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

Algorithm 4

Clamping Fourier perturbation algorithm (CFPA).

Inputs:
(i)	Consumptions: with for all
(ii)
(iii)	The maximum magnitudes of first DFT coefficients:
(iv)	Privacy budget:
(1)	Clamping: for each individual time-series consumption ,
(i)	compute the first DFT coefficients of :
(ii)	if , then replace with for all
(2)	Laplacian mechanism: compute the sum of noisy consumptions of each DWT coefficient: for all . We denote . We note that the noise is added to the real and imaginary parts of the sum of coefficients.
(3)	Pad with zeros; the result is denoted by
(4)	Compute the inverse DFT of to get the noisy sum of consumptions denoted by of the initial sum .