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The paper presents a method using deep learning framework based on convolution neural network (CNN), for identification and localization of faults of transformer winding under impulse test. The results show that the proposed method outperforms the existing methods significantly. The present scheme eliminates the requirement of separate feature extraction and classification algorithms for the analysis of fault current patterns. A part of the proposed network performs feature learning and the other part classifies the features in a supervised manner. The method is computation intensive but capable of achieving very high degree of accuracy; on an average a margin of more than 7% compared to other published literature till date. [ABSTRACT FROM AUTHOR]