Related papers: Fluctuation analysis of electric power loads in Eu…
Energy forecasting is vital for grid reliability and operational efficiency. Although recent advances in time series forecasting have led to progress, existing benchmarks remain limited in spatial and temporal scope and lack multi-energy…
Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
To ensure reliable operation of power grids, their frequency shall stay within strict bounds. Multiple sources of disturbances cause fluctuations of the grid frequency, ranging from changing demand over volatile feed-in to energy trading.…
The application of the flow tracing method to power flows in and out of storage units allows to analyse the usage of this technology option in large-scale interconnected electricity systems. We apply this method to a data-driven model of…
By applying the multifractal detrended fluctuation analysis to the high-frequency tick-by-tick data from Deutsche B\"orse both in the price and in the time domains, we investigate multifractal properties of the time series of logarithmic…
We analyze European temperature variability from station data with the method of detrended fluctuation analysis. This method is known to give a scaling exponent indicating long range correlations in time for temperature anomalies. However,…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
Accurately evaluating the real-time flexibility of electric vehicles (EVs) is necessary for EV aggregators to offer ancillary services. However, regulation-caused uncertain state-of-charge and random departure behavior complicate the…
Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and therefore the statistical normal distribution with implicit assumption of independence, fixed mean and…
We study a fluctuation relation representing a nonequilibrium equality indicating that the ratio between the distribution of trajectories obtained by exchanging the initial and final positions is characterized by free energy differences for…
Fluctuations represent a major challenge for the incorporation of electric power from large wind-farms into power grids. Wind farm power output fluctuates strongly in time, over various time scales. Understanding these fluctuations,…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
We experimentally demonstrate that highly structured distributions of work emerge during even the simple task of erasing a single bit. These are signatures of a refined suite of time-reversal symmetries in distinct functional classes of…
80% of all Renewable Energy Power in Germany is installed in tree-like distribution grids. Intermittent power fluctuations from such sources introduce new dynamics into the lower grid layers. At the same time, distributed resources will…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
Potential of electrical loads in providing grid ancillary services is often limited due to the uncertainties associated with the load behavior. A knowledge of the expected uncertainties with a load control program would invariably yield to…
Using the Markovian method, we study the stochastic nature of electrical discharge current fluctuations in the Helium plasma. Sinusoidal trends are extracted from the data set by the Fourier-Detrended Fluctuation analysis and consequently…
In this work, an analysis of multifractal parameters of daily precipitation series over the Iberian Peninsula was performed in two 30-year periods to explore whether these properties follow any pattern. Fluctuations of precipitation series…
Across a large range of scales, accreting sources show remarkably similar patterns of variability, most notably the log-normality of the luminosity distribution and the linear root-mean square (rms)-flux relationship. These results are…