Principal Component Analysis of Wide Area Phasor Measurements for Islanding Detection – A Geometric View

This paper presents a new technique for the detectionof islanding conditions in electrical power systems. This problem isespecially prevalent in systems with significant penetrations of distributedrenewable generation. The proposed technique is based onthe application of principal component analysis (PCA) to data setsof wide-area frequency measurements, recorded by phasor measurementunits. The PCA approach was able to detect islandingaccurately and quickly when compared with conventional RoCoFtechniques, as well as with the frequency difference and change-ofangledifference methods recently proposed in the literature. Thereliability and accuracy of the proposed PCA approach is demonstratedby using a number of test cases, which consider islandingand nonislanding events. The test cases are based on real data,recorded from several phasor measurement units located in theU.K. power system.

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.

An R Library for Compositional Data Analysis in Archaeometry

Compositional data naturally arises from the scientific analysis of the chemical composition of archaeological material such as ceramic and glass artefacts. Data of this type can be explored using a variety of techniques, from standard multivariate methods such as principal components analysis and cluster analysis, to methods based upon the use of log-ratios. The general aim is to identify groups of chemically similar artefacts that could potentially be used to answer questions of provenance. This paper will demonstrate work in progress on the development of a documented library of methods, implemented using the statistical package R, for the analysis of compositional data. R is an open source package that makes available very powerful statistical facilities at no cost. We aim to show how, with the aid of statistical software such as R, traditional exploratory multivariate analysis can easily be used alongside, or in combination with, specialist techniques of compositional data analysis. The library has been developed from a core of basic R functionality, together with purpose-written routines arising from our own research (for example that reported at CoDaWork'03). In addition, we have included other appropriate publicly available techniques and libraries that have been implemented in R by other authors. Available functions range from standard multivariate techniques through to various approaches to log-ratio analysis and zero replacement. We also discuss and demonstrate a small selection of relatively new techniques that have hitherto been little-used in archaeometric applications involving compositional data. The application of the library to the analysis of data arising in archaeometry will be demonstrated; results from different analyses will be compared; and the utility of the various methods discussed

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

Analysis of Pleistocene paleodrainage evolution in the Po Basin (Italy) by multivariate statistical techniques

In order to obtain a high-resolution Pleistocene stratigraphy, eleven continuously cored boreholes, 100 to 220m deep were drilled in the northern part of the Po Plain by Regione Lombardia in the last five years. Quantitative provenance analysis (QPA, Weltje and von Eynatten, 2004) of Pleistocene sands was carried out by using multivariate statistical analysis (principal component analysis, PCA, and similarity analysis) on an integrated data set, including high-resolution bulk petrography and heavy-mineral analyses on Pleistocene sands and of 250 major and minor modern rivers draining the southern flank of the Alps from West to East (Garzanti et al, 2004; 2006). Prior to the onset of major Alpine glaciations, metamorphic and quartzofeldspathic detritus from the Western and Central Alps was carried from the axial belt to the Po basin longitudinally parallel to the SouthAlpine belt by a trunk river (Vezzoli and Garzanti, 2008). This scenario rapidly changed during the marine isotope stage 22 (0.87 Ma), with the onset of the first major Pleistocene glaciation in the Alps (Muttoni et al, 2003). PCA and similarity analysis from core samples show that the longitudinal trunk river at this time was shifted southward by the rapid southward and westward progradation of transverse alluvial river systems fed from the Central and Southern Alps. Sediments were transported southward by braided river systems as well as glacial sediments transported by Alpine valley glaciers invaded the alluvial plain. Kew words: Detrital modes; Modern sands; Provenance; Principal Components Analysis; Similarity, Canberra Distance; palaeodrainage