Probabilistic Optimal Power Flow With Correlated Wind Power Uncertainty via Markov Chain Quasi-Monte-Carlo Sampling

The irregular and truncated probabilistic characteristics of wind power uncertainty lead to unknown influences on the power system operation. In this article, we propose a new probabilistic optimal power flow (POPF) framework, which can cope with such uncertainties, while taking into account the correlations among the wind generation power in multiple wind farms. A truncated multivariate Gaussian mixture model (Trun-MultiGMM) is designed to describe the irregular and multimodal wind power distributions with its typical truncation feature. Then an efficient Markov chain quasi-Monte-Carlo (MCQMC) sampler is developed to deliver wind power samples from the customized Trun-MultiGMM. Numerical simulations are conducted on the publicly available wind generation datasets and multiple benchmark power systems. The results have verified the effectiveness and efficiency of Trun-MultiGMM as well as the proposed POPF framework with MCQMC sampler.