Non-parametric statistics-based predictor enabling online transient stability assessment

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Abstract

Online transient stability assessment (TSA) is of great necessity for fast awareness of transient instability caused by fault contingencies. In this paper, a non-parametric statistics based scheme is proposed for response-based online TSA. A critical clearing time-based stability margin index is defined as the predictive output and 14 kinds of severity indicators are proposed as input features for the TSA predictor. With no prior knowledge of the correlation structure, the non-parametric additive model is used as the basis of the predictor. To screen out the weakly correlated indicators and reduce the dimensionality of the input space, two-stage feature selection is fulfilled by non-parametric independence screening and group Lasso penalised regression successively. The predictor is then learnt by least-squares regression in the reduced multi-feature space. With phasor measurement unit measurements at generator buses, severity indicators can be computed in the real-time and fast evaluation of post-fault stability margin can be made by the offline-trained predictor. The effectiveness of the proposed non-parametric statistics based scheme is demonstrated in a modified New England 39-bus system and a practical 756-bus transmission system in China.

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

Jianqing Fan, Ling-Yang Feng, Rui Xia Song (2011)

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Is Open Access

Variable selection in nonparametric additive models

Joel Horowitz, Jian Huang, Fengrong Wei (2010)

We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the sample size. The statistical problem is to determine which additive components are nonzero. The additive components are approximated by truncated series expansions with B-spline bases. With this approximation, the problem of component selection becomes that of selecting the groups of coefficients in the expansion. We apply the adaptive group Lasso to select nonzero components, using the group Lasso to obtain an initial estimator and reduce the dimension of the problem. We give conditions under which the group Lasso selects a model whose number of components is comparable with the underlying model, and the adaptive group Lasso selects the nonzero components correctly with probability approaching one as the sample size increases and achieves the optimal rate of convergence. The results of Monte Carlo experiments show that the adaptive group Lasso procedure works well with samples of moderate size. A data example is used to illustrate the application of the proposed method.