I Introduction
Power Generator (PG) is a complex device that delivers energy to power grids. PG is described by a system of nonlinear differentialalgebraic equations (DAEs) of sufficiently high order, see e.g. [1]. The generator is connected to the rest of the power system (PS) through the terminal bus.
In this manuscript we assume that active and reactive powers ( and , respectively) as well as voltage and phase are observed at the terminal bus with a sufficient frequency. We then learn the generator model as a mapping between a pair of input variables and a pair of output variables (, ). We do not assume any prior knowledge of the generator powerengineering details and thus experiment with two generic ML approaches developed for correlated linear and nonlinear timeseries in an applicationagnostic context.
Our “PGagnostic” approach should be contrasted with “PGinformed” studies, some dated back to the 1980s [2, 3, 4, 5], reconstructing parameters in the corresponding system of DAEs. Complexity of the DAEs makes the reconstruction task difficult and thus computationally expensive. In many online power engineering applications, where speed of prediction is primary to quality and interpretability, the PGagnostic light and computationally efficient solutions may provide a desired compromise for the reconstruction task.
To accomplish the task we have built two schemes: vector autoregressive (VAR) scheme, which is fast and simple, yet limited due to underlying linearity assumption; and a recurrent neural network (RNN) scheme of the long shortterm memory (LSTM) type, which is superior in the reconstruction quality, yet more expensive implementationwise.
The rest of the manuscript is organized as follows. Technical introduction, with primers on AR, LSTM and data generating procedure, is given in Section II. Section III describes in sufficient detail our VAR and LSTM algorithmic solutions. Finally, data generation and learning experiments are described and analyzed in Section IV.
Ii Technical Introduction
In this section we revisit classical algorithms for time series prediction and review our custom NN LSTM solutions for the problem.
Iia Autoregressive process
Autoregressive (AR) model is a proven tool in many stationary time series applications. In its multivariate version AR model becomes vector autoregressive model (VAR) [6] described by the following equation
(1) 
where is the time series, and are the parameters to be learned,
is a stochastic white noise process and
is the order of the VAR model.When the series depend on some other exogenous, changing in time characteristics, , the model becomes
(2) 
where is an additional parameter which needs to be learned.
IiB Long ShortTerm Memory Network
Fullyconnected neural networks (NNs) are powerful stateoftheart tools for many ML tasks. In order to improve NNs’ taskspecific generalization ability new architectures are proposed. For example, convolutional neural networks (CNNs) were designed for images
[7]. CNNs take advantage of the image (postulated) translational invariance, thus resulting in a significant reduction in the number of training parameters. In the case of a timestationary data sequence similar reduction in the number of training parameters is achieved through the socalled Recurrent Neural Networks (RNNs) proposed in [8], characterized by timeinvariant (or quasitime invariant, i.e. changing slowly with time) couplings between the signal at different timeframes. However, earlier tests of RNN have also revealed a number of significant drawbacks in performance. The long shortterm memory (LSTM) [9] NN extending RNNs with the concept of memory cell were designed to overcome such issues. Memory cell enables RNN to learn when to remember and when to forget previously read data. As a result, LSTMs offer better performance in the task of modelling long time series.IiC Synthetic Data for the Ground Truth
In this work we choose to work with synthetically generated data. The data was generated for a typical power generator with OpenModelica using openly distributed package OpenIPSL [10]. Specifically, we use OpenIPSL implementation of a generator in a simple grid example 13.2 from [1], illustrated in Fig. 1. The model is initiated with static power flow (PF) values calculated with PSAT [11]. To imitate uncertainty, exogenous to the generator, we add stationary perturbations to the model in the form of stochastic faults described in the following. ^{1}^{1}1Notice that this choice of uncertainty is due to the fact that other characteristics of the power grid are hardcoded in the version of OpenModelica and OpenIPSL available to us, not allowing to inject into the model endogenously varying characteristics in any other way then generating a sequence of faults. The faults are introduced at the connection between the second bus and the first power line in Fig. 1. In our experiments we set fault resistance to pu and select fault reactance such that the generator survives the fault (does not disconnect), while showing some visible nonlinearity. We later alter these parameters to test our models in different regimes (linear and nonlinear) and finetune their performance and robustness. We find out, that resistance value of
is the smallest which can be stabilized by the generator (also equipped with the Power System Stabilizer). We also alter the parameters of the generator randomly by sampling values from the normal distribution,
, where is the static value used in the previous experiments.Dynamic stochasticity is introduced into the model by scheduling faults according to the following pair of master equations describing statistics of a stochastic stationary telegraph process
(3) 
Note that solution of Eq. (3) initialized with, and (no fault at ), becomes
(4) 
where the first and second terms in the sum correspond, respectively, to the stationary values, and to the exponentially decreasing with time finite memory correction. Eqs. (3
) are included (coded) explicitly in the computational scheme so that at each time step, the fault state is sampled from the resulting distribution. It is straightforward to check that the result of this scheme is the generation of a Bernoulli distributed random variable with success probability
. In addition we also randomize at each step the resistance and reactance of the fault.We set and to bias towards an open fault and to randomize the time of the first fault occurrence. An examplary process and its autocorrelation (as a function of the time lag) are shown in Fig. (a)a and Fig. (b)b respectively. The autocorrelation is computed as Pearson correlation, Eq. (5), between at the observation time and at the time shifted by a lag. Observe that the autocorrelation resembles white noise, which indicates that the process is almost memoryless.
(5) 
The OpenIPSL solver requires time resolution to be at least steps per second. On the other hand standard PMU measurements are recorded times per second. These considerations motivate us to analyze the the practical case of 10 measurements per second.
Iii Algorithms, Diagnostic and Performance
Iiia Vector AR
In order to determine the optimal order of VAR model we carry out several experiments computing correlations between input and output variables. For each pair of vectorvariables (two timeseries) we construct a matrix of correlations, , between the two variables shifted by different time lags (columns for lags in first variable and rows for lags in the second). Next we invert and investigate nonzero elements. For Gaussian noise, nonzero elements of the upper triangle of signifies conditional independence (lack of correlations) between first variable’s present and second variable’s past, while nonzero elements of the lower triangle denotes that the present value of the second variable is conditionally independent of the first variable’s past [12]. The resulting matrices for each pair of variables are shown in the form of a heatmap in Fig. 3.
We derive from the heat maps in Fig. 3, that for all pairs of variables, but the active power and phase , the length of strip of nonzero elements does not exceed 5 time steps. This observation means that after 5 time steps all variables except and become conditionally independent. For the case of and we observe notable dependence with lags of up to 32. We conclude that this pair of variables is conditionally independent after 32 time steps. Based on this derivation, we set the order of VAR model to be equal to 32.
This decision is further supported by implementationspecific information criteriabased order selection methods. We have experimented with multiple criterion, including Akaike information criterion (AIC, see Eq. 6) [13], final prediction error (FPE) [13], HannanQuinn information criteria (HQIC) [14] and Bayesian information criterion (BIC) [14]. We find, that AIC yields the most stable results for our case.
(6) 
where is the number of parameters and is the maximum likelihood achieved by the model. It reports the same 32 time steps lag as what we have concluded from Fig. 4
Notice that the input variables, e.g. voltage and phase, are per se not statistically stationary. We observe, however, that the assumption of statistical stationarity applies much better to the characteristics’ temporal derivatives (or equivalently difference/increment between the values in two adjacent time slots). Therefore, we apply VAR to the temporal increments. The LSTM model, in contrast, does not require statistical stationarity, which explains why we apply it directly to the input variables.
IiiB WeightDropped (WD) LSTM
To boost performance on the lowresolution data, we follow the state of the art in the LSTM modeling [15] and use the WeightDropped LSTM. Two other specifics of the scheme we use are related to the use of the multiple LSTM approach and its applications to the supervised setting (inputoutput relation). The multiple LSTM architecture, utilizing a number of different training techniques, e.g. dropout, hiddentohidden dropout, weight decay and varied sequence length, is considered empirically superior to other ML options because of its ability to capture wide and varying ranges of data dependencies. We use [16] for implementation of the supervised scheme.
Iv Experiments and results
Iva VAR model experimental setup
Based on the preliminary analysis of the data, we train a vector autoregressive model of order 32 with the input vector
and the output vector of the (, ) time increments.Generation of the inputoutput training data is described in Section IIC.
Since the VAR model is purely linear, it is important to investigate its dependence on the change in the noise magnitude. In order to do that, we construct 4 pairs of series with fault reactances set to zero and fault resistances set to, 10 pu, 1 pu, 0.1 pu and 0.01 pu respectively. We then train 4 models on first series of each pair and test them on the second series of the corresponding pair.
IvB LSTM model experimental setup
We train the neural network to read pairs sequentially and output in a (variedlength) window. The objective functional is the mean squared error (MSE) between model outputs at each step and the ground truth data.
We train the model on 200 samples with fault parameters as described above. Then one evaluates the model on 200 samples with different and additionally randomized fault parameters. Finally, we perform further testing with randomized generator parameters and extreme noise, as discussed later.
IvC Estimation of quality
To measure the algorithm quality we use normalized root mean squared error (NRMSE), which allows us to treat error as the percentage described by
(7) 
where is the ground truth,
is the estimation and
is the notation for the norm.IvD Results
Quantitative comparison of all the models tested is summarized in Table I.
IvD1 Var
We begin with training and testing this model on our most complicated data with randomized fault and generator parameters, denoted randomized in Table I. The model performs surprisingly well. It learns different generator and noise parameters.
The prediction quality degrades with time and reactive power () estimation is generally worse (see Fig. 8). There are ways to handle the first issue, but the second one requires an additional investigation.
Model  Data  Mean  Median  95% percentile 
VAR  randomized  4.72  4.59  6.52 
WDLSTM  regular  0.23  0.08  0.91 
WDLSTM  randomized  7.48  7.30  9.22 
FTWDLSTM  randomized  0.69  0.60  1.37 
FTWDLSTM  highorder noise  0.66  0.58  1.20 
As already stated above, we find this model noteworthy due to its ability to sense, catch and benchmark nonlinearities in the data. The results of the analysis are also shown in Fig. 5 in the form of a color map.
Finally, we investigate relation between magnitude of the noise magnitude and the order of the model, . Direct application of Akaike criterion yields a counterintuitive result that the optimal model order increases when noise magnitude becomes smaller. We relate it to overfiting, and suggest a different method to identify the optimal order. It seems more appropriate to base the cruterium on the following how the learned parameter, , saturates with : . For majority of cases the optimal order of the scheme derived this way returns a sensible result, see Fig. 6.
IvD2 WdLstm
Let us first process normaloperation data correspondent to fixed generator parameters. Reconstructed and actual results shown in Fig. 9 are almost indistinguishable. The error distribution among samples in Fig. 7
is also skewed to zero.
Given that the model shows such a a good performance in the simple normal case, it is important to furhter experiment putting the model in a significantly more adversarial (towards learning) regime characterized by seious fluctuations. We train the model on the data correspondent to an additional (artificial) randomization in some parameters of the generator. This modification, as shown in Table I, allows our model to achieve quality comparable to the one provided by the original WDLSTM model. We conclude that this architecture allows generalizations over the range of different (but reasonably close) generator parameters.
Further tests shown in Table I include learning in the regime of the highorder noise data with extremely high perturbations, but fixed (not evolving) generator parameters. Resistance of the faults is set to be three orders less than for training (this is the maximum order the generator stabilizer can handle).
V Conclusions and Path Forward
In this work we have introduced a novel method, which is light and accurate for learning the model of a power generator. We have also design our custom synthetic data generation process to provide the data needed to train the models. We show that the LSTM method is truly nonlinear and robust to highorder perturbations and randomization of the generator parameters, while the other, linear regression, is light in implementation but limited to regimes with small nonlinearities. We believe that such models are worth incorporating in the current grid engineering practice.
In terms of the path forward, we plan

extending these two already calibrated approaches by a principally different one utilizing physical generator model(s);

testing the devised algorithms on real (and not only synthetic) data;

extend the approach to modeling power distributions, as seen aggregated on the transmission level;

extend the approach to modeling (learning silent malfunctions as they occur) in various other precious assets of the power systems, e.g. transformers.

integrated the developed schemes into a tool box monitoring larger power systems, including multiple generators, loads and transformers.
Acknowledgment
The work at LANL was carried out under the auspices of the National Nuclear Security Administration of the U.S. Department of Energy under Contract No. DEAC5206NA25396. The work was partially supported by DOE/OE/GMLC and LANL/LDRD/CNLS projects.
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