National Grid frequency trace

<p>The attached dataset provides the GB grid frequency every second for two hours (02.00-04.00) on 1 September 2015 (at some location that I do not remember).  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.</p>