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MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS OF ELECTRIC LOAD SERIES

School of Hydropower and Information Engineering, Huazhong University of Science and Technology, Wuhan 430074, P. R. China

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BIN JI

School of Hydropower and Information Engineering, Huazhong University of Science and Technology, Wuhan 430074, P. R. China

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YANBIN YUAN

School of Resource and Environmental Engineering, Wuhan University of Technology, Wuhan 430070, P. R. China

Corresponding author.

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YUEHUA HUANG

College of Electrical Engineering and New Energy, China Three Gorges University, Yichang 443002, P. R. China

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XIANSHAN LI

College of Electrical Engineering and New Energy, China Three Gorges University, Yichang 443002, P. R. China

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, and

WENWU LI

College of Electrical Engineering and New Energy, China Three Gorges University, Yichang 443002, P. R. China

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https://doi.org/10.1142/S0218348X15500103Cited by:14 (Source: Crossref)

Abstract

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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