Uncertain factors are gradually increasing with the frequent interactions between power,natural gas and ther?mal system in the context of integrated energy system(IES). Considering the coupling and randomness therein,a com?prehensive profit model,i.e.,integrated energy system-combined cooling,heating and power(IES-CCHP),is estab?lished to encourage more CCHPs to participate in energy dispatching actively. In this paper,a Nataf transformation-based self-correction particle swarm optimization(PSO)algorithm is proposed to solve this model. First,a multi-point estimation method based on Nataf tran...