Fractional Dynamics of PMU Data

Novel dynamics are emerging in the power system due to the new Smart Grid (SG) environment. The high sampling rate of the Phasor Measurement Units (PMUs) enables them to capture the dynamic fluctuations in the power system measurements. Understanding the statistical and dynamic characteristics of the PMU data requires advanced data analytics techniques capable of performing accurate modeling of the power system variables (voltage, frequency, phase angle, and rate of change of frequency (ROCOF)). In this paper, we provide evidence of the non-stationarity and fractality of PMU data collected from Europe. We adopt the Autoregressive Fractionally Integrated Moving Average (ARFIMA) models with non-integer differencing parameter to model the short-range and long-range correlations in the PMU data. Furthermore, the goodness-of-fit of the ARFIMA model is confirmed by analyzing the correlation and independence of the model residuals. Anomaly detection is among the promising applications of the PMU ARFIMA models. It is shown that the 2012 Indian blackout is accompanied by a change point in the differencing parameter opening the road to event (anomaly) detection by ARFIMA monitoring.