Comparison of ARIMA and SVM for Short-term
Load Forecasting
M. Abdullah Al Amin∗ , Md. Ashraful Hoque†
∗ Department of Electrical and Electronic Engineering, University of Asia Pacific, Dhaka, Bangladesh
masumeee@uap-bd.edu
† Department of Electrical and Electronic Engineering,Islamic University of Technology, Bangladesh
mahoque@iut-dhaka.edu
Abstract—To ensure a stable and reliable operation of a power
system network, load forecasting on a short-term basis is very
crucial. The two most important requirements of short-term
load forecasting are accurate forecasting and speed. It is really
necessary to study as well as analyze the load characteristics
and to find out the primary factors responsible for obstructing
accurate load forecasting. Auto-Regressive Integrated Moving
Average (ARIMA) method is most frequently used because it
needs only information regarding the historical loads to predict
the load and no other assumptions are required to consider. This
paper compares the forecasting ability of ARIMA and Support
Vector Machines (SVMs) model with the help of the Mean
Absolute Percentage Error (MAPE) and Mean Square Error
(MSE). After the comparison, it is found that for a non-linear
pattern SVM performs better than the ARIMA, whereas ARIMA
gives a better show for the approximation of linear type of load.
Keywords—Short Term Load Forecasting (STLF), Auto Re-
gressive Integrated Moving Average (ARIMA), Support Vector
Machines (SVM), Mean Absolute Percentage Error (MAPE) and
Mean Square Error (MSE)
I. I NTRODUCTION
The main challenge for the power system is to maintain
the balance between the load and generation. The electricity
should be generated on-demand basis because it is impossible
to store electrical energy on a substantial scale and presently,
this method is also treated as uneconomical. Hence, to ensure
the proper planning and reliable operation of the power sys-
tem, the load required by the consumer has to be predicted
beforehand. The owner of the storage device can be benefited
if the forecasted load profile has become more accurate. A
positive impact can be reflected in the electricity bill of the
consumer for reducing the forecasting errors [1]. The accurate
Short Term Load Forecasting (STLF) is vital in the deregulated
power industry due to its great usefulness for buying the power
in real time from the generating companies and switching of
the loads, as well. Besides, avoiding congestion due to dynamic
control in the transmission line network is another key factor
to utilize STLF.
In the previous literature, various fundamental STLF tech-
niques can be found i.e. Kalman filtering [2], dynamic linear
and non-linear models [1], and various optimization methods
for load forecasting [3]. Machine learning approaches have
also caught into the eyes of researchers, such as Support
Vector Machines (SVMs), fuzzy-neural model, Support Vector
Machines (SVMs) [4], artificial neural network (ANN) [5] and
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genetic algorithms to optimize ANN structure [6]. Besides,
some researchers worked on time series forecasting models like
Auto Regressive Integrated Moving Average (ARIMA) [7] or
Auto Regressive Moving Average (ARMA), Seasonal ARIMA
(SARIMA) or Auto Regressive Fractionally Integrated Moving
Average (ARFIMA) to forecast the load [8]. The selection
of these models highly depends on the variation of provided
information and predicted time period.
The time series method provides a higher advantage on
the analysis of the linear portion of the load but it cannot
predict the non-linear sensitive part. Moreover, the external
factors with non-linear behavior such as the weather, days of
the week etc. are also crucial for forecasting the load correctly.
The Artificial Intelligent approaches like ANN and SVM have
the ability to forecast the part of the load accurately which
changes non-linearly.
But the ANN method cannot produce the perfect result
and quantitative analysis as it only focuses to minimize the
experience risk by adopting the empirical risk minimization
principle based on the Statistical Learning Theory (SLT). On
the contrary, SVM works according to the Structural Risk
Minimization (SRM) technique. In instead of reducing the
empirical error SRM technique minimizes the generalization
error [9], [10]. Besides, SVM regression method, an advanced
forecasting technique works based on statistical learning theory
and the principle of structural risk minimization. So, it can
be utilized to find out the best trade-off offered by the
model between the complexity and learning capability with
the inadequate sample information which helps to acquire
the best generalization ability. Compared to the experience
risk minimization principle based artificial neural network,
SVM regression method can be utilized to solve the problems
involving features of small sample size, high dimension and
local minima with good generalization ability. Hence, the focus
of researchers has increased more to address these issues in
the short-term load forecasting field.
As the forecasting methods deal with historical loads,
the precision of the historical is treated with the highest
importance. But unfortunately, some missing values or error
may appear in the data while recording. It can be happened
due to some abnormal values because of outages or load
shedding [11], [12] and random fluctuation in the demand.
The above-mentioned information are termed as the Outliers.
Hence, it is necessary to adopt an Outlier detection method for
forecasting the load. In this paper, we compare the forecasting
ability between SVM and ARIMA model and we found that

the SVM method offers better performance than the ARIMA
model. Finally, the effectiveness of the SVM method is verified
after introducing the detail steps for short-term load forecasting
based on power.
The paper is organized as follows: section II describes
different forecasting models. In section III, the methodology
for forecasting the short-term load is illustrated and simulation
results are discussed in section IV. Finally, section V concludes
the paper.
II. FORECASTING MODELS
STLF is a necessary element of Energy Management
System (EMS). It has an important role in purchasing the
power from the generation companies (GENCOS) in real
time scenario. Moreover, avoiding the congestion needs to be
ensured in the transmission line network during the switching
of the loads. The energy consumption depends on time which
can be expressed as a time series Yt . The consumption profile
Yt may consist of some linear and non-linear part.
There are several factors responsible for the high accuracy
rate such as the parallel processing of the input data and the
model building process. Besides, the model is independent
of any previous presumptions. The difference in accuracy of
different forecasting model depends on the proper training
algorithm and framework of input-hidden-output layers.
Here, two techniques, ARIMA and SVM are described
in the following sections. Apparently, ARIMA is suitable for
forecasting linear patterns while SVM is a good candidate for
non-linear behaviors with different characteristics.
A. ARIMA
Data can be represented with the help of different stochastic
processes in models involving general time series. There are
two linear time series models which are used vastly: Au-
toregressive (AR) and Moving Average (MA) models. The
ARIMA model is the combination of these two models [7]. It
is extensively popular among all other time series approaches
because of its adaptive nature to handle linear patterns [9]. In
1970, Box and Jenkins first proposed this model, so it is also
familiar as Box-Jenkins methodology. Besides, the ARIMA
model is composed of a simplified algorithm which operates
with advanced technology. The mathematical model of ARMA
(p,q) is illustrated in [7] by combining AR(p) and MA(q). But,
ARIMA (p,q) lacks the ability to utilize a non-stationary time
series properly, which is the key point for this paper.
The electricity consumption profile for consumer 15 which
is collected in 15 minutes sample of a day is given in figure 1.
Apparently it contains non-stationary type data. In the ARIMA
(p,d,q) model [13], to transform the non-stationary time series
into a stationary series, finite differentiation method i used.
Equation (1) and (2) represent the mathematical expression of
the ARIMA (p,d,q) model,
ϕ(L)(1 − L)d Yt = Φ(L) εt

p 
q
(1 − ϕ(1 − L))d Yt = (1 + Φj Lj )εt
i=1 j=1
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Figure 1: Electricity Consumption of Consumer 15
where, p, d, and q are positive integers, which indicate to
the order of the autoregressive, integrated, and moving average
parts of the model, respectively. Obviously, the accuracy level
is highly dependent on the appropriate selection of p, d, and
q. A general method to find out p and q is to study the
Auto-correlation function (ACF) and Partial Autocorrelation
Functions (PACF) of the training data. The PACF plot helps
to figure out the maximum order of AR (p), while ACF plot
can identify the non-stationary time series.
B. SVM
The major limitation of the ARIMA model is not to
consider the factors of the load with non-linear pattern i.e.
weather, temperature, a day of the week and so on. Here, we
introduce artificial intelligence based methods basically ANN
and SVM to improve the forecasting accuracy by considering
these above-mentioned factors. ANN is based on Empirical
Risk Minimization (ERM) and it will lead to the local optimum
value so the generalization error can be increased. On the other
hand, SVM works on Structural Risk Minimization (SRM)
which helps to reduce the generalization error. Hence, the SVM
method is utilized in this paper to decrease the forecasting
error. It is nothing but a machine learning algorithm which
helps to predict the non-linear factors of the load. The SVM
method was proposed in 1963 by V. N. Vapnik and again
in 1995, he improved it through statistical learning theory
which has parameters which is tunable with more subtlety.
Most importantly, the decision resulted from the parameter
values have less impact on good forecasting. Depending on
the input training data, the SVM algorithm is updated its
structure efficiently. Understanding a quadratic optimization
is a part of the training of the SVM method and like NN, it
does not incorporate the random initialization of weights [14].
Hence, any SVM can provide identical outcomes if it works
on identical information with similar parameter settings. As
a result, it creates the repeatability of SVM forecast which
helps to significantly decrease the training runs required for
discovering the ideal SVM parameter settings compared to NN
training. Besides, it can be used to deal with various issues
(1) such as local minima, high minima and smaller sample size
due to it great generalization capacity, which is a concerning
(2) matter to the analysts in STLF field. The essential structure
for SVM is illustrated in figure 2.


Figure 2: SVM basic Structure [13]
The SVM algorithm is popularly used to overcome two
types of problems; they are classification problem and regres-
sion estimation. The analysis of STLF has a connection with
the latter one that is called Support Vector Machine Regression
(SVR) which uncovers the relationship between the output
vectors and the input vectors.
Depending on time period and type of input data SVM and
ARIMA both models are shown to be accurate in literature.
Thus, the comparison of these two models for day-ahead load
forecasting is the objective of this work. Moreover, better
scheduling of the storage devices depend on the accuracy of
the forecasted result. Different errors can be used to evaluate
the performance of the models. In this paper, Mean Square
Error (MSE) and Mean Absolute Percentage Error (MAPE)
are used to evaluate the level of accuracy of the models. The
regression factor is another criterion to evaluate the modes,
which tries to find a linear relation between the outputs of the
network and the targets. In section IV it is discussed in detail.
According to the previous works, both ARIMA and SVM
models manifest proper prediction based on time period and
input data type. According to the previous works, both ARIMA
and SVM models manifest proper prediction based on time
period and input data type. Hence the main focus of the
paper is to compare these two models for day-ahead load
forecasting. Besides, the forecasted result with good accuracy
can ensure better scheduling for the storage devices. Different
error models can be utilized to determine the performance of
the prediction models. In this paper, both MSE and MAPE
methods are used to evaluate the accuracy level of the models.
The regression factor is another important key factor to deter-
mine the effectiveness of these models, which tries to look for
a linear relationship between the outputs of the network and
the targets. In section IV, it will be discussed in detail.
1
n
M SE = (Ŷi − Yi )2
n i=1
 
1   Yi − Ŷi 
n
M AP E =  
n  Yi 
i=1
Where, Ŷ represents the vector of n predictions and Y
represents the real values of the vector.
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III. METHODOLOGY
Mainly, the whole experiment can be split into two steps,
firstly the model verification and secondly, the forecasting
performance demonstration using a known case. To perform
this expreiment, we use MATLAB R 2012a as the simulator
to develop the models. Daylong predicted pattern of electricity
consumption for 28 BTS are compared to calculate the perfor-
mance of the SVM and ARIMA model. We consider regression
factor, MSE and MAPE for the comparison. The electricity
consumption data from March’18 to May’18 is used as training
data for the SVM model. Later, the ARIMA model utilizes
the same data to forecast. The unit of power consumption is
considered as Whr. It is suggested in previous works that the 15
minutes resolution is regarded as standard practice to predict
accurately.
To develop a forecasting model, the most popular model
is SVM with single hidden layer. Figure 2 illustrates the rela-
tionship between inputs and outputs of SVM model. However,
the number of hidden layers and inputs are the major factors
to perform the SVM model properly. We consider the logical
day and the electricity consumption as inputs. Here, a logical
day is either 1 for weekdays or 2 for weekends. The input
data is seperated into three different datasets. The first one is
called the training dataset where 70% of the total data is used
for training. In addition, the half of remaining data is utilized
for testing and the rest of the data is for validation.
The main challenge to train the ARIMA model is to set the
proper model parameters p,d, and q. Usually, these parameters
can be found by analyzing ACF and PACF. For our case, we
find out, p = 2 and q = 1 while using our data set. We use the
value of differencing parameter d=1.
IV. R ESULT
The performance of SVM is significantly better than
ARIMA which are shown in table1 and 2 [8]. SVM showed a
better performance. It indicates that SVM is a suitable model
for a day ahead forecasting of electricity consumption profile
than ARIMA for each consumer. The forecasting results for
consumer 10 are shown in figure 3. Here forecasted results
differ slightly from actual consumption up to sample value of
50. But the mismatch after 52 is huge, due to the behavioral
change of the consumer after office hour of that particular day,
where he did not have his regular evening peak. In figure 4
the forecasting performance of ARIMA for the same consumer
is shown. The regression curve shows the exact result in the
form of dotted line while the solid line (fits) indicates the best
fitted linear regression line between the targets and the outputs.
Sometimes the regression factor for the SVM is less than the
others indicate forecasting failure as an exception than the rule.
Figure 5, shows the regression function for ARIMA, where
(3) no match is found between the samples of the targets. And
mean square error is 48833 for consumer 10. The MAPE for
site 10 is also very high as 320.96 which results the significant
(4) monetary losses in the context of our cases for the storage
device owner.
Figure 3 shows the forecasting ability of SVM for con-
sumer 10. In the morning while consumption is low, there is
a very good match in the forecasted results and significant

 Table I: SVM evaluation
Consumer MSE MAPE
1. 0.224 199
2. 0.5017 141.06
3. 0.5003 172.22
4. 0.580 141.08
5. 0.549 133.47
6. 0.4080 74.22
7. 0.4237 130.32
8. 0.589 481.2
9. 0.51153 146.2
10. 0.563 186
11. 0.518 108.3
12. 0.00789 84.46
13. 0.76 227.3
14. 0.5892 101.1
15. 0.388 145
16. 0.5610 146.9
17. 0.51564 197
18. 0.54974 160.1 Figure 4: Forecasting Performance of ARIMA for consumer
19. 0.60978 171.9 10
20. 0.3941 153.03
21. 0.57928 180.53
22. 0.12644 150.78
23. 0.62837 162.38 Table II: ARIMA evaluation
24. 0.2789 186
25. 0.00778 75.7 Consumer MSE MAPE (%)
26. 0.763 539.79 1. 82584 320.53
27. 0.4899 144.299 2. 13988 149.07
28. 0.48445 134.133 3. 33589 163.85
4. 11721 183.41
5. 68198 108.15
6. 26749 83.59
7. 1217.4 105.02
8. 19667 165.06
9. 481.9 55.52
10. 48833 320.96
11. 17743 181.79
12. 6378.7 98.62
13. 468.5 85.97
14. 18445 193.75
15. 83753 244.35
16. 4295.7 86.01
17. 34156 200.95
18. 11631 263.32
19. 22769 247.46
20. 12272 151.82
21. 9560.3 125.70
22. 4457.2 696.86
23. 25294 237.52
24. 6798.1 111.74
Figure 3: Forecasting Performance of SVM for consumer 10 25. 1620.1 205.43
26. 3414.9 311.23
27. 2658.1 487.03
28. 1106 598.88
mismatch is found while estimating the peak consumption
at evening. The consumption profile perfectly identifies the
position of the peaks while size of the peaks is not estimated consumer 10 are shown in Figure 3. ARIMA shows inferior
accurately. The similar phenomenon of our simulation is results over SVM which is not suitable for short term load
observed for consumer 15 in figure 7 which indicate during forecasting where the data is not linear. Any further experiment
evening peak uses of certain electrical devices results slight may lead to convergence of forecasted data and the actual
variation while shape of the forecasted pattern remain same as demand. Similar forecasted pattern for consumer 15 in shown
the actual load for standard appliances. in figure 8.
As discussed earlier, a frustrating forecasted result of The qualitative parameter of the two forecasting model



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Figure 5: Regression function of ARIMA for consumer 10
Figure 6: MAPE of consumer 10 by SVM
Figure 7: Forecasting Performance of SVM for consumer 15
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Table III: Comparison of both models for consumer 22
Forecasting Techniques MSE MAPE
SVM 0.12644 150.78
ARIMA 4457.2 696.86
SVM and ARIMA are shown in table 3 for the consumer of
22.
Figure 8: Forecasting Performance of ARIMA for consumer
15
We cannot explain forecasting the consumption profile of
electricity for a single consumer in 15 minutes interval as a
trivial matter. A numerous factors can affect the result as same
activities cannot be expected every day. Yet SVM can perfectly
identify the pattern of the actual load, though missing some
times the size of the peaks.
V. C ONCLUSION
For a single BTS (Consumer), the forecasting ability of two
popular STF methods SVM and ARIMA are being compared
to predict the consumption of electricity. As SVM could pre-
dict the pattern of electricity consumption profile, it provides
better accuracy than the ARIMA. Yet SVM sometimes failed
to predict the size of the peaks. This happens due to the volatile
changes of the consumer’s behavior. Consumer who used their
basic devices in the same time every week gives a predictable
pattern. The use of some smaller devices in irregular pattern
alters the size of the peaks. We examined the participation
of the PV panel owners, who being coupled with the storage
device in a day ahead to local market. A good estimation
is made by SVM of the available energy for trading in the
local market. Better the accuracy between prediction and result
leads to increased monetary benefits for the consumer. In the
concluding remarks we can say that energy storage device
which is coupled with a PV generation can participate in future
market if the capacities as well as generation are high enough
to make the volatile electricity consumption profile negligible.

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