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Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

Online identification of post-contingency transient stability is essential in power system control, as it facilitates the grid operator to decide and coordinate system failure correction control actions. Utilizing machine learning methods…

Systems and Control · Computer Science 2017-05-23 James J. Q. Yu , David J. Hill , Albert Y. S. Lam , Jiatao Gu , Victor O. K. Li

The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…

Statistics Theory · Mathematics 2023-02-15 Haoyu Wang

For the enhancement of the transient stability of power systems, the key is to define a quantitative optimization formulation with system parameters as decision variables. In this paper, we model the disturbances by Gaussian noise and…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Xian Wu , Kaihua Xi , Aijie Cheng , Chenghui Zhang , Hai Xiang Lin

Transient stability assessment is an integral part of dynamic security assessment of power systems. Traditional methods of transient stability assessment, such as time domain simulation approach and direct methods, are appropriate for…

Systems and Control · Electrical Eng. & Systems 2021-11-23 Umair Shahzad

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

In this work we investigate the Principal Component Analysis (PCA) sensitivity to the velocity power spectrum in high opacity regimes of the interstellar medium (ISM). For our analysis we use synthetic Position-Position-Velocity (PPV) cubes…

This work studies estimation of sparse principal components in high dimensions. Specifically, we consider a class of estimators based on kernel PCA, generalizing the covariance thresholding algorithm proposed by Krauthgamer et al. (2015).…

Statistics Theory · Mathematics 2025-04-10 Michael J. Feldman , Theodor Misiakiewicz , Elad Romanov

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

From a stability perspective, a renewable generation (RG)-rich power system is a constrained system. As the quasistability boundary of a constrained system is structurally very different from that of an unconstrained system, finding the…

Systems and Control · Computer Science 2020-02-05 Chetan Mishra , Anamitra Pal , Virgilio A. Centeno

Transient stability analysis (TSA) plays an important role in power system analysis to investigate the stability of power system. Traditionally, transient stability analysis methods have been developed using time domain simulation by means…

Systems and Control · Electrical Eng. & Systems 2021-06-08 Xiang Zhang , Renchang Dai , Peng Wei , Yijing Liu , Guangyi Liu , Zhiwei Wang

Intermittency analysis of factorial moments is a promising method used for the detection of power-law scaling in high-energy collision data. In particular, it has been employed in the search of fluctuations characteristic of the critical…

Data Analysis, Statistics and Probability · Physics 2025-07-03 Nikolaos Davis

Modern power networks face increasing vulnerability to cascading failures due to high complexity and the growing penetration of intermittent resources, necessitating rigorous security assessment beyond the conventional $N-1$ criterion.…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Alexandre Gracia-Calvo , Francesca Rossi , Eduardo Iraola , Juan Carlos Olives-Camps , Eduardo Prieto-Araujo

Power system stability indices are used as measures to evaluate and quantify the response of the system to external large disturbances. This paper provides a comparative analysis of established transient stability indices. The indices…

Systems and Control · Electrical Eng. & Systems 2020-01-13 Amirhossein Sajadi , Robin Preece , Jovica Milanovic

One of the fundamental concerns in the operation of modern power systems is the assessment of their frequency stability in case of inertia-reduction induced by the large share of power electronic interfaced resources. Within this context,…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Francesco Conte , Stefano Massucco , Mario Paolone , Giacomo-Piero Schiapparelli , Federico Silvestro , Yihui Zuo

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for…

Econometrics · Economics 2026-02-13 Matteo Barigozzi

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi