In this paper, we propose a robust data-driven process model whose
hyperparameters are robustly estimated using the Schweppe-type generalized
maximum likelihood estimator. The proposed model is trained on recorded
time-series data of voltage phasors and power injections to perform a
time-series stochastic power flow calculation. Power system data are often
corrupted with outliers caused by large errors, fault conditions, power
outages, and extreme weather, to name a few. The proposed model downweights
vertical outliers and bad leverage points in the measurements of the training
dataset. The weights used to bound the influence of the outliers are calculated
using projection statistics, which are a robust version of Mahalanobis
distances of the time series data points. The proposed method is demonstrated
on the IEEE 33-Bus power distribution system and a real-world unbalanced
240-bus power distribution system heavily integrated with renewable energy
sources. Our simulation results show that the proposed robust model can handle
up to 25% of outliers in the training data set.Comment: Submitted to the IEEE Transactions on Power System