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Automated and accurate detection of power quality (PQ) events is important from the point of view of safety as well as maintaining the reliability of the power transmission and distribution network. However, detection of multiple PQ events in a noisy environment is challenging task. Another important issue is the choice of meaningful features that can directly influence the accuracy of PQ detection. Considering these two aforesaid facts, this paper presents a novel framework for automated classification of PQ signals in a noisy environment employing cross Stockwell Transform (XST). The XST proposed in this paper has better noise suppression capability compared to conventional Stockwell Transform. Here, XST was used to convert 1D PQ signals to 2D time–frequency (T–F) images. To improve the accuracy of PQ detection, an automated feature extraction method employing deep learning is implemented in this work. The noise free T–F images obtained using XST were fed as inputs to several pre-trained convolutional neural networks (CNNs) for deep feature extraction. Transfer learning technique was implemented to reduce the computational cost. The extracted deep features were further undergone selection using one-way analysis of variance test followed by false discovery rate correction. The statistically significant deep features were subsequently fed to three benchmark machine learning classifiers for classification of PQ signals. In addition, tests were also carried out on real-life PQ signals to verify the practicability of the proposed framework. Investigations revealed that the proposed method returned mean accuracy of 99.72% and 96.45% for classification of simulated and real-life PQ signals, respectively. [ABSTRACT FROM AUTHOR]

This paper proposes a novel deep learning-based approach for financial chart patterns classification. Convolutional neural networks (CNNs) have made notable achievements in image recognition and computer vision applications. These networks are usually based on two-dimensional convolutional neural networks (2D CNNs). In this paper, we describe the design and implementation of one-dimensional convolutional neural networks (1D CNNs) for the classification of chart patterns from financial time series. The proposed 1D CNN model is compared against support vector machine, extreme learning machine, long short-term memory, rule-based and dynamic time warping. Experimental results on synthetic datasets reveal that the accuracy of 1D CNN is highest among all the methods evaluated. Results on real datasets also reveal that chart patterns identified by 1D CNN are also the most recognized instances when they are compared to those classified by other methods. [ABSTRACT FROM AUTHOR]