symbolic dynamic models for highly varying power system loads

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B.1 An illustrative example of Kolmogorov-Smirnov test
In this appendix, the Kolmogorov-Smirnov test for the comparison of two time
series is given. Reference [20] gives all the details of the theory of this test.
Suppose X and Y are two sets of data shown in Table B.1. The two data sets are
distribution free, which means no other information is available about the data. The aim
is to check the degree of similarity between the two data sets using KS test.
Table B.1 Data sets under consideration
X
Y
1 1
5 1
7 1
0 2
2 8
3 3
1 4
2 8
5 9
8 1
B.2 Solution of the example
The following applies to the foregoing example:
Number of elements in X = m = 10
Number of elements in Y = n = 10
Greatest common divisor of m and n = d = 10