This title appears in the Scientific Report :
2020
Applications and developments of stochastic processes in power-grid frequency measurements: A data-driven study
Applications and developments of stochastic processes in power-grid frequency measurements: A data-driven study
Power-grid frequency is a key measurement of stability of power-grid systems. It comprises the balance of power generation and consumption, electricity market exchanges, and control mechanism. Power-grid frequency, as stochastic process, has been scarcely studied. We will present the developments in...
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Personal Name(s): | Rydin Gorjao, Leonardo (Corresponding author) |
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Contributing Institute: |
Systemforschung und Technologische Entwicklung; IEK-STE |
Imprint: |
2020
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Conference: | Stochastics And Risk Online Seminar, [Online] ([Online]), 2020-10-09 - 2020-10-09 |
Document Type: |
Conference Presentation |
Research Program: |
Helmholtz Young Investigators Group "Efficiency, Emergence and Economics of future supply networks" Energie System 2050 Assessment of Energy Systems – Addressing Issues of Energy Efficiency and Energy Security |
Publikationsportal JuSER |
Power-grid frequency is a key measurement of stability of power-grid systems. It comprises the balance of power generation and consumption, electricity market exchanges, and control mechanism. Power-grid frequency, as stochastic process, has been scarcely studied. We will present the developments in power-grid frequency data collection, the design of a N-dimensional non-parametric estimator for time-continuous Markov processed, and the design of a computationally efficient Multifractal Detrended Fluctuation Analysis (MFDFA) algorithm. Lastly, we will report on the design of a surrogate stochastic model for power-grid frequency via a fractional Ornstein–Uhlenbeck process, the application of a Hurst index and a volatility estimator, and the limitations due to multifractional and time-and-space coloured noise. |