Privacy-Preserving Publication of Time-Series Data in Smart Grid

Algorithm 2

Wavelet perbutation algorithm [19].

Inputs: , , the maximum consumption of the domain, and the privacy budget:
(1)	Compute the DWT coefficients of  : .
(2)	Keep only the first coefficients of , denoted by .
(3)	Generate the noisy version of , denoted by by adding a Laplace noise to each coefficient in .
(4)	Pad to a -dimensional vector, denoted by by appending zeroes.
(5)	Apply the inverse DWT to to obtain a noisy version of denoted by .