National Grid frequency trace

I used it to test some linear stochastic process models for the frequency as a function of time. On the 2-hour timescale the trace fit reasonably well to an Ornstein-Uhlenbeck (OU) process with a decay time of around 30 minutes.

On a shorter timescale, in particular the first 3 minutes 20 seconds, the trace looked smooth so I fitted it to a first-order filtered OU process, which gave me time constants of 11 minutes and 1.9 seconds. This was important evidence that a useful model for power imbalance as a function of time is a filtered white noise. Furthermore, the power spectrum of the 2-hour trace showed a regime with slope around -4 for periods shorter than 25 seconds, consistent with being a first-order filtered OU process, until the Nyquist cutoff at 2 seconds.<br><br>Data record consists of the raw data in an attached spreadsheet.