Professional Documents
Culture Documents
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
Abstract—Electrical load forecasting plays a key role in the low-voltage side of DSM is affected by various unsta-
energy scheduling and planning. It is a challenge to predict ble factors, such as technical progress, holidays, policy,
electric load accurately due to the versatility of electrical law, population growth, the natural and social environ-
loads and the vast number of users in DSM of low-voltage ment and so on [3]. Therefore, developing new forecasting
side. Most of electrical load forecasting research focused on methods and improving the accuracy become imperative,
single model prediction or combination model prediction, no matter for very short-term, short-term, midterm or
which cannot get the optimal performance for some cases. long-term load forecasts.
Therefore, how to gather maximum optimal information Forecasting is an essential instrument in science re-
from various different models is a key point in load fore-
search, and received much attention during the past three
casting and analysis. In this paper, an optimal selection
decades [4–6]. The main type of traditional forecasting
method of multiple models for electrical load forecasting is
models includes regression model [7-8], time series tech-
studied. This method overcomes the shortcoming of unitary
nology [9], multiple linear regression [10], autoregressive
model, such as the instability and poor accuracy in some
cases. To evaluate the forecast performance, a practical case
moving average model [11-12], the functional nonpara-
is studied based on the intelligent electricity management metric model and the semi-functional partial linear model.
system, which is presented by Wuhan University. It can be Most researches were focused on the study of individual
seen that the prediction error of the forecasting models can model, however, these models have some limitations and
be calculated automatically and final optimum model can be merits on their own. Recently, as the development of
obtained by optimum seeking software platform. intelligence techniques, many new intelligent forecasting
methods, such as expert systems [13], fuzzy inference
Index Terms—Optimal selection method, Load forecasting, [14], ANN (artificial neural networks) [15], the SVM
Demand Side Management (DSM), Low-voltage side (support vector machine), grey correlation contest model-
ing [16], etc., have been proposed for electrical load fore-
I. INTRODUCTION casting. Since the single forecasting model cannot obtain
the optimal value in many cases, many researchers estab-
As we know, the user is a vital component of Demand lished the combining forecast models, which made up of
Side Management (DSM), and it plays an important role several single models with different concept [17]. In this
in encouraging and facilitating the operation and man- paper, an electrical load forecasting method in the context
agement of power system. Electric energy management of intelligent electricity management system is studied,
system is not only confined to the power transmission and which overcomes the shortcomings of unitary model. By
distribution in high-voltage side, but also pays attention to using relevant selection strategy, the best combination of
the real-time monitoring and controlling of energy in single models is obtained to construct the combining
low-voltage side. In DSM, the construction and manage- forecast model, eventually improve the performance of
ment process of low-voltage side is much more important forecasting sample. Besides, a load forecasting platform
and high quality electrical load forecasting is urgent, be- based on optimal selection method is established. Two
cause the predictive accuracy is closely related to the different cases are analyzed to verify the precision of
interests of system operation and users. Load forecasting forecasting models.
is an important part of energy management system and
power distribution system, and it is also the premise and II. THE OPTIMAL SELECTION METHOD
foundation of electricity decision-making and control [1].
Many crucial decisions that have significant economic A. Model base
influence are made based on the forecasted electric load. In order to realize the optimal selection method of mul-
Along with the increase of competition and regulation, tiple models, it is the key to build the model base which is
and the changing of public utilities industry structure, a bridge connecting the single model or the combination
public utilities industry are also thirst of electrical load model for electrical load forecasting. The model base
forecasting techniques, in order to obtain higher accuracy. maximizes the use of gathered information, and contains
It is pointed out by Bunn and Farmer that a 1% increase in the variety of different information of single model for
forecasting error of electricity demand signified a £10 optimization. It means: (1) To forecast by selecting avail-
million increase in operating costs [2]. An accurate pre- able single model. According to the evaluation indexes,
diction can help decision makers develop an optimal ac- such as standard deviation, goodness-of-fit, relevance and
tion program because electricity is hard to store. However,
34 http://www.i-joe.org
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
relative error etc., to compare the prediction results of culation of prediction models by invoking various predic-
different single model respectively, the pros and cons of tion algorithms from MATLAB software in the VC plat-
these models can be obtained. The model with the best form.
performance will be used as the final optimization model.
The advantage of this approach is that the optimal fore- Start
casting model will not miss, which generally is used for
short-term load forecasting. (2) To forecast by combina- Connect to
tion model. The optimal combination forecast is obtained Model base
through selecting appropriate weight for individual The smallest N
error?
sub-models, and the optimal forecasting result is obtained
by weighted average. It is more effective to consider
Y
comprehensive information, which provides strong stable Update N
and high accuracy. Meanwhile, it has good adaptability to sample data ?
Save
the vagaries of prediction indexes and commonly advisa- Predicted value
Y
ble for medium and long-term load forecasting.
To make the optimal selection process of model base Model selection
more clearly, a schematic diagram of implementation The final model
validation
process is plotted as shown in Fig.1. According to differ-
ent sample data, the final optimum model can be automat- Load forecasting
ically obtained by the error calculation and error compar-
ison of single models or combination models. In model Display
base, if the number of the single model is n, then the N Comparison
2
number of combination model is Cn . In this paper, the and analysis
N
single model refers to least squares support vector ma- Quit?
Y
chine model (LS-SVM), back propagation neural network
(BPNN) and gray model GM (1, 1), hence there are three Save Y
error parameter
variance covariance combination models (VACO).
End
Model base
Figure 2. The flow chart of optimal selection algorithm
The sample data input
iJOE ‒ Volume 11, Issue 8, 2015: "Online Engineering Innovations based on Intelligent Information Processing" 35
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
Step 2: All can be done implicitly in H by means of the the inner product of the input vector and weight vector by
T a nonlinear transfer function to obtain a scalar result.
K ( x , x ) = ! ( xi ) ! ( x j )
kernel function i j
.Thus, Because there are many influence factors in electricity
LS-SVM model takes the form: consumption, such as temperature, holidays and people
type etc. Here temperature is mainly considered. Due to
f ( x) = wT ! ( x) + b (1) the dimensions of temperature and electricity consumption
are different in the process of learning neural network
Where, w ! R k is weight vector and b ! R is deviation. which can affect learning effect, At first, data normaliza-
tion is performed , and then start the training.
Step 3: In order to get w and b , the structural risk a) Data normalization
minimization principle constrained optimization problem
must be solved: Step 1: The historical data that comes from smart elec-
tricity management system can be normalized to [-1, 1] by
the normalization function, which is expressed as:
1 2 " N 2
min w + $ !k
w,b ,! 2 2 k =1 (2) 1
S ! ( S max ! S min )
St = 2
s.t. yk = wT # ( xk ) + b + ! k , k = 1, 2,...N 1
(6)
( S max ! S min )
!
Where, k is the error variable, ! is the tradeoff pa-
2
rameter between a smoother solution and a smaller train- Step 2: The historical data can be normalized to [0, 1]
ing error. by the normalized function again, which can be written as:
Step 4: To solve the optimization problem in formula 2, ( S ! S min )
the Lagrange Function is introduced as follows: St = (7)
( Smax ! Smin )
1 2 ! N
Step 3: The historical data can be normalized to [0.1,
L( w, b, " , # ) =
2
w +
2
&" 2
k
0.9] by the normalized function again, which can be ex-
k =1
(3) pressed as:
N
% & # k [ w $ ( xk ) + b + " k % yk ]
T
( S ! Smin )
k =1 St = 0.8 + 0.1 (8)
( Smax ! Smin )
Where,
!k
is the k-th Lagrange multiplier. The
! and
Step 4: The results obtained by BP model should be
b can be obtained by formula 4. substituted in an anti-normalization function to get the
final forecasting result, which is written as:
#0 eT $ S = 1.25St ! 0.1(Smax ! Smin ) + Smin (9)
% & #b $ # 0 $
%e I& %! & = % y & (4)
b) Training and learning
'+ ( ) ( )
(% ! )& N " N The three-layer neural network structure is chosen. It
contains input layer, hidden layer and output layer. Ac-
"1 ! 1# cording to the data normalization result, the number of
$ T% and neurons in input layer, hidden layer and output layer are
Where, e = (1,1,...1) , I = " # " selected to be 4, 12, and 1 respectively. The output is the
1!N $ % electricity consumption. Variable Set: Transfer Function
$&1 ! 1%' N ! N are ‘tansig’ and ‘purelin’, Training Function is ‘traingdx’,
" = ( k ( xi , x j )) N ! N . Learning Function is ‘learngdm’, learning speed is ‘lr ’ (lr
=0.05), target error is ‘goal’(goal=0.01), the maximum
Step 5: Finally, the nonlinear approximation function training steps is 20000.The training error curve is shown
of the training sets is obtained as follow: in Fig. 4.
N
f ( x) = " ! k K ( xk , x) + b (5)
k =1
2) BPNN model
BP (Back Propagation neural network) model is applied
widely in load forecasting field. It is characterized by
self-learning, self-organizing, adaptive, and has the ad-
vantages of simple structure and strong operability, which
can handle with nonlinear data and establish the corre-
sponding model. The three-layer neural network model is
used for forecasting of daily electricity consumption in
this paper. Every layer has several nodes, and each node Figure 4. The training error curve comes from BPNN
in the network is a neuron whose function is to calculate
36 http://www.i-joe.org
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
3) GM 1!1 model !
(0)
"!
(0)
!
(0)
!
(0)
#
Grey system theory is developed to study problems of x ( k ) = $ x (1), x (2),... x ( n ) % (16)
“small samples and poor information”. It looks for realis- & '
tic patterns based on modeling a few available data and The residual test is written in formula 17.
has no special requirements and restrictions on data se-
quence. Grey prediction is an important component of
(0)
!
(0) (0)
e (k ) = x (k ) " x (k ) (17)
grey system theory, and is widely used for load forecast-
ing. The basic modeling procedure is as follows:
According to formula 17, a set of residual error se-
Step 1: Giving a historical data se- quence is generated as follows:
(0) (0) (0) (0)
quence: x = ( x (1), x (2),..., x (n)) , the new data
sequence is generated by 1-AGO (Accumulated Genera-
e(0) (k ) = (e(0) (1), e(0) (2),...e(0) (n)) (18)
tion Operation): The GM�1!1�Modelbase on residual error correction
is established in accordance with formula 18, it can be
x (1) = ( x (1) (1), x (1) (2),..., x (1) (n)) (10) written in formula 19.
k (0)
(1) (0)
#
% µ & $!k
Where, x (k ) = ! x (i), k = 1, 2,..., n . e (k + 1) = (1 $ e ! ) 'e (0) (1) $ e (19)
i =1 ) " (*
Step 2: Base on show exponential growth law of the According to formula 15 and formula 19, the final re-
sequence of x (1) , the linear first-order differential equa- sidual error correction gray prediction model is expressed
tion is established as shown in formula 11. in formula 20, and also is written in formula 21.
(0) (1) (1) (0)
! ! ! !
dx1 x (k + 1) = x (k + 1) " x (k ) + e (k + 1) (20)
+!x (1)
=µ (11)
dt
Where, ! and µ are undetermined coefficients. $
(0)
#! $ (* # )+
A = % & = ( BT B) "1 BT Yn (12)
'µ ( In formula 21, ! (k # i) = {1,0,kk"<ii , i = n # k , k = 1, 2, ..., n .
Where! B is data matrix! Yn is data column, as shown
T
4) VACO combination model
in formula 13. The combination forecasting model improves predic-
tion accuracy and out-of-sample performance, at the same
" 1 (1) (1) # time, overcomes the limitation of the single model through
& ! 2 "$ x (1) + x (2) #% 1 ' T a strategy of selecting the single best forecasting model
& ' ! x (0) (2) " and appropriate combination of weights. The variance
& ! 1 " x (1) (2) + x (1) (3) # 1 ' # (0) $ covariance method (VACO) [18] is used for weights de-
B=& 2$ % ' , Yn = # x (3) $ (13) termination of different single models, the in which com-
& ... ' # ... $ bination forecasting model takes the form:
... # (0) $
& '
& 1 (1) ' #% x (n) $& F = ! 1 f1 + ! 2 f 2 (22)
(1)
&$ ! 2 "$ x ( n ! 1) + x ( n) #% 1'%
f f
Where 1 , 2 represents two unbiased prediction value
Step 4: GM (1, 1) prediction model could be obtained
as expression in formula 14. of single forecasting model transforming the actual data to
!1 ! 2
(1)
x ( k + 1) = (1 # e ) x (1) #
! $ (0)
µ%
e
#!k
, ( k = 1, 2, ..., n) (15)
&( ! ') Setting Var (e1 ) = ! 11 , Var (e2 ) = ! 22 , cov(e1 , e 2 ) = ! 12 th
e combination forecasting model with less error receives
Step 6: In accordance with formula 15 a new se- more weight and vice versa, that is:
quence of prediction data is obtained. That is:
iJOE ‒ Volume 11, Issue 8, 2015: "Online Engineering Innovations based on Intelligent Information Processing" 37
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
Figure 6. The original forecasting sample sets of IED NO.5 From Dec.15, 2014 to Jan.15, 2015
38 http://www.i-joe.org
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
TABLE II. THE MODEL TRAINING AND CHECKING DATA FOR CASE 2
iJOE ‒ Volume 11, Issue 8, 2015: "Online Engineering Innovations based on Intelligent Information Processing" 39
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
the forecasting accuracy, the actual value and the predict- consumption form all workdays in a month with some
ed value are compared. In both cases, three evaluation kind of similarity too.
indexes are employed to investigate the forecasting ability When the different checking data are selected for the 24
of the proposed model, which are defined in equations hour daily electricity consumption testing, the results can
(26)-(28). be seen as follow: 1) In Table 3, the maximum MAPE
1) Mean absolute error value is 4.1046% from GM (1, 1) model and the minimum
n value is 2.7906% from combination model (LS&BPNN),
but the MAPE value of single model (such as LS-SVM,
" A !P i i
(26) BPNN) is lower than combination model (such as
MAE = i =1
LS-SVM&GM (1, 1),BPNN&GM(1,1).The combination
n model (LS&BPNN) can be obtained as the final opti-
2) Mean absolute percentage error mum model by the optimal selection software. 2) In Table
4,the changing rule of the prediction error is similar to
n
Ai ! Pi Table 3.The maximum
" Ai (27) MAPE value is 4.521 % from GM (1, 1) model and the
i =1
MAPE = *100% minimum value is 2.2850% from combination model
n (LS&BPNN), the final optimal model is still combination
3) Root mean square error model (LS&BPNN).However, the respective average
n
value of three error indexes on workday is lower than on
rest day owing to the students' life habit is more similar
"(A ! P) i i
2
TABLE IV. THE ERROR INDEXES FORM SIX FORECASTING MODELS FOR 24 HOUR DAILY ELECTRICITY CONSUMPTION ON REST DAY
TABLE V. THE ERROR INDEXES FORM SIX FORECASTING MODELS FOR THE MAXIMUM DAILY ELECTRICITY CONSUMPTION
40 http://www.i-joe.org
PAPER
THE ELECTRICAL LOAD FORECASTING BASE ON AN OPTIMAL SELECTION METHOD OF MULTIPLE MODELS IN DSM
iJOE ‒ Volume 11, Issue 8, 2015: "Online Engineering Innovations based on Intelligent Information Processing" 41