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OUTPUT FORMAT
• Point load forecasting
• Probabilistic load forecasting
BACKGROUND
Electric Load Forecasting
TECHNIQUES TECHNIQUES
• Statistical techniques • Artificial intelligence techniques
• Multiple linear regression (MLR) • Artificial neural networks (ANN)
• Semi-parametric additive • Fuzzy regression
• Autoregressive and moving average (ARMA) • Support vector machines (SVM)
• Exponential smoothing • Gradient boosting
• … • …
BACKGROUND
Electricity consumption in Saudi Arabia
16% Governmental
2% Agricultural
Industrial
50%
Others
13%
Daily average load
Annual average load
17%
Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17
BACKGROUND
Electricity consumption in Saudi Arabia
16% Governmental
2% Agricultural
Industrial
50%
Others
13%
Daily average load
Annual average load
17%
Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17
MODEL SELECTION
Monash Electricity Forecasting Model
∗
log 𝑑𝑡,𝑝 = log 𝑑𝑡,𝑝 + log 𝑑ഥ𝑖
Long-term annual/seasonal model (demographics, economic variables)
Annual sub-model:
• Accounts for variables that affect long-term usage pattern
• Input variables are selected using Akaike’s Information Criteria
• Variables are estimated linearly against average demand per capita (𝑑ഥ𝑖 𝑝𝑐 = 𝑑ഥ𝑖 /𝑃𝑖 )
MODEL SELECTION
Monash Electricity Forecasting Model log 𝑑𝑡,𝑝 = 𝐥𝐨𝐠 𝐝∗𝐭,𝐩 + log 𝑑ഥ𝑖
∗
log 𝑑𝑡,𝑝 = ℎ𝑝 𝑡 + 𝑓𝑝 𝑥𝑡 + 𝑒𝑡
Weather effects (recent temperature at 2 locations)
Half-hourly sub-model:
• Accounts for variables that affect short-term usage pattern
• Input variables are selected by minimizing errors (RMSE/MAPE) on cross-validation samples
• Model for each half-hour is fitted separately
APPLICATION
Structure of the interconnected system
Regional segregation:
4 major regional electricity
companies merged into a single
Central vertically integrated company
Western
Eastern
Southern
APPLICATION
Demographics in Saudi Arabia
Population (2017): 33.0M
Major population center
Riyadh 7.2M
Dammam 1.7M
Hasa 0.8M
Jeddah 4.6M
Makkah 2.0M
Taif 0.7M
Jazan 1.5M
Abha 0.5M
Baha 0.5M
19.5M
Central
Eastern
Western
Southern
CURRENT PROGRESS
Hourly sub-model estimation ∗
log 𝑑𝑡,𝑝 = 𝒉𝒑 𝒕 + 𝑓𝑝 𝑥𝑡 + 𝑒𝑡
Calendar variables:
• 𝛼𝑡,𝑝 : day of the week
• 𝛼𝑡,𝑝 : flag for workdays
• 𝛼𝑡,𝑝 : accounts for major holidays (eids, national day)
• 𝑙𝑝 𝑡 : time of year pattern, tied to week number (regression spline)
CURRENT PROGRESS
Hourly sub-model estimation ∗
log 𝑑𝑡,𝑝 = ℎ𝑝 𝑡 + 𝒇𝒑 𝒙𝒕 + 𝑒𝑡
3 3
Weather variables:
• 𝑓𝑘,𝑝 𝑥𝑡−𝑘 : temperature at site, along with hourly lags (3 hours lags)
• 𝑔𝑗,𝑝 𝑥𝑡−24𝑗 : daily lags for temperature at site (3 days lags)
• 𝑥𝑡+ : max of temperature in the past 24 hours
• 𝑥𝑡− : min of temperature in the past 24 hours
• 𝑥ഥ𝑡 : average temperature in the past 24 hours
20 MEFM
15
10
0
1/1/2016 3/2/2016
3/1/2016 5/3/2016
5/1/2016 7/4/2016
7/1/2016 9/3/2016
9/1/2016 11/4/2016
11/1/2016
CURRENT PROGRESS
Sub-hourly model testing
18
20
16
15
14
10 Actual
12
MEFM
10
5
7/1/2016 7/8/2016 7/15/2016 7/22/2016 7/29/2016
0
1/1/2016 3/2/2016
3/1/2016 5/3/2016
5/1/2016 7/4/2016
7/1/2016 9/3/2016
9/1/2016 11/4/2016
11/1/2016
CURRENT PROGRESS
Substitution of 2015 temperature profile in 2016 model
Monthly energy demand – Eastern region (GWh) Monthly energy demand – Central region (GWh)
14000 14000
2015 Met
12000 12000
10000 2016 Met 10000
8000 8000
6000 1.6% 6000 2.2%
4000 4000
2000 2000
0 0
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Monthly energy demand – Western region (GWh) Monthly energy demand – Central region (GWh)
12000 4000
10000
3000
8000
6000 2000
4000
-1.6% 1.0%
1000
2000
0 0
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
REMARKS
• Hourly sub-model performs well and can support analysis of historical data and trends
• Further research needed to evaluated other drivers (humidity, heat index …)
• Limited meteorological data available
• Imprecision and lack of treatment of meteorological data can impact model accuracy
• Work needs to be done on the annual sub-model to make the model complete
• Regional economic and other long term information is not available at the moment
• Other forecasting techiques and methods should be evaluated
BIBLIOGRAPHY
• Arango, S. (2018). Kingdom Utilities Power and Fuel Annual Report. Report for Saudi Aramco
• Fan, S., & Hyndman, R. J. (2012). Short-Term Load Forecasting Based on a Semi-Parametric Additive Model. IEEE Transactions on Power
Systems, 27(1), 134–141. doi: 10.1109/tpwrs.2011.2162082
• Hong, T., & Fan, S. (2016). Probabilistic electric load forecasting: A tutorial review. International Journal of Forecasting, 32(3), 914–938.
doi: 10.1016/j.ijforecast.2015.11.011
• Hyndman, R. J., & Fan, S. (2014). Monash Electricity Forecasting Model.
• Hyndman, R. J., & Fan, S.(2015). Forecasting long-term minimum half-hourly electricity demand for South Australia. Report for Australian
Energy Market Operator (AEMO)
• Hyndman, R. J., & Fan, S.(2015). Forecasting long-term peak half-hourly electricity demand for New South Wales. Report for Australian
Energy Market Operator (AEMO)
• Lilley, W. (2017). Temperature effects on SEC demand. Report for Saudi Aramco
• Perperoglou, A., Sauerbrei, W., Abrahamowicz, M., & Schmid, M. (2019). A review of spline function procedures in R. BMC Medical
Research Methodology, 19(1). doi: 10.1186/s12874-019-0666-3
THANK YOU