Parallel detrended fluctuation analysis for fast event detection on massive PMU data

("(c) 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.")Phasor measurement units (PMUs) are being rapidly deployed in power grids due to their high sampling rates and synchronized measurements. The devices high data reporting rates present major computational challenges in the requirement to process potentially massive volumes of data, in addition to new issues surrounding data storage. Fast algorithms capable of processing massive volumes of data are now required in the field of power systems. This paper presents a novel parallel detrended fluctuation analysis (PDFA) approach for fast event detection on massive volumes of PMU data, taking advantage of a cluster computing platform. The PDFA algorithm is evaluated using data from installed PMUs on the transmission system of Great Britain from the aspects of speedup, scalability, and accuracy. The speedup of the PDFA in computation is initially analyzed through Amdahl's Law. A revision to the law is then proposed, suggesting enhancements to its capability to analyze the performance gain in computation when parallelizing data intensive applications in a cluster computing environment

Investigating grid computing technologies for use with commercial simulation packages

As simulation experimentation in industry become more computationally demanding, grid computing can be seen as a promising technology that has the potential to bind together the computational resources needed to quickly execute such simulations. To investigate how this might be possible, this paper reviews the grid technologies that can be used together with commercial-off-the-shelf simulation packages (CSPs) used in industry. The paper identifies two specific forms of grid computing (Public Resource Computing and Enterprise-wide Desktop Grid Computing) and the middleware associated with them (BOINC and Condor) as being suitable for grid-enabling existing CSPs. It further proposes three different CSP-grid integration approaches and identifies one of them to be the most appropriate. It is hoped that this research will encourage simulation practitioners to consider grid computing as a technologically viable means of executing CSP-based experiments faster

Cluster vs Single-Spin Algorithms -- Which are More Efficient?

A comparison between single-cluster and single-spin algorithms is made for the Ising model in 2 and 3 dimensions. We compare the amount of computer time needed to achieve a given level of statistical accuracy, rather than the speed in terms of site updates per second or the dynamical critical exponents. Our main result is that the cluster algorithms become more efficient when the system size, $L^d$, exceeds, $L\sim 70$--$300$ for $d=2$ and $L\sim 80$--$200$ for $d=3$. The exact value of the crossover is dependent upon the computer being used. The lower end of the crossover range is typical of workstations while the higher end is typical of vector computers. Hence, even for workstations, the system sizes needed for efficient use of the cluster algorithm is relatively large.Comment: 13pages, postscript file, HLRZ 21/9

Speeding-up the execution of credit risk simulations using desktop grid computing: A case study

This paper describes a case study that was undertaken at a leading European Investment bank in which desktop grid computing was used to speed-up the execution of Monte Carlo credit risk simulations. The credit risk simulations were modelled using commercial-off-the-shelf simulation packages (CSPs). The CSPs did not incorporate built-in support for desktop grids, and therefore the authors implemented a middleware for desktop grid computing, called WinGrid, and interfaced it with the CSP. The performance results show that WinGrid can speed-up the execution of CSP-based Monte Carlo simulations. However, since WinGrid was installed on non-dedicated PCs, the speed-up achieved varied according to users’ PC usage. Finally, the paper presents some lessons learnt from this case study. It is expected that this paper will encourage simulation practitioners and CSP vendors to experiment with desktop grid computing technologies with the objective of speeding-up simulation experimentation