Synchrophasor-Based Islanding Detection for Distributed Generation Systems Using Systematic Principal Component Analysis Approaches

Systematic principal component analysis (PCA) methods are presented in this paper for reliable islanding detection for power systems with significant penetration of distributed generations (DGs), where synchrophasors recorded by Phasor Measurement Units (PMUs) are used for system monitoring. Existing islanding detection methods such as Rate-of-change-of frequency (ROCOF) and Vector Shift are fast for processing local information, however with the growth in installed capacity of DGs, they suffer from several drawbacks. Incumbent genset islanding detection cannot distinguish a system wide disturbance from an islanding event, leading to mal-operation. The problem is even more significant when the grid does not have sufficient inertia to limit frequency divergences in the system fault/stress due to the high penetration of DGs. To tackle such problems, this paper introduces PCA methods for islanding detection. Simple control chart is established for intuitive visualization of the transients. A Recursive PCA (RPCA) scheme is proposed as a reliable extension of the PCA method to reduce the false alarms for time-varying process. To further reduce the computational burden, the approximate linear dependence condition (ALDC) errors are calculated to update the associated PCA model. The proposed PCA and RPCA methods are verified by detecting abnormal transients occurring in the UK utility network.

A novel radial basis function neural network principal component analysis scheme for PMU-based wide-area power system monitoring

A novel model-based principal component analysis (PCA) method is proposed in this paper for wide-area power system monitoring, aiming to tackle one of the critical drawbacks of the conventional PCA, i.e. the incapability to handle non-Gaussian distributed variables. It is a significant extension of the original PCA method which has already shown to outperform traditional methods like rate-of-change-of-frequency (ROCOF). The ROCOF method is quick for processing local information, but its threshold is difficult to determine and nuisance tripping may easily occur. The proposed model-based PCA method uses a radial basis function neural network (RBFNN) model to handle the nonlinearity in the data set to solve the no-Gaussian issue, before the PCA method is used for islanding detection. To build an effective RBFNN model, this paper first uses a fast input selection method to remove insignificant neural inputs. Next, a heuristic optimization technique namely Teaching-Learning-Based-Optimization (TLBO) is adopted to tune the nonlinear parameters in the RBF neurons to build the optimized model. The novel RBFNN based PCA monitoring scheme is then employed for wide-area monitoring using the residuals between the model outputs and the real PMU measurements. Experimental results confirm the efficiency and effectiveness of the proposed method in monitoring a suite of process variables with different distribution characteristics, showing that the proposed RBFNN PCA method is a reliable scheme as an effective extension to the linear PCA method.

Loss-of-Main Monitoring and Detection for Distributed Generations Using Dynamic Principal Component Analysis

In this paper, our previous work on Principal Component Analysis (PCA) based fault detection method is extended to the dynamic monitoring and detection of loss-of-main in power systems using wide-area synchrophasor measurements. In the previous work, a static PCA model was built and verified to be capable of detecting and extracting system faulty events; however the false alarm rate is high. To address this problem, this paper uses a well-known ‘time lag shift’ method to include dynamic behavior of the PCA model based on the synchronized measurements from Phasor Measurement Units (PMU), which is named as the Dynamic Principal Component Analysis (DPCA). Compared with the static PCA approach as well as the traditional passive mechanisms of loss-of-main detection, the proposed DPCA procedure describes how the synchrophasors are linearly
auto- and cross-correlated, based on conducting the singular value decomposition on the augmented time lagged synchrophasor matrix. Similar to the static PCA method, two statistics, namely T2 and Q with confidence limits are calculated to form intuitive charts for engineers or operators to monitor the loss-of-main situation in real time. The effectiveness of the proposed methodology is evaluated on the loss-of-main monitoring of a real system, where the historic data are recorded from PMUs installed in several locations in the UK/Ireland power system.

Principal component analysis of the yield curve

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

Analysis of scoliosis trunk deformities using ICA

This paper describes a method for analyzing scoliosis trunk deformities using Independent Component Analysis (ICA). Our hypothesis is that ICA can capture the scoliosis deformities visible on the trunk. Unlike Principal Component Analysis (PCA), ICA gives local shape variation and assumes that the data distribution is not normal. 3D torso images of 56 subjects including 28 patients with adolescent idiopathic scoliosis and 28 healthy subjects are analyzed using ICA. First, we remark that the independent components capture the local scoliosis deformities as the shoulder variation, the scapula asymmetry and the waist deformation. Second, we note that the different scoliosis curve types are characterized by different combinations of specific independent components.

Brain Tissue Classification from Multispectral MRI by Wavelet based Principal Component Analysis

In this paper, we propose a multispectral analysis system using wavelet based Principal Component Analysis (PCA), to improve the brain tissue classification from MRI images. Global transforms like PCA often neglects significant small abnormality details, while dealing with a massive amount of multispectral data. In order to resolve this issue, input dataset is expanded by detail coefficients from multisignal wavelet analysis. Then, PCA is applied on the new dataset to perform feature analysis. Finally, an unsupervised classification with Fuzzy C-Means clustering algorithm is used to measure the improvement in reproducibility and accuracy of the results. A detailed comparative analysis of classified tissues with those from conventional PCA is also carried out. Proposed method yielded good improvement in classification of small abnormalities with high sensitivity/accuracy values, 98.9/98.3, for clinical analysis. Experimental results from synthetic and clinical data recommend the new method as a promising approach in brain tissue analysis.

New insights on river water chemistry by using non-centred simplicial principal component analysis: a case study

The use of perturbation and power transformation operations permits the investigation of linear processes in the simplex as in a vectorial space. When the investigated geochemical processes can be constrained by the use of well-known starting point, the eigenvectors of the covariance matrix of a non-centred principal component analysis allow to model compositional changes compared with a reference point. The results obtained for the chemistry of water collected in River Arno (central-northern Italy) have open new perspectives for considering relative changes of the analysed variables and to hypothesise the relative effect of different acting physical-chemical processes, thus posing the basis for a quantitative modelling