Article (Scientific journals)
Assessing the Proximity of Time Evolutions through Dynamic Time Warping
Fabozzi, Davide; Van Cutsem, Thierry
2011In IET Generation, Transmission and Distribution, 5 (12), p. 1268-1276
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Keywords :
Time-series; curve matching; proximity measure; Euclidean distance; dynamic time warping; dynamic programming; system-wide validation
Abstract :
[en] Comparing time-series is a frequent task in many scientific fields. In power systems, in particular, it may be of interest to compare the outputs of a simplified and a detailed model, or to validate the output of a model with respect to a measured time response. The classical Euclidean distance, involving pairs of points of the two data series aligned in time, is not suited to the practical time evolutions met in power systems, which often involve variable time delays and jumps at discrete times. In this paper, an alternative measure of proximity, stemming from other scientific fields, is proposed for power system applications. It consists in warping the time axis to guarantee the best match between the two time-series, i.e. it maps points on two curves that are not aligned in time so as to minimize the sum of squared differences of their ordinates. Modifications and adaptations of the classical algorithm to better fit power system problems are discussed. The method is illustrated through three representative curve comparison problems. A multi-dimensional extension allowing system-wide measures of similarity is also proposed.
Disciplines :
Electrical & electronics engineering
Author, co-author :
Fabozzi, Davide ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Van Cutsem, Thierry  ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Language :
English
Title :
Assessing the Proximity of Time Evolutions through Dynamic Time Warping
Publication date :
December 2011
Journal title :
IET Generation, Transmission and Distribution
ISSN :
1751-8687
eISSN :
1751-8695
Publisher :
Institution of Engineering & Technology
Volume :
5
Issue :
12
Pages :
1268-1276
Peer reviewed :
Peer Reviewed verified by ORBi
European Projects :
FP7 - 211407 - PEGASE - Pan European Grid Advanced Simulation and state Estimation
Name of the research project :
European Community’s 7th Framework Programme - PEGASE project (grant agreement No. 211407)
Funders :
UE - Union Européenne [BE]
F.R.S.-FNRS - Fonds de la Recherche Scientifique [BE]
CE - Commission Européenne [BE]
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since 13 August 2011

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