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A New Strategy for Short-Term Load Forecasting
Copyright © 2013 Yi Yang et al. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Electricity is a special energy which is hard to store, so the electricity demand forecasting remains an important problem. Accurate
short-term load forecasting (STLF) plays a vital role in power systems because it is the essential part of power system planning
and operation, and it is also fundamental in many applications. Considering that an individual forecasting model usually cannot
work very well for STLF, a hybrid model based on the seasonal ARIMA model and BP neural network is presented in this paper
to improve the forecasting accuracy. Firstly the seasonal ARIMA model is adopted to forecast the electric load demand day ahead;
then, by using the residual load demand series obtained in this forecasting process as the original series, the follow-up residual
series is forecasted by BP neural network; finally, by summing up the forecasted residual series and the forecasted load demand
series got by seasonal ARIMA model, the final load demand forecasting series is obtained. Case studies show that the new strategy
is quite useful to improve the accuracy of STLF.
forecasting. Egrioglu et al. [14] proposed a hybrid approach mathematical model of the combined forecasting model can
based on SARIMA and partial high order bivariate fuzzy time be expressed as follows:
series forecasting model and applied the hybrid model to
two real seasonal time series. Besides, Chen and Wang [15] 𝑀
developed a hybrid SARIMA and support vector machines in 𝑦𝑡 = ∑ 𝜔𝑖 (𝑦𝑖𝑡 + 𝑒𝑖𝑡 ) , 𝑡 = 1, 2, . . . , 𝐿 (1)
𝑖=1
forecasting the production values of the machinery industry
in Taiwan. Considering that the load demand series always 𝑀
contain seasonal item, the seasonal ARIMA model is adopted 𝑦̂𝑡 = ∑ 𝜔
̂ 𝑖 𝑦̂𝑖𝑡 , 𝑡 = 1, 2, . . . , 𝐿, (2)
in this paper. 𝑖=1
The BP neural network is a kind of typical feed forward
network, through the network structure positive transfer where 𝜔̂𝑖 is the estimated value for 𝜔𝑖 and 𝑦̂𝑡 is the combined
method; using the training function reverse revision network forecasting value.
weight matrix and threshold, the BP neural network com- Determination of the weight coefficients for each indi-
pletes samples training model of the structure and then uses vidual model is the key step in a construction of a com-
the built training model to complete the treatment of the bined forecasting model. This can be achieved by solving
sample to be measured [16]. The BP neural network model an optimization problem which minimizes the absolute
is applied to a wide field of forecasting. As Ke et al. [17] error summation for the combined model. This optimization
used the genetic algorithm-BP neural network to forecast problem can be expressed as follows:
the electricity power industry loan, Li et al. [18] adopted 𝐿
the BP neural network to the prediction of the mechanical Min ∑ 𝑦𝑡 − 𝑦̂𝑡 ,
properties of porous NiTi shape memory alloy prepared 𝑡=1
by thermal explosion reaction. In addition, the BP neural
𝑀 (3)
network can also be used for evaluation and classification:
Li and Chen [19] utilized the BP neural network algorithm St ∑ 𝜔𝑖 = 1,
𝑖=1
to study the sustainable development evaluation of highway
construction project. Bao and Ren showed the wetland 0 ≤ 𝜔𝑖 ≤ 1, 𝑖 = 1, 2, . . . , 𝑀.
landscape classification based on the BP neural network in
Dalinor Lake area in [20]. For the BP neural network can The optimization process can be terminated provided that
approximate the underlying function of the curves to any the predefined absolute error summation is reached or the
arbitrary degree of accuracy, this model is also employed to maximum iteration number is reached.
constitute the hybrid model of this paper.
Both ARIMA and BP neural network models have
3. The Hybrid Model
achieved successes in their own linear or nonlinear domains.
Though a large number of models have been used to load 3.1. Review of the Seasonal ARIMA Model. Seasonal ARIMA
demand forecasting, more techniques for STLF should be is an extension of autoregressive integrated moving average
sought to further improve the predictive capability. For this (ARIMA), which is one of the most common models in
purpose, a hybrid model of combining the seasonal ARIMA time series forecasting analysis. They originated from autore-
model and BP neural network is proposed in this paper. gressive (AR) model which was firstly proposed by Yule in
Firstly, the seasonal ARIMA model is adopted to forecast 1972, moving average (MA) model which was firstly proposed
the load demand day ahead then BP neural network is used by Walker in 1931, and AR and MA combination model
to forecast the residual series. Finally, by summing up the autoregressive integrated moving average model (ARMA).
forecasted residual series and the forecasted load demand, the Only in sequence where circumstances are stable, ARMA
final load demand is obtained. model is effective, but SARIMA and ARIMA do not have
The remainder of this paper is organized as follows. such restrictions. Generally speaking, it is assumed that
Section 2 introduces the combined forecasting model theory. the time series {𝑥𝑡 | 𝑡 = 1, 2, . . . , 𝑘} has mean zero.
In Section 3, seasonal ARIMA model and BP neural network A nonseasonal ARIMA model of order (𝑝, 𝑑, 𝑞) (denoted
are presented. In Section 4, a case study of forecasting by ARIMA (𝑝, 𝑑, 𝑞)) representing the time series can be
electricity load of South Australia (SA) State of Australia is expressed as follows:
demonstrated. Section 5 concludes this paper.
𝑥𝑡 = 𝜙1 𝑥𝑡−1 + 𝜙2 𝑥𝑡−2 + ⋅ ⋅ ⋅ + 𝜙𝑝 𝑥𝑡−𝑝 + 𝜀1
2. The Combined Forecasting Model
− 𝜃1 𝜀𝑡−1 − 𝜃2 𝜀𝑡−2 − ⋅ ⋅ ⋅ − 𝜃𝑞 𝜀𝑡−𝑞 , (4)
The combined forecasting theory states that if there exist 𝑀
kinds of forecasting models for solving a certain forecasting 𝜙 (𝐵) ∇𝑑 𝑥𝑡 = 𝜃 (𝐵) 𝜀𝑡 ,
problem, with properly selected weight coefficients, several
forecasting methods’ results can be added up. Assume that where 𝑥𝑡 and 𝜀𝑡 are the actual value and random error at time
𝑦𝑡 (𝑡 = 1, 2, . . . , 𝐿) is the actual time series data, 𝐿 is the 𝑡, respectively, 𝜙𝑡 and 𝜃𝑡 are the coefficients, 𝑝 is the order of
number of sample points, 𝑦̂𝑖𝑡 (𝑖 = 1, 2, . . . , 𝑀, 𝑡 = 1, 2, . . . , 𝐿) autoregressive, 𝑞 is the order of moving average polynomials,
is the weight coefficient for the 𝑖th forecasting model, the 𝐵 denotes the backward shift operator, ∇𝑑 = (1 − 𝐵)𝑑 , 𝑑
Abstract and Applied Analysis 3
is the order of regular differences and 𝜙(𝐵) and 𝜃(𝐵) are, 3.2. Brief Introduction to the Back Propagation (BP) Neural
respectively, defined as follows Network. Artificial neural networks (ANN) is a typical kind
of intelligent learning algorithm; it is widely used in some
𝜙 (𝐵) = 1 − 𝜙1 𝐵 − 𝜙2 𝐵2 − ⋅ ⋅ ⋅ − 𝜙𝑝 practical application, such as pattern classification, function
(5) approximation, optimization, forecast, and automation con-
𝐵𝑝 𝜃 (𝐵) = 1 − 𝜃1 𝐵 − 𝜃2 𝐵2 − ⋅ ⋅ ⋅ − 𝜃𝑞 𝐵𝑞 . trol [24, 25]. In this section, we will introduce the standard
Random errors, 𝜀𝑡 , are assumed to be independently and multilayer feed-forward neural network (FNN). FNN is a
identically distributed with a mean of zero and a constant multilayer perception neural network; it is relative to the
variance of 𝜎2 , and the roots of 𝜙(𝑥) = 0 and 𝜃(𝑥) = 0 all single perception neural network that can only solve linear
lie outside the unit circle [21]. separable classification problem. In order to increase the
Equation (1) entails several important special cases of the classification ability of the network, the only method is
ARIMA family of models. If 𝑞 = 0, then (1) becomes an AR to use the multilayer network. Because the hidden layer
model for order 𝑝. When 𝑝 = 0, the model reduces to an MA neurons are introduced in the multilayer neural network,
model of order 𝑞. One central task of ARIMA model building neural network has better classification and memory ability,
is to determine the appropriate model order (𝑝, 𝑞). Similarly, so the corresponding learning algorithm becames the focus
a seasonal model (𝑝, 𝑑, 𝑞)(𝑃, 𝐷, 𝑄)𝑠 can be written as follows of research. In 1986, Rumelhart put forward the BP algorithm
(using the second expression): which solves the learning problems of the multilayer neural
network layer implied in the hidden connection weights
𝐷
𝜑𝑝 (𝐵) Φ𝑝 (𝐵𝑠 ) (1 − 𝐵)𝑑 (1 − 𝐵𝑠 ) 𝑋𝑡 and gives a complete mathematical deduction. Because
(6) BP algorithm overcomes the drawback of the simple per-
= 𝜃𝑞 (𝐵) Θ𝑄 (𝐵𝑠 ) 𝜀𝑡 , ception cannot solve XOR and some other problems, BP
where 𝑝 and 𝑞 are the nonseasonal ARMA orders, 𝑑 is the algorithm became the main multilayer perception learning
number of trend differences, 𝑋𝑡 is the observation at time 𝑡, algorithm, an important mode of neural network, and widely
𝐵 is the back-shift operator, 𝜀𝑡 is the residual (an error term at used.
𝑡 time period), 𝜑𝑝 (𝐵), 𝜃𝑞 (𝐵) are polynomials in 𝐵 of order 𝑝 The BP, one of the most popular techniques in the field
and 𝑞, respectively, 𝑃 and 𝑄 are the seasonal ARMA orders, 𝐷 of NN, is a kind of supervised learning neural network, the
is the number of seasonal differences, 𝑠 is the seasonal period, principle behind which involves using the steepest gradient
and Φ𝑃 (𝐵𝑠 ), Θ𝑄(𝐵𝑠 ) are polynomials in 𝐵𝑠 of order 𝑃 and 𝑄, descent method to reach any small approximation. The learn-
respectively [22]. ing process consists of two parts: forward propagation and
The SARIMA model formulation includes four steps [23]: back-propagation. When facing the forward propagation,
after implicit unit layer processing, information from the
(i) Identification of the SARIMA (𝑝, 𝑑, 𝑞)(𝑃, 𝐷, 𝑄)𝑠 input layer to the output layer, the state of each layer neuron
structure: use autocorrelation function (ACF) and affects only the state of next layer neuron. If it is not a
partial autocorrelation function (PACF) to develop desired output in the output layer, then transferred to a
the rough function. back-propagation, the error signal returns along the original
(ii) Estimation of the unknown parameters. neurons connected channel [26]. In the return process,
(iii) Use of goodness-of-fit tests on the estimated residuals. change the neuron connection weights in each layer; this
process is iterative, and finally makes the error signal to the
(iv) Forecast future outcomes based on the known data.
permitted range. From that we can see that, in the multilayer
The steps of this modeling are identification, estima- feed forward network, there are two signals in circulation:
tion, availability tests, and forecasting. In the following, (1) working signal: after the input signal is applied to the
we will specifically introduce the four steps. Identification, working signal, it propagates forward until the actual output
the appropriate models are determined from all possible signal is produced in the output side, it is the function of
models in this stage. The step of identification consists of inputs and weights. (2) Error signal: the error is the difference
determining appropriate AR, MA, or ARMA processes and between the actual network output and the due output; it
the order of AR, MA, and/or ARMA models. Estimation, propagates back from the output terminal layer by layer
in this step parameters are estimated by using ordinary [27].
least squares (OLS) and sometimes nonlinear estimation There are three layers contained in BP: input layer, hidden
methods. Estimated parameters of AR and MA processes layer, and output layer. Two nodes of each adjacent layer are
included in ARIMA model should analyze whether they directly connected, which is called a link. Each link has a
are stationary and invertible or not, respectively. Availability weighted value presenting the relational degree between two
tests, in this stage, it is determined that the estimated ARIMA nodes. Assume that there are 𝑛 input neurons, 𝑚 hidden
models are harmonized or not by diagnostic checking. On neurons, and one output neuron, the relationship between
the other hand, estimated ARIMA model should have to the output (𝑦𝑡 ) and the inputs (𝑦𝑡−1 , 𝑦𝑡−2 , . . . , 𝑦𝑡−𝑛 ) have the
be carried out the assumption that the processes of AR following mathematical representation:
and MA have to be in the unit circle and the assumption
of normality. Forecasting, estimated ARIMA models which 𝑚 𝑛
keep assumptions as expressed above are used in forecasting 𝑦𝑡 = 𝛼0 + ∑ 𝛼𝑗 𝑔 (𝛽0𝑗 + ∑ 𝛽𝑖𝑗 𝑦𝑡−𝑖 ) + 𝜀𝑡 . (7)
in this stage. 𝑗=1 𝑖=1
4 Abstract and Applied Analysis
𝑦𝑗 = 𝑓𝐻 (net𝑗 ) , 𝑗 = 1, 2, . . . , 𝑚. 1200
𝑗=0 0
−0.2
Here 𝑓𝑜 is the activation function, usually a line function. −0.4
All weights are assigned with random values initially and are −0.6
modified by the delta rule according to the learning samples −0.8
traditionally [28]. −1
Hence, the BP model of (1) in fact performs a non- 1 10 20 30 40 50 60 70 80 90
linear functional mapping from the past observations Lag
(𝑦𝑡−1 , 𝑦𝑡−2 , . . . , 𝑦𝑡−𝑛 ) to the future value 𝑦𝑡 that is, 𝑦𝑡 =
𝑓(𝑦𝑡−1 , 𝑦𝑡−2 , . . . , 𝑦𝑡−𝑛 , 𝑤) + 𝜀𝑡 , where 𝑤 is a vector of all Figure 2: ACF figure in forecasting the load demand on June 23 by
parameters and 𝑓 is a function determined by the network seasonal ARIMA model.
structure and connection weights. Thus, the neural network
is equivalent to a nonlinear autoregressive model. Note that
expression (7) implies one output node in the output layer forecast the load demand on June 30, July 7, and July 14. Before
which is typically used for one-step-ahead forecasting. the forecasting, values of the parameters should be estimated,
obviously, 𝑠 = 48, other parameters can be estimated by the
4. Simulation Results ACF and PACF figures; values of parameters in forecasting
load demand on June 23, June 30, July 7, and July 14 are listed
The electric load demand data used for the simulation are in Table 1. In addition, as an example, ACF and PACF figures
sampled from South Australia (SA) State of Australia at in forecasting load demand on June 23 by seasonal ARIMA
half an hour rate, so for one day, 48 load demand data are model are shown in Figures 2 and 3, respectively.
included. Figure 1 provides the load demand of SA from June By applying the estimated parameters shown in Table 1
2, 2007 to July 14, 2007. to load demand forecasting, load demand results on June 23,
From Figure 1, it can be found that there exists significant June 30, July 7, and July 14 can be obtained by the seasonal
similarity in load demand on the same day of each week; in ARIMA models. Forecasted load demand results are shown
other words seasonal components exist in load demand on in Figure 4.
the same day of each week. So, the seasonal ARIMA model Using these forecasted load demand values, residual
will be greatly helpful to forecast the load demand day ahead errors of load demand series on June 23, June 30, and July
using the historical load demand on the same day several 7 will be obtained, as presented in Figure 5. Regarding the
weeks ago. Using the data on June 2, June 9, and June 16 of residual series as the original data series, the residual series
2007, the electric load demand on June 23 is forecasted. Then on July 14 can be forecasted. From Figure 4 it can be observed
the same way, that is, using the load demand data on the that no significant variation trend can be found in the residual
same day of the three sequential weeks to forecast the load error series; therefore, the BP neural network, which can
demand on the same day of the adjacent week, is adopted to approximate the underlying function of the curves to any
Abstract and Applied Analysis 5
1 2000
0.8
1500
0.6
0.4 1000
0.2
PACF
Residual error
0 500
−0.2
0
−0.4
−0.6 −500
−0.8
−1 −1000
1 10 20 30 40 50 60 70 80 90 −1500
Lag
−2000
Figure 3: PACF figure in forecasting the load demand on June 23 by 0 48 96 144
seasonal ARIMA model. June 23 June 30 July 7
Date
2200
2000
1800
1400
1200
Actual value
Performance is 0.0618273, goal is 0 Forecasted by seasonal ARIMA
100
Forecasted by the combined model
2000
Training error
1900
10−1 1800
1700
Load demand values
1600
1500
1400
−2
10 1300
0 100 200 300 400 500 600 700 800 900 1000
1000 epochs 1200
1100
Figure 7: Variation of the training error with the epoch number of
the BP neural network. 1000
Seasonal ARIMA Combined model
Column number
Figure 10: Box graphs of the forecasted load demand by the two
2000 models.
1500
Forecasted residual error on July 14
1000 data on June 30 and July 7 at time 𝑡 are used for inputs,
with which the same time’s load demand on July 14 can be
500 forecasted. Forecasting results are plotted in Figure 8.
0
Finally, by summing up this forecasted residual series to
the forecasted load demand obtained by seasonal ARIMA
−500 model, the final load demand can be got, which is shown in
Figure 9.
−1000 Figure 10 produces whisker plot with two boxes which
have lines at the lower, median, and upper quartile values of
−1500
the load demand forecasted by the single seasonal ARIMA
−2000 model and the combined model. It can be observed that each
0:00 5:30 11:30 17:30 23:30 of the boxes includes a notch in the position of the median
Time value.
In order to evaluate the performance of the new forecast-
Figure 8: Residual error on July 14 forecasted by the BP neural
network.
ing strategy, two error measure criteria, that is, the root mean
square error (RMSE) and the mean absolute percentage error
Abstract and Applied Analysis 7
300
16
250
14
12
200
10
MAPE (%)
RMSE
150
8
100 6
4
50
2
0 0
SARIMA Combined model SARIMA Combined model
(a) (b)
(MAPE), are used; the forecasting effect is better when the Group 2
loss function value is smaller. The two error measure criteria
are expressed as follows:
1 𝑛 2 Group 3
RMSE = √ ∑(𝑥𝑖 − 𝑥̂𝑖 ) ,
𝑛 𝑖=1
(12)
800 1000 1200 1400 1600 1800 2000 2200
1 𝑥 − 𝑥̂
𝑁
𝑖
MAPE = ∑ 𝑖 × 100%, No groups have means significantly different from group 1
𝑁 𝑖=1 𝑥𝑖
Figure 12: Mean multiple comparisons figure.
where 𝑥𝑖 and 𝑥̂𝑖 represent the actual and the forecasted load
demand at time 𝑖, and the value of 𝑁 in our simulation is 48.
Values of RMSE and MAPE obtained by individual seasonal
ARIMA model and by the hybrid model based on seasonal group 2, and group 3 represent the actual load demand, the
ARIMA and BP neural network are listed in Table 2, and the load demand forecasted by the individual seasonal ARIMA
corresponding bar figure are presented in Figure 11. model and the load demand forecasted by the combined
From Table 2 and Figure 11, it can be seen that the value model respectively.
of RMSE varies from 260.7376 in the individual seasonal As shown, no groups have means significantly different
ARIMA model to 97.1366 in the combined model, while from group 1, that is, there is no significant difference between
MAPE is reduced from 15.98% to 5.13%. Therefore, the the means of the actual load demand and the load demand
combined model improves the load forecasting accuracy as forecasted by the individual seasonal ARIMA model, as well
compared to the individual seasonal ARIMA model. as the means between the actual load demand and the load
The performance of the individual seasonal ARIMA demand forecasted by the combined model. However, group
model and the combined model in forecasting the load 3 occupies more common part with the actual load demand
demand is also evaluated by the mean comparison; the variation range than group 2; thus, the combined model
comparison result is shown in Figure 12, where group 1, performs better than the individual seasonal ARIMA model
8 Abstract and Applied Analysis
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high order bivariate fuzzy time series forecasting model,” Expert
This work was supported by the Natural Science Foun- Systems with Applications, vol. 36, no. 4, pp. 7424–7434, 2009.
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Science and Technology Foundation of Gansu Province vector machines in forecasting the production values of the
(1102FKDA010), Natural Science Foundation of Gansu Prov- machinery industry in Taiwan,” Expert Systems with Applica-
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