Attack Graph Model for Cyber-Physical Power Systems Using Hybrid Deep Learning

Electrical power grids are vulnerable to cyber attacks, as seen in Ukraine in 2015 and 2016. However, existing attack detection methods are limited. Most of them are based on power system measurement anomalies that occur when an attack is successfully executed at the later stages of the cyber kill chain. In contrast, the attacks on the Ukrainian...

A GNN-Based Generative Model for Generating Synthetic Cyber-Physical Power System Topology

Synthetic networks aim at generating realistic projections of real-world networks while concealing the actual system information. This paper proposes a scalable and effective approach based on graph neural networks (GNN) to generate synthetic topologies of Cyber-Physical power Systems (CPS) with realistic network feature distribution. In order...

Detection and Identification of Generator Disconnection Using Multi-layer Perceptron Neural Network Considering Low Inertia Scenario

This research paper presents a method that uses measurements of voltages angles, as provided by phasor measurement units (PMU), to accurately detect the sudden disconnection of a generation unit from a power grid. Results in this research paper have demonstrated, in a practical fashion, that a multi-layer perceptron (MLP) neural network (NN) can...

Day Ahead Market price scenario generation using a Combined Quantile Regression Deep Neural Network and a Non-parametric Bayesian Network: A framework for risk-based Demand Response

In this manuscript we propose a methodology to generate electricity price scenarios from probabilistic forecasts. Using a Combined Quantile Regression Deep Neural Network, we forecast hourly marginal price distribution quantiles for the DAM on which we fit parametric distributions. A Non-parametric Bayesian Network (BN) is applied to sample from...

Probabilistic DAM price forecasting using a combined Quantile Regression Deep Neural Network with less-crossing quantiles

In this paper we propose a Quantile Regression Deep Neural Network capable of forecasting multiple quantiles in one model using a combined quantile loss function, and apply it to probabilistically forecast the prices of 8 European Day Ahead Markets. We show that the proposed loss function significantly reduces the quantile crossing problem to ...

Electricity price forecasting in European Day Ahead Markets: a greedy consideration of market integration

In this manuscript we explore European feature importance in Day Ahead Market (DAM) price forecasting models, and show that model performance can deteriorate when too many features are included due to over-fitting. We propose a greedy algorithm to search over candidate countries for European features to be used in a DAM price forecasting model,...