论文标题
物理信息的高斯过程回归,用于概率状态估计和电网中的预测
Physics-Informed Gaussian Process Regression for Probabilistic States Estimation and Forecasting in Power Grids
论文作者
论文摘要
实时状态估计和预测对于电网的有效运行至关重要。在本文中,提出并使用稀疏测量值提出了物理知识的高斯过程回归(PHI-GPR)方法,用于概率预测和估计三生动力网络系统的相角,角速和风力机械功率。在标准数据驱动的高斯过程回归(GPR)中,用于先前统计的参数化模型是通过最大化观察到数据的边际可能性而拟合的,而在PHI-GPR中,我们通过解决了pervering power Grid Dynamics的随机方程来计算先前的统计数据。风向主导的电网系统的短期预测使风的随机性质以及由此产生的不确定的机械风能变得复杂。在这里,我们假设功率电网动态受秋千方程的控制,并且我们将摇摆方程中未知项(特别是机械风能)视为随机过程,这将这些方程式变成随机的微分方程。我们使用Monte Carlo Simulations方法将这些方程式求解功率网系统的平均值和方差。我们证明了所提出的PHI-GPR方法可以准确地预测并估计观察到的状态和未观察到的状态,包括平均行为和相关的不确定性。对于观察到的状态,我们表明PHI-GPR提供的预测与标准数据驱动的GPR相当,两种预测都比自回归的集成运动平均值(ARIMA)预测更为准确。我们还表明,与PHI-GPR预测相比,ARIMA的预测对观察频率和测量误差更为敏感。
Real-time state estimation and forecasting is critical for efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for probabilistic forecasting and estimating the phase angle, angular speed, and wind mechanical power of a three-generator power grid system using sparse measurements. In standard data-driven Gaussian process regression (GPR), parameterized models for the prior statistics are fit by maximizing the marginal likelihood of observed data, whereas in PhI-GPR, we compute the prior statistics by solving stochastic equations governing power grid dynamics. The short-term forecast of a power grid system dominated by wind generation is complicated by the stochastic nature of the wind and the resulting uncertain mechanical wind power. Here, we assume that the power-grid dynamic is governed by the swing equations, and we treat the unknown terms in the swing equations (specifically, the mechanical wind power) as random processes, which turns these equations into stochastic differential equations. We solve these equations for the mean and variance of the power grid system using the Monte Carlo simulations method. We demonstrate that the proposed PhI-GPR method can accurately forecast and estimate both observed and unobserved states, including the mean behavior and associated uncertainty. For observed states, we show that PhI-GPR provides a forecast comparable to the standard data-driven GPR, with both forecasts being significantly more accurate than the autoregressive integrated moving average (ARIMA) forecast. We also show that the ARIMA forecast is much more sensitive to observation frequency and measurement errors than the PhI-GPR forecast.