IDEAS home Printed from https://ideas.repec.org/p/arx/papers/1706.00467.html
   My bibliography  Save this paper

Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality

Author

Listed:
  • Hynek Lavicka
  • Jiri Kracik

Abstract

We analyze the time series of the power loads of the 35 separated countries publicly sharing hourly data through ENTSO-E platform for more than 5 years. We apply the Multifractal Detrended Fluctuation Analysis for the demonstration of the multifractal nature, autocorrelation and the distribution function fundamentals. Additionally, we improved the basic method described by Kanterhardt, et al using uniform shuffling and surrogate the datasets to prove the robustness of the results with respect to the non-linear effects of the processes. All the datasets exhibit multifractality in the distribution function as well as in the autocorrelation function. The basic differences between individual states are manifested in the width of the multifractal spectra and in the location of the maximum. We present the hypothesis about the production portfolio and the export/import dependences.

Suggested Citation

  • Hynek Lavicka & Jiri Kracik, 2017. "Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality," Papers 1706.00467, arXiv.org.
    • Handle: RePEc:arx:papers:1706.00467
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/1706.00467
    File Function: Latest version
    Download Restriction: no
    ---><---

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1706.00467. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.