MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS OF ELECTRIC LOAD SERIES

作者:Yuan, Xiaohui; Ji, Bin; Yuan, Yanbin*; Huang, Yuehua; Li, Xianshan; Li, Wenwu
来源:Fractals-Complex Geometry Patterns and Scaling in Nature and Society, 2015, 23(2): 1550010.
DOI:10.1142/S0218348X15500103

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.