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Simultaneous real-time monitoring of measurement and parameter gross errors poses a great challenge to distribution system state estimation due to usually low measurement redundancy. This paper presents a gross error analysis framework, employing μPMUs to decouple the error analysis of measurements and parameters. When a recent measurement scan from SCADA RTUs and smart meters is available, gross error analysis of measurements is performed as a post-processing step of non-linear DSSE (NLSE). In between scans of SCADA and AMI measurements, a linear state estimator (LSE) using μPMU measurements and linearized SCADA and AMI measurements is used to detect parameter data changes caused by the operation of Volt/Var controls. For every execution of the LSE, the variance of the unsynchronized measurements is updated according to the uncertainty introduced by load dynamics, which are modeled as an Ornstein–Uhlenbeck random process. The update of variance of unsynchronized measurements can avoid the wrong detection of errors and can model the trustworthiness of outdated or obsolete data. When new SCADA and AMI measurements arrive, the LSE provides added redundancy to the NLSE through synthetic measurements. The presented framework was tested on a 13-bus test system. Test results highlight that the LSE and NLSE processes successfully work together to analyze bad data for both measurements and parameters.
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High-dimensional multisubject time series transition matrix inference with application to brain connectivity analysis
ASTRACT Brain-effective connectivity analysis quantifies directed influence of one neural element or region over another, and it is of great scientific interest to understand how effective connectivity pattern is affected by variations of subject conditions. Vector autoregression (VAR) is a useful tool for this type of problems. However, there is a paucity of solutions when there is measurement error, when there are multiple subjects, and when the focus is the inference of the transition matrix. In this article, we study the problem of transition matrix inference under the high-dimensional VAR model with measurement error and multiple subjects. We propose a simultaneous testing procedure, with three key components: a modified expectation-maximization (EM) algorithm, a test statistic based on the tensor regression of a bias-corrected estimator of the lagged auto-covariance given the covariates, and a properly thresholded simultaneous test. We establish the uniform consistency for the estimators of our modified EM, and show that the subsequent test achieves both a consistent false discovery control, and its power approaches one asymptotically. We demonstrate the efficacy of our method through both simulations and a brain connectivity study of task-evoked functional magnetic resonance imaging.
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- Award ID(s):
- 2102227
- PAR ID:
- 10498773
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Biometrics
- Volume:
- 80
- Issue:
- 2
- ISSN:
- 0006-341X
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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