Attributes of Big Data Analytics for Data-Driven Decision Making in Cyber-Physical Power Systems

Big data analytics is a virtually new term in power system terminology. This concept delves into the way a massive volume of data is acquired, processed, analyzed to extract insight from available data. In particular, big data analytics alludes to applications of artificial intelligence, machine learning techniques, data mining techniques, time-series forecasting methods. Decision-makers in power systems have been long plagued by incapability and weakness of classical methods in dealing with large-scale real practical cases due to the existence of thousands or millions of variables, being time-consuming, the requirement of a high computation burden, divergence of results, unjustifiable errors, and poor accuracy of the model. Big data analytics is an ongoing topic, which pinpoints how to extract insights from these large data sets. The extant article has enumerated the applications of big data analytics in future power systems through several layers from grid-scale to local-scale. Big data analytics has many applications in the areas of smart grid implementation, electricity markets, execution of collaborative operation schemes, enhancement of microgrid operation autonomy, management of electric vehicle operations in smart grids, active distribution network control, district hub system management, multi-agent energy systems, electricity theft detection, stability and security assessment by PMUs, and better exploitation of renewable energy sources. The employment of big data analytics entails some prerequisites, such as the proliferation of IoT-enabled devices, easily-accessible cloud space, blockchain, etc. This paper has comprehensively conducted an extensive review of the applications of big data analytics along with the prevailing challenges and solutions

Directional clustering through matrix factorization

This paper deals with a clustering problem where feature vectors are clustered depending on the angle between feature vectors, that is, feature vectors are grouped together if they point roughly in the same direction. This directional distance measure arises in several applications, including document classification and human brain imaging. Using ideas from the field of constrained low-rank matrix factorization and sparse approximation, a novel approach is presented that differs from classical clustering methods, such as seminonnegative matrix factorization, K-EVD, or k-means clustering, yet combines some aspects of all these. As in nonnegative matrix factorization and K-EVD, the matrix decomposition is iteratively refined to optimize a data fidelity term; however, no positivity constraint is enforced directly nor do we need to explicitly compute eigenvectors. As in k-means and K-EVD, each optimization step is followed by a hard cluster assignment. This leads to an efficient algorithm that is shown here to outperform common competitors in terms of clustering performance and/or computation speed. In addition to a detailed theoretical analysis of some of the algorithm's main properties, the approach is empirically evaluated on a range of toy problems, several standard text clustering data sets, and a high-dimensional problem in brain imaging, where functional magnetic resonance imaging data are used to partition the human cerebral cortex into distinct functional regions

SOM-VAE: Interpretable Discrete Representation Learning on Time Series

High-dimensional time series are common in many domains. Since human cognition is not optimized to work well in high-dimensional spaces, these areas could benefit from interpretable low-dimensional representations. However, most representation learning algorithms for time series data are difficult to interpret. This is due to non-intuitive mappings from data features to salient properties of the representation and non-smoothness over time. To address this problem, we propose a new representation learning framework building on ideas from interpretable discrete dimensionality reduction and deep generative modeling. This framework allows us to learn discrete representations of time series, which give rise to smooth and interpretable embeddings with superior clustering performance. We introduce a new way to overcome the non-differentiability in discrete representation learning and present a gradient-based version of the traditional self-organizing map algorithm that is more performant than the original. Furthermore, to allow for a probabilistic interpretation of our method, we integrate a Markov model in the representation space. This model uncovers the temporal transition structure, improves clustering performance even further and provides additional explanatory insights as well as a natural representation of uncertainty. We evaluate our model in terms of clustering performance and interpretability on static (Fashion-)MNIST data, a time series of linearly interpolated (Fashion-)MNIST images, a chaotic Lorenz attractor system with two macro states, as well as on a challenging real world medical time series application on the eICU data set. Our learned representations compare favorably with competitor methods and facilitate downstream tasks on the real world data.Comment: Accepted for publication at the Seventh International Conference on Learning Representations (ICLR 2019