Applied Energy 261 (2020) 114368

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Applied Energy
journal homepage: www.elsevier.com/locate/apenergy

Short-term electrical load forecasting based on error correction using T

dynamic mode decomposition
⁎ ⁎
Xiangyu Konga, , Chuang Lia, , Chengshan Wanga, Yusen Zhangb, Jian Zhangc
a
Key Laboratory of Smart Grid of Ministry of Education (Tianjin University), Nankai District, Tianjin 300072, China
b
Xiong’an New Area Branch of State Grid Hebei Electric Power Co., Ltd., Baoding 071600, Hebei Province, China
c
State Grid Tianjin Electric Power Company, Tianjin 300010, China

H I GH L IG H T S

• An error correction method based on dynamic mode decomposition is proposed.

• Developed an extreme value constraint method to further correct outliers.
• The proposed method does not depend on any previous assumptions.
• The proposed method can improve the prediction accuracy of different models.

A R T I C LE I N FO A B S T R A C T

Keywords: Accurate short-term load forecasting (STLF) is an important basis for daily dispatching of the power grid, but the
Short-term load forecasting non-stationary characteristics of the load series add to the challenge of this task. Many researchers have been
Error correction working to improve the accuracy and speed of forecasting models, but stability is equally important. This paper
Dynamic mode decomposition develops a forecasting method based on error correction using dynamic mode decomposition (DMD) for STLF,
Grey relational analysis
including data selection, error forecasting, and error correction. In the data selection stage, three types of data
Extreme value constraint method
are selected as input data of the model, including previous day data, same day data in previous week and similar
day data obtained by grey relational analysis (GRA). In the error forecasting stage, the data driving char-
acteristics of the DMD algorithm is used to capture the potential spatiotemporal dynamics of error series, thereby
realizing the error forecasting. In the error correction stage, on the basis of combining the forecasting results of
load and error, an extreme value constraint method (EVCM) is developed to further correct the load demand
series. Based on the load data of different regions, this paper selects different performance indicators, such as
MAPE, MAE, RMSE, Variance and direction accuracy (DA), to prove that the proposed method has the ad-
vantages of accuracy and stability.

1. Introduction of units, economic dispatch, optimal trend, electricity market transac-

In recent years, many countries have actively promoted low-carbon
energy transformation and the economic access of renewable energy to
power systems. However, the high proportion of renewable energy is
connected to the grid, which has an impact on the users’ power con-
sumption behavior and electrical load forecasting. As a part of power
planning, load forecasting plays a fundamental role in achieving safe
operation and scientific management of the system. Accurate load
forecasting is an important guarantee for improving the utilization of
generation equipment and the effectiveness of economic dispatch.
Furthermore, it has important significance for the optimal combination
tions, etc. [1].
Electrical load forecasting can be divided into long-term (years
ahead), medium-term (months to a year ahead), short-term (one day to
weeks ahead) and ultra-short-term (minutes to hours ahead) according
to forecasting periods [2]. For short-term load forecasting (STLF), their
24-hour demand curves have obvious similarities including (1) between
different working days, (2) the same day data in the previous weeks, (3)
between different rest days [3]. In addition, it is sensitive to changes in
the external environment, such as climate change, demand response
and social activities, which increases the randomness of the load series
[4]. At the same time, with the large-scale access of energy storage,

⁎
Corresponding authors.
E-mail addresses: eekongxy@tju.edu.cn (X. Kong), lchuangsky@tju.edu.cn (C. Li), cswang@tju.edu.cn (C. Wang).

https://doi.org/10.1016/j.apenergy.2019.114368
Received 17 September 2019; Received in revised form 7 December 2019; Accepted 12 December 2019
Available online 30 December 2019
0306-2619/ © 2019 Elsevier Ltd. All rights reserved.
X. Kong, et al.
electric vehicles and renewable energy to the grid, which poses more
serious challenges for STLF.
1.1. Related works and motivation
In the past decades, various STLF methods can be roughly divided
into three categories according to the technical characteristics, in-
cluding (1) statistical method (e.g., linear model, non-linear model,
correlation analysis method, probabilistic load forecasting, etc.), (2)
neural network model (e.g., artificial neural network, deep belief net-
work, deep Boltzmann machine, etc.), (3) hybrid forecasting method.
In general, the linear model is simple and easy to implement [5],
such as auto-regressive moving average (ARMA), auto-regressive in-
tegrated moving average (ARIMA), exponential smoothing, semi-para-
metric model (SPM), multiple linear regression (MLR), etc. Zhang et al.
[6] proposed a hybrid forecasting method including wavelet transform,
kernel extreme learning machine (KELM) and ARMA, and proved that
this method has better versatility and practicability than the single
model. Based on the electrical demand data from different European
countries, Taylor [7] proved that the two-season Holt-Winters ex-
ponential smoothing has the advantage of simplicity and robustness
compared to ARIMA. However, Gould et al. [8] believed that the use of
Holt-Winters exponential smoothing (HWES) needs to be based on the
assumption that the intraday cycle is the same for each day of the week,
which limits the scope of application of it. To solve this problem, Gould
et al. proposed an intraday cycle exponential smoothing method that
allows intraday periods of different dates to be represented by different
seasonal components. Goude et al. [9] used a semi-parametric model to
estimate the relationship between load and influencing factors, and
effectively predicted the load demand of more than 2200 substations in
France. In the 2012 Global Energy Forecasting Competition
(GEFCom2012), MLR is widely used. Research group CountingLab de-
veloped a prediction method that combines 5-best fitted models based
on MLR and won the competition. Other research groups Quadrivio and
Tao’s Vanilla Benchmark used a simple model MLR and ranked 7th and
25th respectively [10].
Non-linear model is transformed into a linear model by embedding
input data into high-dimensional space based on non-linear mapping
[11]. Since the performance of the model depends on the choice of
parameter values, researchers improve the prediction accuracy of the
support vector machine (SVM) by finding suitable optimization algo-
rithms [12]. SVM and its variants are widely used for STLF. Yang et al.
[13] improved the performance of the model by combining the sub-
sampling method with support vector regression (SVR). However, the
introduction of asymptotic normality increases the complexity of the
method. As we all know, the kernel function directly determines the
performance of SVM, but the choice of the kernel function is still an
unsolved problem. In addition, generalized additive model (GAM) is
also a type of nonlinear model. Serinaldi [14] changed the model
parameters according to the relationship between multi-linear and non-
linear, and established the dynamic distribution model of GAM to de-
scribe the period and trend of electricity price. GAM won the challenge
of GEFCom2014 and is one of the more popular technologies at present.
Correlation analysis methods forecast future values by calculating
the correlation between variables to match the approximation variables
in the system, and it includes pattern sequence forecasting (PSF), gray
model (GM), etc. PSF is a prediction method that mixes the nearest
neighbor algorithm with clustering techniques [15]. Alvarez et al. [16]
used clustering techniques to obtain labeled samples and then searched
for matching pattern series in historical data. However, this method
only considers the labels associated with each pattern to forecast future
values, but the impact on chance factors is underestimated. Koprinska
et al. [15] used the time series predicted by PSF as one of the input
characteristics of the neural network, but ignored the influence of error
accumulation. In STLF, GM is good at solving the uncertainty problem
and processing the sample data that is small or has bad data [17]. Zhao
2
Applied Energy 261 (2020) 114368
and Guo [17] proposed a hybrid grey model (HGM) to improve the
prediction accuracy by combining the rolling mechanism, but it cannot
balance multiple influencing factors. In order to make up for this
shortcoming, Li et al. [18] proposed a multivariate grey model (MGM).
Probabilistic load forecasting (PLF) can be obtained from the fol-
lowing conditions: (1) using probabilistic predictive models; (2) simu-
lating predictive input scenarios; (3) converting point load forecasting
into PLF by residual simulation or combination forecasting [19].
Among the various methods of PLF, the simulated temperature scene
(STS) is generally accepted for its simplicity and interpretability [19].
Xie and Hong [19] used error measurements to quantitatively compare
the generation techniques of temperature scene, including the fixed-
date, shifted-date and bootstrap methods, and proposed an empirical
formula to select the parameters of temperature scene. PLF is widely
concerned because it provides more comprehensive prediction in-
formation. In GEFCom2014, GAM showed good predictive performance
in the electrical load forecasting [20]. In GEFCom2017, a black analysis
technique is developed to establish a set of base point prediction models
for each region and hour of the day, and to achieve more accurate
predictions [21]. However, compared with point load forecasting, PLF
is more difficult to integrate into other applications, such as control
systems.
Neural network consists of the input layer, hidden layer and output
layer [22]. It is widely used in the field of STLF, such as artificial neural
network (ANN) [1], generalized regression neural network (GRNN)
[23], wavelet neural network (WNN) [24], etc. Based on the decom-
posed load time series, Qiu et al. [25] used the deep belief network
(DBN) to model each component separately and then weighted their
prediction results. Zhang et al. [26] used the deep Boltzmann machine
(DBM) to forecast wind speed, but it is difficult to determine the op-
timal topology of the model. In theory, the more complex the structure
of depth model, the stronger the fitting ability, which means it can
approach complex time series [22], but the training efficiency of depth
model will be significantly reduced [26]. With the advent of cloud
computing and big data era, the significant increase in computing
power can alleviate the inefficiency of training, which has led to a re-
search boom in deep learning. In fact, the learning process of the neural
network involves many parameters that are set according to experience,
so it often falls into the local minimum [25].
Most of the above references use a hybrid prediction method. Due to
the complexity of the prediction environment, it is difficult for a single
model to meet the requirements for prediction accuracy, so researchers
combine the advantages of multiple technologies to predict future load
values [27]. From the characteristics of hybrid prediction, this paper
roughly divides it into the following three types.
(1) Hybrid of decomposition technique and prediction model. The main
function of decomposition technique is to decompose and extract
the characteristics of load time series, and it includes wavelet
transform (WT) [6], wavelet packet transform (WPT) [28], em-
pirical mode decomposition (EMD) [24,25], ensemble empirical
mode decomposition (EEMD) [29], fast ensemble empirical mode
decomposition (FEEMD) [23], complementary ensemble empirical
mode decomposition (CEEMD) [27], singular spectrum analysis
(SSA) [30], variational mode decomposition (VMD) [27] and dy-
namic mode decomposition (DMD) [5], etc. In response to the
pattern mixing problem of EMD, EEMD is proposed. However,
EEMD cannot completely eliminate the white noise, and its de-
composition rate is slow. Therefore, CEEMD and FEEMD are de-
veloped to deal with white noise and improve decomposition speed
separately [27]. In order to adapt to the prediction environment,
the use of decomposition technique has become diverse, such as
single-layer decomposition [25] and two-layer decomposition [27].
(2) Hybrid of feature selection technique and prediction model. In
general, the main purpose of the feature selection technique is to
select strongly correlated features for the model to improve the
X. Kong, et al. Applied Energy 261 (2020) 114368

accuracy and speed of the prediction [2]. Koprinska et al [2]
evaluated the performance of four feature selection techniques,
such as auto-correlation (AC), mutual information (MI), RReliefF
(RF), and correlation-based feature selection (CFS). Furthermore,
ant colony optimization (ACO) and minimal redundancy maximal
relevance (mRMR) are also used for feature selection [31]. Since
the feature selection is a process of removing redundant features, it
does not fully exploit the useful information in redundant features.
(3) Hybrid of error correction technique and prediction model. Error
correction techniques extract useful information from the error
values to correct the predicted values. Hao and Tian [32] used the
extreme learning machine (ELM) optimized by the multi-objective
grey wolf optimizer (MOGWO) to separately predict the error and
wind power components, and then integrated the predicted values
of all components and errors to improve the accuracy of wind
power prediction. Based on data transformation, Yu et al. [33]
constructed an error forecasting model using the gray model (GM
(1, 1)). Mao et al. [34] proposed a novel error forecasting model
that combines with the wind speed forecasting model to obtain
more accurate prediction results. Furthermore, Cai et al. [35] used
SVR as an error prediction model to correct the prediction results of
the seasonal ARIMA model, thereby reducing the impact of nu-
merical weather prediction (NWP) errors on STLF.
In addition to the hybrid model based on the error correction
technique, other hybrid models can improve the prediction results to
some extent, but the importance of error data is ignored [33]. There-
fore, this paper makes full use of error data to achieve error correction,
which further improves the accuracy of short-term electrical load
forecasting. Table 1 shows a detailed review of the above references.
correction method for the load forecasting model. By establishing a
comparative experiment of singular spectrum analysis (SSA) and DMD,
Sanei et al. [36] proved that DMD has higher accuracy in predicting
univariate time series. In this paper, an error correction method based
on DMD is proposed, and it can identify the fluctuation characteristics
of the error and improve the prediction accuracy of the complex non-
linear error curve. The main contributions of this paper are as follows.
(1) Considering that the load forecasting model is always accompanied
by the existence of error, a DMD-based error prediction method is
established to effectively capture the dynamic trend of error series
and achieve accurate error prediction. It does not need to extract
input features and select parameters, which makes the prediction of
errors easier to implement.
(2) An error correction strategy is proposed, which can accurately
forecast load demand series in a complex environment by providing
correction values for load forecasting results. It has good general-
ization ability and can be mixed with various load prediction
models to form a more accurate and stable model.
(3) By obtaining the extreme values of the three data types, such as the
previous day data, the same day data in previous week and the
similar day data, an extreme value constraint method (EVCM) is
developed to further correct the load time series corrected by DMD,
thereby improving the stability of the prediction model.
The remainder of this paper is organized as follows. The mathe-
matical principle and application process of DMD are given in Section
2. The proposed method is described in detail in Section 3. Experi-
mental analysis is presented in Section 4. Finally, this study is sum-
marized and prospected in Section 5.

1.2. Objective and contributions 2. Mathematical principle of DMD

The purpose of this paper is to provide a stable and accurate error DMD is a data-driven algorithm, which is originally used in the field

Table 1
Summary of various prediction models.
Type Category Technique Data source Interval Index

Statistical methods Linear model ARMA [6] America, Spain One-hour MAE, RMSE, MAPE
HWES [8] America One-hour MSFE
SPM [9] France Ten minutes MAPE
MLR [10] GEFCom2012 One-hour WRMSE
Non-linear model SVM [12] India One-hour MAPE
SVR [13] China, America Half-an-hour MAE, MAPE
GAM [14] America, Italy One-hour WME
Correlation analysis PSF [15] Spain One-hour MAE
HGM [17] China One-year MAPE, RMSE
MGM [18] China One-year RE, MSE
PLF STS [19] North Carolina One-hour QS
Neural network models Shallow network model ANN [19] Mauritius One-month RMSE, RE
Deep network model DBN [25] Australia Half-an-hour RMSE, MAPE
DBM [26] China Ten minutes MSE, MAPE
Hybrid methods Decomposition technique and model WT-KELM-ARMA [6] America, Australia One-hour MAE, RMSE, MAPE
WPT-LSSVM [28] America One-hour MSE, MAPE, ESD
EMD-ARIMA [24] Australia Half-an-hour MAPE, MAE, RMSE
EEMD-Random forest [29] China One-day MAE, RMSE, MAPE
FEEMD-GRNN [23] Australia Half-an-hour MAE, MSE, MAPE
CSV-ENN [27] China Ten minutes, Half-an-hour MAE, RMSE, DA, MAPE
SSA-AR [30] Iran One-hour DME, WME
Feature selection technique and model AC-Neural network [2] Australia Five minutes MAE, MAPE
mRMR-GRNN [31] China One-hour MAE, MAPE, TIC
Error correction technique and model MOGWO-ELM [32] Spain, Canada One-hour MAE, RMSE, MAPE
LSSVR-GM(1,1) [33] China One-year MAPE
MFEC-SVM [34] China Fifteen minutes RMSE, MAPE
SVR-ARIMA [35] New England One-hour MAPE

WRMSE: Weighted Root Mean Square Error; MSFE: Mean Square Forecast Error; TIC: Theil Inequality Coefficient; DME: Daily Mean Error; WME: Weekly Mean Error;
ESD: Error Standard Deviation; MAPE: Mean Absolute Percent Error; RMSE: Root Mean Square Error; DA: Direction Accuracy; MAE: Mean Absolute Error; MSE: Mean
Square Error; RE: Relative Error; QS: Quantile Score; CSV: hybridization of CEEMD, sample entropy, and VMD; ENN: Elman Neural Network; AR: Auto-Regressive
model; LSSVR: Least Squares Support Vector Regression; MFEC: Model of Forecasting Error Correction.

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X. Kong, et al. Applied Energy 261 (2020) 114368

of fluid dynamics to extract complex spatiotemporal features from the min ∥X2∗ − AX1∗ ∥2F
A (4)
flow data. Compared with feature extraction (using spatial samples)
and system identification (using time series and input-output samples), Combining with the Eqs. (3) and (4), A can be approximated as
the data-driven nature of DMD has the unique advantage of space-time
A ≈ B = U H YV Σ−1 (5)
coupled modeling [5]. The error forecasting based on DMD consists of
four phases: (1) constructing error Hankel matrix, (2) pattern decom- Matrix B contains the main error characteristics of A, which is due
position of the error, (3) reconstructing the error series, and (4) fore- to A ≅ B . If the ith eigenvalue of B is μi and the eigenvector is wi , then
casting the error series. the ith error mode Φi can be expressed as Uwi . The growth rate gi and
frequency fi of Φi can be defined as
2.1. Constructing error Hankel matrix gi = Re{lg(μi )}/Δt
fi = Im{lg(μi )}/Δt (6)
Before using the DMD, it is necessary to normalize the error data.
The goal of data normalization is to transform dimensioned data into After the above decomposition, we can extract the dynamic mode of
dimensionless data and map the data to a range of 0 to 1, which can the error and further estimate the evolution process of the error ac-
improve the convergence speed of the forecasting model. cording to the matrix B.
For a given error sample data Y = [x1, x2 , x3 , ⋯, x i], the data nor-
malization can be expressed as 2.3. Reconstructing the error time series
x i − x min
x i∗ = Through the singular value decomposition, the error snapshot
x max − x min (1)
x i∗ ⊆ X1∗ is mapped to the subspace zi , and the feature decomposition of
where x i∗ is the normalized value of x i , x max and x min are the maximum the matrix B is expressed as
and minimum values of Y, respectively.
To capture the complete dynamic of the error sequence, the nor- B = WDW −1, D = diag(μ1 , μ 2 , ⋯, μr ) (7)
malized error sequence is converted to a multidimensional data matrix. where W is the matrix of error eigenvectors wi , and D is a diagonal
If the error time series with length N after normalization is matrix of B singular values. According to formula (7), the error snap-
X = [x1, x2 , x3 , ⋯, x i , ⋯, xN ]. x i is the error snapshot (or observation) at shot at any time can be estimated as
the ith moment. The time interval between any two adjacent snapshots
is Δt (1 h or 15 min). x i∗ = Ax i∗− 1 = UBU H x i∗− 1 = UWDi − 1W −1U H x1∗ (8)
The error sequence X is expanded into a multi-dimensional data
Combining with Φi = Uwi , the amplitude of the error modality can
matrix whose window length is L ∈ [2 ⩽ L ⩽ (N /2)] and the number of
be defined as
overlapping segments is K = N − L + 1,
α = W −1z1 = W −1U H x1∗ (9)
x x2 x3 ⋯ xL
⎡ 1 ⎤
∗ ∗ ∗ ∗ ⎢ x2 x3 x4 ⋯ xL + 1 ⎥ where α = [α1,α2, ⋯, αr ]T ,
αr is the amplitude of the rth mode re-
X = [x1 , x 2 , ⋯, xL ] =
⎢ ⋮ ⋮ ⋮ ⋱ ⋮ ⎥ presenting the contribution of this mode to the error snapshot x1∗.
⎢
⎣ xK xK + 1 xK + 2 ⋯ xK + L − 1⎥
⎦ (2) Combining with the Eqs. (8) and (9), the reconstructing an error
snapshot at any time can be expressed as
Since the elements on each sub-diagonal of X∗
are equal, it is a
Hankel matrix. Generating the error matrix of this special structure is r

helpful to better capture the dynamic change pattern of errors. x i∗ = ∑ Φj αj (μj )i −1

j=1 (10)

2.2. Pattern decomposition of the error Reconstructing an error time series matrix X R∗ with a window length
of p (p > r), it can be expressed as
Using the error snapshots from 1 to L, the snapshot matrices X R∗ = [xR∗ (1) , xR∗ (2) , ⋯, xR∗ (p) ] = ΦαVand (p)
X1∗ = [x1∗, x 2∗, ⋯, xL∗ - 1] and X2∗ = [x 2∗, x 3∗, ⋯, xL∗] can be constructed. The
1
average interval of the k-lag vector xL∗ is Δt , so there is a mapping A α1 ⎡ 1 μ1 ⋯ μ1p − 1⎤
⎛ ⎞⎢
between successive lag vectors such that X2∗ is equal to AX1∗. The A is a = [Φ1, ⋯, Φr ] ⎜ ⋱ ⎟ ⋮ ⋮ ⋮ ⎥
⎝ αr ⎠ ⎢ 1 μ 1 ⋯ p−1
μ1 ⎥
⎥
high-dimensional error system matrix that reflects the dynamic char- ⎢
⎣ 1 ⎦ (11)
acteristics of the error system. Since the dimension of A is high, it is
necessary to calculate it from the error sequence by means of reducing where Vand (p) is a standard Vandermonde matrix for reconstruction. By
order. using it to form the time series of the DMD model, xR∗ (p) can be increased
Since the similar transformation of high-order operators is per- to appropriate error values.
formed by singular value decomposition to achieve system re-
construction, which has better numerical stability [37]. For X1∗, a si- 2.4. Forecasting the error series
milar matrix B can be provided instead of the A. To find the orthogonal
subspace of a similar transformation, the singular value decomposition Since the range of error values based on reconstruction is between 0
of X1∗ can be used to obtain and 1, the inverse normalization is required to restore the true error
value, according to the Eq. (12).
X1∗ = U ΣV H , A = UBU H (3)
xR (ij) = xR∗ (ij) (x max − x min ) + x min (12)
where U and V H
are the left and right singular vectors, V H
is the adjoint
matrix of V, Σ is the singular value diagonal matrix of X1∗, whose di- where xR (ij) is the jth error value of the ith snapshot after anti-normal-
agonal contains n singular values. In the singular value decomposition ization, x max and x min are the maximum and minimum values of the
process, in order to reduce the numerical noise, larger singular values sample Y, respectively.
are preserved. In order to predict the error time series of length f, the anti-nor-
The calculation of B can be regarded as the minimization of the malization error matrix XR = [xR (1) , xR (2), ⋯, xR (p) ] is reorganized into
Frobenius norm, which can be expressed as XR̂ . XR̂ ∈ g × f , g = p − f + 1, the element XR̂ (ij) , 1 ⩽ i ⩽ g , 1⩽ j ⩽ f .

4
X. Kong, et al. Applied Energy 261 (2020) 114368

divides the data set into three parts including the load forecasting
model training set (A), the forecasting error training set (B), and the test
set (C). In Fig. 3, the ratio of the three parts is set to 2:2:1, which means
that 40% of the data is used for the training of the load forecasting
model, 40% of the data is used for the training of the error forecasting
model, and 20% of the data is used to test the final result of the pre-
diction. Based on the divided data, the specific use of each part of the
data in the proposed method is described in Fig. 4.
With the advent of grid big data, the variables of the input model
are not limited to the electrical load data. Entering multiple variables to
improve the performance of the model is widely used, such as date type
[9], temperature [2,9], humidity [2], weather, electricity price [28],
etc. In addition, in the context of renewable energy [38] and demand
Fig. 1. Process of forecasting the error time series based on DMD. response [39], the choice of input variables is more diverse.
In fact, inputting a large number of weakly correlated variables has
no positive significance for the training of predictive models, which
x xR (2) ⋯ xR (f )
⎡ R (1) ⎤ means that the number of input variables is not necessarily related to
⎢ x x ⋯ xR (2f ) ⎥
X^R = ⎢
R (f + 1) R (f + 2)
the prediction accuracy [40]. Electrical load series has some special
⋮ ⋮ ⋱ ⋮ ⎥
⎢ xR (g ) xR (g + 1) ⋯ xR (g + f − 1) ⎥ properties, such as (1) similarity (similar load demand on different
⎣ ⎦ (13) dates), (2) correlation (susceptible to the load of the previous day), and
In order to obtain an accurate error sequence with a window length (3) weekly periodicity (the same day data in the previous week is si-
of f, it is necessary to perform an averaging operation on the diagonal of milar). Therefore, this paper selects three types of data from the his-
X^R according to the Eq. (14). torical sample dataset to predict load demand, including (1) the pre-
vious day data, (2) the same day data in the previous week, and (3) the
n+1
⎧ 1 ∑ x similar day data.
, 1⩽ n < (g − 1)
⎪ n + 1 m = 1 R (m, n − m + 2) For the selection of similar day data, grey relational analysis (GRA)
⎪
⎪ 1 g is used to process the load time series in this paper [41]. The method
xn = ∑ xR (m, n − m + 2), (g − 1) ⩽ n < f uses the degree of association to represent the similarity of the shape
⎨ g m=1
⎪ p−f +1 between the associated sequence and the reference sequence, and the
⎪ 1 ∑ xR (m, n − m + 2) , f ⩽ n < p higher the similarity of the sequence shape, the greater the correlation.
⎪ p − n
⎩ m=n−f +2 (14) The specific calculation process is as follows.
where m and n represent the position of the element in the matrix XR̂ ,
(1) Selecting the load sequence.
i + j = n + 2 . The final predicted error time series x can be expressed as
x = [x1, x2 , ⋯, x f ] (15) The reference sequence X0 = [x 0 (1), x 0 (2), ⋯, x 0 (n)] and the com-
parison sequence Xi = [x i (1), x i (2), ⋯, x i (n)] are defined, where x 0 (n)
Finally, the process of predicting the error time series with DMD can
and x i (n) are the value of X0 and Xi in the n moment, and n is the length
be briefly illustrated in Fig. 1.
of time.

3. Forecasting method based on error correction and dynamic (2) After the sequence is standardized, the correlation coefficient at
mode decomposition different times is calculated, which can be expressed as

This section focuses on the selection of input data and the con- minmin |x 0 (k ) − x i (k )| + λ maxmax |x 0 (k ) − x i (k )|
i k i k
F (k ) =
struction of the prediction method. Specifically, the allocation and |x 0 (k ) − x i (k )| + λ maxmax |x 0 (k ) − x i (k )|
i k (16)
application of the data required for the experiment are described in
Section 3.1, and the specific process of the proposed method is detailed where F (k ) is the kth time correlation coefficient, k ∈ (0, n) ; λ ∈ (0, 1)
in Section 3.2. is the resolution coefficient; minmin |x 0 (k ) − x i (k )| is the minimum
i k
value of the difference between the reference sequence and all com-
3.1. Data description and selection parison sequences; maxmax |x 0 (k ) − x i (k )| is the maximum value of the
i k
difference between the reference sequence and all comparison se-
This paper selects the actual load demand data from the grid in quences.
Tianjin, China including history load data from Jan 2016 to Dec 2017,
which can be divided into two types: (1) large regional level load de- (3) By calculating the average value of the correlation coefficients at
mand time series (interval: 1 h, 24 collection points a day), (2) small different times, the grey correlation degree r between the sequences
area level load demand time series (interval: 15 min, 96 collection can be expressed as
points a day). The details are shown in Table 2 and Fig. 2.
In order to match the data with the proposed method, this paper

Table 2
Data characteristics of the sample data set.
Types Years Interval Range (MW) Median (MW) Mean (MW) Variance (MW)

Large regional level 2016 1h 5550.35 3505.81 3184.11 620599.77

2017 1h 5613.13 3576.36 3241.41 593530.62
Small area level 2016 15 min 1065.65 1168.14 1048.50 11694.13
2017 15 min 1133.21 1183.27 1138.58 11356.60

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X. Kong, et al. Applied Energy 261 (2020) 114368

Fig. 2. Sample data set including large regional load with 1-hour interval and small area load with 15 min interval.

Fig. 3. Schematic diagram of the experimental data is divided into three parts
of A, B, and C according to the ratio of 2:2:1.

Fig. 4. The application process of each part of the data in the experiment.

n
1
r=
n
∑ F (k )
k=1 (17)

Fig. 5. Forecasting process of the proposed method including data selection in

3.2. Forecasting procedure Fig. A, error forecasting in Fig. B, and error correction in Fig. C.

The traditional method is to obtain the result directly through the
load forecasting model, which does not fully exploit the value of the
error. In response to this problem, this paper establishes an error cor-
rection model based on DMD to predict the error value, which is used to
correct the predicted value of load forecasting model, as shown in
Fig. 5.
The specific forecasting process is as follows.
Step 1 (preprocessing the abnormal data): based on the forecasting
model, the error sequence is obtained to determine the abnormal data,
and then correcting or deleting it [42].
Step 2 (data selection): the previous day data, the same day data in
the previous week and the similar day data are selected respectively
from load model training data and error training data, as shown in Fig.
A of Fig. 5.
Step 3 (load forecasting): the selected three types of data are input
into the load forecasting model to predict the load time series of the
error training dataset in Fig. B of Fig. 5 and the load time series of the
test dataset in Fig. C of Fig. 5.
Step 4 (obtaining the error): the original value is subtracted from the
predicted value to obtain the error time series, as shown in Fig. B of
Fig. 5.
Step 5 (error forecasting): DMD is used to predict the error time
series in Fig. C of Fig. 5. The prediction process of DMD is detailed in
Section 2.
Step 6 (obtaining the forecasting result): the final load forecasting
results can be obtained by adding the load predicted value obtained by
Step 3 to the error predicted value obtained by Step 5.
Based on the above steps, two explanations are needed.
(1) The abnormal data may be generated during data acquisition and
transmission, so simple identification and processing are required
before prediction. If the outliers disturb the normal training process
of the model, they should be corrected or deleted. The definition of
the outliers in the load time series: (1) selecting the value of the
load L at a certain moment and the mean of the moment M in the

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X. Kong, et al. Applied Energy 261 (2020) 114368

uses the Sigmoid function. The details of each model can be obtained by
consulting the corresponding references.

4.1. Performance metrics

This paper selects five performance metrics to evaluate the predic-

tion model, including mean absolute percentage error (MAPE), mean
absolute error (MAE), root mean square error (RMSE), Variance and
direction accuracy (DA). MAPE is the most widely used measure. MAE
can avoid errors offsetting each other and reflect the actual situation of
the error. RMSE is sensitive to anomalies in the dataset, which can
reflect the degree of dispersion of the error set. Variance and DA are
used to evaluate the stability and direction accuracy of the prediction
model, respectively [48]. In addition to DA, the smaller the value of
other performance indicators, the better the predictive performance of
the model.

(1) MAPE is defined as

Fig. 6. Schematic diagram of correcting the load forecasting results with EVCM.
1 N Ai − Fi
MAPE =
N
∑i =1 Ai
× 100%
(18)
previous week, (2) if the absolute value of L-M is greater than 30%
L, L is an abnormal value and is replaced by M. Otherwise, L is a
normal value. (2) MAE is defined as
(2) Some models need to optimize parameters such as SVM (regular- 1 N
ization parameters and kernel function parameters), back-
MAE =
N
∑i =1 |Ai − Fi|
(19)
propagation neural networks (weights and thresholds). If there is a
slight deviation in the setting of parameters, it usually leads to large (3) RMSE is defined as
fluctuation in the prediction results. In response to this problem,
this paper develops EVCM to simply and efficiently correct the 1 N
RMSE =
N
∑i =1 (Ai − Fi )2
(20)
prediction results. Since the three types of electrical load time series
selected in Section 3.1 are similar, EVCM takes their maximum and
minimum values as the upper and lower limits of the final load (4) Variance is defined as
forecasting values to achieve error correction, as shown in Fig. 6. 1 K
The correction rules are (1) if the predicted value is lower than the Variance =
K
∑r=1 (MAPEr − M )2 (21)
minimum value, the correction value is equal to the minimum
value, (2) if the predicted value is higher than the maximum value, (5) DA is defined as
the correction value is equal to the maximum value, and (3) if the
predicted value is greater than or equal to the minimum value and 1 N 1, (Ai + 1 − Ai )(Fi + 1 − Ai ) > 0
less than or equal to the maximum value, the correction value is
DA =
N
∑i =1 ⎧⎨ 0, otherwise
⎩ (22)
equal to the predicted value.
where N is the number of sampling points of the time series, Ai and Fi
are the actual value and the predicted values of the ith sampling point
4. Experiments and analysis respectively, K represents the number of MAPE values in the sample set,
MAPEr represents the rth MAPE value in the sample set, M represents
This section is mainly to verify the performance of the proposed the average value of the MAPE.
method in practical application. Based on the historical data described
in Section 3.1, Experiments I and II are designed in Sections 4.2 and 4.3, 4.2. Experiment I
respectively. This paper selects a variety of models to enrich the ex-
periment such as ARMA [6], ARIMA [7], GAM [14], Persistence model The statistical method is used to analyze the stability and accuracy
(PM) [43], ANN [44], SVR [45], least squares support vector machine of the predictive model. In order to reflect the role of the EVCM,
(LSSVM) [45], ELM [42,46], and back propagation (BP) neural network Experiment I established three sets of comparison scheme based on
[47]. different load forecasting models, including (1) using only load fore-
ARMA and ARIMA are traditional methods in time series analysis, casting model, (2) using EVCM to correct the predicted result of load
and their parameters are estimated by nonlinear least squares method. forecasting model, and (3) using the proposed method to correct the
For GAM, it can perform multivariate analysis because its extended predicted result of load forecasting model. Specifically, PM [43], ARMA
structure allows separation and representation of different character- [6], ANN [44], and SVR [45] are selected as load forecasting models to
istics of the signal. PM is the baseline for evaluating the predictive form four comparative schemes: (1) PM, PM-EVCM, PM-Proposal, (2)
model, and it follows a basic rule that today’s load value is equal to ARMA, ARMA-EVCM, ARMA-Proposal, (3) ANN, ANN-EVCM, ANN-
tomorrow. ANN with only one hidden layer is used to reduce the Proposal, and (4) SVR, SVR-EVCM, SVR-Proposal.
training difficulty of the model. SVR and LSSVM use the radial basis In order to obtain a large number of statistical samples, Experiment
function (RBF), and their kernel function parameter C and regulariza- I forecasts the load of day-ahead and obtains 61 days of forecast results
tion parameter γ are determined by the training data set. ELM uses a from Nov to Dec 2017 based on the large regional data of Tianjin,
single-layer feedforward neural network to achieve optimal results by China. In Fig. 7, boxplot chart counts the predicted results for each
selecting appropriate mapping functions at different hidden layer model for 61 days, and its horizontal centerline represents the median,
nodes. The number of neurons in the input layer of BP neural network is the edge locations correspond to the upper and lower quartiles of the
3, the hidden layer is 4, the output layer is 1, and its transfer function MAPE value, the “+” symbol represents the outlier. Bar graph and line

7
X. Kong, et al.
Fig. 7. Statistical results of the MAPE values obtained for 61 days forecasting for the large region in Nov and Dec 2017 using five forecasting methods.
graph depict the mean and variance of MAPE respectively. Table 3
further supplements Fig. 7, and it shows the mean and variance of MAE,
the mean and variance of RMSE, and DA for each model, and the best
values are plotted in bold.
In this paper, a stable forecast is one where the variation amongst
the forecasts is low. In order to quantify stability, we used variance as
one of the evaluation indicators. The smaller the variance, the better
the stability. Comparing the statistical results of variance, the model
based on the proposal or EVCM is significantly smaller than the single
model, which can be visually seen from the boxplot chart and line chart
of Fig. 7 or Table 3. In fact, the use of EVCM avoids the appearance of
obvious outliers due to accidental factors such as improper parameter
setting of the forecasting model or the input of abnormal data, which
8
Applied Energy 261 (2020) 114368
helps to reduce variance to build a more stable model. In addition, the
model based on the proposed method has smaller MAE, RMSE value
and larger DA value than other models, which indicates that the pro-
posed method can improve the prediction accuracy of the model.
4.3. Experiment II
In order to achieve the integrity of the experiment, Experiment II
establishes five case studies including Case 1, Case 2, Case 3, Case 4 and
Case 5.
Case 1: PM [43], ARMA [6], ELM [46], SVR [45] and GAM [14] are
selected as load forecasting models, and the method proposed is used to
correct the error, which can form five sets of comparative schemes: (1)
X. Kong, et al. Applied Energy 261 (2020) 114368

Table 3 areas is significantly lower. In terms of direction accuracy, DMD is good

MAE, RMSE and DA for different forecasting methods (The best values are given at capturing the trending characteristics of the error, so the model
in bold). based on the proposal has a larger DA value.
Data Methods DA Mean (MW) Variance (MW) Case 2: ARIMA [7], BP neural network [47] and LSSVM [45] are
selected as the load forecasting model, and the method proposed is used
RMSE MAE RMSE MAE as the error correction model, which can form three sets of comparative
schemes, including (1) ARIMA, ARIMA-Proposal, (2) BP, BP-Proposal,
2017 ARMA 0.57 504.14 435.62 4194.04 3836.21
ARMA-EVCM 0.74 485.29 410.37 1948.18 1567.44 and (3) LSSVM, LSSVM-Proposal. Based on the large regional data set of
ARMA-DMD 0.79 480.02 391.46 2351.50 2015.93 Tianjin, China in 2017, Case 2 forecasts the last two days of Jan, Feb
ARMA-Proposal 0.81 476.17 384.25 2598.51 2145.2 and Mar 2017 respectively. The specifics of the forecasting results are
ANN 0.43 578.12 465.25 5557.06 4954.39
shown in Fig. 8.
ANN-EVCM 0.69 551.20 433.21 3101.69 2799.57
ANN-DMD 0.77 545.25 419.09 2398.72 1904.08 In Fig. 8, this paper draws the load demand curve for two con-
ANN-Proposal 0.80 540.46 416.74 2305.17 1827.35 secutive days based on different methods and shows the value of per-
PM – 624.65 489.35 2965.61 2377.54 formance metrics on the right side. We can intuitively observe from
PM-EVCM – 613.59 477.35 2332.25 1942.62 Fig. 8 that the model based on the proposed method has a smaller index
PM-DMD – 604.17 469.68 2201.44 1824.70
value, which means that the proposal can effectively implement error
PM-Proposal – 596.14 468.30 1969.67 1536.88
SVR 0.64 442.32 358.58 3487.39 2836.25 correction to improve the prediction accuracy.
SVR-EVCM 0.68 450.05 375.44 2159.65 1845.91 Case 3: A small regional dataset for 2017 in Tianjin, China is con-
SVR-DMD 0.81 440.31 348.60 1950.18 1813.02 sidered to forecast the load demand for a certain day in the future. Since
SVR-Proposal 0.87 434.12 346.98 2456.31 2095.06
the load demand is sensitive to temperature changes, there is a sig-
nificant difference in demand curves for different months. In order to
take into account the difference as much as possible, Case 3 forecasts
ARMA, ARMA-Proposal, (2) PM, PM-Proposal, (3) ELM, ELM-Proposal,
the last day’s load demand for Jan, Mar, May, Jul, Sept and Dec 2017
(4) SVR, SVR-Proposal, and (5) GAM, GAM-Proposal. For the selection
based on different forecasting models.
of datasets, Case 1 contains historical load data for the 2016 large and
Specifically, Case 3 selects ARIMA [7], BP neural network [47], and
small regions of Tianjin, China, which fully considers the seasonal and
SVR [45] to set up three sets of comparative schemes, such as (1)
regional characteristics of the power load and provides a multi-level
ARIMA-ARIMA, ARIMA-Proposal, (2) BP-BP, BP-Proposal, and (3) SVR-
experimental result for Case 1, as shown in Table 4.
SVR, SVR-Proposal, to predict load demand in Jan, Mar, and May. For
From Table 4, we can observe the outstanding contribution of the
Jul, Sept, and Dec, Case 3 uses six forecasting models to forecast se-
proposal in forecasting accuracy and direction accuracy. Compared to
parately, including SVR-PM, SVR-ARMA, SVR-ARIMA, SVR-BP, SVR-
large areas, the load demand time series of small areas is usually more
SVR, and SVR-Proposal.
random and non-stationary. Therefore, the prediction accuracy in small
In Fig. 9, based on different models, the prediction results of Jan,

Table 4
Performance metrics for different forecasting methods based on different data sets (The best values are given in bold).
Datasets Seasons Metrics Methods

ARMA ARMA-Proposal PM PM-Proposal ELM ELM-Proposal SVR SVR-Proposal GAM GAM-Proposal

Large regional level Spring MAPE 5.596 4.841 8.676 7.583 4.276 4.312 2.868 2.729 4.867 4.605
MAE 185.708 176.292 303.417 208.167 161.958 170.042 111.042 108.625 180.551 164.320
RMSE 232.364 222.420 323.486 260.310 196.878 219.881 127.877 121.476 231.272 201.033
DA 0.647 0.824 – – 0.606 0.801 0.654 0.821 0.569 0.795
Summer MAPE 6.171 6.119 8.301 7.433 3.491 3.298 3.451 3.399 4.140 3.532
MAE 337.500 331.875 399.121 341.458 253.25 236.166 241.792 212.250 281.208 261.377
RMSE 400.289 352.917 461.349 405.667 283.574 264.110 272.802 237.724 302.530 293.105
DA 0.508 0.811 – – 0.553 0.711 0.620 0.901 0.561 0.848
Fall MAPE 5.447 5.366 7.273 7.011 4.635 4.551 4.560 4.385 4.703 4.566
MAE 189.583 159.510 260.752 210.125 141.458 125.417 133.875 112.752 172.250 134.359
RMSE 203.566 182.009 291.605 221.696 174.622 150.724 162.724 146.261 191.224 177.802
DA 0.622 0.793 – – 0.436 0.767 0.516 0.833 0.568 0.811
Winter MAPE 6.796 6.614 7.768 7.359 5.640 5.554 3.521 3.492 3.501 3.257
MAE 245.125 256.833 308.451 295.708 202.791 195.541 183.258 115.708 119.023 110.266
RMSE 307.256 295.058 376.892 351.659 264.453 225.224 217.383 203.574 205.467 198.209
DA 0.540 0.784 – – 0.562 0.878 0.490 0.867 0.602 0.877
Small area level Spring MAPE 8.422 8.497 12.269 12.001 7.956 8.179 7.218 6.899 6.115 6.024
MAE 112.875 128.625 160.333 154.791 109.041 113.831 105.416 95.041 89.218 82.081
RMSE 125.753 142.761 180.756 179.269 116.667 129.719 123.798 112.652 111.427 95.034
DA 0.539 0.670 – – 0.501 0.736 0.545 0.810 0.466 0.789
Summer MAPE 9.175 9.006 10.461 10.393 11.554 10.489 7.366 7.337 7.542 7.220
MAE 117.087 113.411 145.125 143.708 151.166 148.583 94.208 92.502 106.137 90.021
RMSE 143.856 137.428 158.301 157.869 160.401 159.461 110.005 108.067 122.421 95.465
DA 0.408 0.619 – – 0.452 0.794 0.469 0.755 0.454 0.728
Fall MAPE 9.866 9.276 13.825 12.933 10.819 10.011 7.838 7.639 8.542 8.399
MAE 116.255 114.374 203.568 184.958 149.375 141.758 97.541 95.416 108.028 100.544
RMSE 145.750 137.992 224.011 202.079 179.368 151.447 137.168 103.050 141.157 138.041
DA 0.521 0.763 – – 0.461 0.807 0.499 0.782 0.612 0.805
Winter MAPE 9.424 9.375 10.473 10.456 9.195 9.070 8.823 8.764 6.890 6.813
MAE 126.034 124.581 143.219 143.125 119.041 113.176 111.958 101.168 92.546 90.369
RMSE 142.980 129.084 160.027 149.483 126.854 123.149 120.302 115.709 110.994 104.076
DA 0.514 0.707 – – 0.522 0.769 0.565 0.808 0.467 0.790

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X. Kong, et al. Applied Energy 261 (2020) 114368

Fig. 8. Forecasting results of two days in advance using different models. Forecasting results for (a) 30 and 31-Jan-2017, (b) 27 and 28-Feb-2017, (c) 30 and 31-Mar-
2017. On the left is the forecasting curve and on the right is the performance metrics.

Mar, and May are clearly displayed by plotting the load demand curve,
and the prediction accuracy of Jul, Sept, and Dec are shown by plotting
the radar maps of MAPE, MAE, and RMSE respectively, which proves
that the proposed method can help different load forecasting models to
further improve the prediction accuracy.
Case 4: Since DMD is a decomposition technique, Case 4 selects
several similar techniques for comparative experiments including WT,
EMD, SSA, and VMD. WT has localized characteristics, but it is difficult
to reasonably select the wavelet basis based on the sample. EMD is
prone to modal aliasing and lacks rigorous mathematical theory. SSA is
an efficient nonparametric time series analysis algorithm. It can extract
trend, oscillation, period and noise components from the original data.
VMD is a non-recursive signal processing algorithm with complete
mathematical theory. Compared to the above decomposition technique,
the DMD-based mode has a single frequency and growth rate, which
helps to capture the changing trend of the data. However, it is sus-
ceptible to the characteristics of the sample dimension, which limits the
application of DMD to a certain extent.
Case 4 selects WT-SVM [49], EMD-SVM [50], SSA-AR [51], VMD-
ELM [52], and SVR-Proposal to forecast the load demand of the large

10
X. Kong, et al.
Fig. 9. Forecasting results of one day in advance using different models. Forecasting results for (a) 31-Jan-2017, (b) 31-Mar-2017, (c) 31-May-2017, (d) 31-Jul-2017,
(e) 30-Sept-2017, and (f) 31-Dec-2017.
region of China’s Tianjin from April 11 to 17, 2016 (one week). The
values of MAPE and RMSE for the five methods are shown in Table 5,
and the best values are indicated in bold. Based on the prediction re-
sults, Case 4 further proves that the proposed method can help the
prediction model to improve the prediction accuracy.
Case 5: The public dataset GEFCom 2012 used in this case study is
available from [53]. It should be noted that three types of data in the
GEFCom 2012 dataset are used such as Holiday_list, Temperature_-
history and Load_history. Case 5 selects ARIMA, ANN and SVR as load
forecasting models, and forms three comparison schemes to forecast the
load value from Jan 1 to 7, 2008, including (1) ARIMA and ARIMA-
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Applied Energy 261 (2020) 114368
Proposal, (2) ANN and ANN-Proposal, (3) SVR and SVR-Proposal. Based
on multiple experiments, the mean values of MAPE for each method are
shown in Table 6.
It can be clearly seen from Table 6 that the proposed method can
still enhance the load forecasting in the case of inputting load data and
weather data. In fact, using all possible load explanatory variables can
improve the accuracy of prediction results, but it also reduces the vo-
latility of the error time series, which helps the DMD to capture the
trend characteristics of the error and achieve error correction.
Based on the experimental results of five cases, Experiment II
proved the superiority of the proposed method in terms of accuracy and
X. Kong, et al. Applied Energy 261 (2020) 114368

Table 5
Forecasting results for electricity demand from April 11 to 17, 2016 (The best values are given in bold).
Range Methods Metrics Mon. Tues. Wed. Thur. Fri. Sat. Sun.

April 11–17, 2016 WT-SVM MAPE 6.527 7.070 5.605 6.721 5.129 10.075 7.832
RMSE 751.192 840.098 703.190 625.139 445.584 1084.848 872.776
EMD-SVM MAPE 6.348 4.192 5.125 3.496 4.527 5.530 8.224
RMSE 789.735 427.026 626.164 327.844 489.608 549.227 801.836
SSA-AR MAPE 5.301 6.245 4.936 4.526 6.169 8.122 7.347
RMSE 647.626 711.608 533.114 568.374 683.545 822.764 719.409
VMD-ELM MAPE 4.867 3.969 5.447 3.649 4.651 7.592 4.168
RMSE 515.162 405.536 611.540 376.117 548.870 844.482 375.351
SVR-Proposal MAPE 4.772 4.502 3.150 4.304 3.319 5.032 4.452
RMSE 416.871 434.194 289.948 470.519 318.805 513.433 444.161

Table 6 to forecast the electrical load or apply it to other fields, such as wind
Forecasting results for load demand from Jan 1 to 7, 2008 (The best values are speed, photoelectric, electricity prices, and even stock forecasting.
given in bold).
Dataset Methods MAPE (%) CRediT authorship contribution statement

GEFCom 2012 ARIMA 5.481 Xiangyu Kong: Methodology. Chuang Li: Validation. Chengshan
ARIMA-Proposal 4.716
Wang: Funding acquisition. Yusen Zhang: Data curation. Jian Zhang:
ANN 4.650
ANN-Proposal 4.093
Project administration.
SVR 3.622
SVR-Proposal 3.104 Declaration of Competing Interest

The authors declare that they have no known competing financial

stability, and specific advantages include (1) the generalization ability
for different date type patterns, (2) the simple calculation and easy
implementation, (3) no additional parameter selection and feature ex-
traction, and (4) not relying on any previous assumptions. Taking the
EMD as an example, the input data before using EMD should satisfy the
assumption that includes at least two extreme values.
5. Conclusion
Short-term load forecasting plays a dominant role in the develop-
ment of microgrids and smart grids. In order to improve the prediction
results, this paper proposes a short-term electrical load forecasting
method based on error correction using dynamic mode decomposition
(DMD) from the perspective of error analysis. In the data selection
stage, three types of strongly correlated input data are selected to re-
duce the impact of data volume and weakly correlated data on pre-
diction accuracy. In the error prediction stage, the advantage of DMD’s
capturing trend characteristics is used to predict the error value and
reduce the incidence of error accumulation. In the error correction
stage, error correction is achieved by combining the predicted values of
load and error, and the outlier is replaced by the extreme value con-
straint method (EVCM). Based on the experimental results, the pro-
posed method shows better accuracy and stability. In addition, during
the experiment, the following problems are found.
(1) EVCM limits the load time series corrected by DMD to a reasonable
range to further improve forecasting results, which puts forward
higher requirements for the accuracy of historical data.
(2) Since the load demand curve at the small area has stronger ran-
domness than the large area, the prediction accuracy of small areas
is usually lower based on the same prediction model.
(3) When the predicted errors are used to correct the load values, the
error accumulation phenomenon cannot be avoided. However,
using DMD to track the fluctuation trend of the error can reduce its
probability of occurrence.
By mining the value of the error, the proposed method achieves
effective error correction, which provides a new idea for improving the
prediction results. In fact, the application of DMD is not limited to
forecast the error time series. In the future, we can try to use it directly
interests or personal relationships that could have appeared to influ-
ence the work reported in this paper.
Acknowledgement
This work was supported by the National Natural Science
Foundation of China (grant number 51877145).
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