%0 Conference Paper
%A Rydin Gorjao, Leonardo
%T Applications and developments of stochastic processes in power-grid frequency measurements: A data-driven study
%I University of Oslo
%M FZJ-2020-05301
%D 2020
%X 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.
%B Stochastics And Risk Online Seminar
%C 9 Oct 2020 - 9 Oct 2020, [Online] ([Online])
Y2 9 Oct 2020 - 9 Oct 2020
M2 [Online], [Online]
%F PUB:(DE-HGF)6
%9 Conference Presentation
%U https://juser.fz-juelich.de/record/888896