Fluctuation analysis of high frequency electric power load in the Czech Republic

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F16%3A00300605" target="_blank" >RIV/68407700:21340/16:00300605 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/00216208:11230/16:10324555

Výsledek na webu

<a href="https://www.researchgate.net/deref/http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378437116303417" target="_blank" >https://www.researchgate.net/deref/http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378437116303417</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.physa.2016.06.073" target="_blank" >10.1016/j.physa.2016.06.073</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Fluctuation analysis of high frequency electric power load in the Czech Republic

Popis výsledku v původním jazyce

Abstract We analyze the electric power load in the Czech Republic (CR) which exhibits a seasonality as well as other oscillations typical for European countries. Moreover, we detect the 1/f noise property of electrical power load with extra additional peaks that allows to separate it into a deterministic and stochastic part. We then focus on the analysis of the stochastic part using improved Multi-fractal Detrended Fluctuation Analysis method (MFDFA) to investigate power load datasets with a minute resolution. Extracting the noise part of the signal by using Fourier transform allows us to apply this method to obtain the fluctuation function and to estimate the generalized Hurst exponent together with the correlated Hurst exponent, its improvement for the non-Gaussian datasets. The results exhibit a strong presence of persistent behaviour or strong anti-persistent behaviour for the differences and the dataset is characterized by a non-Gaussian skewed distribution. There are also indications for the presence of the probability distribution that has heavier tail than the Gaussian distribution.

Název v anglickém jazyce

Fluctuation analysis of high frequency electric power load in the Czech Republic

Popis výsledku anglicky

Abstract We analyze the electric power load in the Czech Republic (CR) which exhibits a seasonality as well as other oscillations typical for European countries. Moreover, we detect the 1/f noise property of electrical power load with extra additional peaks that allows to separate it into a deterministic and stochastic part. We then focus on the analysis of the stochastic part using improved Multi-fractal Detrended Fluctuation Analysis method (MFDFA) to investigate power load datasets with a minute resolution. Extracting the noise part of the signal by using Fourier transform allows us to apply this method to obtain the fluctuation function and to estimate the generalized Hurst exponent together with the correlated Hurst exponent, its improvement for the non-Gaussian datasets. The results exhibit a strong presence of persistent behaviour or strong anti-persistent behaviour for the differences and the dataset is characterized by a non-Gaussian skewed distribution. There are also indications for the presence of the probability distribution that has heavier tail than the Gaussian distribution.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BE - Teoretická fyzika

OECD FORD obor

—

Projekt

<a href="/cs/project/GAP402%2F12%2F2255" target="_blank" >GAP402/12/2255: Obecný popis strukturálních změn v ekonomice za použití multi-agentových modelů</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2016

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Physica A: Statistical Mechanics and Its Applications

ISSN

0378-4371

e-ISSN

—

Svazek periodika

462

Číslo periodika v rámci svazku

Nov

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

11

Strana od-do

951-961

Kód UT WoS článku

000381841900083

EID výsledku v databázi Scopus

2-s2.0-84978245656