Islanding Detection Based on Probabilistic PCA with Missing Values in PMU Data

This paper proposes a probabilistic principal component analysis (PCA) approach applied to islanding detection study based on wide area PMU data. The increasing probability of uncontrolled islanding operation, according to many power system operators, is one of the biggest concerns with a large penetration of distributed renewable generation. The traditional islanding detection methods, such as RoCoF and vector shift, are however extremely sensitive and may result in many unwanted trips. The proposed probabilistic PCA aims to improve islanding detection accuracy and reduce the risk of unwanted tripping based on PMU measurements, while addressing a practical issue on missing data. The reliability and accuracy of the proposed probabilistic PCA approach are demonstrated using real data recorded in the UK power system by the OpenPMU project. The results show that the proposed methods can detect islanding accurately, without being falsely triggered by generation trips, even in the presence of missing values.

Estimating the reliability coefficient of tests in presence of missing values

Resumen tomado de la publicaci??n

Motivational interviewing and feedback for college drinkers: Handling missing values with complete case analysis and multiple imputation

Objective: In this secondary data analysis, three statistical methodologies were implemented to handle cases with missing data in a motivational interviewing and feedback study. The aim was to evaluate the impact that these methodologies have on the data analysis. ^ Methods: We first evaluated whether the assumption of missing completely at random held for this study. We then proceeded to conduct a secondary data analysis using a mixed linear model to handle missing data with three methodologies (a) complete case analysis, (b) multiple imputation with explicit model containing outcome variables, time, and the interaction of time and treatment, and (c) multiple imputation with explicit model containing outcome variables, time, the interaction of time and treatment, and additional covariates (e.g., age, gender, smoke, years in school, marital status, housing, race/ethnicity, and if participants play on athletic team). Several comparisons were conducted including the following ones: 1) the motivation interviewing with feedback group (MIF) vs. the assessment only group (AO), the motivation interviewing group (MIO) vs. AO, and the intervention of the feedback only group (FBO) vs. AO, 2) MIF vs. FBO, and 3) MIF vs. MIO.^ Results: We first evaluated the patterns of missingness in this study, which indicated that about 13% of participants showed monotone missing patterns, and about 3.5% showed non-monotone missing patterns. Then we evaluated the assumption of missing completely at random by Little's missing completely at random (MCAR) test, in which the Chi-Square test statistic was 167.8 with 125 degrees of freedom, and its associated p-value was p=0.006, which indicated that the data could not be assumed to be missing completely at random. After that, we compared if the three different strategies reached the same results. For the comparison between MIF and AO as well as the comparison between MIF and FBO, only the multiple imputation with additional covariates by uncongenial and congenial models reached different results. For the comparison between MIF and MIO, all the methodologies for handling missing values obtained different results. ^ Discussions: The study indicated that, first, missingness was crucial in this study. Second, to understand the assumptions of the model was important since we could not identify if the data were missing at random or missing not at random. Therefore, future researches should focus on exploring more sensitivity analyses under missing not at random assumption.^

Sensitivity Analysis of the Risk of Forecasting for Autoregressive Time Series with Missing Values

2000 Mathematics Subject Classification: 62M20, 62M10, 62-07.

Methods for Imputing Missing Values and Synthesizing Confidential Values for Continuous and Magnitude Data

Abstract

Continuous variable is one of the major data types collected by the survey organizations. It can be incomplete such that the data collectors need to fill in the missingness. Or, it can contain sensitive information which needs protection from re-identification. One of the approaches to protect continuous microdata is to sum them up according to different cells of features. In this thesis, I represents novel methods of multiple imputation (MI) that can be applied to impute missing values and synthesize confidential values for continuous and magnitude data.

The first method is for limiting the disclosure risk of the continuous microdata whose marginal sums are fixed. The motivation for developing such a method comes from the magnitude tables of non-negative integer values in economic surveys. I present approaches based on a mixture of Poisson distributions to describe the multivariate distribution so that the marginals of the synthetic data are guaranteed to sum to the original totals. At the same time, I present methods for assessing disclosure risks in releasing such synthetic magnitude microdata. The illustration on a survey of manufacturing establishments shows that the disclosure risks are low while the information loss is acceptable.

The second method is for releasing synthetic continuous micro data by a nonstandard MI method. Traditionally, MI fits a model on the confidential values and then generates multiple synthetic datasets from this model. Its disclosure risk tends to be high, especially when the original data contain extreme values. I present a nonstandard MI approach conditioned on the protective intervals. Its basic idea is to estimate the model parameters from these intervals rather than the confidential values. The encouraging results of simple simulation studies suggest the potential of this new approach in limiting the posterior disclosure risk.

The third method is for imputing missing values in continuous and categorical variables. It is extended from a hierarchically coupled mixture model with local dependence. However, the new method separates the variables into non-focused (e.g., almost-fully-observed) and focused (e.g., missing-a-lot) ones. The sub-model structure of focused variables is more complex than that of non-focused ones. At the same time, their cluster indicators are linked together by tensor factorization and the focused continuous variables depend locally on non-focused values. The model properties suggest that moving the strongly associated non-focused variables to the side of focused ones can help to improve estimation accuracy, which is examined by several simulation studies. And this method is applied to data from the American Community Survey.

Multiple Imputation of missing values in exploratory factor analysis of multidimensional scales: estimating latent trait scores

ABSTRACT Researchers frequently have to analyze scales in which some participants have failed to respond to some items. In this paper we focus on the exploratory factor analysis of multidimensional scales (i.e., scales that consist of a number of subscales) where each subscale is made up of a number of Likert-type items, and the aim of the analysis is to estimate participants' scores on the corresponding latent traits. We propose a new approach to deal with missing responses in such a situation that is based on (1) multiple imputation of non-responses and (2) simultaneous rotation of the imputed datasets. We applied the approach in a real dataset where missing responses were artificially introduced following a real pattern of non-responses, and a simulation study based on artificial datasets. The results show that our approach (specifically, Hot-Deck multiple imputation followed of Consensus Promin rotation) was able to successfully compute factor score estimates even for participants that have missing data.

Bayesian imputation of non-chosen attribute values in revealed preference surveys

Obtaining attribute values of non-chosen alternatives in a revealed preference context is challenging because non-chosen alternative attributes are unobserved by choosers, chooser perceptions of attribute values may not reflect reality, existing methods for imputing these values suffer from shortcomings, and obtaining non-chosen attribute values is resource intensive. This paper presents a unique Bayesian (multiple) Imputation Multinomial Logit model that imputes unobserved travel times and distances of non-chosen travel modes based on random draws from the conditional posterior distribution of missing values. The calibrated Bayesian (multiple) Imputation Multinomial Logit model imputes non-chosen time and distance values that convincingly replicate observed choice behavior. Although network skims were used for calibration, more realistic data such as supplemental geographically referenced surveys or stated preference data may be preferred. The model is ideally suited for imputing variation in intrazonal non-chosen mode attributes and for assessing the marginal impacts of travel policies, programs, or prices within traffic analysis zones.

Second order cone programming approaches for handling missing and uncertain data

We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived for designing regression functions which are robust to uncertainties in the regression setting. The proposed formulations are independent of the underlying distribution, requiring only the existence of second order moments. These formulations are then specialized to the case of missing values in observations for both classification and regression problems. Experiments show that the proposed formulations outperform imputation.

Attribute reduction and missing value imputing with ANN: prediction of learning disabilities

Learning disability (LD) is a neurological condition that affects a child’s brain and impairs his ability to carry out one or many specific tasks. LD affects about 10% of children enrolled in schools. There is no cure for learning disabilities and they are lifelong. The problems of children with specific learning disabilities have been a cause of concern to parents and teachers for some time. Just as there are many different types of LDs, there are a variety of tests that may be done to pinpoint the problem The information gained from an evaluation is crucial for finding out how the parents and the school authorities can provide the best possible learning environment for child. This paper proposes a new approach in artificial neural network (ANN) for identifying LD in children at early stages so as to solve the problems faced by them and to get the benefits to the students, their parents and school authorities. In this study, we propose a closest fit algorithm data preprocessing with ANN classification to handle missing attribute values. This algorithm imputes the missing values in the preprocessing stage. Ignoring of missing attribute values is a common trend in all classifying algorithms. But, in this paper, we use an algorithm in a systematic approach for classification, which gives a satisfactory result in the prediction of LD. It acts as a tool for predicting the LD accurately, and good information of the child is made available to the concerned

Missing value estimation for mixed-attribute data sets

Missing data imputation is a key issue in learning from incomplete data. Various techniques have been developed with great successes on dealing with missing values in data sets with homogeneous attributes (their independent attributes are all either continuous or discrete). This paper studies a new setting of missing data imputation, i.e., imputing missing data in data sets with heterogeneous attributes (their independent attributes are of different types), referred to as imputing mixed-attribute data sets. Although many real applications are in this setting, there is no estimator designed for imputing mixed-attribute data sets. This paper first proposes two consistent estimators for discrete and continuous missing target values, respectively. And then, a mixture-kernel-based iterative estimator is advocated to impute mixed-attribute data sets. The proposed method is evaluated with extensive experiments compared with some typical algorithms, and the result demonstrates that the proposed approach is better than these existing imputation methods in terms of classification accuracy and root mean square error (RMSE) at different missing ratios.

Missing mixed mode: elemental structures

One of the main concerns is the nature of the missing values. Let’s consider extremes for simplicity. If missing at random we have not to care about. But if missing shows structures that covariate with substantive variables we have to make decisions. There are, in fact, several options to take. We are speaking about one country, one mode. But if you go cross-cultural (or more precisely, cross-state nations) and mixed modes many questions raise. For example, the simple one. What are we comparing? Reports and books usually go straight into variables distributions and coefficient comparisons. This is possible because the annalist presume "tabula rasa" effect from data collections procedures. But this is not, frequently, the real situation. This paper will expose the mixed missing mode imprint in international surveys. This will help to evaluate how deal with this problem. Also, to consider the real meaning of observed cross-national differences.

Data visualisation with missing data: A non-linear approach

Exploratory analysis of data in all sciences seeks to find common patterns to gain insights into the structure and distribution of the data. Typically visualisation methods like principal components analysis are used but these methods are not easily able to deal with missing data nor can they capture non-linear structure in the data. One approach to discovering complex, non-linear structure in the data is through the use of linked plots, or brushing, while ignoring the missing data. In this technical report we discuss a complementary approach based on a non-linear probabilistic model. The generative topographic mapping enables the visualisation of the effects of very many variables on a single plot, which is able to incorporate far more structure than a two dimensional principal components plot could, and deal at the same time with missing data. We show that using the generative topographic mapping provides us with an optimal method to explore the data while being able to replace missing values in a dataset, particularly where a large proportion of the data is missing.