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

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 time-varying 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.