This paper proposes a data-driven method to pinpoint the source of a new emerging dynamical phenomenon in the power grid, referred to “forced oscillations” in the difficult but highly risky case where there is a resonance phenomenon. By exploiting the low-rank and sparse properties of synchrophasor measurements, the localization problem is formulated as a matrix decomposition problem, which can be efficiently solved by the exact augmented Lagrange multiplier algorithm. An online detection scheme is developed based on the problem formulation. The data-driven nature of the proposed method allows for a very efficient implementation. The efficacy of the proposed method is illustrated in a 68-bus power system. The proposed method may possibly be more broadly useful in other situations for identifying the source of forced oscillations in resonant systems. Index Terms—Forced oscillations, resonant systems, phasor measurement unit (PMU), robust principal component analysis (RPCA), Big Data. 
                        more » 
                        « less   
                    
                            
                            e RPCA : Robust Principal Component Analysis for Exponential Family Distributions
                        
                    
    
            Abstract Robust principal component analysis (RPCA) is a widely used method for recovering low‐rank structure from data matrices corrupted by significant and sparse outliers. These corruptions may arise from occlusions, malicious tampering, or other causes for anomalies, and the joint identification of such corruptions with low‐rank background is critical for process monitoring and diagnosis. However, existing RPCA methods and their extensions largely do not account for the underlying probabilistic distribution for the data matrices, which in many applications are known and can be highly non‐Gaussian. We thus propose a new method called RPCA for exponential family distributions (), which can perform the desired decomposition into low‐rank and sparse matrices when such a distribution falls within the exponential family. We present a novel alternating direction method of multiplier optimization algorithm for efficient decomposition, under either its natural or canonical parametrization. The effectiveness of is then demonstrated in two applications: the first for steel sheet defect detection and the second for crime activity monitoring in the Atlanta metropolitan area. 
        more » 
        « less   
        
    
    
                            - PAR ID:
- 10518507
- Publisher / Repository:
- Wiley
- Date Published:
- Journal Name:
- Statistical Analysis and Data Mining: The ASA Data Science Journal
- Volume:
- 17
- Issue:
- 2
- ISSN:
- 1932-1864
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
- 
            
- 
            Abstract This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models extend tensor factor models by incorporating auxiliary covariates in the loading matrices. We propose an algorithm of iteratively projected singular value decomposition (IP-SVD) for the semi-parametric estimation. It iteratively projects tensor data onto the linear space spanned by the basis functions of covariates and applies singular value decomposition on matricized tensors over each mode. We establish the convergence rates of the loading matrices and the core tensor factor. The theoretical results only require a sub-exponential noise distribution, which is weaker than the assumption of sub-Gaussian tail of noise in the literature. Compared with the Tucker decomposition, IP-SVD yields more accurate estimators with a faster convergence rate. Besides estimation, we propose several prediction methods with new covariates based on the STEFA model. On both synthetic and real tensor data, we demonstrate the efficacy of the STEFA model and the IP-SVD algorithm on both the estimation and prediction tasks.more » « less
- 
            Abstract In many applications, we seek to recover signals from linear measurements far fewer than the ambient dimension, given the signals have exploitable structures such as sparse vectors or low rank matrices. In this paper, we work in a general setting where signals are approximately sparse in a so-called atomic set. We provide general recovery results stating that a convex programming can stably and robustly recover signals if the null space of the sensing map satisfies certain properties. Moreover, we argue that such null space property can be satisfied with high probability if each measurement is sub-Gaussian even when the number of measurements are very few. Some new results for recovering signals sparse in a frame, and recovering low rank matrices are also derived as a result.more » « less
- 
            In this study, we explore the use of low rank and sparse constraints for the noninvasive estimation of epicardial and endocardial extracellular potentials from body-surface electrocardiographic data to locate the focus of premature ventricular contractions (PVCs). The proposed strategy formulates the dynamic spatiotemporal distribution of cardiac potentials by means of low rank and sparse decomposition, where the low rank term represents the smooth background and the anomalous potentials are extracted in the sparse matrix. Compared to the most previous potential-based approaches, the proposed low rank and sparse constraints are batch spatiotemporal constraints that capture the underlying relationship of dynamic potentials. The resulting optimization problem is solved using alternating direction method of multipliers . Three sets of simulation experiments with eight different ventricular pacing sites demonstrate that the proposed model outperforms the existing Tikhonov regularization (zero-order, second-order) and L1-norm based method at accurately reconstructing the potentials and locating the ventricular pacing sites. Experiments on a total of 39 cases of real PVC data also validate the ability of the proposed method to correctly locate ectopic pacing sites.more » « less
- 
            Matrix low rank approximation is an effective method to reduce or eliminate the statistical redundancy of its components. Compared with the traditional global low rank methods such as singular value decomposition (SVD), local low rank approximation methods are more advantageous to uncover interpretable data structures when clear duality exists between the rows and columns of the matrix. Local low rank approximation is equivalent to low rank submatrix detection. Unfortunately,existing local low rank approximation methods can detect only submatrices of specific mean structure, which may miss a substantial amount of true and interesting patterns. In this work, we develop a novel matrix computational framework called RPSP (Random Probing based submatrix Propagation) that provides an effective solution for the general matrix local low rank representation problem. RPSP detects local low rank patterns that grow from small submatrices of low rank property, which are determined by a random projection approach. RPSP is supported by theories of random projection. Experiments on synthetic data demonstrate that RPSP outperforms all state-of-the-art methods, with the capacity to robustly and correctly identify the low rank matrices when the pattern has a similar mean as the background, background noise is heteroscedastic and multiple patterns present in the data. On real-world datasets, RPSP also demonstrates its effectiveness in identifying interpretable local low rank matrices.more » « less
 An official website of the United States government
An official website of the United States government 
				
			 
					 
					
 
                                    