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INTRODUCTION

inspired by biological neural networks, fuzzy systems and combination of them.

Researchers from many scientific disciplines are designing Artificial Neural Network

(ANN) to solve a variety of problems in pattern recognition, prediction, optimization,

associative memory and control. Conventional approaches have been proposed for

solving these problems. Although successful applications can be found in certain well

constrained environments, none is flexible enough to perform well outside its domain.

Load forecasting is one of the most successful applications of ANN in power systems.

1.1 Objective and necessity

The main objective of the project is to forecast the load for the next 24 hours, as

well one week, considering one month of load data. Load forecasting is an important

problem in the operation and planning of electrical power generation. To minimize the

operating cost, electric supplier will use forecasted load to control the number of running

generator units. Short-term load forecasting (STLF) is for hour to hour forecasting and

important to daily maintaining of power plant. This work provides power system

dispatchers with an accurate and convenient short term load

forecasting (STLF) system, which helps to increase the power system

reliability and reduce the system operation cost. In the modern

electricity market, the energy trade and the spot price establishment

are based on a precise load forecasting result.

1.1.1 Purpose of load forecasting

Since in power systems the next days’ power generation must be

scheduled every day, day-ahead short-term load forecasting (STLF) is a

necessary daily task for power dispatch. Its accuracy affects the

economic operation and reliability of the system greatly. Under

prediction of STLF leads to insufficient reserve capacity preparation

and, in turn, increases the operating cost by using expensive peaking

units. On the other hand, overprediction of STLF leads to the

unnecessarily large reserve capacity, which is also related to high

operating cost.

With the recent development of new mathematical, data mining

and artificial intelligence tools, it is potentially possible to improve the

forecasting result.With the recent trend of deregulation of electricity

markets, STLF has gained more importance and greater challenges. In

the market environment, precise forecasting is the basis of electrical

energy trade and spot price establishment for the system to gain the

minimum electricity purchasing cost. In the real-time dispatch

operation, forecasting error causes more purchasing electricity cost or

breaking-contract penalty cost to keep the electricity supply and

consumption balance.

1.2 Literature survey

In this section, the literature of neural networks in load forecasting is surveyed.

This literature offers the background for the rest of the work. Although there are many

articles on the subject, and also many quite sophisticated solutions have been proposed,

the large variation in these and the lack of comparative studies make it impossible to use

them by themselves. The interest in applying neural networks to electric load forecasting

began in 1990. Most of the approaches reported since are based on the use of an MLP

network as an approximator of an unknown nonlinear relation. However, the number of

different ways to use this type of networks seems unlimited on the basis of the

articles.The system load is the sum of all the consumers’ load at the

same time. The aim of system STLF is to forecast the future system

load. Good understanding of the system characteristics helps to design

reasonable forecasting models and select appropriate models in

different situations.

Electricity is a kind of commodity. The economic situation also

influences the utilization of this commodity. Economic factors, such as

the degree of industrialization, price of electricity and load

management policy have significant impacts on the system load

growth/decline trend. With the development of modern electricity

markets, the relationship between electricity price and load profile is

even stronger. Although time-of-use pricing and demand-side

management had arrived before deregulation, the volatility of spot

markets and incentives for consumers to adjust loads are potentially of

a much greater magnitude. At low prices, elasticity is still negligible,

but at times of extreme conditions, price-induced rationing is a much

more likely scenario in a deregulated market compared to that under

central planning.

1.2.1 Basic ANN-Model

The literature about short-term load forecasting with ANN neural network models

can be roughly divided into three categories with regard to the forecasting target. These

different model types are intended for:

- forecasting daily peak, or total load.

- forecasting the whole daily load curve at one time.

- forecasting the load of the next hour.

The models of the first two categories are static in the sense that the forecasts are

not adapted during the day. The third model type is usually used recursively in order to

forecast further than just one hour ahead. The model is dynamic, since the forecast can be

updated every time new data arrives.

There are also many other factors that make the models different from each other.

These differences can be for example in:

- the use of the weather data.

- the other input variables.

- network architecture.

- training algorithm.

- selection of the training data.

1.3 Project overview

Electrical load forecasting plays a central role in the operation and planning of

electric power. The countrywide energy estimation, the planning of new plant, the routine

maintaining and scheduling of daily electrical generation are all depended on accurate

load forecasting in the future. Due to different aim of forecasting, the load-forecasting

problem can be classified in to some kinds.

Spatial forecasting is mainly about forecasting future load distribution in a

special region, such as a county, a state, or the whole country.

Temporal forecasting is dealing with forecasting load for a specific supplier or

collection of consumers in future hours, days, months, or even years. According to the

forecasting length, there are three different kinds of temporal forecasting-

1. Long-term load forecasting (LTLF): It is mainly for system planning, typically the

long term forecast covers a period of 10 to 20 years. Key factors in LTLF includes stock

of electricity-using equipment, level and type of economic activity, price of electricity,

price of substitute sources of energy, non economic factors such as marketing and

conservation campaigns, and weather conditions.

2. Medium-term load forecasting (MTLF): It is mainly for the scheduling of fuel

supplies and maintenance programmes. It usually covers a period of a few months.

3. Short-term load forecasting (STLF): It is for the day-to-day operation and scheduling

of the power system.

Our project, mainly talks about the STLF. The STLF forecaster calculates the

estimated load for each hours of the day, the daily peak load, or the daily or weekly

energy generation. STLF is important to clerical supplier because they can use the

forecasted load to control the number of generators in operation, to shut up some unit

when forecasted load is low and to start up of new unit when forecasted load is high. A

large variety of techniques have been investigated in STLF.

The statistical category includes multiple linear regression,

stochastic time series, general exponential smoothing, state space,

etc. Recently support vector regression, which is a very promising

statistical learning method, has also been applied to short-term load

forecasting and has shown good results. Usually statistical methods

can predict the load curve of ordinary days very well, but they lack the

ability to analyze the load property of holidays and other anomalous

days, due to the inflexibility of their structure. Expert system, artificial

neural network and fuzzy inference belong to the artificial intelligence

category. Artificial neural network doesn’t need the expression of the

human experience and aims to establish a network between the input

data set and the observed outputs. It is good at dealing with the

nonlinear relationship between the load and its relative factors, but the

shortcoming lies in over fitting and long training time.

1.3.1 Background

Load forecasting is one of the central functions in power systems operations. The

motivation for accurate forecasts lies in the nature of electricity as a commodity and

trading article; electricity can not be stored, which means that for an electric utility, the

estimate of the future demand is necessary in managing the production and purchasing in

an economically reasonable way.

Load forecasting methods can be divided into very short-, short-, mid- and long-

term models according to the time span. In very-short term forecasting the prediction

time can be as short as a few minutes, while in long-term forecasting it is from a few

years up to several decades. This work concentrates on short-term forecasting, where the

prediction time varies between a few hours and about one week. Short-term load

forecasting (STLF) has been lately a very commonly addressed problem in power

systems literature. One reason is that recent scientific innovations have brought in new

approaches to solve the problem. The development in computer technology has

broadened possibilities for these and other methods working in a real time environment.

Another reason may be that there is an international movement towards greater

competition in electricity markets. Even if many forecasting procedures have been tested

and proven successful, none has achieved a strong stature as a generally applied method.

A reason is that the circumstances and requirements of a particular situation have a

significant influence on choosing the appropriate model.

The results presented in the literature are usually not directly comparable to each

other. A majority of the recently reported approaches are based on neural network

techniques. Many researchers have presented good results. The attraction of the methods

lies in the assumption that neural networks are able to learn properties of the load, which

would otherwise require careful analysis to discover.

However, the development of the methods is not finished, and the lack of

comparative results on different model variations is a problem. Therefore, to make use of

the techniques in a real application, a comparative analysis of the properties of

differentmodel types seems necessary.

1.3.2 Purpose of the work

This work studies the applicability of different neural network models on short-

term load forecasting. The approach is comparative. The models are divided into two

classes: models forecasting the load for one whole day at a time, and models forecasting

ahead hour by hour. Testing is carried out on the real load data of a Delhi electric utility.

The objective is to accomplish suggestions on choosing the most appropriate model(s).

There is need to forecast the load accurately at all time spans, another goal is to study the

performance of the models for different lead-times. Intuitively, it seems possible that

different models should be preferred for different time spans even with in the short-term

forecasting range.

There are some properties, which are considered important:

- The model should be automatic and able to adapt quickly to changes in the load

behaviour.

- The model is intended for use in many different cases. This means that generality is

desired.

- Updating the forecast with new available data should be possible. The hours closest to

the forecasting time should always be forecast as accurately as possible.

- The model should be reliable. Even exceptional circumstances must not give rise to

unreasonable forecasts.

- Difficult weather conditions typical in Delhi, especially large variation of outdoor

temperature, should be taken care of.

- The model should be easily attachable to an energy management system. This work

does not study the forecasting for special days, such as religious and legal holidays.

Special days have different consumption profiles from ordinary days, which makes

forecasting very difficult for them. When implementing a real application, a means to

take these days into account has to be found. The most common approach, but not

necessarily the best one, is to treat them as Sundays.

Chapter 2

LOAD

FORECASTING

demand for it. It is therefore imperative for the electric power utilities that the load on

their systems should be estimated in advance. This estimation of load in advance is

commonly known as load forecasting.

Load forecasting methods can be divided into very short term, long term models

according to the time span . In very short term load forecasting the prediction time can be

as short as a few minutes, while in the long term forecasting it is from a few years up to

several decades. In this project, short term load forecast is presented which is important

for online control and security evaluation of a large system. A precise short term load

forecasting is essential for monitoring and controlling power system operation. The

hourly load forecast with a lead-time up to one week in advance is necessarily for online

solution of scheduling problem.

A fine short term prediction of future load is helpful in better operation of power

systems and its economical utilization. A number of algorithms have been suggested for

solving this problem. In this, STLF with neural networks is presented. Above method is

studied by considering a most effective weather component among all i.e. temperature.

Test results were obtained for actual load data obtained from Northern Power Grid, New

Delhi, INDIA for 24 hours ahead forecasting with weather information.

2.1 Types of load forecasting

Depending upon the period of forecast, the load forecast is of two types:

2.1.2 Short-term load forecast.

The Long-term load forecast takes quite a long time to plan, install and additional

generating capacity. In this project we are presenting Short term Load forecast which is

important for online control and security evaluation of a large system.

2.1.1 Long term load forecasting

It takes quit a long time to plan, install and commission additional generating

capacity. Generally, system expansion planning starts with a forecast of anticipated future

load requirements. Proper long term forecasting is necessary for optimal generation

capacity expansion.

One method, used by many utilities, for long term, load forecasting is

extrapolation. This technique involves fitting trend curves to basic historical data,

adjusted to reflect the growth trend itself. Once the trend curve is known, the forecast is

found by evaluating the trend curve function at the desired future point.

Another technique for long term load forecasting is Correlation. This technique

relates system leads to various demographic and economic factors. Typical factors like:

population, employment, industrial licenses, appliance saturation, weather data etc. are

used in correlation techniques. However, the forecasting the demographic and economic

factors is rather difficult.

A precise short term load forecasting is essentially for monitoring and controlling

power system operation. The hourly load forecast with a lead-time up to one week in

advance is necessarily for online solution of scheduling problem. A 24-hour load forecast

is needed for successful operation of power plant. One hour forecast is important for

online time control and security evaluation of a large power system.

Short-term load forecasting techniques generally involve physical decomposition

of load into components. The load is decomposed into a daily pattern reflecting the

difference in activity level during the day. A weekly pattern representing the day of the

week effect on load. A trend component concerning the seasonal growth in load and a

weather sensitive component reflecting the deviations in load due to weather fluctuations.

The random errors can be statistically analysed to obtain a stochastic model for a error

estimation. Thus, the expected hourly load forecast is divided in to 5 components and can

be written as:

Y (i, j). =ADP (j)+AWP (k, j)+WSC (i, j)+TR (i)+SEC (i, j)..............................(2.1)

Where

Y (i, j) =Load forecast for j th hour of i th day.

ADP (j) =Average daily load pattern at j th hour.

AWP (k, j) =Average weekly load pattern at j th hour and k th day of week.

(k=1,2…7)

WSC (i, j)=Weather sensitive component at j th hour of i th day.

SEC (i, j)=Stochastic error component which is assumed to be normally distributed.

TR (i)=Trend component of load on i th day.

The average daily pattern represents the hour of the day effect. It is an average of

the daily load pattern over an optimal number of past days. The average weekly pattern

reflects the day of week effect. It is calculate d as the average of the weekly cycles over a

certain number of past weeks.

requirements according to variations in weather conditions. Generally temperature is

considered as the only weather variable since data banks for other weather variables like

wind, humidity etc. are usually not available.

short-term trend dependent on the economic cycle and a time of the year pattern. The

statistical error components represent error in estimate. The standard deviation and

variance are usually taken as error parameters.

consumption units. A large part of the electricity is consumed by industrial activities.

Another part is of course used by private people in forms of heating, lighting, cooking,

laundry, etc. Also many services offered by society demand electricity, foe example street

lighting, railway traffic etc.

Factors affecting the load depend on the particular consumption unit. The

industrial load is usually mostly determined by the level of the production. The load is

often quite steady, and it is possible to estimate its dependency on different production

levels. However, from the point of view of the utility selling electricity, the industrial

units usually add uncertainty in the forecasts. The problem is the possibility of

unexpected events, like machine breakdowns or strikes, which can cause large

unpredictable disturbances in the load level.

In the case of private people, the factors determining the load are much more

difficult to define. Each person behaves in his own individual way, and human

psychology is involved in each consumption decision. Many social and behavioural

factors can be found. For example, big events, holidays, even TV-programs, affect the

load. The weather is the most important individual factor; the reason is largely being the

electric heating of houses, which becomes more intensive as the temperature drops.

As large part of the consumption is due to private people and other small

electricity customers, the usual approach in load forecasting is to concentrate on the

aggregate load of the whole utility. This reduces the number of factors that can be taken

into account.

In the short run, the meteorological conditions cause large variation in this

aggregated load. In addition to the temperature, also wind speed, cloud cover, and

humidity have an influence.

- In the long run, the economic and demographic factors play the most important role

in determining the evolution of the electricity demand.

- From the point of view of forecasting, the time factors are essential. By these,

- Various seasonal effects and cyclical behaviours (daily and weekly rhythms) as well

as occurrences of legal and religious holidays are meant.

The other factors causing disturbances can be classified as random factors. These are

usually small in the case of individual consumers, although large social events and

popular TV-programs add uncertainty in the forecasts. Industrial units, on other hand, can

cause relatively large disturbances.

Only Short Term Forecasting is dealt in this project, and the time span of the

forecasts will not range further than about one week ahead. Therefore, the economic and

demographic factors will not be discussed. The decision to combine all consumption

units into one aggregate load means that the forecasting rests largely on the past

behaviour of the load. Time factors play the key role in the analysis of this work.

In this work, the load curve to be forecasted consists of hourly load values,

which are in reality hourly averages. This means that the load curve can be seen as a time

series of real numbers, each being the average load of one hour.

Although, the number of the observations is restricted to 24 per day, the

models studied can be applied with slight modifications to cases where the interval

between observations is shorter. The hourly electric load demand of a Delhi electricity

utility is used throughout this work as the test case. The hourly temperature data from the

influential district is also available. The data of the month January 2001 is available, so

the length of the data set is one month. For a more thorough testing, load data of an even

longer time period would be preferred.

There are also shorter cyclical effects, which can be seen from the

autocorrelation function of the time series. This is shown in figure 2.1. The peaks in 24,

48, 72, …indicate the daily rhythm, and the peaks in the multiplies of 168 means that also

a weekly rhythm exists.

The weekly rhythm originates from the working day – weekend rhythm obeyed

by most people. On working days social activities are at a higher level than on Saturdays

and Sundays, and therefore the load is also higher.

The daily rhythm on the other hand results from the synchronous behaviour of

people during the day. Most people sleep at night, and therefore the load is low at night

hours. Also during the day, many activities tend to be simultaneous for a majority of

people (working time, lunch hour, TV-watching etc.).

The daily rhythm changes throughout the year. Mondays and/or Fridays are

separated from other working days, because the closeness of the weekend can have a

slight effect on the load. A more difficult question is the classification of the special days

(for example legal and religious holidays). Sometimes they are classified in the same

category with Sundays. However, different special days have different load profiles.

The classifying of the special days is not examined. The load curve for different

months is different, in the winter the average load is about twice as high as in the

summer. The extent of this property is a special characteristic of Delhi’s load conditions,

and is due to great differences between the weather conditions of different seasons of the

year. The monthly load properties are shown in the figure. The weekly rhythm originates

from the working day - weekend rhythm obeyed by most people.

On working days social activities are at a higher level than on Saturdays and Sundays,

and therefore the load is also higher. The series begins with five quite similar patterns,

which are the load curves of Monday-Friday. Then two different patterns for Saturday and

Sunday follow. This same weekly pattern is then repeated.

Fig 2.2 load variation for one week

Fig 2.3 load variation for one complete month

In nearly all the energy management systems of the modern

control centres, there is a short-term load forecasting module. A good

STLF system should fulfill the requirement of accuracy, fast speed,

automatic bad data detection, friendly interface, automatic data

access and automatic forecasting result generation.

Accuracy

The most important requirement of STLF process is its prediction

accuracy. As mentioned before, good accuracy is the basis of economic

dispatch, system reliability and electricity markets. The main goal of

most STLF literatures and also of this thesis is to make the forecasting

result as accurate as possible.

\Fast Speed

Employment of the latest historical data and weather forecast

data helps to increase the accuracy. When the deadline of the

forecasted result is fixed, the longer the runtime of the STLF program

is, the earlier historical data and weather forecast data can be

employed by the program. Therefore the speed of the forecasting is a

basic requirement of the forecasting program. Programs with too long

training time should be abandoned and new techniques shortening the

training time should be employed. Normally the basic requirement of

24 hour (96 points) forecasting should be less than 20 minutes.

Load forecasting has been a central and an integral process in planning and

operation of electric utilities. Many techniques and approaches have been investigated to

tackle this problem in the last two decades. These are often different in nature and apply

different engineering considerations and economic analysis. Some of the short-term loads

forecasting techniques have been listed below.

1. Time- of- day models.

2. Multiple Linear regression.

3. Stochastic time series.

4. State space.

5. Knowledge based expert system.

6. ANN based load forecasting.

7. FL-ANN based load forecasting.

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