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Bank crisis is challenging to define but can be manifested through bank contagion. This study presents a comprehensive framework grounded in nonlinear time series analysis to identify potential early warning signals (EWS) for impending…

Risk Management · Quantitative Finance 2023-10-17 Shijia Song , Handong Li

Estimating the number of degrees of freedom of a mechanical system or an engineering structure from the time-series of a small set of sensors is a basic problem in diagnostics, which, however, is often overlooked when monitoring their…

Data Analysis, Statistics and Probability · Physics 2022-03-08 Paolo Celli , Maurizio Porfiri

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Data Structures and Algorithms · Computer Science 2011-04-13 Malik Magdon-Ismail

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

With the rising penetration of distributed energy resources, distribution system control and enabling techniques such as state estimation have become essential to distribution system operation. However, traditional state estimation…

Optimization and Control · Mathematics 2019-04-11 Priya L. Donti , Yajing Liu , Andreas J. Schmitt , Andrey Bernstein , Rui Yang , Yingchen Zhang

Power system state estimation is being faced with different types of anomalies. These might include bad data caused by gross measurement errors or communication system failures. Sudden changes in load or generation can be considered as…

Systems and Control · Electrical Eng. & Systems 2023-08-11 Sajjad Asefi , Mile Mitrovic , Dragan Ćetenović , Victor Levi , Elena Gryazina , Vladimir Terzija

This paper is devoted to the performance study of the Linear Minimum Mean Squared Error estimator for multidimensional signals in the large dimension regime. Such an estimator is frequently encountered in wireless communications and in…

Information Theory · Computer Science 2008-10-13 Abla Kammoun , Malika Kharouf , Walid Hachem , Jamal Najim

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

Robust control and maintenance of the grid relies on accurate data. Both PMUs and state estimators are prone to false data injection attacks. Thus, it is crucial to have a mechanism for fast and accurate detection of an agent maliciously…

Machine Learning · Computer Science 2014-03-10 Hanie Sedghi , Edmond Jonckheere

In dealing with high-dimensional data, factor models are often used for reducing dimensions and extracting relevant information. The spectrum of covariance matrices from power data exhibits two aspects: 1) bulk, which arises from random…

Applications · Statistics 2019-10-22 Xin Shi , Robert Qiu

Catastrophic failures of marine engines imply severe loss of functionality and destroy or damage the systems irreversibly. Being sudden and often unpredictable events, they pose a severe threat to navigation, crew, and passengers. The…

Artificial Intelligence · Computer Science 2026-03-16 Francesco Maione , Paolo Lino , Giuseppe Giannino , Guido Maione

Intrusion detection has become one of the most critical tasks in a wireless network to prevent service outages that can take long to fix. The sheer variety of anomalous events necessitates adopting cognitive anomaly detection methods…

Signal Processing · Electrical Eng. & Systems 2018-03-19 Nistha Tandiya , Ahmad Jauhar , Vuk Marojevic , Jeffrey H. Reed

This paper defines a Maximum Likelihood Estimator (MLE) for the admittance matrix estimation of distribution grids, utilising voltage magnitude and power measurements collected only from common, unsychronised measuring devices (Smart…

Systems and Control · Electrical Eng. & Systems 2022-10-06 Lisa Laurent , Jean-Sébastien Brouillon , Giancarlo Ferrari-Trecate

The evolving landscape of electric power networks, influenced by the integration of distributed energy resources require the development of novel power system monitoring and control architectures. This paper develops algorithm to monitor…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Erfan Mehdipour Abadi , Masoud H. Nazari

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development…

Data Analysis, Statistics and Probability · Physics 2015-07-19 Norbert Marwan , Jürgen Kurths

Future electrical grids will require new ways to identify faults as inverters are not capable of supplying large fault currents to support existing fault detection methods and because distributed resources may feed faults from the edge of…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Soufiane El Yaagoubi , Keith Moffat , Eduardo Prieto Araujo , Florian Dörfler

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

Large-scale multi-layer networks with large numbers of nodes, edges, and layers arise across various domains, which poses a great computational challenge for the downstream analysis. In this paper, we develop an efficient randomized…

Computation · Statistics 2025-01-10 Wenqing Su , Xiao Guo , Xiangyu Chang , Ying Yang

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

In this paper, we aim to take one step forward to the scenario where an adaptive subspace detection framework is required to detect subspace signals in non-stationary environments. Despite the fact that this scenario is more realistic, the…

Signal Processing · Electrical Eng. & Systems 2024-01-24 Aref Miri Rekavandi