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journal homepage: www.elsevier.com/locate/ijepes

Wei-Chiang Hong *

Department of Information Management, Oriental Institute of Technology, 58, Sec. 2, Sichuan Rd., Panchiao, Taipei County, Taipei 220, Taiwan

a r t i c l e i n f o a b s t r a c t

Article history: Accurately electric load forecasting has become the most important issue in energy management; how-

Received 18 January 2007 ever, electric load often presents nonlinear data patterns. Therefore, looking for a novel forecasting

Received in revised form 16 September approach with strong general nonlinear mapping capabilities is essential. Support vector regression

2008

(SVR) reveals superior nonlinear modeling capabilities by applying the structural risk minimization prin-

Accepted 20 March 2009

ciple to minimize an upper bound of the generalization errors, it is quite different with ANNs model that

minimizing the training errors. The purpose of this paper is to present a SVR model with a hybrid evolu-

tionary algorithm (chaotic genetic algorithm, CGA) to forecast the electric loads, CGA is applied to the

Keywords:

Support vector regression (SVR)

parameter determine of SVR model. With the increase of the complexity and the larger problem scale

Chaotic genetic algorithm (CGA) of electric loads, genetic algorithms (GAs) are often faced with the problems of premature convergence,

Electric load forecasting slowly reaching the global optimal solution or trapping into a local optimum. The proposed CGA based on

the chaos optimization algorithm and GAs, which employs internal randomness of chaos iterations, is

used to overcome premature local optimum in determining three parameters of a SVR model. The empir-

ical results indicate that the SVR model with CGA (SVRCGA) results in better forecasting performance

than the other methods, namely SVMG (SVM model with GAs), regression model, and ANN model.

Ó 2009 Elsevier Ltd. All rights reserved.

1. Introduction and Park et al. [8] proposed exponential smoothing models by Fou-

rier series transformation to forecast electric load. Douglas et al. [9]

In the recent years, along with the power system privatized and considered verifying the impacts of forecasting model in terms of

deregulated, the issue of accurately electric load forecasting has re- temperature. They combined Bayesian estimation with dynamic

ceived more attention in a regional or a national system. The error linear model into load forecasting. The results indicate that the

of electric load forecasting may increase the operating cost [1–3]. presented model is suitable for predicting load with imperfect

Therefore, overestimation of future load results in excess supply, weather information. The disadvantage of these methods is time

and it is also not welcome to the international energy network. consuming, particularly for the situation while the number of vari-

In the contrast, underestimation of load leads to a failure in provid- ables is increased.

ing enough reserve and implies high costs in peaking unit. Ade- To achieve the accuracy of load forecasting, state space and Kal-

quate electric production requires each member of the global man ﬁltering technologies, developed to reduce the difference be-

cooperation being able to forecast its demands accurately. How- tween actual loads and prediction loads (random error), are

ever, it is complex to predict the electric load, because the inﬂuenc- employed in load forecasting model. This approach introduces

ing factors include climate factors, social activities, and seasonal the periodic component of load as a random process. It requires

factors. Climate factors depend on the temperature and humidity; historical data more than 3–10-year to construct the periodic load

social factors imply human social activities including work, school variation and to estimate the dependent variables (load or temper-

and entertainment affecting the electric load; seasonal factors then ature) of power system [10,11]. Moghram and Rahman [12] pro-

include seasonal climate change and load growth year after year. posed a model based on this technique and veriﬁed that the

In the last few decades, there are widespread references with proposed model outperforms another four forecasting methods

regard to the efforts improving the accuracy of forecasting meth- (multiple linear regression, time series, exponential smoothing,

ods. One of these methods is a weather-insensitive approach which and knowledge based approach). The disadvantage of these meth-

used historical load data to infer the future electric load. It is fa- ods is difﬁcult to avoid the observation noise in the forecasting

mous known as Box-Jenkins’ ARIMA [4–6], which is theoretically process especially multivariable considered.

based on univariate time sequences. In addition, Christianse [7] Regression models construct the causal-effect relationships be-

tween electric load and independent variables. The most popular

* Tel.: +886 2 7738 0145x5316; fax: +886 2 7738 6310. models are linear regression, proposed by Asbury [13], considering

E-mail address: samuelhong@ieee.org the ‘‘weather” variable into forecasting model. Papalexopoulos and

0142-0615/$ - see front matter Ó 2009 Elsevier Ltd. All rights reserved.

doi:10.1016/j.ijepes.2009.03.020

410 W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417

Hesterberg [14] added the factors of ‘‘holiday” and ‘‘temperature” and weather data from the Hydro-Quebec databases where three

into their proposed model. The proposed model used weight least types of variables were used as inputs to the neural network. Their

square method to obtain robust parameter estimation encounter- proposed model demonstrates ANNs capabilities in load forecast-

ing with the heteroskedasticity. Soliman et al. [15] proposed a mul- ing without the use of load history as an input. In addition, only

tivariate linear regression model in load forecasting, including temperature (from weather variables) is used, in this application,

temperature, wind cooling/humidity factors. The empirical results where results show that other variables like sky condition (cloud

indicate that the proposed model outperforms the harmonic model cover) and wind velocity have no serious effect and may not be

as well as the hybrid model. These models are based on linear considered in the load forecasting procedure.

assumption, however, these independent variables are unjustiﬁed The support vector machines (SVMs) implement the structural

to be used because of the terms are known to be nonlinear. Re- risk minimization (SRM) principle rather than empirical risk mini-

cently, Asber et al. [16] employed Kernel regression model to mization principle implemented by most of the traditional neural

establish a relationship among past, current and future tempera- network models. Based on this principle, SVMs achieve an opti-

tures and the system loads to forecast the load in the Hydro Qué- mum networks structure. In addition, the SVMs will be equivalent

bec distribution network. A set of past load history comprising of to solving a linear constrained quadratic programming problem so

weather information and load consumption is used. The paper pro- that the solution of SVMs is always unique and globally optimal.

poses a class of ﬂexible conditional probability models and tech- Along with the introduction of Vapnik’s e-insensitive loss function

niques for classiﬁcation and regression problems. A group of [28], SVMs also have been extended to solve nonlinear regression

regression models is used, each one focusing on consumer classes estimation problems. Therefore, SVMs are successfully in time ser-

characterizing speciﬁc load behavior. Numerical investigations ies forecasting. Cao [29] used the SVMs experts for time series fore-

show that the suggested technique is an efﬁcient way of comput- casting. The generalized SVMs experts contained a two-stage

ing forecast statistics. neural network architecture. The numerical results indicated that

In the recent decade, lots of researches had tried to apply the the SVMs experts are capable to outperform the single SVMs mod-

artiﬁcial intelligent techniques to improve the accuracy of the load els in terms of generalization comparison. Cao and Gu [30] pro-

forecasting issue. Knowledge-based expert system (KBES) and arti- posed a dynamic SVMs model to deal with non-stationary time

ﬁcial neural networks (ANNs) are the popular representatives. The series problems. Experiment results showed that the DSVMs out-

KBES approaches constructed electric load forecasting by simulat- perform standard SVMs in forecasting non-stationary time series.

ing the experiences of the system operators who were well-expe- Meanwhile, Tay and Cao [31] used SVMs in forecasting ﬁnancial

rienced in the processes of electricity generation, such as time series. The numerical results indicated that the SVMs are

Rahman and Bhatnagar [17]. The characteristic feature of this ap- superior to the multi-layer back-propagation neural network in

proach is rule-based, which implied that the system transformed ﬁnancial time series forecasting. Hong and Pai [32] applied SVMs

new rule from received information. In other word, an expert capa- to predict engine reliability. Their experimental results indicated

bility which is training by the existence presuming will be made that SVMs outperform Duane model, ARIMA model and general

much increasing accuracy of forecasting [17–19]. This approach regression neural networks model. Pai et al. [33] proposed a mul-

is derivation of the rules from on-the-job training and sometimes ti-factor support vector machine model to forecast Taiwanese de-

transforming the information logic to equations could be mand for travel to Hong Kong from 1967 to 1996. They indicated

impractical. that the proposed MSVM model outperforms BP model, FF model,

Meanwhile, lots of researches also had tried to apply ANNs to Holt’s model, MA model, Naïve model, and multiple-regression

improve the load forecang accuracy. Dillon et al. [20] used adaptive model. For electric load forecasting, Chen et al. [34] are the pio-

pattern recognition and self-organizing techniques for short term neers for proposing a SVM model, which was the winning entry

load forecasting. Dillon et al. [21] presented a three layered feed- of a competition aiming at mid-term load forecasting (predicting

forward adaptive neural network to forecast short term load. Their daily maximum load of the next 31 days) organized by EUNITE net-

proposed model was trained by back-propagation neural network. work in 2001, to solve the problem. They discuss in detail how

This model is additionally applied to real data from a power system SVM, a new learning technique, is successfully applied to load fore-

and distinguished providing superior comparative results with casting. Pai and Hong [35] employed the concepts of Jordan recur-

other methods are given. In the meanwhile, Park et al. [22] pro- rent neural networks to construct recurrent SVR model in Taiwan

posed a 3-layer back-propagation neural network to daily load regional long-term load forecasting. In addition, they used genetic

forecasting problems. The inputs include three indices of tempera- algorithms to determine approximate optimal parameters in the

ture: average, peak and lowest loads. The outputs are peak loads. proposed RSVMG model. They concluded that RSVMG outper-

The proposed model outperforms the regression model and the formed other models, such as SVMG, ANN, and regression models.

time series model in terms of forecasting accuracy index, mean Similarly, Pai and Hong [36] proposed a hybrid model of SVR and

absolute percent error (MAPE). Novak [23] applied the radial basis simulated annealing (SA) algorithms to forecast Taiwan long-term

function (RBF) neural networks to forecast electricity load. The re- electric load. In which, SA is employed to select approximate opti-

sults indicate that RBF is at least 11 times faster and more reliable mal parameters in the proposed SVMSA model. Conclusively, they

than the back-propagation neural networks. Darbellay and Slama indicated that SVMSA is superior to ARIMA and GRNN models in

[24] applied the ANNs to predict the electricity load in Czech. terms of MAPE, MAD, and NRMSE.

The experimental results indicate that the proposed ANN model In Pai and Hong [35], SVR with genetic algorithms (GAs) is supe-

outperform the ARIMA model in terms of forecasting accuracy in- rior to other competitive forecasting models (regression and

dex, normalized mean square error (NMSE). Abdel-Aal [25] pro- ANNs). However, based on the selection operation rules of GAs,

posed an abductive network to conduct one-hour-ahead load only a few best ﬁtted members of the whole population of a gen-

forecast for 5 years. Hourly temperature and hourly load data are eration can survive. After some generations the population diver-

considered. The results of the proposed model are very promising sity would be greatly reduced, and GAs might lead to a

in terms of forecasting accuracy index, MAPE. Hsu and Chen [26] premature convergence to a local optimum in the searching the

employed the ANNs model to forecast the regional electricity load suitable parameters of a SVR model. To overcome these drawbacks,

in Taiwan. The empirical results indicate that proposed model is it is necessary to ﬁnd some effective approaches and improve-

superior to traditional regression model. Recently, Kandil et al. ments on GAs to maintain the population diversity and avoid lead-

[27] applied ANNs for short term load forecasting using real load ing to misleading local optimum. One possible approach is to

W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417 411

divide the chromosome population into several subgroups and where wðxÞ is called feature which is nonlinear mapped from the in-

limit the crossover between the members in different subgroups put space x. The w and b are coefﬁcients which are estimated by

to maintain the population diversity. However, such a method minimizing the regularized risk function

would be with sufﬁcient huge population size, which is not typical X

N

in business forecasting application problem solving. RðCÞ ¼ ðC=NÞ Le ðdi ; yi Þ þ kwk2 =2 ð2Þ

The other feasible approach is focused on the chaos approach, i¼1

due to its easy implementation and special ability to avoid being

where

trapped in local optimum [37]. Chaos often occurred in a determin-

istic nonlinear dynamic system [38,39]. It is highly unstable mo- 0 jd yj 6 e

Le ðd; yÞ ¼ ð3Þ

tion in ﬁnite phase space. Such a motion is very similar to a jd yj e otherwise

random process (‘‘randomicity”). Therefore, any variable in the cha-

and C and e are prescribed parameters. In Eq. (2), Le ðd; yÞ is called

otic space can travel ergodically over the whole space of interest

the e-insensitive loss function (as thick line in Fig. 1c). The loss

(‘‘ergodicity”). The variation of those chaotic variables has a delicate

equals zero if the forecasted value is within the e-tube [46,47]

inherent rule in spite of the fact that its variation looks like in dis-

(see Eq. (3)). The second term, kwk2 =2, measures the ﬂatness of

order (‘‘regularity”). In addition, it is extremely sensitive to the ini-

the function.

tial condition, which is an important property sometimes referred

Therefore, C is considered to specify the trade-off between the

to as the so-called butterﬂy effect [40]. Attempting to simulate

empirical risk and the model ﬂatness. Both C and e are user-deter-

numerically a global weather system, Lorenz discovered that min-

mined parameters. Two positive slack variables f and f , which

ute changes in initial conditions steered subsequent simulations

represent the distance from actual values to the corresponding

towards radically different ﬁnal stales. Based on the two advanta-

boundary values of e-tube, are introduced. Then, Eq. (2) is trans-

ges of the chaos, the chaotic optimization algorithm (COA) was

formed into the following constrained form;Minimize

proposed to solve complex function optimization [38]. The basic

!

idea of the COA is to transform the variable of problems from the X

N

2

solution space to chaos space and then perform search to ﬁnd Rðw; f; f Þ ¼ kwk =2 þ C ðfi þ fi Þ ð4Þ

i¼1

out the solution by the three characteristics (randomicity, ergodic-

ity, and regularity) of the chaotic variables. Recently, the chaotic ge- with the constraints,

netic algorithm (CGA), which integrates GAs with COA, was

wwðxi Þ þ bi di 6 e þ fi ; i ¼ 1; 2; . . . N

originally proposed by Yuan et al. [41] to fully apply their respec-

tive searching advantages. Firstly, the three characteristics of the

di wwðxi Þ bi 6 e þ fi ; i ¼ 1; 2; . . . ; N

chaotic variable are employed to make the individuals of sub-gen-

erations distributed ergodically in the deﬁned space and thus to

fi ; fi P 0; i ¼ 1; 2; . . . ; N

avoid from the premature of the individuals in the sub-genera-

tions. Secondly, CGA also takes the advantage of the convergence This constrained optimization problem is solved using the fol-

characteristic of GAs to overcome the randomness of the chaotic lowing primal Lagrangian form:

process and hence to increase the probability of producing better !

1 XN

optimization individuals and ﬁnding the global optimal solution. Lðw; b; f; f ; ai ; ai ; bi ; bi Þ ¼ kwk2 þ C ðfi þ fi Þ

Henceforward, a series application of CGA has also been proposed 2 i¼1

[42–44]. X

N

This investigation presented in this paper is motivated by a de- bi ½wwðxi Þ þ b di þ e þ fi

sire to solve the problem of maintaining the population diversity of i¼1

GAs mentioned above in determining the three free parameters in X

N

the SVR regional electric loads forecasting model. Therefore, the bi ½di wwðxi Þ b þ e þ fi

CGA method proposed by Yuan et al. [41] is employed in the SVR i¼1

N

ðai fi þ ai fi Þ ð5Þ

i¼1

ical example in the literature [26] is employed to compare the fore-

casting performance of the proposed model. In addition, some Equation (5) is minimized with respect to primal variables w, b,

particular comparison of optimum search algorithms in determin- f and f , and maximized with respect to nonnegative Lagrangian

ing three parameters of a SVR is conducted. The remainder of this multipliers ai , ai , bi and bi . Therefore, Eqs. (6)–(9) are obtained.

paper is organized as follows. The SVR and CGA (SVRCGA) are XN

@L

introduced in Section 2. A numerical example is presented in Sec- ¼w ðbi bi Þwðxi Þ ¼ 0 ð6Þ

tion 3. Conclusions are discussed in Section 4. @w i¼1

@L XN

2. Methodology ¼ ðb bi Þ ¼ 0 ð7Þ

@b i¼1 i

2.1. SVR model

@L

¼ C bi ai ¼ 0 ð8Þ

The support vector machines (SVMs) were proposed by Vapnik @fi

[45]. The basic concept of the SVR is to map nonlinearly the origi-

@L

nal data x into a higher dimensional feature space (Fig. 1a and b). ¼ C bi ai ¼ 0 ð9Þ

N

Hence, given a set of data G ¼ ðxi ; di Þi¼1 (where xi is the input vec- @fi

tor; di is the actual value, and N is the total number of data pat- Finally, Karush–Kuhn–Tucker conditions are applied to the

terns), the SVR function is regression, and Eq. (4) thus yields the dual Lagrangian by substitut-

ing Eqs. (6)–(9) into Eq. (5). Then, the dual Lagrangian, Eq. (10), is

y ¼ f ðxÞ ¼ wwðxÞ þ b ð1Þ

obtained when kernel function is Kðxi ; xj Þ ¼ wðxi Þwðxj Þ,

412 W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417

X

N X

N

1X N X N ture convergence to a local optimum in the searching the suitable

#ðbi ; bi Þ ¼ di ðbi bi Þ e ðbi þ bi Þ ðb parameters of a SVR model. Therefore, the CGA is used in the pro-

i¼1 i¼1

2 i¼1 i¼1 i

posed SVR model to optimize the parameter selection.

bi Þðbj bj ÞKðxi ; xj Þ ð10Þ

subject to the constraints, 2.2. Chaotic genetic algorithms in selecting parameters of the SVR

model

X

N

ðbi bi Þ ¼ 0

i¼1 2.2.1. Chaotic sequence

Chaos is an irregular non-linear phenomenon in natural world

0 6 bi 6 C; i ¼ 1; 2; ; N and is the highly unstable unpredictable motion of deterministic

systems in ﬁnite phase space. Thus, a nonlinear system is said to

0 6 bi 6 C; i ¼ 1; 2; ; N be chaotic if it exhibits sensitive dependence on initial conditions

and has an inﬁnite number of different periodic responses. This

The Lagrange multipliers in Eq. (10) satisfy the equality

sensitive dependence on initial conditions is generally exhibited

bi bi ¼ 0. The Lagrange multipliers bi and bi , are calculated and

by systems containing multiple elements with nonlinear interac-

an optimal desired weight vector of the regression hyperplane is,

tions. In addition, it is not only observed in complex systems, but

X

N even in the simplest logistic equation.

w ¼ ðbi bi ÞwðxÞ ð11Þ Chaotic sequence could often be represented by the famous lo-

i¼1 gistic function (one-dimension base) deﬁned by [50], as Eq. (13),

Hence, the regression function is Eq. (12).

xðiþ1Þ ¼ lxðiÞ ð1 xðiÞ Þ ð13Þ

X

l

f ðx; b; b Þ ¼ ðbi bi ÞKðx; xi Þ þb ð12Þ

i¼1

xðiÞ 2 ð0; 1Þ; i ¼ 0; 1; 2; . . .

Here, Kðx; xi Þ is called the kernel function. The value of the ker- where xðiÞ is the value of the chaotic variable x at the ith iteration, l

nel is equal to the inner product of two vectors x and xi in the fea- is the so-called bifurcation parameter of the system, l 2 ½0; 4. The

ture space wðxÞ and wðxi Þ; i.e., Kðx; xi Þ ¼ wðxÞ wðxi Þ. In general, system behavior varies signiﬁcantly with l, the value of l deter-

there are three types of common examples of kernel function, mines whether x stabilizes at a constant size, wags between a lim-

the polynomial kernel, Kðxi ; xÞ ¼ ða1 xTi x þ a2 Þd (with degree d, a1 ited sequences of sizes, or whether x behaves chaotically in an

and a2 represent the coefﬁcients); the multi-layer perceptron ker- unpredictable pattern. For certain values of the parameter l, of

nel function, Kðxi ; xÞ ¼ tanhðxTi x bÞ (where b is the constant); and which l ¼ 4 is one, and xð0Þ R f0:25; 0:5; 0:75g, the above system

the Gaussian RBF kernel function, Kðxi ; xÞ ¼ expðkxi xk2 =2r2 Þ. exhibits chaotic behavior. It is easily to observe that a very small

Till now, it is hard to determine the type of kernel functions for difference in the initial value of x causes a large difference in its fu-

speciﬁc data patterns [47,48]. However, any function that satisﬁes ture behavior, which is the basic characteristic of chaos. In addition,

Mercer’s condition by Vaplink [45] can be used as the Kernel func- x can travel ergodically over the whole space of interest, thus, the

tion. In this work, the Gaussian function is used in the SVR. The variation of x seems to have a delicate inherent rule in spite of

parameters that users have to specify are the error goal e, the con- the fact that its variation looks like in disorder.

stant C and the width of the radial basis function r.

The selection of three parameters, r, e and C, of a SVR model is 2.2.2. Implementation steps of chaotic genetic algorithm

important to the accuracy of forecasting. For example, if C is too GAs have been employed in a lot of empirical applications, due

large (approximated to inﬁnity), then the objective is to minimize to the versatility and robustness in solving optimization problems.

the empirical risk, Le ðd; yÞ only, without model ﬂatness in the opti- However, there are two major shortcomings on GAs, slow conver-

mization formulation Eq. (4). Parameter e controls the width of the gence and trapped into local optimum, which are mainly caused

e-insensitive loss function, which is used to ﬁt the training data. from the population diversity reduction. Population diversities of

Large e-values result in more ﬂat regression estimated function. an initial population cannot be maintained under selective pres-

Parameter r controls the Gaussian function width, which reﬂects sure, even if the initial individuals are taken randomly to be diver-

the distribution range of x-values of training data. Therefore, all siﬁed and, i.e., distributed uniformly, it could not be guaranteed

the three parameters affect model constructing in different ways. that the qualities of initial population are also uniformly arranged,

There are lots of existing practical approaches to the selection of the initial individuals could only be supposed to be fully diversiﬁed

C and e, such as user-deﬁned based on priori knowledge and expe- in the search space. Thus, most of the initial chromosomes are ba-

rience, cross-validation, and asymptotical optimization [49]. How- nal and far from the global optimum. This is because that if the ini-

ever, structural methods for efﬁciently and simultaneously tial population is not well designed, the GAs’ searches always are

conﬁrming the selection of those three parameters efﬁciently are found to be trapped into local optimum. Thus, chaotic optimization

lacking. In addition, aforementioned, GAs are lack of knowledge instead of random approach is employed to generate initial

memory functions, which leads to time consuming and a prema- population.

W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417 413

ments have a common arrangement that completely ignored the

Start

(Set parameters : psize , pc, δ, pm, qmax )

individuals’ experiences during their lifetime. This is because that

they are based on randomized searches, there are no necessary

connections between the current and next generations except for Chaotic optimization generates initial

some controlling operators such as crossover and mutation opera- population

tors. Mutation is an effective operator to increase and retain the (Generation =1)

population diversity, and is also an efﬁcient approach to get away

the local optimum. The purpose of mutation can continuously pur-

sue the individual of higher ﬁtness value and guide evolution of the

whole population. A large scale of mutation is good for acquiring Is the number of generation

the optimum solution in extensive search, however, the search is less than or equal to the maximal

rough and the solution accuracy is poor. In contrary, if the preci- number

sion is satisfactory, the solution will often be got trapped at a local

optimum or take too long time to converge. Therefore, this paper Yes

applies the annealing chaotic mutation operation. It can not only

simulate chaotic evolutionary process of biology, but also easily Calculate the fitness function

employ chaotic variable in carrying through ergodic search of solu-

tion space, to ﬁnd another more excellent solution in the current

neighborhood area of optimum solution, and to let GAs possess Generation=

ongoing motivity all along. The proposed procedure of CGA is illus- generation+1 Parent selection

trated as follow and the ﬂowchart is shown as Fig. 2. No

Step 1: Generating initial population by chaotic optimization.

The values of the three parameters in a SVR model in the ith iter-

ðiÞ

ation can be represented as X k ; k ¼ C; r; e. Set i ¼ 0, and employ Crossover

Eq. (14) to map the three parameters among the intervals

ðiÞ

ðMink ; Maxk Þ into chaotic variable xk located in the interval (0, 1).

ðiÞ

ðiÞ X k Mink Annealing chaotic Mutation

xk ¼ ; k ¼ C; r; e ð14Þ

Maxk Mink

Then, by using Eq. (13) with l ¼ 4 to compute the next iteration

ðiþ1Þ ðiþ1Þ

chaotic variable, xk . Transform xk to obtain three parameters

ðiþ1Þ

for the next iteration, X k , by the following Eq. (15). End

ðiþ1Þ ðiþ1Þ

Xk ¼ Mink þ xk ðMaxk Mink Þ ð15Þ

Fig. 2. Chaotic genetic algorithm ﬂowchart.

After this transformation, the three parameters, C, r, and e, are

encoded into a binary format; and represented by a chromosome

that is composed of ‘‘genes” of binary numbers. Each chromosome before crossover

has three genes, which represent three parameters. Each gene has

Parameter Parameter Parameter

40 bits. For instance, if each gene contains 40 bits, a chromosome

contains 120 bits. More bits in a gene correspond to ﬁner partition 1 1 0 0 0 0 1 0 1 0 1 1

Parent 1

of the search space.

Step 2: Evaluating ﬁtness. Evaluate the ﬁtness (forecasting er- Parent 2 0 1 0 1 1 1 1 0 0 1 0 1

rors) of each chromosome. In this paper, a negative mean absolute

percentage error (-MAPE) is used as the ﬁtness function. The MAPE

is as Eq. (16), Crossover Point=1

N after crossover

1X ai fi

MAPE ¼ 100% ð16Þ Parameter Parameter Parameter

N i¼1 ai

Offspring 1 1 1 0 1 0 1 1 0 0 1 0 1

where ai and fi represent the actual and forecast values, and N is the

number of forecasting periods. Offspring 2

0 1 0 0 1 0 1 0 0 0 1 1

Step 3: Selection. Based on ﬁtness functions, chromosomes with

higher ﬁtness values are more likely to yield offspring in the next Fig. 3. A simpliﬁed example of parameter representation.

generation. The roulette wheel selection principle is applied to

choose chromosomes for reproduction.

Step 4: Crossover. In crossovers, chromosomes are paired ran- 0.09375, respectively. Finally, decode the crossover three parame-

domly. The single-point-crossover principle is employed herein. ters in a decimal format.

Segments of paired chromosomes between two determined Step 5: Annealing chaotic mutation. For the ith iteration (gener-

break-points are swapped. For simplicity, suppose a gene has four ation) crossover population (X ^ ðiÞ ; k ¼ C; r; e) of current solution

k

bits, thus, a chromosome contains 12 bits (Fig. 3). Before crossover space ðMink ; Maxk Þ are mapped to chaotic variable interval [0, 1]

is performed, the values of the three parameters in #1 parent are and formed crossover chaotic variable space ^

ðiÞ

xk ; k ¼ C; r; e, as Eq.

1.5, 1.25 and 0.34375, respectively. For #2 parent, the three values (17),

are 0.625, 8.75 and 0.15625, accordingly. After crossover, for #1

^ ðiÞ Mink

X

offspring, the three values are 1.625, 3.75 and 0.40625, accord- ^xðiÞ k

k ¼ C; r; e; i ¼ 1; 2; . . . ; qmax

k ¼ ; ð17Þ

ingly. For #2 offspring, the three values are 0.5, 6.25 and Maxk Mink

414 W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417

where qmax is the maximum evolutional generation of the popula- Generally, the probability of crossover (pc ) is chosen between 0.5

ðiÞ ðiÞ

tion. Then, the ith chaotic variable xk is summed up to ^xk and and 0.8, based on previous numerous empirical experiences, it is

the chaotic mutation variable are also mapped to interval [0, 1] as set to be 0.5. For the probability of mutation (pm ), it is critical factor

Eq. (18), in keeping the diversity of the population, and it is clamped to be

0.1; the annealing operation parameter (d) is clamped to be 0.9

~xðiÞ ^ðiÞ ðiÞ

k ¼ xk þ dxk ð18Þ [51].

where d is the annealing operation. Finally, the chaotic mutation

variable obtained in interval [0, 1] is mapped to the solution interval 3.3. Three parameters determination of the SVRCGA models

ðMink ; Maxk Þ by deﬁnite probability of mutation (pm ), and com-

pletes a mutative operation. In the training stage, the rolling-based forecasting procedure is

conducted, which dividing training data into two subsets, namely

~ ðiÞ ¼ Mink þ ~xðiÞ ðMaxk Mink Þ

X ð19Þ fed-in (for example, eight load data) and fed-out (four load data),

k k

respectively. Firstly, the primary eight load data of fed-in subset

Step 6: Stop condition. If the number of generation is equal to a

are feeding into the SVRCGA model, and the structural risk minimi-

given scale, then the best chromosomes are presented as a solu-

zation principle is employed to minimize the training error, then

tion, otherwise go back to Step 2.

obtain one-step ahead forecasting load, namely the 9th forecasting

load. Secondly, the next eight load data, including seven of the fed-

3. Numerical example in subset data (from 2nd to 8th) pulsing the 9th data in the fed-out

subset, are similarly again fed into the SVRCGA model, the struc-

3.1. Data set tural risk minimization principle is also employed to minimize

the training error, then obtain one-step ahead forecasting load,

This study uses Taiwan regional electric load data to compare namely the 10th forecasting load. Repeat the rolling-based fore-

the forecasting performances of SVRCGA models with those of casting procedure till the 12th forecasting load is obtained. Mean-

ANN and regression models proposed by Hsu and Chen [26]. In while, training error in this training stage is also obtained.

addition, due to the same application type of SVM, authors’ previ- Different regions of Taiwan electric loads in a time series are fed

ous proposed model, SVMG, is also involved in comparison (notice into the SVRCGA model to forecast electric load in the next valida-

that RSVMG model had not only contained the concepts of SVM but tion period.

also the applications of Jordan recurrent neural network, therefore, While training errors improvement occurs, the three kernel

RSVMG model is beyond the same comparable scope with respect parameters, r, C, and e of SVRCGA model adjusted by CGA are em-

to this proposed SVRCGA and could not be involved in compari- ployed to calculate the validation error. Then, the adjusted param-

son). Table 1 lists the data used in this example. Totally, there eters with minimum validation error are selected as the most

are 20 data (from 1981 to 2000) of Taiwan regional electricity load. appropriate parameters. Finally, a four-steps-ahead policy is used

It is necessary to compare the forecast performance on the same to forecast electric load in each region. Note that the testing data

basis. Therefore, the data are divided into three data sets: the train- sets are not used for modeling but for examining the accuracy of

ing data set (12 years, from 1981 to 1992), validation data set (4 the forecasting model. The forecasting results and the suitable

years, from 1993 to 1996), and the testing data set (4 years, from parameters for the different regional SVRCGA models are illus-

1997 to 2000). The data sets are listed in Table 2. trated in Table 4.

3.2. Parameter setting in the CGA algorithm 3.4. Forecasting results and discussions

The parameters of the CGA algorithm in the proposed model for The forecasting results of various forecasting models with accu-

two numerical examples are experimentally set as shown in Table racy index, MAPE (see Eq. (16)), are illustrated in Table 5. Firstly,

3. The population sizes (psize ) are both 200, the maximum evolu- the proposed SVRCGA models have smaller MAPE values (except

tional generations of the population (qmax ) are both ﬁxed as 500. the northern region presents a little inaccuracy, accuracy differ-

Table 1

Taiwan regional electric load (from 1981 to 2000) (unit: MW).

Year Northern regional load values Central regional load values Southern regional load values Eastern regional load values

1981 3388 1663 2272 122

1982 3523 1829 2346 127

1983 3752 2157 2494 148

1984 4296 2219 2686 142

1985 4250 2190 2829 143

1986 5013 2638 3172 176

1987 5745 2812 3351 206

1988 6320 3265 3655 227

1989 6844 3376 3823 236

1990 7613 3655 4256 243

1991 7551 4043 4548 264

1992 8352 4425 4803 292

1993 8781 4594 5192 307

1994 9400 4771 5352 325

1995 10,254 4483 5797 343

1996 10,719 4935 6369 363

1997 11,222 5061 6336 358

1998 11,642 5246 6318 397

1999 11,981 5233 6259 401

2000 12,924 5633 6804 420

W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417 415

Table 2

Training, validation, and testing data sets of the proposed model.

Data sets SVRCGA model SVMG model (Pai and Hong [31]) ANN model (Novak [23])

Training data 1981–1992 1981–1992 1981–1996

Validation data 1993–1996 1993–1996

Testing data 1997–2000 1997–2000 1997–2000

Table 3

CGA’s parameters setting in the numerical example.

Numerical Population size Maximal generation Probability of crossover The annealing operation parameter The probability of mutation

models (psize ) (qmax ) (pc ) (d) (pm )

SVRCGA 200 500 0.5 0.9 0.1

ence 0.30%) than the ANN and regression models. Particularly, the Taiwan Strait in 1995 leads lots of businesses to decide to move

ANN model seems failing to capture the load decreasing trend from out Taiwan (those businesses’ manufacturing factories are often

1998 to 1999 both in the central and southern regions. Secondly, set up in the central and southern regions); and (2) September

SVRCGA model is superior to SVMG model in terms of MAPE. Figs. 21 earthquake in Central Taiwan in 1999 leads electricity supply

4–7 illustrate real values and forecasting values of different models out of control at least 6 months. The electric load data employed

regarding each region. in this manuscript is only 20 data (from 1981 to 2000) which

For the ﬁrst forecasting results regarding to the facts that the may not provide sufﬁcient data tendency information for the train-

ANN model fails to capture the load decreasing trend from 1998 ing process while ANN modeling. In the meanwhile, the two acci-

to 1999 both in the central and southern regions, this is the known dent events mentioned above did not seriously affect the northern

drawback that the ANN model is time consuming to be required region, thus, the actual electric load did not appear deceasing trend

sufﬁcient training data to learn more ‘‘expert rules” to approxi- from 1998 to 1999, ANN model could easily learn to capture the

mately predict the transition trend of electric load due to other transition tendency of electric load. For the eastern region, due to

accident events, such as (1) Missile Military Maneuvers between Southeast Asian Financial Crisis in 1997, the tourism industries

Forecasting results and parameters of SVRCGA models. 13,500

r C e 12,500

Central 8.312 6.846 1010 0.46 1.72

Southern 0.740 1.325 1010 8.70 2.00 11,500

Eastern 20.85 7.667 1010 1.10 2.57

11,000

10,500

Table 5 10,000

Actual SVRCGA SVMG ANN Regression

Forecasting results of SVRCGA, SVMG, ANN, and regression models (unit: MW).

9,500

Year Actual SVRCGA SVMG ANN Regression 1997 1998 1999 2000

Year

Northern regional

1997 11,222 11,203 11,213 10,991 11,262 Fig. 4. Forecasting values of SVRCGA, SVMG, ANN, regression models and actual

1998 11,642 11,665 11,747 11,643 12,162 values in northern region.

1999 11,981 12,064 12,173 11,804 12,395

2000 12,924 12,360 12,543 12,834 13,122

MAPE 1.36 1.40 1.06 2.45

Southern regional Load (MW)

1997 6336 6373 6265 6305 6493 6,300

1998 6318 6462 6389 6476 6868 6,100

1999 6259 6415 6346 6537 7013

2000 6804 6623 6513 6672 7481 5,900

MAPE 2.00 2.02 2.48 8.29 5,700

Central regional 5,500

1997 5061 5071 5060 5112 5361

5,300

1998 5246 5118 5203 5301 5711

1999 5233 5244 5230 5350 5780 5,100

2000 5633 5406 5297 5572 6131

4,900

MAPE 1.72 1.81 1.73 8.52

4,700 Actual SVRCGA SVMG ANN Regression

Eastern regional

1997 358 362 358 378 380 4,500

1998 397 374 373 403 407 1997 1998 1999 2000

1999 401 398 397 410 413 Year

2000 420 409 408 435 440

MAPE 2.57 2.65 3.62 4.1 Fig. 5. Forecasting values of SVRCGA, SVMG, ANN, regression models and actual

values in central region.

416 W.-C. Hong / Electrical Power and Energy Systems 31 (2009) 409–417

Load (MW) GAs into the SVR model, i.e., it is feasible for hybrid (combined or

7,600 integrated) evolutionary algorithms with SVR-based forecasting

7,400 models.

7,200

7,000 4. Conclusions

6,800

6,600 From the historical data, the Taiwan regional electric load val-

6,400 ues show a strong growth trends, particularly in the northern re-

6,200

gion. This is a common electric load phenomenon in the

developing countries. However, the growth rate in electric demand

6,000

seems to become the rigorous mission to avoid overproduction or

5,800 Actual SVRCGA SVMG ANN Regression

underproduction electricity load. In this paper, we employed a no-

5,600

1997 1998 1999 2000 vel forecasting technique, SVRCGA, to examine its potentiality in

Year forecasting regional electric loads. Three other forecasting ap-

proaches, the SVMG, ANN, and the regression models, are used to

Fig. 6. Forecasting values of SVRCGA, SVMG, ANN, regression models and actual

compare the forecasting performance. Experiment results indicate

values in southern region.

that the proposed SVRCGA model outperforms the other ap-

proaches in terms of forecasting accuracy, except the northern

region.

Load (MW) This study is the ﬁrst to apply the SVR model with CGA to fore-

460

cast electric load. Authors, so far, had ﬁnished a series of researches

440 regarding suitable parameters determine of a SVR load forecasting

420 model by employing novel optimization algorithms (including ge-

netic algorithms and simulated annealing algorithm, see Pai and

400

Hong [35,36]). Those empirical results obtained in these studies re-

380 veal that the hybrid model of SVR and proposed algorithms is a va-

360 lid alternative in the electric industry while original SVR model is

applied (see Pai and Hong [35,36], and this manuscript). If the data

340

pattern is more complicate where the original SVR model could not

320 obtain any ideal forecasting results, it is feasible to apply the recur-

Actual SVRCGA SVMG ANN Regression

300 rent SVR model (Pai and Hong, [35]). Of course, recurrent SVR mod-

1997 1998 1999 2000 els are time consuming than original SVR models. On the other

Year hand, electric load forecasting model ought to contain several so-

Fig. 7. Forecasting values of SVRCGA, SVMG, ANN, regression models and actual

cial factors to increase its explanation capabilities, i.e., multivariate

values in eastern region. forecasting models, such as social activities and seasonal factors

could be introduced into the SVRCGA model to forecast electric

load. In addition, some other advanced hybrid evolutionary algo-

in the region all suffered from the economic crisis, global arrival rithms to determine the suitable parameters should be combined

ﬁgures for 1997 reﬂected the difﬁcult market conditions in the with the SVR model to forecast electricity demand. Finally, other

growth rate decline, thus, the actual electric load did not grow type of kernel functions employing should be the advanced re-

increasingly in 1997, however, ANN model optimistically fore- search issue of the SVR theory.

casted the large growth and led irretrievable forecasting error. Ori-

ginal SVR model focuses on, as mentioned previously, empirical Acknowledgment

risk minimization (e-insensitive loss function) rather than ‘‘expert

rules” learning to approximately predict the transition trend of This research was conducted with the support of National Sci-

electric load. This advantages lead SVR model to be able to deal ence Council, Taiwan (NSC 97-2410-H-161-001).

with any data pattern no matter data tendencies may present ﬂuc-

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