With　the　continuous　expansion　of　the　installation　capacity　of　wind　turbines　and　gas-fired　units,　the　interdependency　between　power　systems　and　natural　gas　systems　has　increasingly　intensified.　To　deal　with　wind　power　uncertainty,　an　interval　optimization-based　cooperative　scheduling　model　for　integrated　electricity　and　natural　gas　systems　is　proposed,　in　which　natural　gas　transient　flow　characteristics　are　modeled　by　partial　differential　equations　and　transformed　by　the　Wendroff　difference　scheme　and　linearization　technique.　Moreover,　demand　response　uncertainty　for　power　and　residential　gas　loads　is　considered.　Then　the　uncertainties　of　wind　power　generation　and　power　and　gas　loads,　can　be　represented　by　interval　numbers,　and　the　corresponding　objective　function　and　operation　constraints　can　be　transformed　to　the　deterministic　forms　for　solving.　Two　case　studies　are　performed　on　a　6-bus　power　system　coupled　with　6-node　gas　network　and　the　modified　IEEE　118-bus　system　with　10-node　gas　network　to　demonstrate　the　effectiveness　of　the　proposed　model.　Furthermore,　the　robust　optimization　model　is　implemented　for　comparison.　Simulation　results　demonstrate　that　considering　natural　gas　transient　flow　and　demand　response　uncertainty　can　significantly　improve　the　economic　performance　of　the　solution.　In　addition,　the　proposed　model　can　reduce　the　conservativeness　of　decision-making　by　the　robust　optimization　model.　©　2020　WILEY-VCH　Verlag　GmbH　&　Co.　KGaA,　Weinheim