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Abstract Localization of faults in a large power system is one of the most important and difficult tasks of power systems monitoring. A fault, typically a shorted line, can be seen almost instantaneously by all measurement devices throughout the system, but determining its location in a geographically vast and topologically complex system is difficult. The task becomes even more difficult if measurements devices are placed only at some network nodes. We show that regression graph neural networks we construct, combined with a suitable statistical methodology, can solve this task very well. A chief advance of our methods is that we construct networks that produce localization without having being trained on data that contain fault localization information. We show that a synergy of statistics and deep learning can produce results that none of these approaches applied separately can achieve. 

The concepts of physical dependence and approximability have been extensively used over the past two decades to quantify nonlinear dependence in time series. We show that most stochastic volatility models satisfy both dependence conditions, even if their realizations take values in abstract Hilbert spaces, thus covering univariate, multi‐variate and functional models. Our results can be used to apply to general stochastic volatility models a multitude of inferential procedures established for Bernoulli shifts. 

The incorporation of a glassy material into a self-assembled nanoparticle (NP) film can produce highly loaded nanocomposites, with improved photostability under the right conditions. 

Abstract Linear regression is arguably the most widely used statistical method. With fixed regressors and correlated errors, the conventional wisdom is to modify the variance-covariance estimator to accommodate the known correlation structure of the errors. We depart from existing literature by showing that with random regressors, linear regression inference is robust to correlated errors with unknown correlation structure. The existing theoretical analyses for linear regression are no longer valid because even the asymptotic normality of the least squares coefficients breaks down in this regime. We first prove the asymptotic normality of the t statistics by establishing their Berry–Esseen bounds based on a novel probabilistic analysis of self-normalized statistics. We then study the local power of the corresponding t tests and show that, perhaps surprisingly, error correlation can even enhance power in the regime of weak signals. Overall, our results show that linear regression is applicable more broadly than the conventional theory suggests, and they further demonstrate the value of randomization for ensuring robustness of inference. 

Electrochemical cycling of the VOPO₄cathode in aqueous Zn-ion batteries proceedsviaproton insertion, which is accompanied by the conformal coating of an amorphous ZnO layer on the electrode particles.