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To study the Very Fast Transient Over-voltage(VFTO)distribution in transformer windings in gas insulated substation(GIS),a systematic methodology based on S-parameters is presented for establishing high-frequency model of transformer windings.Firstly,voltage transfer functions are derived from S-parameters which are calculated or measured from transformer windings.Secondly,voltage transfer functions are fitted with rational functions by the vector fitting method and then the rational transfer functions are order-reduced by optimal Pade-approximation algorithm.Lastly,the resultant voltage transfer functions are synthesized by network technology.Computational results are consistent with simulation results of Electromagnetic Transient Program(EMTP)and confirm the feasibility and validity of proposed methodology.