A Hidden Markov Models Tool for Estimating the Deterioration Level of a Power

Transformer
F. Sotiropoulos, P. Alefragis and E. Housos
Computer Systems Laboratory, Dept. of Electrical & Computer Engineering,
University of Patras, GR-26500, Rio, Patras, Greece
{thiakos, alefrag, housos}@ece.upatras.gr


Abstract
In electrical power systems, asset management
procedures have developed into a central element of
network operations and planning. Hidden Markov Models
(HMM) can be used to transform various data collected
from substation equipment into failure probabilities. Based
on these failure probabilities a mathematical decision tool
can be created, which could be used in system-level
simulation and experimentation. In particular, collected
data utilizing the dissolved gas analysis-in-oil (DGA) field
methodology for transformers are analyzed with HMM for
the prediction of their deterioration level.
Keywords: Asset Management, Hidden Markov Models -
HMM, Maintenance, Substation Component Reliability.
1 Introduction
In recent years, cost effectiveness and quality of supply
are the main forces motivating the utility companies to
apply asset management procedures. These procedures
provide technical and economical information on the
reliability state of the equipment. In addition, this
information forms the basis for planning and investment
decisions. The reliability level of these assets depends on
effective operation and maintenance procedures. For
example, equipment age, operating histories, asset-specific
monitoring of data and time since the last inspection and
maintenance is information used for the assets health
characterization.
Until recently, data collection was performed manually,
which is a costly and time-consuming procedure. However,
due to recent technical developments in electronic sensing,
communications, computer networks and database
technologies, it has become feasible to remotely access
information needed for analysing the condition of any
asset. Decision makers, can analyse these data using
various algorithms, to decide on the actions to be taken for
an economic and reliable system performance.
In this paper, data that have been collected manually
using the dissolved gas-in-oil field methodology [2] have
been used [1]. These data are used as input to the proposed
approach in order to identify the status of the analysed
power transformers. The purpose of this paper is to present
the basic theoretical background for the use of HMM as a
transformer condition indicator [11].
Section 2 describes a DGA-based asset state estimation.
The basic theory of Hidden Markov Models is presented in
Section 3. In Sections 4 we describe the implementation
details of our framework and show how transformer
condition can be identified. Finally, we summarize our
work and provide a brief discussion about future work in
Section 5.
2 Asset state estimation
To successfully integrate information about the
reliability state of the various components of a power
system in the enterprise decision making process, at least
two basic problems need to be addressed:
Not enough data are available for the state history of
the various components of power grids in case of a black
out and only vague assumptions can be made on the
components responsibility.
The available component models describing the state
of an asset in a distributed network as a function of the
component operating age and the maintenance history
weakly address real life situations. For this purpose,
detailed damage statistics and adequate component failure
models are required.
The procedure for estimating the state of an asset (e.g.,
transformer, circuit breaker, insulator, etc.), is typically
made using collected data that are classified as follows:
equipment data, operating condition and maintenance
history. The equipment data consists of the following
information: manufacturer, model, make; rated electric
values such as voltages, currents and powers;
manufacturer's recommended maintenance schedule and
age of the equipment. The operating history are data
associated with the electrical and environmental conditions
to which the equipments have been exposed e.g.
temperatures, loading history and through faults for
transformers and operations and I
2
*t for circuit breakers
[1]. Condition history contains data from measurements
indicating the state of the equipment with respect to its
reliability. Maintenance history contains records of all
inspections and maintenance activities for the equipment
that needs to be analysed.
For the undertaken transformer reliability analysis, the
required field measurements include dissolved gas in oil
like Hydrocarbons and hydrogen (CH4, C2H6, C2H4,
C2H2, H2), Carbon oxides (CO, CO2), moisture and furan
in oil, partial discharge (acoustical emission and spectral
decomposition of currents) and infrared emissions [2].

1. Hydrocarbons and hydrogen 2. Carbon oxides Total Dissolved
Combustible Gas
Status
State, Si
HMM Transformer
(TR) Status
Hydrogen
H2
Methane
CH4
Acetylene
C2 H2
Ethylene
C2H4
Ethane
C2H6
CO
CO2
1

TDCG
Condition 1
S1
Initial (new TR or
after repair)
<100 <120 <35 <50 <65 <350 <2,500 <720
Condition 2
S2
Minor Deterioration 101-700 121-400 36-50 51-100 66-100 351-570 2,500-4,000 721-1,920
Condition 3
S3
Major Deterioration 701-1,800 401-1,000 51-80 101-200 101-150 571-1,400 4,001-10,000 1,921-4,630
Condition 4
S4
Failure
(The TR can fail at
any time)
>1,800 >1,000 >80 >200 >150 >1,400 >10,000 >4,630
Table 1. Determine Transformer Condition based on DGA [3]

1
CO2 is not included in adding the numbers for TDCG because it is not a combustible gas.
The insulating materials within transformers and related
equipment decay and gases are released within the unit.
The causes of fault gases can be divided into three
categories; corona or partial discharge, pyrolysis or
thermal heating and arcing. The rate of gas generation
can indicate the severity of the fault.
IEEE has developed a standard to interpret the
insulation conditions of oil-immersed power transformers
based on Dissolved Gas Analysis (DGA) [3]. This
standard classifies transformer conditions into four
discrete deteriorating states, see Table 1.
Based on the IEEE standard [3] as presented in Table
1, a Hidden Markov Model (HMM) will be used to
estimate the state of a power transformer.
3 Hidden Markov Model (HMM)
General theory of hidden Markov models and its
applications initially introduced Baum and his colleagues
[4], [5] in the late 1960s and early 1970s. It was
implemented for speech processing applications by Baker
[6] at CMU and by Jelinek and his colleagues at IBM [7]
in the 1970s.
HMM is a doubly embedded memory-less, stochastic
process with an underlying hidden stochastic process that
is not observable, but can only be observed through
another set of stochastic processes that produce a
sequence of observations, figure 1 [8].
Figure 1. A Markov process with hidden states.
3.1 Elements of an HMM
The hidden Markov model of figure 1 is characterized
by the following elements [9]
N, the number of states in the model, S = {S
l
,S
2
, . . . ,
S
N
}, and the state at time t as Qt.
M, the number of distinct observation symbols per
state. In our case, the observed symbols are the Total
Dissolved Combustible Gas values measured in the oil of
the transformer and M=N=Number of States=4.
The state transition probability distribution A={aij},
where a
ij
=P[q
t
+1=j| q
t
=i], 1!i, j!N
The observation symbol probability distribution in state
j, B={bj(v
k
)}, where bj(vk)=P[O
t
=v
k
|q
t
=j], 1!j!N, 1!k!M
where O
t
denotes the current observation and
! = {!
1
, !
2
, .!
#
}, each observation O
t
corresponds to
a symbol from V and t = 1, 2, T are the observation
time points
The initial state distribution p ={pi},
where p
i
=P[q
1
=i], 1!i!N
For convenience, we usually use a compact notation
l=(A,B,p) to indicate the complete parameter set of an
HMM, which only requires specification of the two
model parameters N and M.
3.2 Two Major Assumptions for HMM
% First-order Markov assumption.
The state transition depends only on the origin and
destination.


The state transition probability is time invariant
a
ij
=P(q
t
+1=j | q
t
=i), 1!i, j!N
% Output-independent assumption
The observation is dependent on the state that
generates it, not dependent on its neighbor observations
Generally, a system can be described by an ergodic
model, where any state can reach any other state in a
single step, a
"
> 0 for all i, j. However, other possible
interconnections of states are also use like the left right
model.
( ) ( ) ( ) ( ) = =
=
-
T
t
t t T t
q q P q P q q q P P
2
1 1 1
, ,..., ,..., l l l l Q
( ) ( ) ( ) ( ) = = =
= =
T
t
t q
T
t
t t T t T t
o b q o P q q q o o o P P
t
1 1
1 1
, , ,..., ,..., ,..., ,..., , l l l Q O
4 HMM Parameter estimation based on the DGA
and calculation of the failure probability of a
transformer
4.1 The Baum-Welch algorithm
A method to maximize the P(O|l), which is the
solution of problem 3 of the HMM, is to re-estimate the
HMM parameters, l
new
=(A
new
, B
new
,p
new
), of the analyzed
transformer utilizing the sequence of observations, % =
{%
1
, %
2
, .%
'
}, and some predefined old parameters )
old
=
(A
old
, B
old
, p
old
) [8]. The new calculated values can be
used for calculating the failure probability of the analysed
transformer.
This problem can be solved by choosing & = (', ), +)
such that P(O/)) is locally maximized using an iterative
procedure such as the Baum-Welch algorithm, also
known as the forward-backward algorithm [5]
The basic idea for maximizing the probability of the
observation, which is a training season, is defined as
follows:
1. Start with an initial model, &
old
.
2. Compute &
new
based on &
old
and observation O.
3. If P(O|&
new
)-P(O| &
old
) < threshold (or weve iterated
enough), stop.
4. Otherwise, &
old
,&
new
and go to step 2.
4.2 Estimation of
old

Initially, for )
old
, we could select some random
variables which would be readjusted during the training
period. However, to define a good starting value for &
old
a
pool of historical data of similar transformers represented
in Table 6 of Appendix A [11] is utilised. Therefore, to
define the HMM elements N, M and )
old =
(A
old
, B
old
, p

old
), the following steps should be performed.
(a) Obtain the deterioration function g(x) which
identifies the state of the component we analyze based on
the collected measurements
(b) Perform the statistical processing necessary to
estimate the transition intensities a
!

The deterioration function, denoted by g(x), may be an
analytical expression, or it may be a set of rules of a
program consisting of a set of if-then statements that
returns a value.
For example, the model represented by Figure 2, g(x)
value would be the four states S
l
, S
2,
S
3
, and S
4

representing the different deterioration levels of the
observed transformer. This is a practical approach based
on existing knowledge through experience in the
industry. The Electronic Power Research Institute (EPRI)
has made significant effort in summarizing the collected
experience in a set of rules. In our case, table 1 can be
implemented so that if TDCG value is less than 720 the
returned value will be S1.
It should be noted here, that the transition from level 4
to level 1, a41, stochastically represents the effects of
maintenance, and since in our work, maintenance is a
deterministic decision for which the available information
guide us to decide to either remove the component from
service or a catastrophic failure can happen at any
moment, we set a41=0.
The unique feature of our problem is that we desire
failure probabilities characterizing the tendency of a
specific piece of equipment to fail now. To achieve this
goal, we assume the ability to characterize boundary
conditions that separate N states of deterioration, in terms
of the condition measurements x(t), via the deterioration
function g(x), such that deterioration level j is identified
by d
j-1
<g(x)<d
j
.


Figure 2. Failure plot, and the associated 4-states HMM-
Markov model representation
4.2.1 Calculation of A
old
= { a! }:
Based on [10] and historical data [11] we approach
this problem probabilistically as follows:
As in our model, we have 4 states and the transition
intensities between these states can be obtained from life-
histories of multiple units of the same manufacturer and
model. In the case of Fig. 2, we would need to compute
a12, a23, and a34 as a41 has already defined as a41 =0.
Given a set of condition measurements
x(t)=[x1(t),x2(t),,xK(t)]
of the same type of transformer population, K ,taken
over an extended period of time t=0,1,,T.
For transformer k, we use the deterioration function, a
set of if-then statements, to compute the deterioration
level for each component. Following this methodology,
we able to identify the time it spends in deterioration
level i, ki y .Thus, for K similar transformers, the
estimated time spent in state i would be the mean of these
durations, which is
The desired transition intensities, a
ij
, are obtained by
inverting these mean duration times.
The desired transitions intensities are obtained by
inverting these mean duration times.

=
=
K
k
ki y
K
Yi
1
*
1
1
1
ij
ij
ij
if
ii ij j i
if
a o j i
if
a o j i
a a
a
Yj
=
>
= <
= -

, left right model

Therefore, the transition probability matrix is:
1 12 12 0 0
0 1 23 23 0
}
0 0 1 34 34
0 0 0 1
{
a a
a a
ij
a a
a A
-
-
=
-



=



,
i aij
N
j
" =

=
, 1
1

0 41 = a , represents the maintenance of the
transformer
It should be noted that we do not suppose to use data
associated with the period of maintenance to compute
mean duration.
Using the historical data of appendix A we have:
0.9907 0.093 0 0
0 0.9852 0.0149 0
0 0 0.9673 0.0327
0 0 0 1
A


=




4.2.2 Identification of the Initial state probability
distribution
old p
:
The initial state distribution is determined by the latest
observation, an input to the HMM denoted by } { i p p = .
If at time t=0, the component resides in deterioration
level 1, then the initial state probability vector is
1
1 i N, here i 1 (state 1 at t 0),
p(0)=[1 0 0 0],
1
N
i
i p
=
= =

If historical data where not available to calculate the
initial values of &old, any arbitrary initial values could
have been used as they are updated during the training
process of the HMM model.
4.2.3. Identification of the emission matrix Bold
The Calculation of the distinct observation symbols
per state, V = {v1, v2, .vM.} must be performed.
As we have 4 HMM states and the number of observed
symbols per state is 1 the dimension of the emission
matrix is MxN = 4X4.
The emission matrix which is defined as the
probability of getting an observation with a symbol under
specific state is,
bj(k) = P{Ot = Vk / qt = Sj}, is
12 11 13 14
21 22 23 24
31 32 33 34
41 42 43 44
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
{ ( )}
K
b b b b
b b b b
b b b b
b b b b
bj k B j




= = = =

where
1
bj(k) 1, ,1 ,1
M
k
j k m j N
=
= "

5 Future work
Based on the above analysis, it is possible to create a
distributed estimation tool for transformer failures. The
implementation of a real time data collection network
from power transformers and other critical components of
a power grid is in our eminent plans. In combination with
the current system and proper data-mining techniques,
large scale prevention of catastrophic electric power
failures can be acheived.
6 References
[1] J. Pathak, Y. Jiang, V. Honavar, J. McCalley . Condition
Data Aggregation with Application to Failure Rate. IEEE
Proceedings of the Hawais International Conference on
System Science, January 4-8, 2005.
[2] Joseph B. DiGiorgio, Ph.D. Dissolved Gas Analysis of
Mineral Oil Insulating Fluids. Northern Technologies and
Testing
[3] IEEE Standards C57, IEEE Guide for the Interpretation of
Gases Generated in Oil-Immersed Transformers Pages
104-1991.
[4] Baum L. E. and T. Petrie, Statistical inference for
probabilistic functions of finite state Markov chains, Ann.
Math. Stat., vol. 37, pp. 1554-1563, 1966.
[5] Baum L. E., An inequality and associated maximization
technique in statistical estimation for probabilistic
functions of Markov processes, Inequalities, vol. 3, pp. 1-
8, 1972.
[6] Baker J. K., The dragon system-An overview, IEEE
Trans. Acoust. Speech Signal Processing, vol. ASP-23, no.
1, pp. 24-29, Feb. 1975.
[7] Jelinek F., A fast sequential decoding algorithm using
astack, ISM. Res. Develop., vol. 13, pp. 675-685, 1969.
[8] Rabiner R. L., A Tutorial on Hidden Markov Models and
Selected Applications in Speech Recognition, Proc. of the
IEEE, vol. 77, 2, February 1989.
[9] Xiaolin Li, Marc Parizeau, Training Hidden Markov
Models with Multiple observation - A Combinatory
Method, IEEE Trans. on Pattern Analysis and Machine
Intelligence, vol 22, no. 4, April 2000.
[10] Jiang Y., Z. Zhong, J. McCalley, and T. V. Voorhis Risk-
based Maintenance Optimization for Transmission
Equipment. In Proc. of 12th Annual Substations
Equipment Diagnostics Conference, 2004.
[11] Jim McCalley, Project Leader, Yong Jiang,Vasant
Honavar, Jyotishman Pathak Automated Integration of
Condition Monitoring with an Optimized Maintenance
Scheduler for Circuit Breakers and Power Transformers,
Power Systems Engineering Research Center, Iowa State
University
[12] P. Dempster, N. M. Laird, and D. B. Rubin, Maximum
likelihood from incomplete data via the EM algorithm, 1.
Roy.Stat. Soc., vol. 39, no. 1, pp. 1-38, 1977.
[13] Hsin-min Wang, Hidden Markov Models,
https://clclp.ling.sinica.edu.tw/courseppt/HMMpart1.ppt