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Major Event Day Classification. Rich Christie University of Washington Distribution Design Working Group Webex Meeting October 26, 2001. Overview. MED definitions Proposed frequency criteria Bootstrap method of evaluation Probability distribution fitting method Comparison. - PowerPoint PPT Presentation
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October 26, 2001 MED Classification 1
Major Event Day Classification
Rich ChristieUniversity of Washington
Distribution Design Working Group Webex Meeting
October 26, 2001
October 26, 2001 MED Classification 2
Overview
• MED definitions• Proposed frequency criteria• Bootstrap method of evaluation• Probability distribution fitting method• Comparison
October 26, 2001 MED Classification 3
Major Event Days
• Some days, reliability ri is a whole lot worse than other days– ri is SAIDI/day, actually unreliabilty
• Usual cause is severe weather: hurricanes, windstorms, tornadoes, earthquakes, ice storms, rolling blackouts, terrorist attacks
• These are Major Event Days (MED)• Problem: Exactly which days are MED?
October 26, 2001 MED Classification 4
Existing MED Definition (P1366)
• Reflects broad range of existing practice• Ambiguous: “catastrophic,” “reasonable”• 10% criterion inequitable• No one design limit• No standard event types
Designates a catastrophic event which exceeds reasonable design or operational limits of the electric power system and during which at least 10% of the customers within an operating area experience a sustained interruption during a 24 hour period.
October 26, 2001 MED Classification 5
10% Criterion
A B
Same geographic phenomenon (e.g. storm track) affects more than 10% of B, less than 10% of A. Should be a major event for both, or neither - inequitable to larger utility.
October 26, 2001 MED Classification 6
Proposed Frequency Criteria
• Utilities could agree, with regulators, on average frequency of MEDs, e.g. “on average, 3 MEDs/year”– Quantitative– Equitable to different sized utilities– Easy to understand– Consistent with design criteria (withstand 1 in
N year events)
October 26, 2001 MED Classification 7
Probability of Occurrence
• Frequency of occurrence f is probability of occurrence p
365fp
October 26, 2001 MED Classification 8
Reliability Threshold
• Find MED threshold R* from probability p and probability distribution
pdff(ri)
Daily Reliability ri
p(ri > R*)
R*
• MEDs are days with reliability ri > R*
October 26, 2001 MED Classification 9
Reliability: SAIDI/day or CMI/day?
• If total customers (NT) is constant, either one• If NT varies from year to year, SAIDI
TNCMISAIDI (SAIDI in mins)
October 26, 2001 MED Classification 10
Bootstrap Method
• Sample distribution is best estimate of actual distribution
• In N years of data, N·f worst days are MEDs– R* between best MED and worst non-MED ri
• How much data?– More better– How much is enough?
October 26, 2001 MED Classification 11
Bootstrap Example• Take daily reliability data (3 years worth)
Day of Week Date Year CMI (x10^6) SAIDI/DayFriday April 03 1998 0.002961 0.00984Friday April 10 1998 0.000324 0.00108Friday April 17 1998 0.016986 0.05643Friday April 24 1998 0.012815 0.04257Friday August 07 1998 0.011563 0.03842Friday August 14 1998 0.035424 0.11769Friday August 21 1998 0.002589 0.00860Friday August 28 1998 0.02517 0.08362Friday December 04 1998 0.000759 0.00252Friday December 11 1998 0.003969 0.01319Friday December 18 1998 0.004133 0.01373Friday December 25 1998 0.012265 0.04075Friday February 06 1998 0.064379 0.21388Friday February 13 1998 0.03099 0.10296
SAIDI inmins/day
October 26, 2001 MED Classification 12
Bootstrap Example• Sort by reliability (descending)
Day of Week Date Year CMI (x10^6) SAIDI/DaySaturday March 18 2000 5.508412 18.30037Tuesday August 29 2000 1.745452 5.79884Wednesday May 27 1998 1.559164 5.17995Thursday March 11 1999 1.525844 5.06925Saturday June 17 2000 1.31193 4.35857Sunday October 08 2000 0.997673 3.31453Monday May 18 1998 0.957878 3.18232Thursday August 31 2000 0.951024 3.15955Saturday December 11 1999 0.902157 2.99720Tuesday July 21 1998 0.659672 2.19160Saturday July 03 1999 0.57174 1.89947Tuesday May 30 2000 0.546133 1.81440Sunday November 28 1999 0.520744 1.73005Friday July 07 2000 0.505345 1.67889
October 26, 2001 MED Classification 13
Bootstrap Example• Pick off worst N·f as Major Event Days
N = 3 yrs
f = 3/yr
MED = 9
MEDs:
98: 299: 200: 5
R* =2.19 to3.00
Day of Week Date Year CMI (x10^6) SAIDI/DaySaturday March 18 2000 5.508412 18.30037Tuesday August 29 2000 1.745452 5.79884Wednesday May 27 1998 1.559164 5.17995Thursday March 11 1999 1.525844 5.06925Saturday June 17 2000 1.31193 4.35857Sunday October 08 2000 0.997673 3.31453Monday May 18 1998 0.957878 3.18232Thursday August 31 2000 0.951024 3.15955Saturday December 11 1999 0.902157 2.99720Tuesday July 21 1998 0.659672 2.19160Saturday July 03 1999 0.57174 1.89947Tuesday May 30 2000 0.546133 1.81440Sunday November 28 1999 0.520744 1.73005Friday July 07 2000 0.505345 1.67889
October 26, 2001 MED Classification 14
Bootstrap Results
Freq fMED/
yr
1998MED
s
1999MED
s
2000MED
s
R*low
R*high
3 2 2 5 2.19 3.004 3 3 6 1.73 1.815 4 4 7 1.56 1.606 4 5 9 1.25 1.42
October 26, 2001 MED Classification 15
Bootstrap Data Size Issue
• How many years of data?– New data revises MEDs– Ideally, one new year should cause f new MEDs
(i.e. 3, in example with f = 3 MED/yr)– What is probability of exactly 3 new values in 365
new samples greater than the 9th largest value in 3*365 existing samples?
– What number of years of existing data maximizes this?
October 26, 2001 MED Classification 16
Bootstrap Data Size
• Order statistics result, probability of exactly f new values in n new samples greater than k’th value of m samples
fknmnfn
km
fknkp nkmf ,,|
0.05
0.1
0.15
0.2
0 5 10 15
M , years
p(f
MED
s)
f =3
f =5
f =10
• 5-10 years of data looks reasonable
October 26, 2001 MED Classification 17
Bootstrap Characteristics
• Fast• Easy• Intuitive• Saturates
– e.g. if f = 3 and one year has the 30 highest values, need 11 years of data before any other year has an MED, or exceptional year must roll out of data set.
October 26, 2001 MED Classification 18
Probability Distribution Fitting
• Should be immune to saturation• Process:
– Choose a probability distribution type– Fit data to distribution– Calculate R* from fitted distribution and p– Find MEDs from R*
October 26, 2001 MED Classification 19
Choosing a Distribution Type
• Examine histogram– What does it look like?– What doesn’t it look like?
• Make probability plots– Try different distributions– Parameters come out as side effect– Most linear plot is best distribution type
October 26, 2001 MED Classification 20
Examine Histogram
• Not Gaussian (!)• Not too useful otherwise
0
1000
0 10 20
r, SAIDI/day(a)
Bin
Cou
nt
0
20
40
0 10 20
r, SAIDI/day(b)
Bin
Cou
nt
Data: 3 years, anonymous “Utility 2”
October 26, 2001 MED Classification 21
Probability Plot• Order samples: e.g. ri = {2, 5, 7, 12}• Probability of next sample having a value less
than 5 is
• Given a distribution, can find a random variable value xk(pk) (pk is area under curve to left of xk)
• If plot of rk vs xk is linear, distribution is good fit
375.04
5.025.0
nkrp kk
October 26, 2001 MED Classification 22
Probability Plot for Gaussian Distribution
• Not Gaussian (but we knew that)
-5
0
5
10
15
20
-4 -2 0 2 4
Estimated Value x k
Sam
ple
Val
ue r k
October 26, 2001 MED Classification 23
Probability Plot for Log-Normal Distribution
• Looks good for this data
-12-10-8-6-4-2024
-4 -3 -2 -1 0 1 2 3 4
Estimated Value x k
Sam
pled
Val
ue ln
(rk)
October 26, 2001 MED Classification 24
Probability Plot for Weibull Distribution
• Not as good as Log-Normal
-20
-15
-10
-5
0
5
-10 -8 -6 -4 -2 0 2 4
Estimated Value x k
Sam
pled
Val
ue ln
(rk)
October 26, 2001 MED Classification 25
Stop at Log-Normal
• Good fit• Computationally tractable
– Pragmatically important that method be accessible to typical utility engineer
• Weak theoretical reasons to go with log-normal– Loosely, normal process with lower limit has
log-normal distribution
October 26, 2001 MED Classification 26
Some Other Suspects
• Gamma distribution• Erlang distribution• Beta distribution• etc.
October 26, 2001 MED Classification 27
Fit Process
• Find log-normal parameters
• ( and are not mean and standard deviation!)
n
iirn 1
ln1
n
iirn 1
2ln1
1
Example: = -3.4 = 1.95
Leave out ri = 0,but count how many
October 26, 2001 MED Classification 28
Fit Process
• Find R* from p
pdff(ri)
Daily Reliability ri
p(ri > R*)
R*
dxex
pR
x
*
2
2
2ln
21
Solve
For R* given p
October 26, 2001 MED Classification 29
Fit Process
• Or! pRF 1*
*
* ln RRF
F(r) is CDF of log-normal distn
is CDF of standard normal (Gaussian) distribution
pR 1exp 1* -1 is NORMINV function in ExcelTM
October 26, 2001 MED Classification 30
Fit Process
• What about ri = 0?– It’s a lumped probability p(0) = nz/n– Probability left under curve is 1-p(0)– Correct p to
01ˆ
ppp
October 26, 2001 MED Classification 31
Fit Results
Freq f MED/yr
p̂ R* 1998 MED
1999 MED
2000 MED
Total MED
3 0.00831 3.148 2 1 5 8 4 0.01104 2.552 2 2 5 9 5 0.01380 2.157 3 2 5 10 6 0.01656 1.873 3 3 5 11
October 26, 2001 MED Classification 32
Result Comparison
Freq fMED/
yr
Boot-strapR* lo
Boot-strapR* hi
FitR*
1998MED
1999MED
2000MED
TotalMED
3 2.19 3.00 3.148 2 (2) 1 (2) 5 (5) 8 (9)4 1.73 1.81 2.552 2 (3) 2 (3) 5 (6) 9 (12)5 1.56 1.60 2.157 3 (4) 2 (4) 5 (7) 10 (15)6 1.25 1.42 1.873 3 (4) 3 (5) 5 (9) 11 (18)
Bootstrap MEDs in parentheses
October 26, 2001 MED Classification 33
Method Comparison
• Bootstrap simpler• Bootstrap limits number of MEDs• Bootstrap can saturate - fit doesn’t• A good fit for most of the data may not be a
good fit for the tails
October 26, 2001 MED Classification 34
Conclusion
• Frequency criteria (MEDs/year) is at root of work
• Two methods to classify MEDs based on frequency - strengths and weaknesses
• Reliability distributions may not all be log normal
• White paper and spreadsheet at: http://www.ee.washington.edu/people/faculty/christie/