national natural science funds of ChinaNational Natural Science Foundation of China (NSFC) [31071328]; province science foundation of Hunan [10JJ5040]; Ministry of education doctoral research fund project of China [20114320110001]
机构署名:
本校为第一且通讯机构
院系归属:
理学院
信息科学技术学院
摘要:
Multifractal theory has been widely used in kinds of field. In this paper, methods were proposed to study in the power-law auto-correlation and cross-correlation of power operating data based on multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA). We find that both the price and the load time series in California power market and PJM power market exhibit long-term correlation. And the cross-correlation behaviors of the two series in each power market and between the two markets are also analyzed by the method MF-DXA after testing the existenc...