  The energy system is rapidly changing to accommodate the increasing number of
renewable generators and the general transition towards a more sustainable
future. Simultaneously, business models and market designs evolve, affecting
power-grid operation and power-grid frequency. Problems raised by this ongoing
transition are increasingly addressed by transdisciplinary research approaches,
ranging from purely mathematical modelling to applied case studies. These
approaches require a stochastic description of consumer behaviour, fluctuations
by renewables, market rules, and how they influence the stability of the
power-grid frequency. Here, we introduce an easy-to-use, data-driven,
stochastic model for the power-grid frequency and demonstrate how it reproduces
key characteristics of the observed statistics of the Continental European and
British power grids. We offer executable code and guidelines on how to use the
model on any power grid for various mathematical or engineering applications.
