Wavelet-Like Transform to Optimize the Order of an Autoregressive Neural Network Model to Predict the Dissolved Gas Concentration in Power Transformer Oil from Sensor Data

Dissolved gas analysis (DGA) is one of the most important methods to analyze fault in power transformers. In general, DGA is applied in monitoring systems based upon an autoregressive model; the current value of a time series is regressed on past values of the same series, as well as present and past values of some exogenous variables. The main difficulty is to decide the order of the autoregressive model; this means determining the number of past values to be used. This study proposes a wavelet-like transform to optimize the order of the variables in a nonlinear autoregressive neural network to predict the in oil dissolved gas concentration (DGC) from sensor data. Daubechies wavelets of different lengths are used to create representations with different time delays of ten DGC, which are then subjected to a procedure based on principal components analysis (PCA) and Pearson’s correlation to find out the order of an autoregressive model. The representations with optimal time delays for each DGC are applied as input in a multi-layer perceptron (MLP) network with backpropagation algorithm to predict the gas at the present and future times. This approach produces better results than choosing the same time delay for all inputs, as usual. The forecasts reached an average mean absolute percentage error (MAPE) of 5.763%, 1.525%, 1.831%, 2.869%, and 5.069% for C(2)H(2), C(2)H(6), C(2)H(4), CH(4), and H(2), respectively.