them.
and
is the transition rate of system state
from normal to adverse weather.
is a TRM whose
and
is the transition rate
element
of system state from adverse to normal weather.
4) Update
and
Finally,
and
are updated as follows:
and
.
V. SIMULATION METHOD
Since in this paper the two-state weather model is used to consider the effects of fluctuating weather, i.e., components failure
are dependent, sequential simulation is suitable for simulation
to estimate reliability indices. Here, NESS is used. In this section, NESS is briefly reviewed and the proposed algorithm to
implement it in the two weather model is presented. Moreover,
the confidence interval of the estimated index is introduced. In
the next section, the results obtained using DCOPF-MCSM are
compared with those of NESS.

(15)
where
are the estimates of
, respectively; is the
number of simulation cycles (e.g., the number of years) and is
a sufficiently large number; is the system failure time in th
cycle; is the system failure frequency in th cycle, e.g., the
frequency of system state from success to failure.
and
.
Apparently,
are used
In this paper, coefficient of variation (COV) of
as convergence criterion:

(16)
where

(17)
where
;
are COV of
, respectively;
are the
, respectively;
are the
variances of
variances of
, respectively;
are the
, respectively. The derivation
estimates of
process is given in detail in [22].
C. Confidence Interval
It can be seen from (14)(15) that actually
and
are
random variables. Suppose that they have expected values
and variances
, respectively. Thus, the following
conclusion is available [1]: Suppose that sample variances of
are respectively defined as follows:

(18)

A. Review of NESS
The basic idea of NESS is that of all possible system events
only the most imminent one happens and then the next most
imminent event happens, and this process continues until the
simulation is terminated. The next event method is very useful
for simulating the continuous time Markov processes. The key

(19)
where
tively. Then

are the sample variances of

, respecand

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 25, NO. 2, MAY 2010

confidence intervals of

have -distribution. The


are as follows:

TABLE I
GENERATION MCS

(20)

(21)
where

is the

th percentile of -distribution.

TABLE II
TRANSMISSION MCS

D. Implementing NESS
The algorithm to implement NESS is as follows.
-bit binary
1) Each system state is represented by an
number. From bit 1 to , each binary number is 1/0 if the
state of the corresponding component is success/failure.
The last bit indicates the state of the weather and it is 1/0
if the weather is normal/adverse.
binary numbers,
2) For any arbitrary combination of
firstly examine the last bit: if it is 1, the transition rates of
all components in normal weather are used; otherwise, the
transition rates of all components in adverse weather are
used.
3) Determine the next most imminent event. Here, the
weather transition is also treated as an event.
4) Check the event type: if it is weather transition, go back to
step 2); if it is component transition, go to the next step.
5) After the event has happened, check if the obtained system
state is failure (Here the same evaluation criterion is used
as that of the analytical method): if yes, the corresponding
event time is saved; otherwise, go to the next step directly.
6) Check if the system state before this event is failure: if yes,
the system state transition is counted; otherwise, go to the
next step directly.
7) Update all values: estimates, COV, confidence intervals
and all event times with this principle: each event time
minus the residence time in last system state and the one
being 0 will get a new event time.
8) Check if COV is smaller than the pre-set value: if yes, stop;
if not, go back to step 1).
VI. NUMERICAL EXAMPLES
In this section, the proposed method is applied to the modified IEEE RTS [18] and the results are compared with those of
NESS.
A. Test System
Considering that the transmission part of IEEE RTS is relatively over-reliable [24], [25], IEEE RTS is modified as follows:
installed capacities of all generators and load at each bus are increased 1.5 times. Other assumptions adopted are listed as follows.
1) All generators and transmission lines are assigned integer
numbers starting from 1 in an ascending order, respectively.

TABLE III
MIXED MCS

2) The operational costs of generators and load shedding costs


are polynomial curves.
3) For simplicity, the annual peak load is used as system load
and it is 2850 MW, i.e., the system load is a constant. But
the proposed method is also applicable when varied system
load is used.
B. System Reliability Indices
1) Determined System MCS: Here, the MCS of generation
and transmission parts of IEEE RTS are determined up to
second-order. The determined MCS include: first-order MCS
of generation/transmission part, second-order MCS of generation/transmission part, and mixed type. The mixed MCS is
represented in the form as Generator, Transmission Line . The
determined system MCS are listed in Tables IIII. It is pointed
out that distinguishing MCS of different orders and different
types in three tables is just for the purpose of illustration.
Actually in programming they are processed indistinguishably
as one table by using the algorithm developed in Part B of
Section IV.
2) System Reliability Indices: The system reliability indices
and the computation time are listed in Table IV. The mean value
is the average of the upper and lower bounds. For simplicity,
only the system reliability indices in normal weather are calculated. If the relevant data is available, the effects of adverse

LIU AND SINGH: RELIABILITY EVALUATION OF COMPOSITE POWER SYSTEMS USING MARKOV CUT-SET METHOD

TABLE IV
SYSTEM RELIABILITY INDICES

783

TABLE VIII
NODAL RELIABILITY INDICES (BUS 19)

TABLE IX
RESULTS OF NESS (1)
TABLE V
NODAL GENERATION MCS (BUS 19)

TABLE VI
NODAL TRANSMISSION MCS (BUS 19)

TABLE X
RESULTS OF NESS (2)

TABLE VII
NODAL MIXED MCS (BUS 19)

weather can be easily incorporated. It is pointed out that the most


computation time is spent in determining system MCS.
C. Nodal Reliability Indices
As described in Section IV, the proposed method can also be
used to compute nodal reliability indices. The algorithm is the
same as that used to compute system indices except that only a
subset of MCS corresponding to that node is used instead. For
illustration, in Tables VVII the determined MCS for bus 19
of IEEE RTS are listed and it can be seen that, as expected, the
MCS for bus 19 are the subsets of system MCS; in Table VIII the
reliability indices obtained at bus 19 are listed. The indices for
all the nodes were computed but are not listed for the purposes
of saving space and also not much can be gained by listing all
the nodal indices. The computation time for the system and all
20 bus indices is approximately 138 s as compared with the only
system indices (Table IV) of 133 s. So the additional computation time for nodal indices is 5 s, about 4% of time for system
indices. The reason, as explained earlier, is that the part of determining MCS (where the most CPU time is spent) is the same in
the algorithms for both system and nodal indices computation.
D. Simulation Results
The simulation results after a certain number of iterations
(system events) are listed in Tables IX and X. Corresponding to
the analytical results, only the reliability indices in the normal

weather are simulated. Here, the 90th percentile of -distribution


is used to compute the confidence intervals of simulation. Here
are the upper and lower bounds of the confidence interval
are the upper and lower bounds of the confidence
of
interval of . For simplicity, only the system reliability indices
are simulated. But the proposed algorithm is also applicable to
simulate the nodal indices.
E. Comparison of Results From Two Methods
The comparison of the results from two methods is presented
in Figs. 2 and 3. Here, the simulation cycles represents the numbers of system event. The straight lines represent the bounds and
the mean values of the analytical results and the curves represent the confidence intervals and the estimates of the simulation
results. Here, the legends used are as follows:
UBAM: upper bound of the analytical method;
LBAM: lower bound of the analytical method;
MVAM: mean value of the analytical method;
UBCI: upper bound of the confidence interval;
LBCI: lower bound of the confidence interval;
EFP: estimate of the failure probability;
EFF: estimate of the failure frequency.
From above comparison, the following conclusions can be
obtained.
1) The simulation results fall into the bounds of the analytical
results and the bounds of the analytical results are wider
than the confidence intervals of the simulation results (except in the beginning of simulation).

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 25, NO. 2, MAY 2010

5) In the current case, the computation time of the proposed


method is acceptable and the additional computation
burden in computing nodal reliability indices and storing
corresponding data is not significant. For real-world
applications further investigation and improvement of
implementation could be done. For instance, in both analytical and simulation methods OPF approach is usually
used to analyze the failure effect and this is time-consuming. Some heuristics combined with OPF can make
the process much faster and may be the way to go in a
commercial software.
VII. CONCLUSION

Fig. 2. Probability of failure comparison.

Fig. 3. Frequency of failure comparison.

2) The mean values of the analytical results fall into the confidence intervals of the simulation results and they are close
to the simulation estimates, i.e., the mean values can approximate the system reliability indices with an accuracy
comparable to that of the simulation method.
3) When simulation is proceeding its confidence intervals become narrower and the bounds of the confidence intervals
become parallel. Therefore, the variation tendency of the
confidence intervals can be used as the convergence criterion of the simulation, e.g., setting the difference of the
bounds of the confidence intervals being less than a small
value as the convergence criterion.
4) In this paper no special technique is used to accelerate the
simulation convergence. The comparison shows that in the
current case the proposed method is fast and the comparable accuracy with the simulation method is obtained. One
reason of not using any special technique is that in composite system reliability studies, variance reduction techniques may or may not provide a significant advantage. To
the knowledge of the authors, most commercial simulation
software do not use variance reduction techniques.

This paper proposes DCOPF-MCSM to evaluate composite


power system reliability considering the dependence of components introduced by fluctuating weather. The proposed method
comprises the following two steps.
1) Use DC-OPF to determine MCS up to a preset-order.
2) Use MCSM to compute the bounds of the reliability indices.
In the second step, an algorithm is proposed to automatically
generate TRM of MCS (and their unions) determined in step 1).
This makes the calculation of reliability indices much easier.
This method is tested on the modified IEEE RTS for computing
system and nodal reliability indices. Finally, these results are
compared to those of NESS.
The implementation demonstrates the following.
1) The proposed method is effective and efficient. It can compute the bounds of the reliability indices and the mean
values of the bounds can approximate the system indices
with accuracy comparable to that of the simulation method.
2) The proposed method has the advantage of easy implementation, convenience of incorporating more system operational considerations and easy interpretation of the obtained results.
3) The variation tendency of the confidence intervals can be
used to terminate simulation.
4) The additional computation burden in computing nodal reliability indices and storing corresponding data is not significant. It has been explained that this is due to the fact
that the MCS for nodal calculations are subsets of the MCS
for system indices. Therefore the additional time for calculation of nodal indices is only due to applying four equations which does not consume much time compared with
the time for identification of MCS. For real-world applications further investigation and improvement of implementation could perhaps be done.
5) Finally it should be mentioned that the results obtained
here are by using research grade software to demonstrate
the feasibility of this idea. Perhaps further improvements
can be obtained by using, e.g., some sort of heuristics combined with OPF rather than using OPF alone.
ACKNOWLEDGMENT
Part of the programming is developed on the basis of MATPOWER [23] developed by Dr. R. D. Zimmerman of Cornell
University and his colleagues.

LIU AND SINGH: RELIABILITY EVALUATION OF COMPOSITE POWER SYSTEMS USING MARKOV CUT-SET METHOD

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Yong Liu was born in China. He received the B.E. degree from Huazhong University of Science and Technology (HUST), Wuhan, China, and the M.E. degree
(by research) from Nanyang Technological University (NTU), Singapore. Now
he is pursuing the Ph.D. degree at Texas A&M University, College Station.
His main research interest is in power system reliability techniques.

Chanan Singh (S71M72SM79F91) is currently Regents Professor and Irma Runyon Chair
Professor in the Department of Electrical and Computer Engineering, Texas A&M University (TAMU),
College Station. From 1995 to 1996, he served
as the Director of Power Program at the National
Science Foundation, and from 1997 to 2005, he
served as the Head of the Electrical and Computer
Engineering Department at TAMU. His research
and consulting interests are in the application of
probabilistic methods to power systems. He has
authored/co-authored around 300 technical papers and two books and has
contributed to several books. He has consulted with many major corporations
and given short courses nationally and internationally.
Dr. Singh was the recipient of the 1998 Outstanding Power Engineering
Educator Award given by the IEEE Power Engineering Society. For his
research contributions, he was awarded a D.Sc. degree by the University of
Saskatchewan, Saskatoon, SK, Canada, in 1997. In 2008, he was recognized
with the Merit Award by the PMAPS International Society.