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@INPROCEEDINGS{RydinGorjao:888896,
      author       = {Rydin Gorjao, Leonardo},
      title        = {{A}pplications and developments of stochastic processes in
                      power-grid frequency measurements: {A} data-driven study},
      school       = {University of Oslo},
      reportid     = {FZJ-2020-05301},
      year         = {2020},
      abstract     = {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.},
      month         = {Oct},
      date          = {2020-10-09},
      organization  = {Stochastics And Risk Online Seminar,
                       [Online] ([Online]), 9 Oct 2020 - 9 Oct
                       2020},
      subtyp        = {Invited},
      cin          = {IEK-STE},
      cid          = {I:(DE-Juel1)IEK-STE-20101013},
      pnm          = {153 - Assessment of Energy Systems – Addressing Issues of
                      Energy Efficiency and Energy Security (POF3-153) / ES2050 -
                      Energie Sytem 2050 (ES2050) / VH-NG-1025 - Helmholtz Young
                      Investigators Group "Efficiency, Emergence and Economics of
                      future supply networks" $(VH-NG-1025_20112014)$},
      pid          = {G:(DE-HGF)POF3-153 / G:(DE-HGF)ES2050 /
                      $G:(HGF)VH-NG-1025_20112014$},
      typ          = {PUB:(DE-HGF)6},
      url          = {https://juser.fz-juelich.de/record/888896},
}