Name
Title | ||
|---|---|---|
A Smoothing Technique For The Multifractal Analysis Of A Medium Voltage Feeders Electric Current |
Abstract | ||
|---|---|---|
The current paper presents a data-driven detrending technique allowing to smooth complex sinusoidal trends from a real-world electric load time series before applying the Detrended Multifractal Fluctuation Analysis (MFDFA). The algorithm we call Smoothed Sort and Cut Fourier Detrending (SSC-FD) is based on a suitable smoothing of high power periodicities operating directly in the Fourier spectrum through a polynomial fitting technique of the DFT. The main aim consists of disambiguating the characteristic slow varying periodicities, that can impair the MFDFA analysis, from the residual signal in order to study its correlation properties. The algorithm performances are evaluated on a simple benchmark test consisting of a persistent series where the Hurst exponent is known, with superimposed ten sinusoidal harmonics. Moreover, the behavior of the algorithm parameters is assessed computing the MFDFA on the well-known sunspot data, whose correlation characteristics are reported in literature. In both cases, the SSC-FD method eliminates the apparent crossover induced by the synthetic and natural periodicities. Results are compared with some existing detrending methods within the MFDFA paradigm. Finally, a study of the multifractal characteristics of the electric load time series detrendended by the SSC-FD algorithm is provided, showing a strong persistent behavior and an appreciable amplitude of the multifractal spectrum that allows to conclude that the series at hand has multifractal characteristics. |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1142/S021812741750211X | INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS |
Keywords | Field | DocType |
Detrended multifractal fluctuation analysis, electric load, smoothed Fourier detrending | Residual,Polynomial,Mathematical analysis,Hurst exponent,Voltage,Fourier transform,Harmonics,Smoothing,Multifractal system,Mathematics | Journal |
Volume | Issue | ISSN |
27 | 14 | 0218-1274 |
Citations | PageRank | References |
0 | 0.34 | 4 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Enrico De Santis | 1 | 50 | 5.92 |
| Alireza Sadeghian | 2 | 269 | 25.59 |
| Antonello Rizzi | 3 | 363 | 41.68 |