RJMCMC point process sampler for single sensor source separation : an application to electric load monitoring

Mabrouka El Guedri (1, 2) , Julien Bect (1) , Christian Lajaunie (2) , Gilles Fleury (1) , Rédouane Seraoui (2) , Thomas Garcia (1) , Alexandre Girard (3)

1 E3S - Supélec Sciences des Systèmes
2 GEOSCIENCES - Centre de Géosciences
3 EDF - EDF

This paper presents an original method to separate the residential electric load into its major components. The method is explained in the particular case of space-heating, which is the most consuming electric end-use in France1. This is a source separation problem from a single mixture. The components to be retrieved are square signals characterized by a periodic regulation and a slowly timevarying duty cycles. A point process is used to model the electric load as a configuration of possibly overlapping square signals, given the priors on magnitude, duty cycle variations and the regulation periodicity. This stochastic process is simulated using a Reversible Jump Markov Chain Monte Carlo procedure. A simulated annealing scheme is used to achieve the posterior density maximization. First results on real data provided by Electricité de France are quite encouraging.

Domaines: Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Mabrouka El Guedri, Julien Bect, Christian Lajaunie, Gilles Fleury, Rédouane Seraoui, et al.. RJMCMC point process sampler for single sensor source separation : an application to electric load monitoring. 17th European Signal Processing Conference (EUSIPCO'09), Aug 2009, Glasgow, United Kingdom. pp.CD-ROM Proceedings. ⟨hal-00446758⟩