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 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015

The Application of Evolutionary Computational

Techniques in Medium Term Forecasting
Fatma El Zahraa Khalifa M. Moustafa Hassan and Osama Ab- Hassan Mahmoud
ul-Haggag
Electro-Mechanical Consulting Group Electrical Power Department Information Systems
Cairo University Ministry of Electricity and Energy
Cairo, Egypt Giza, Egypt Cairo, Egypt
eng_fatma_khalifa2011@hotmail.com mmustafa@eng.cu.edu.eg drhmahmoud@moee.gov.eg
ohaggag@gmail.com

Abstract - Precise load forecasting it is very important for the
routine tasks of maintaining, scheduling daily electrical
generation, and loads. This research work presents an
evolutionary algorithm named as Modified Adaptive
Acceleration Coefficients based on Particle Swarm Optimization
(MACCPSO) to forecast peak load used in Egypt using monthly
data over the period of three decades. Mathematically, based on
available historical monthly data of peak load, peak load demand
is forecasted for up to five years. In order to show the accuracy of
the algorithm, some comparisons are made using Particle Swarm
Optimization (PSO) and Adaptive Weight Particle Swarm
Optimization (AWPSO). The experimental results show that the
proposed algorithm is superior to the Particle Swarm
Optimization (PSO) and Adaptive Weight Particle Swarm
Optimization (AWPSO) models and better to forecast power load
data of medium term. Furthermore, the proposed algorithm
could be applied on wind speed forecasting.
Index Terms - Particle Swarm Optimization (PSO), Adaptive
Weight Particle Swarm Optimization (AWPSO), Modified Adaptive
Acceleration Coefficients (MACCPSO), Genetic Algorithms (GA)
and Evolutionary Programming (EP).
I. INTRODUCTION
The appearance of evolutionary computation has
inspired new resources for optimization problem solving.
Advanced computational intelligence techniques have been
evolved by observing complex behaviors of human and other
animals, event happening in nature and arrive at a ma-
thematical model representing criteria under study. Results of
such models can be used to understand so far complex beha-
viors, trend and predict outcome for user. The predicted out-
come whole continuously comparing with the actual beha-
viors models can be suitably adopted to predict hence-
forth with closer accuracies. There are many evolutionary al-
gorithms, such as Genetic Algorithms (GA), Evolutio-
nary Programming (EP), Evolution Strategies (ES), Genetic
Programming (GP), and Learning Classifier Systems (LCS) as
classified in [1]. Recently, a new evolutionary computation
method, Swarm Intelligence (SI) which models social beha-
vior of organisms living in swarms which is known as Particle
Swarm Optimization (PSO) is proposed. PSO as described
in [2] is one of the most dominant stochastic optimization
techniques introduced by Eberhart and Kennedy in 1995. It
has lately been a focus for more attention due to its quick con-
vergence and algorithmic accuracy compared to other optimi-
zation methods as illustrated in [3, 4]. Furthermore, evolutio-
nary computation could be used to minimize the errors be-
tween the forecasted values and the actual (target) values. Pre-
cise load forecasting is very significant for electric utilities in
setting up for new plants. Also, it is very important for the
routine tasks of maintaining, scheduling daily electrical gener-
ation, and loads. Load forecasting can be split into three main
categories as presented in [5]:
1) Long-term electric load forecasting (LTLF):
used to provide electric utility company management with
prediction of future needs for extension, equipment
purchases, or staff hiring. LTLF the prediction time can
be as long as 10 years and above. The accurate of long
term load-forecasting is essential for monitoring and
controlling power system operation.
2) Medium-term load forecasting (MTLF):
usually used for the purpose of scheduling fuel supplies
and unit maintenance. In MTLF the prediction time is
2-5 years.
3) Short-term load forecasting (STLF): used to
provide essential information for the system management
of daily operations and unit commitment. In STLF the
prediction time is every next hour, day by day, week by
week and monthly.
The commonly statistical measures of error that can
help to determine method or the best value of the parameter
within a method are [6]:
1) Mean Absolute Error (MAE): The mean
absolute error Value could be defined as the average
absolute error value. The nearest this value is to zero the
better is the forecast.
2) Mean Squared Error (MSE): Mean squared
error measures the average of the squares of the error

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 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015
values, that is, the difference between the estimator and
what is estimated. This is the most widely used lack-of-fit
indicator in statistical fitting process. Compared with to
the mean absolute error value, the measure of MSE is
extremely sensitive to any outlier; that is unique or rare
large error values will affect significantly MSE value.
3) Root Mean Squared Error (RMSE): It
presents the root mean square error for every model cho-
sen.
The main goal of this research work is to forecast
electric load consumption in Egypt over the period 2006-2010.
The study will use Particle Swarm Optimization (PSO),
Adaptive Weight Particle Swarm Optimization (AWPSO) and
Modified Adaptive Acceleration Coefficients (MACCPSO)
models depending on three previous readings of peak load to
achieve this goal. All the data were obtained from the
Egyptian Electricity Holding Company (EEHC). The rest of
the paper is organized as follows: Section 1, introduces the
paper. Section 2, presents literature review of the study.
Section 3, introduces PSO while Section 4 presents AWPSO.
In Section 5, ACCPSO is discussed while in Section 6, the
proposed MACCPSO is introduced. Simulation results are
analyzed in Section 7. Conclusions and future works are
presented in Section 8.
II. LITERATURE REVIEW
During the few decades, a lot of methods have been
raised in order to improve the precision of power load fo-
recasting. In 1980, Bunn introduced a Bayesian method for
daily electricity load prediction [7]. In 1991, Park et. al.
introduced a exponential smoothing model for predicting
hourly electric loads 1-24 h ahead [8]. In 1993, Bhattacharya
and Basu presented a modified Kalman filter method for
medium range prediction of power system load [9]. However,
these are conventional techniques, which are more sensitive to
weather factors and cannot predict the power load exactly.
In order to develop the precision of forecasting, a lot
of artificial intelligence techniques have been adopted. The
research work [6], a hybrid regression and Autoregressive
Integrated Moving Average (REGARIMA) model technique
was developed and applied the proposed model to forecast
regional electricity loads in Egypt. The REGARIMA model
was compared to different Adaptive Neuro-Fuzzy Inference
System (ANFIS) models. Also, [10] stochastic modeling was
used as well as ANFIS to forecast the coming speed of wind
using real data of the past. The research work [11] examined
the use of Particle Swarm Optimization (PSO) compared with
the traditional techniques like econometric technique and time
series technique to forecast electrical demand. Lazy Learning
(LL) algorithm was proposed to forecast electrical demand.
The proposed LL models are implemented and compared with
the prevalent Radial Basis Function (RBF) and Multi-Layer
Perceptron (MLP) neural networks load forecasting models, as
in [12].
III. PARTICLE SWARM OPTIMIZATION TECH-
NIQUE
PSO is inspired by social behavior of bird flocking or
fish schooling and shares a lot of similarities with
development computation techniques such as Genetic
Algorithm GA as given in [13]. When a swarm searches for
food, its particles will spread in the environment and move
around independently. Each particle in the swarm flies in the
search space with an amount of uncertainty in its movements
with dynamically adjusted velocity according to its own flying
experience and its neighbors flying experience. Each particle
is treated as a volume less particle in G dimensional search
space as described in [14]. Each particle keeps track of its
coordinates in the best position in the problem space, which is
connected with best position (solution) it has attained. This
position is called 𝑃𝑏𝑒𝑠𝑡 . Another best value that is tracked by
the global version of the particle swarm optimizer is the over-
all best value and its location is called g best obtained by any
particle in the swarm. The performance of each particle is as-
sessed using fitness (cost) function as presented in [15, 16].
A. The PSO Concept
The PSO concept as described in [5] is as follows. At
each time step, changing the velocity (V) of (accelerating)
each particle in the direction of its 𝑃𝑏𝑒𝑠𝑡 location. The new
position of the particle is determined by the sum of earlier
position and the new velocity. After the application of PSO
algorithm, the algorithm keeps on with the assessment phase.
The function estimated by each particle in the population is
evaluated on the fitness cases set. For each input set, the result
of the function is compared with the expected output of that
fitness case and the fitness of the particle is regulated
according to the results as presented in [17].
In this study, the fitness of a particle is calculated as the sum
of squares of the absolute difference between the expected
output value and the value returned by the particle. The fitness
function of the model is given by:
𝑛 𝑜𝑏𝑠 𝑒𝑟𝑣𝑒𝑑 𝑝𝑟𝑒𝑑𝑖𝑐𝑡𝑒𝑑
Min f (v) = 𝑖=1(𝐸𝑖 − 𝐸𝑖 )2 (1)
Where:
𝑬𝒐𝒃𝒔𝒆𝒓𝒗𝒆𝒅 :The actual peak load demand
𝑬𝒑𝒓𝒆𝒅𝒊𝒄𝒕𝒆𝒅 :The predicted peak load demand
n :Is the number of observations
In this research work, the estimation of peak load demand is
based on three previous readings was modeled by using linear
form,
𝐸𝑙𝑖𝑛𝑒𝑎𝑟 = 𝑤1 𝑋1 + 𝑤2 𝑋2 + 𝑤3 𝑋3 + 𝑤4 (2)
Where:
𝑿𝒊 : Previous reading of peak load
𝒘𝒊 : Weighting parameters of PSO models
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 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015

B. The PSO Mathematical Modeling IV. ADAPTIVE WEIGHTED PARTICLE SWARM

The particle i position and velocity are represented in OPTIMIZATION MATHEMATICAL MODEL-
the n-dimensional search space as follows as explained in ING
[18]:
Adaptive Weighted Particle Swarm Optimization
𝑋𝑖 = (𝑥𝑖1 , 𝑥𝑖2 , … … , 𝑥𝑖𝑛 ) (3) (AWPSO) technique has been suggested by Mahfouf for
improving the performance of PSO in multi-objective
𝑉𝑖 = (𝑣𝑖1 , 𝑣𝑖2 , … … , 𝑣𝑖𝑛 ) (4) optimization problems as presented in [19]. The adaptive
weighted PSO is achieved by two terms: inertia weight (W)
The best previous position of the 𝑖 𝑡ℎ particle is recorded and and Acceleration factor (A). The inertia weight function is to
represented as follows: balance between global and local explorations. It controls the
influence of the previous history of the velocities on the
𝑝𝑏𝑒𝑠𝑡 𝑝𝑏𝑒𝑠𝑡 𝑝𝑏𝑒𝑠𝑡 current one. Larger the inertia weight, larger exploration of
𝑃𝑏𝑒𝑠𝑡 = (𝑥𝑖1 , 𝑥𝑖2 , … … , 𝑥𝑖𝑛 ) (5)
search space while smaller the inertia weights, the search will
be limited and focused on a small region in the search space.
The best particle among all the particles in the group is
The inertia weight formula is as follows which makes W value
represented by:
changes randomly from 𝑊𝑂 to 1 as described in [20, 21].
𝐺𝑏𝑒𝑠𝑡 = (𝑥1𝐺𝑏𝑒𝑠𝑡 , 𝑥2𝐺𝑏𝑒𝑠𝑡 , … … , 𝑥𝑛𝐺𝑏𝑒𝑠𝑡 ) (6)
𝑊 = 𝑊𝑂 + 𝑟𝑎𝑛𝑑 0,1 (1 − 𝑊𝑂 ) (9)
The modified velocity and position of each particle can be
Particle velocity at 𝑖 𝑡ℎ iteration as follows:
calculated as per following formulas [3]:
𝑉𝑖 𝑡 = 𝑊. 𝑉𝑖 𝑡 − 1 +𝐴𝐶1 . 𝑟𝑎𝑛𝑑 0,1 . 𝑃𝑏𝑒𝑠𝑡 − 𝑋𝑖 𝑡 − 1
𝑉𝑖 𝑡 = 𝑊. 𝑉𝑖 𝑡 − 1 + 𝐶1 . 𝑟𝑎𝑛𝑑 0,1 . 𝑃𝑏𝑒𝑠𝑡 − 𝑋𝑖 𝑡 − 1

+𝐶2 . 𝑟𝑎𝑛𝑑 0,1 . 𝑔𝑏𝑒𝑠𝑡 − 𝑋𝑖 𝑡 − 1 (7) +𝐴𝐶2 . 𝑟𝑎𝑛𝑑 0,1 . 𝑔𝑏𝑒𝑠𝑡 − 𝑋𝑖 𝑡 − 1 (10)

𝑋𝑖 𝑡 = 𝑋𝑖 𝑡 − 1 + 𝑉𝑖 𝑡 i=1, 2, 3, …..., N (8) Additional term denoted by A is called the acceleration factor
and is added in the original velocity equation to improve the
Where: swarm search. The acceleration factor formula as presented in
[20, 22] becomes as follows:
𝑽𝒊 𝒕 :velocity of the particle i at iteration t
𝐴 = 𝐴𝑂 + 𝑖/𝑛; (11)
𝑿𝒊 𝒕 :current position of the particle i at iteration t

d :Dimension As shown in acceleration factor formula that the acceleration

term will increase as the number of iterations increases, which
t :Times will improve the global search ability at the end of the run and
i :Particle number help the algorithm to get far away from the local optimum
region. In this paper 𝐴𝑂 is set to 0.5.
N :Number of particles The constants 𝐶1 and 𝐶2 represent the weighting factors and are
tuned in the process. These factor pull each particle toward the
𝑪𝟏 :Cognitive acceleration coefficients 𝑃𝑏𝑒𝑠𝑡 and 𝑔𝑏𝑒𝑠𝑡 positions. Low values allow particles to roam
remotely from the objective regions before being pulled back.
𝑪𝟐 :Social acceleration coefficients
However, high values result in sudden movement towards, or
𝑷𝒃𝒆𝒔𝒕 𝒊 :Particle i best position past, objective regions as explained in [5].

𝒈𝒃𝒆𝒔𝒕 :Global best position Where:

W :Inertia weight
:Random number obtained from a uniform
𝒓𝒂𝒏𝒅 𝟎, 𝟏 random distribution function in the interval
[0,1]
𝑪𝟏 and 𝑪𝟐 :Are the constant representing the weighting of
the stochastic acceleration terms that pull each
particle towards 𝑷𝒃𝒆𝒔𝒕 and 𝐠 𝐛𝐞𝐬𝐭 positions
𝑾𝑶 :Initial positive constant in the interval [0,1]
𝑨𝑶 :Initial positive constant in the interval [0.5,1]
N :Number of iterations

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 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015
V. ADAPTIVE ACCELERATION COEFFICIENTS
BASED PSO
The Time-Varying Inertia Weight (TVIW) can
represent a good solution at a much faster rate but its ability to
adjust the optimum solution is weak, due to the absence of
diversity at the end of the search. It has been observed by the
majority of researchers that in PSO, problem based adjusting
of parameters is a key factor to find the optimum solution pre-
cisely and efficiently as explained in [23, 24]. New researches
have appeared to improve PSO Algorithms, as Time-Varying
Acceleration Coefficients (TVAC), where C1 and C2 as pre-
sented in [18] change linearly with time, in the way that the
cognitive component is reduced while the social component is
increased as the search continue.
In this section, a new algorithm called Adaptive
Acceleration Coefficients (AAC) as explained in [24] to
execute the PSO algorithm will be described. A suggestion
will be given on how to deal with inertia weight and
acceleration factors. The new algorithm is designed to change
acceleration coefficients exponentially (with inertia weight) in
the time, with respect to their minimal and maximal values.
The selection of the exponential function is justified by the
increasing or decreasing speed of such a function to hurry the
convergence process of the algorithm and to obtain better
search in the exploration space. Furthermore, C1 and C2
change adaptively according to the fitness value of Gbest and
Pbest, as presented in [25], becomes:
𝑉𝑖 𝑡+1 = 𝑤 𝑡
𝑉𝑖 𝑡 + 𝐶1 𝑡 𝑟1 ∗ 𝑃𝑏𝑒𝑠𝑡𝑖 𝑡 − 𝑋𝑖 𝑡 + values of weight factor and acceleration coefficients ωo
(𝑡)
𝐶2 𝑟2 ∗ 𝐺𝑏𝑒𝑠𝑡 (𝑡) − 𝑋𝑖 𝑡
𝑤 (𝑡) = 𝑤0 ∗ exp⁡
(−𝛼w ∗ 𝑡)
(𝑡)
(−𝛼c ∗ 𝑡 ∗ 𝑘𝑐𝑡 )
𝐶1 = 𝐶1o ∗ exp⁡
(𝑡)
(𝛼c ∗ 𝑡 ∗ 𝑘𝑐𝑡 )
𝐶2 = 𝐶2o ∗ exp⁡
𝛼𝑐 = (−1/𝑡𝑚𝑎𝑥 ) * ln (𝐶2𝑜 / 𝐶1𝑜 )
𝑘𝑐𝑡 = (𝐹𝑚𝑡 − 𝐺𝑏𝑒𝑠𝑡 (𝑡) ) / 𝐹𝑚𝑡
(𝑡+1)
𝑋𝑖 𝑡+1 = 𝑋𝑖 𝑡 + 𝑉𝑖
Where:
(𝒕)
𝒘(𝒕) and 𝑪𝟏 :Are the inertia weight factor and acceleration
coefficient respectively at iteration t
i :Equal 1 or 2
t :is the iteration number
ln :is the neperian logarithm
𝜶𝒘 :is determined with respect to initial and final
values of ω with the same manner as αc
𝒌𝒄𝒕 :is determined based on the fitness value of
Gbest and Pbest at iteration t
𝒘𝟎 and Coi :initial values of inertia weight factor and
acceleration coefficients respectively
𝑭𝒎𝒕 :is the mean value of the best positions related
to all particles at iteration t
VI. MODIFIED ADAPTIVE ACCELERATION
COEFFICIENTS BASED PSO
In this research work, a different scheme for
(𝑡) (𝑡) (𝑡)
considering 𝐶1 and 𝐶2 is proposed. Considering 𝐶1 as
given in Equation (14) and instead of the Equation (15) the
(𝑡)
parameter 𝐶2 is suggested (for first time in this article) to be
as given by Equation (19):
(𝑡) (𝑡)
𝐶2 = 4 − 𝐶1 (19)
Therefore this technique will be called Modified Adaptive
Acceleration Coefficients based PSO (MACCPSO).
A. The Procedure of MAAC Based PSO
MAAC based PSO procedure could be summarized as
follows:
1) Initialization: Generate N-particles
randomly with initial position vector (initial vector of ge-
nerators’ real power outputs, within their minimum and
maximum power outputs). Initial velocities are generated
randomly in their predetermined permissible range. F max
and Fmin are specified in the initial population with initial
and Coi.
(12)
2) Evaluate the fitness function of all particles
in the population using the above equations. Find best
(13)
position Pbest of each particle and update its objective
value. Similarly, find the global best position Gbest among
(14) all the particles and update its objective value.
3) If stopping criterion is met, output the Gbest
(15) particle and its objective value. Otherwise continue.
4) Calculate kc coefficient, evaluate the inertia
(16) factor and acceleration coefficients according to Eq-
uations (13), (14) and (19); so that each particles move-
(17) ment is directly controlled by Gbest and Pbest fitness values.
5) Update the velocity using Equation (16) and
(18) if its new value goes out of range, set it to the boundary
value.
6) Update the position of each particle
according to Equation (22). Check the limits of particle’s
positions (ramp rate limits and generators prohibited
operating zones). If any of the limits are violated then the
particle’s position must be modified toward the near
margin of the feasible solution. Go to step 2.
4
 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015

VII. SIMULATION RESULT AND DISCUSSION velocity

In this section, the simulation results from the

proposed MACCPSO are compared with those of the PSO and
TABLE II
AWPSO algorithms. A Matlab code was written to carry out PARAMETERS OF MAACPSO
the PSO, AWPSO and MACCPSO algorithms. The values of Parameter Parameter
Parameters Description
the used parameters in PSO, AWPSO and MAACPSO Name Value
techniques in MATLAB program are shown in Table I and in Number of swarm
N 30
beings
Table II. These values of 𝐶1 , 𝐶2 , 𝑤𝑜 and 𝐴o are chosen
n Number of iterations 150
because they offer the best performance among other values,
this is fully illustrated in Appendix [26]. 𝑪𝟏𝒐 Initial acceleration factor1 1

𝑪𝟐𝒐 Initial acceleration factor 2 2.5

TALE I
PARAMETERS OF PSO AND AWPSO Initial positive constant
Parameter Parameter 𝑾𝑶 0.4
Parameters Description chosen from [0,1]
Name Value
N Number of swarm beings 30
n Number of iterations 150
𝑪𝟎 Percentage of old velocity 0.7 In addition to the actual values (observed) of the peak
𝑪𝟏 Acceleration factor 1 1 power load, Table III displays the monthly peak load forecast
by PSO, AWPSO and the proposed MACCPSO for the year of
𝑪𝟐 Acceleration factor 2 2.5
2010.
Initial positive constant in the
𝐖𝐎 0.6 The simulation results show a significant improvement in re-
interval [0,1]
Initial positive constant in the duced percentage absolute error. Also, it shows that the
𝐀𝐎 0.65
interval [0.5,1] MAAC-PSO has good convergence property.
Range of initial uniform dis-
𝐗 𝐎 𝒓𝒂𝒏𝒈𝒆 [0 10]
tribution of creature position
𝐕𝐬𝐭𝐝 𝒅𝒆𝒗 Standard deviation for 1

TABLE III
MONTHLY LOAD FORECASTING FOR THE YEAR 2010
% %
Previous Actual Previous Actual
Month Estimated [MW] Abs. Month Estimated [MW] Abs.
readings [MW] readings [MW]
Error Error
t-1 18050 PSO 18700.3 0.002 t-1 21090 PSO 23470.1 0.000
Jan t-2 17850 18700 AWPSO 18690.3 0.052 Jul t-2 20120 23470 AWPSO 23463.6 0.027
t-3 16550 MACCPSO 18699.8 0.001 t-3 18900 MACCPSO 23469.9 0.000
t-1 17950 PSO 18849.3 0.004 t-1 20850 PSO 23203.5 0.015
Feb t-2 17300 18850 AWPSO 18841.7 0.044 Aug t-2 21330 23200 AWPSO 23352.8 0.659
t-3 16300 MACCPSO 18850 0.000 t-3 19250 MACCPSO 23200 0.000
t-1 18265 PSO 20048.5 0.007 t-1 20600 PSO 22459.8 0.001
Mar t-2 18442 20050 AWPSO 20038.4 0.058 Sep t-2 20300 22460 AWPSO 22451.4 0.038
t-3 16300 MACCPSO 20052.2 0.011 t-3 18900 MACCPSO 22459.6 0.002
t-1 18825 PSO 20300.4 0.002 t-1 21000 PSO 22769.9 0.000
Apr t-2 19270 20300 AWPSO 20277.7 0.110 Oct t-2 19050 22770 AWPSO 22770.8 0.004
t-3 16650 MACCPSO 20300.9 0.004 t-3 18150 MACCPSO 22770.4 0.002
t-1 19200 PSO 21650.1 0.000 t-1 18950 PSO 20349.4 0.003
May t-2 18820 21650 AWPSO 21666.1 0.074 Nov t-2 18100 20350 AWPSO 20361 0.054
t-3 17900 MACCPSO 21648 0.009 t-3 17313 MACCPSO 20350.2 0.001
t-1 20950 PSO 22750.2 0.001 t-1 18914 PSO 19899.7 0.002
Jun t-2 19738 22750 AWPSO 22741.3 0.038 Dec t-2 18100 19900 AWPSO 19938.6 0.194
t-3 18500 MACCPSO 22750 0.000 t-3 17600 MACCPSO 19899.7 0.002

5
 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015

VIII. CONCLUSIONS AND FUTURE REFERENCES

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timization for recurrent network design,” Systems, Man, and Cyber-
In this paper, a new trend as evolutionary computing netics, Part B: Cybernetics, IEEE Transactions on, vol. 34, no. 2, pp.
methods, mainly MACCPSO, applied to minimize the errors 997-1006, 2004.
[2] Poli, R., Kennedy, J., and Blackwell, T., “Particle swarm optimiza-
between the forecasted values and the actual (target) values. tion,” Swarm intelligence, vol.1, no.1, pp. 33-57, 2007.
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 17th International Middle East Power Systems Conference, Mansoura University, Egypt, December 15-17, 2015
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