Multilayer perceptron for short-term load forecasting: from global to local approach

Neural Computing and Applications - Tập 32 - Trang 3695-3707 - 2019
Grzegorz Dudek1
1Department of Electrical Engineering, Czestochowa University of Technology, Czestochowa, Poland

Tóm tắt

Many forecasting models are built on neural networks. The key issues in these models, which strongly translate into the accuracy of forecasts, are data representation and the decomposition of the forecasting problem. In this work, we consider both of these problems using short-term electricity load demand forecasting as an example. A load time series expresses both the trend and multiple seasonal cycles. To deal with multi-seasonality, we consider four methods of the problem decomposition. Depending on the decomposition degree, the problem is split into local subproblems which are modeled using neural networks. We move from the global model, which is competent for all forecasting tasks, through the local models competent for the subproblems, to the models built individually for each forecasting task. Additionally, we consider different ways of the input data encoding and analyze the impact of the data representation on the results. The forecasting models are examined on the real power system data from four European countries. Results indicate that the local approaches can significantly improve the accuracy of load forecasting, compared to the global approach. A greater degree of decomposition leads to the greater reduction in forecast errors.

Tài liệu tham khảo

Hippert HS, Pedreira CE, Souza RC (2001) Neural networks for short-term load forecasting: a review and evaluation. IEEE Trans Power Syst 16(1):44–55 Kodogiannis VS, Anagnostakis EM (2002) Soft computing based techniques for short-term load forecasting. Fuzzy Sets Syst 128:413–426 Dudek G (2016) Neural networks for pattern-based short-term load forecasting: a comparative study. Neurocomputing 2015:64–74 Zang H et al (2018) Hybrid method for short-term photovoltaic power forecasting based on deep convolutional neural network. IET Gener Transm Distrib 12(20):4557–4567 Kong W, Dong ZY, Jia Y, Hill DJ, Xu Y, Zhang Y (2019) Short-term residential load forecasting based on LSTM recurrent neural network. IEEE Trans Smart Grid 10(1):841–851 Wang L, Zhang Z, Chen J (2017) Short-term electricity price forecasting with stacked denoising autoencoders. IEEE Trans Power Syst 32(4):2673–2681 Shi H, Xu M, Li R (2018) Deep learning for household load forecasting—a novel pooling deep RNN. IEEE Trans Smart Grid 9(5):5271–5280 Rafiei M, Niknam T, Aghaei J, Shafie-Khah M, Catalão JPS (2018) Probabilistic load forecasting using an improved wavelet neural network trained by generalized extreme learning machine. IEEE Trans Smart Grid 9(6):6961–6971 Li B, Zhang J, He Y, Wang Y (2017) Short-term load-forecasting method based on wavelet decomposition with second-order gray neural network model combined with ADF test. IEEE Access 5:16324–16331 Deihimi A, Orang O, Showkati H (2013) Short-term electric load and temperature forecasting using wavelet echo state networks with neural reconstruction. Energy 57:382–401 Kulkarni S, Simon SP, Sundareswaran K (2013) A spiking neural network (SNN) forecast engine for short-term electrical load forecasting. Appl Soft Comput 13(8):3628–3635 Papalexopoulos AD, Hao S, Peng T-M (1994) An implementation of a neural network based load forecasting model for the EMS. IEEE Trans Power Syst 9(4):1956–1962 Lee KY, Cha YT, Park JH (1992) Short-term load forecasting using an artificial neural network. IEEE Trans Power Syst 7(1):124–132 Srinivasan D (1998) Evolving artificial neural networks for short term load forecasting. Neurocomputing 23(1–3):265–276 Topalli AK, Erkmen I, Topalli I (2006) Intelligent short-term load forecasting in Turkey. Int J Electr Power Energy Syst 28(7):437–447 Methaprayoon K, Lee WJ, Rasmiddatta S, Liao JR, Ross RJ (2007) Multistage artificial neural network short-term load forecasting engine with front-end weather forecast. IEEE Trans Ind Appl 43(6):1410–1416 Fan S, Chen L, Lee WJ (2009) Short-term load forecasting using comprehensive combination based on multimeteorological information. IEEE Trans Ind Appl 45(4):1460–1466 Cecati C, Kolbusz J, Różycki P, Siano P, Wilamowski BM (2015) A novel RBF training algorithm for short-term electric load forecasting and comparative studies. IEEE Trans Ind Electron 62(10):6519–6529 Kalaitzakis K, Stavrakakis GS, Anagnostakis EM (2002) Short-term load forecasting based on artificial neural networks parallel implementation. Electr Power Syst Res 63(3):185–196 Kodogiannis VS, Anagnostakis EM (1999) A study of advanced learning algorithms for short-term load forecasting. Eng Appl Artif Intell 12(2):159–173 Dillon TS, Sestito S, Leung S (1991) An adaptive neural network approach in load forecasting in a power system. In: Proceedings first international forum on applications of neural networks to power systems, pp 17–21 Tamimi M, Egbert R (2000) Short term electric load forecasting via fuzzy neural collaboration. Electr Power Syst Res 56(3):243–248 Hanmandlu M, Chauhan BK (2011) Load forecasting using hybrid models. IEEE Trans Power Syst 26(1):20–29 Khotanzad A, Hwang RC, Abaye A, Maratukulam D (1995) An adaptive modular artificial neural network hourly load forecaster and its implementation at electric utilities. IEEE Trans Power Syst 10(4):1716–1722 Djukanovic M, Ruzic S, Babic B, Sobajic DJ, Pao Y-H (1995) A neural-net based short term load forecasting using moving window procedure. Int J Electr Power Energy Syst 17(6):391–397 Hernández L, Baladrón C, Aguiar JM, Carro B, Sánchez-Esguevillas A, Lloret J (2014) Artificial neural networks for short-term load forecasting in microgrids environment. Energy 75:252–264 Amjady N, Keynia F (2009) Short-term load forecasting of power systems by combination of wavelet transform and neuro-evolutionary algorithm. Energy 34(1):46–57 Chen Y, Luh PB, Guan C, Zhao YG, Michel LD, Coolbeth MA, Friedland PB, Rourke SJ (2010) Short-term load forecasting: similar day-based wavelet neural networks. IEEE Trans Power Syst 25(1):322–330 Ding N, Benoit C, Foggia G, Bésanger Y, Wurtz F (2016) Neural network-based model design for short-term load forecast in distribution systems. IEEE Trans Power Syst 31(1):72–81 Sun X, Luh PB, Cheung KW, Guan W, Michel LD, Venkata SS, Miller MT (2016) An efficient approach to short-term load forecasting at the distribution level. IEEE Trans Power Syst 31(4):2526–2537 Chu WC, Chen YP, Xu ZW, Lee WJ (2011) Multiregion short-term load forecasting in consideration of HI and load/weather diversity. IEEE Trans Ind Appl 47(1):232–237 Dudek G (2015) Pattern similarity-based methods for short-term load forecasting—part 1: principles. Appl Soft Comput 37:277–287 Ferreira VH, da Silva APA (2007) Toward estimating autonomous neural network-based electric load forecasters. IEEE Trans Power Syst 22(4):1554–1562 Dudek G (2013) Forecasting time series with multiple seasonal cycles using neural networks with local learning. In: Rutkowski L et al (eds) Artificial intelligence and soft computing, ICAISC 2013, LNCS 7894, pp 52–63 Dudek G (2016) Pattern-based local linear regression models for short-term load forecasting. Electr Power Syst Res 130:139–147 Dudek G (2015) Pattern similarity-based methods for short-term load forecasting—part 2: models. Appl Soft Comput 36:422–441 Dudek G (2017) Artificial immune system with local feature selection for short-term load forecasting. IEEE Trans Evol Comput 21:116–130