MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS OF ELECTRIC LOAD SERIES

被引：11
|
作者：
Yuan, Xiaohui [1 ]
Ji, Bin [1 ]
Yuan, Yanbin [2 ]
Huang, Yuehua [3 ]
Li, Xianshan [3 ]
Li, Wenwu [3 ]
机构：
[1] Huazhong Univ Sci & Technol, Sch Hydropower & Informat Engn, Wuhan 430074, Peoples R China
[2] Wuhan Univ Technol, Sch Resource & Environm Engn, Wuhan 430070, Peoples R China
[3] China Three Gorges Univ, Coll Elect Engn & New Energy, Yichang 443002, Peoples R China
来源：
FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY | 2015年 / 23卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Electric Load; Detrended Fluctuation Analysis; Long-Range Correlation; Multifractal Singularity Spectrum; Hurst Exponent; GRAVITATIONAL SEARCH ALGORITHM; UNIT COMMITMENT; DISPATCH;
D O I：
10.1142/S0218348X15500103
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Multifractal detrended fluctuation analysis (MF-DFA) method is applied to analyze the daily electric load time series. The results of the MF-DFA show that there are three crossover timescales at seven days, 15 days and 365 days approximately in the fluctuation function. Also we find that these fluctuations have multifractal nature with long range correlation behavior. The multifractal singularity spectrum of the daily electric load series has been fitted by the quadratic function model. Comparing the MF-DFA results of the original load series with those of shuffled and surrogate series, it concludes that the multifractal characteristics of the daily electric load time series is due to both broadness of the probability density function and long-range correlation, and the long-range correlation is dominant.
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页数：9
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