Dresden 2014 – wissenschaftliches Programm
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DY: Fachverband Dynamik und Statistische Physik
DY 19: Energy Meets Economy: Dynamics and Statistics of Future Energy Systems (joint session SOE/DY/ jDPG)
DY 19.1: Vortrag
Mittwoch, 2. April 2014, 11:45–12:00, GÖR 226
Fluctuation analysis of high frequency electricity power load in the Czech Republic — •Hynek Lavicka1,2 and Jiri Kracik3 — 1Czech Technical University in Prague, Faculty of Nuclear Sciences and Physical Engineering, Department of Physics, Břehová 7, CZ-11519 Praha 1, Czech Republic — 2Bogolyubov Laboratory of Theoretical Physics, Joint Institute of Nuclear Research, RU-141980 Dubna, Russia — 3Charles University in Prague, Faculty of Social Sciences, Institute of Economic Studies, Opletalova 26. CZ-110 00 Prague 1, Czech Republic
We focus our analysis on data of electricity power loads in Czech Republic which exhibits seasonality and well as periodic trends typical for other European states. We separate the signal into two parts in Fourier picture where the data undergo power law with significant peaks. Deterministic part governs seasonal and periodic trends. While the latter part holds information on random fluctuations. To deeply analyze stochastic part we employ Multifractal Detrended Fluctuation Analysis (MF-DFA) to determine estimation of Hurst exponent and scaling exponent. Power law exponent of MF-DFA depends on parameter of analysis for stochastic and shuffled stochastic part. This behavior is typical for heavy-tailed distributions. Moreover we also determined properties of autocorrelation function and we found long-range correlation which depends on parameter of analysis.