Reference : Assessing the Proximity of Time Evolutions through Dynamic Time Warping
Scientific journals : Article
Engineering, computing & technology : Electrical & electronics engineering
http://hdl.handle.net/2268/97112
Assessing the Proximity of Time Evolutions through Dynamic Time Warping
English
Fabozzi, Davide mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Van Cutsem, Thierry mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Dec-2011
IET Generation, Transmission & Distribution
Institution of Engineering & Technology
5
12
1268-1276
Yes (verified by ORBi)
International
1751-8687
[en] Time-series ; curve matching ; proximity measure ; Euclidean distance ; dynamic time warping ; dynamic programming ; system-wide validation
[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.
Union Européenne = European Union - UE = EU ; Fonds de la Recherche Scientifique (Communauté française de Belgique) - F.R.S.-FNRS
European Community’s 7th Framework Programme - PEGASE project (grant agreement No. 211407)
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/97112
This paper is a preprint of a paper accepted by IET GTD and is subject to IET copyright. When the final version is published, the copy of record will be available at IET Digital Library.
FP7 ; 211407 - PEGASE - Pan European Grid Advanced Simulation and state Estimation

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