In SmartGrids the Information and Communication Technologies (ICT) could be used to better manage both consumption and production of electricity. The increasing presence of renewable energy sources in production and the permeation of novel consumption types (e.g. Plug-in Hybrid Electric Vehicles (PHEV)) will obviously cause the increase the fluctuation of electrical energy. One possible solution to these problems is development of novel methods for investigating electrical power consumption data series. As the existing learning algorithms of pattern classification are suitable for discovering internal structures of large datasets, it is important to generate a training/testing/validation learning database from existing measurements (e.g. from smart meters), actually via segmentation and labeling by hand. In this paper we propose a novel method for the automatic segmentation with a predefined confidence level. The algorithm is based on the generalized Jensen-Shannon divergence (JSD), and it estimates the change-points (CPTs) in electrical power consumption data. Both the method and some recent results in segmenting one household's power consumption data are presented in this paper.
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