Load Forecasting
Load Forecasting
Load Forecasting
Damborg,
"Electric load forecasting using an artificial neural network", IEEE Transactions on Power Engineering, vol.6, pp.442-449 (1991).
0885-8950191/0500-0442$o1.0001991IEEE
In the next section, we briefly review various load fore- relationships, require a long computational time [20] and
casting algorithms. These include both the time series result in a possible numerical instabilities.
and regression approach. The generalized Delta rule used
t o train the ANN is shown in Section 3. In Section 4, 2.2 Regression
we define the load forecasting problems, show the topolo-
gies of the ANN used in our simulations, and analyze the The general procedure for the regression approach is: 1)
performance in terms of errors (the differences between select the proper and/or available weather variables, 2)
actual and forecasted loads). A discussion of our results assume basic functional elements, and 3) find proper co-
and conclusions are presented in Section 5. efficients for the linear combination of the assumed basic
functional elements.
Since temperature is the most important information
2 Previous Approaches of all weather variables, it is used most commonly in the
regression approach (possibly nonlinear). However, if we
2.1 Time Series use additional variables such as humidity, wind velocity,
and cloud cover, better results should be obtained.
The idea of the time series approach is based on the un-
derstanding that a load pattern is nothing more than a Most regression approaches have simply linear or piece-
time series signal with known seasonal, weekly, and daily wise linear functions as the basic functional elements [8-
periodicities. These periodicities give a rough prediction 11, 21-23]. A widely used functional relationship between
of the load a t the given season, day of the week , and time load, L, and temperature, T, is
of the day. The difference between the prediction and the
actual load can be considered as a stochastic process. By
the analysis of this random signal, we may get more ac-
curate prediction. The techniques used for the analysis
of this random signal include the Kalman filtering [I],
the Box-Jenkins method [3,4], the auto-regressive mov- where
1, i f T 2 O
ing average (ARMA) model [2], and spectral expansion
technique 151.
u(T) = { 0 , otherwise
. .
Figure 1: Structure of a Three-Layered Perceptron Type where f (2) = l / ( l + e-"), and the sum is over all neurons
ANN in the adjacent layer. Let the target state of the output
neuron be t . Thus, the error a t the output neuron can be
defined as
and the threshold value of error used in adaptation
procedure. If the cardinality of the basis set is too
small or the threshold is not small enough, the accu-
racy of the approach suffers severely. On the other where neuron k is the output neuron.
hand, if the threshold is too small, numerical insta- The gradient descent algorithm adapts the weights ac-
bility can result. The MGSOP also has an ambiguity cording to the gradient error, i.e.,
problem in the sequence of input vectors. Different
exposition of input vectors result in different sets of
orthogonal basis and different forecasting outputs.
3.1 Architecture
An ANN can be defined as a highly connected array of el-
ementary processors called neurons. A widely used model With some manipulation, we can get the following GDR:
called the multi-layered perceptron(MLP) ANN is shown
in Figure 1. The MLP type ANN consists of one input
layer, one or more hidden layers and one output layer.
Each layer employs several neurons and each neuron in where 6 is an adaptation gain. 6 j is computed based on
a layer is connected t o the neurons in the adjacent layer whether or not neuron j is in the output layer. If neuron
with different weights. Signals flow into the input layer, j is one of the output neurons,
pass through the hidden layers, and arrive a t the out-
put layer. With the exception of the input layer, each
neuron receives signals from the neurons of the previous
layer linearly weighted by the interconnect values between
neurons. The neuron then produces its output signal by If neuron j is not in the output layer,
passing the summed signal through a sigmoid function
[12-181.
A total of Q sets of training data are assumed t o be
available. Inputs of {TI, z2, zQ}
..., are imposed on the In order to improve the convergence characteristics, we
top layer. The ANN is trained t o respond to the cor- can introduce a momentum term with momentum gain cu
responding target vectors, {c.,&, . . . , &), on the bottom
layer. The training continues until a certain stop-criterion
to Equation 7.
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The neural network typically shows higher error in the pp.908-014, Aug., 1988
days when people have specific start-up activities such as [12] D. Sobajic and Y. Pao, "Artificial Neural-Net Based
Monday (for example, on day 1 of set 1 in Table 2), or Dynamic Security Assessment for Electric Power
variant activities such as during the holiday seasons (for Systems," IEEE Tr. on Power Systems, vo1.4, no.1,
example, on days 4 & 5 of set 3 in Table 3). In order to pp.220-228, Feb, 1989
have more accurate results, we may need to have more [13] M. Aggoune, M. El-Sharkawi, D. Park, M. Damborg,
sophisticated topology for the neural network which can and R. Marks 11, "Preliminary Results on Using Ar-
discriminate start-up days from other days. tificial Neural Networks for Security Assessment,"
We utilize only temperature information among Proc. of PICA, pp.252-258, May, 1989
weather variables since it is the only information avail- [14] M. El-Sharkawi, R. Marks 11, M. Aggoune, D. Park,
able to us. Use of additional weather variables such as M. Damborg, and L. Atlas, " Dynamic Security As-
cloud coverage and wind speed should yield even better sessment of Power Systems Using Back Error Prop-
results. agation Artificial Neural Networks," Proc. of 2nd
Sym. on Expert Systems Applications to Power Sys-
6 Acknowledgments tems, pp.366-370, July, 1989
[15] H. Mori, H. Uematsu, S. Tsuzuki, T . Sakurai, Y. Ko-
This work was supported by the Puget Sound Power jima, K. Suzuki, "Identification of Harmonic Loads
and Light Co., the National Science Foundation, and in Power Systems Using An Artificial Neural Net-
the Washington Technology Center a t the University of work," Proc. of 2nd Sym. on Expert Systems Appli-
cations to Power Systems, pp.371-377, July, 1989
[16] E.H. Chan, "Application of Neural-Network Com- he has been working toward the Ph.D. degree in the De-
puting in Intelligent Alarm Processing," Proc. of partment of Electrical Engineering a t the University of
PICA, pp.246-251, May, 1989 Washington. His research interests include artificial neu-
[17] H. Tanaka, S. Matsuda, H. Ogi, Y. Izui, H. Taoka, ral network application to nonlinear system modeling, sig-
and T . Sakaguchi, "Design and Evaluation of Neu- nal processing and optical computing.
ral Network for Fault Diagnosis," Proc. of 2nd Sym. M. A. El-Sharkawi (SM'76-M180-SrM'83) was born in
on Expert Systems Application to Power Systems, Cairo, Egypt, in 1948. He received his B.Sc. in Elec-
pp.378-384, July, 1989 trical Engineering in 1971 from Cairo High Institute of
[18] H. Mori and S. Tsuzuki, "Power System Topologi- Technology, Egypt. His M.A.SC and Ph.D. in Electri-
cal Observability Analysis Using a Neural Network cal Engineering were received from University of British
Model," Proc. of 2nd Sym. on Expert Systems Ap- Columbia in 1977 and 1980 respectively. In 1980 he joined
plication to Power Systems, pp.385-391, July, 1989 University of Washington as a faculty member where he
[19] N. Naylor and G. Sell, Linear Operator Theory, New is presently an associate professor. He is the Chairman
York, Holt, Rinehart and Winston, 1971 of IEEE Task Force on "Application of Artificial Neural
[20] M. Honig and D. Messerschmitt, Adaptive Filters, Networks for Power Systems". His major areas of re-
Structures, Algorithms, and Applications, Klumer search include neural network applications to power sys-
Academic Publishers, Hingham, Massachusetts, 1984 tems, electric devices, high performance tracking control,
[21] J. Davey, J . Saacks, G. Cunningham, and K. Priest, power system dynamics and control. Most of his research
"Practical Application of Weather Sensitive Load in these areas are funded by the US government, and by
Forecasting to System Planning," IEEE Tr. on Power public and private industrial organizations.
App. and Sys., vol.PAS-91, pq.971-977, 1972 Robert J. Marks I1 received his Ph.D. in 1977 from
[22] R. Thompson, "Weather Sensitive Electric Demand Texas Tech University in Lubbock. He joined the faculty
and Energy Analysis on a Large Geographically Di- of the Department of Electrical Engineering at the Uni-
verse Power System - Application to Short Term versity of Washington, Seattle, in December of 1977 where
Hourly Electric Demand Forecasting," IEEE Tr. on he currently holds the title of Professor. Prof. Marks
owe; App. and Sys., vol. PAS-95, nud.1, pp.385-393, was awarded the Outstanding Branch Councillor award in
Jan., 1976 1982 by IEEE and, in 1984, was presented with an IEEE
[23] G. Irisarri, S. Widergren, and P. Yehsakul, "On-Line Centennial Medal. He is President of the IEEE Council
Load Forecasting for Energy Control Center Appli- on Neural Networks and former Chair of the IEEE Neu-
ral Network Committee. He was also the co-founder and
cation," IEEE Tr. on Power App. and Sys., vol. PAS- first Chair of the IEEE Circuit & Systems Society Tech-
101, no.1, pp.71-78, Jan., 1982 nical Committee on Neural Systems & Applications. He
[24] Q. Lu, W. Grady, M. Crawford, and G. Anderson, is a Fellow of the Optical Society of America and a Senior
"An Adaptive Nonlinear Predictor with Orthogo- Member of IEEE. He has over eighty archival journal and
nal Escalator Structure for Short-Term Load Fore- proceedings publications in the areas of signal analysis,
casting," IEEE Tr. on Power Systems, vo1.4, No.1, detection theory, signal recovery, optical computing and
pp.158-164, Feb., 1989 artificial neural processing. Dr. Marks is a cc-founder
[25] Y.-H. Pao, Adaptive Pattern Recognition and Neu- of the Christian Faculty Fellowship a t the University of
ral Network, Addison-Wesley Pub. Co. Inc., Reading, Washington. He is a member of Eta Kappa Nu and Sigma
MA., 1989 Xi.
[26] D. Rumelhart, G. Hinton, and R. Williams, "Learn- Les E. Atlas (Member, IEEE) received his B.S.E.E. de-
ing Internal Representations by Error Propagation, " gree from the University of Wisconsin and his M.S. and
in Parallel Distrzbuted Processing Explorations in the Ph.D. degrees from Stanford University. He joined the
Microstructures of Cognition, vol.1: Foundations, University of Washington College of Engineering in 1984
pp.318-362, MIT Press, 1986 and is currently an Associate Professor of Electrical En-
[27] S. Mitten-Lewis, Short-Term Weather Load Forecast- gineering. He is currently doing research in speech pro-
ing Project Final Report, Puget Sound Power and cessing and recognition, neural network classifiers, and
Light Co., Bellevue, Washington, 1989 biologically-inspired signal processing algorithms and ar-
[28] A. Lapedes and R. Farber, Nonlinear Signal Process- chitectures. His research in these areas is funded by
ing Using Neural Networks: Prediction and System the National Science Foundation, the Office of Naval Re-
Modeling, Technical Report, Los Alamos National search, and the Washington Technology Center. Dr. At-
Laboratory, Los Alamos, New Mexico, 1987 las was a 1985 recipient of a National Science Founda-
[29] J. Moody and C. Darken, "Learning with Localized tion's Presidential Young Investigator Award.
Receptive Fields ," Proc. of the 1988 Connectionist M. J. Damborg received his B.S. Degree in Electrical
Models Summer School, Morgan Kaufmann, 1988 Engineering in 1962 from Iowa State University, and the
[30] L. Atlas, J. Connor, D. Park, M. El-Sharkawi, R. M.S. and Ph.D. degrees from the University of Michigan
Marks 11, A. Lippman, and Y. Muthusamy, "A Per- in 1963 and 1969, respectively. Since 1969, Dr. Damborg
formance Comparison of Trained Multi-Layer Per- has been a t the University of Washington where he is
ceptrons and Trained Classification Trees," Proc. of now Professor of Electrical Engineering. His research in-
the 1989 IEEE International Conference on Systems, terests concern analysis and control of dynamic systems
Man, and Cybernetics, pp.915-920, Nov. 1989 with emphasis on power systems.
Dong C. Park received his B.S. Degree in Electronic
Engineering in 1980 from Sogang University and the M S .
degree in Electrical Engineering in 1982 from the Korea
Advanced Institute of Science and Technology, Seoul, Ko-
rea. From 1982 through 1985, he had been with the Gold-
star Central Research Laboratory. Since September 1985,
449
Discussion (NN) in load forecasting. Future work should certainly address questions
related to weather conditions, distinct load profiles, cold snaps, etc.
0. A. Mohammed (Florida International University Miami, FL): The To respond to the specific issues raised by the reviewer, we would like to
authors are to be thanked on their excellent work applying this new ANN offer the following comments:
technique to load forecasting. Iwould like the authors to clarify or explain
the followings points: 1. The role of expert systems in NN environment, and vise versa, is a topic
1. The authors presented a new method for load forecast which shows a that is being proposed for several applications. In load forecasting
promise for providing accurate forecasts. This discussor feels that applications, as an example, the selection of relevant training sets from
the ANN method would be adequate for providing the base forecast load and weather data base is currently accomplished manually and off-
which might be combined with an expert system approach to fine line. Also, the convergency of the NN is currently observed and
tune the load forecast for additional factors. controlled at only discrete training steps. These functions, for example,
2. I f one experiments with additional factors which may affect the load may be effectively accomplished by a supervisory layer employing a rule-
forecast such as humidity, load inertia, wind velocity, etc., how based system.
much additional training time would be required compared with the
data size. 2. Other weather variables such as wind speed and humidity may result in
3. The authors presented results for hourly load forecast for weekdays more accurate load forecasting. The problem, however, is that the
but not weekends because o f the variation i n load pattern. Will this forecasting errors of these variables are usually high which may lead to a
be handled by a separate neural network? and if so, how would i t be
biased training or erroneous network.
combined with previous day forecasts. For example, to forecase
Monday's load. 3. Except for Tuesday to Thursday, the load profile of the each other day
4. Have the authors experimented with different ANN architectures of the week is distinct. For example, the profile of Monday morning
other than the ones explained i n the paper. I t seems to this discussor include the "pickup loads". Due to these differences in load profiles, we
that the proposed architectures w i l l not work all the time or i t may
have used one NN for the days with similar load profiles and one NN for
yield larger errors because o f the continual change i n weather and
load information. May be a methodology which updates the weights each day with distinct load profile.
o f the ANN based on the new short term weather and load informa-
tion. When we forecasted the electric loads of Saturday, Sunday or Monday,
we used weather and load data obtained up to Friday moining (9:OO am)
Manuscript received August 13, 1990.
to conform with Puget Power practice.
4. We have tried several architectures for load forecasting. The key issue
in selecting a particular NN configuration is to achieve low training error
M. A. El-Sharkawi and M. J. Damborg: The authors would like to thank without "memorization". This can be accomplished by first selecting an
the discusser for their interest and encouraging comments. The research over sized network then "prune" the network to eliminate any
work reported in this paper is preliminary. Several key issues, such as memorization problem that might exist without jeopardizing the training
those raised by the discusser, need to be carefully addressed before a accuracy.
viable electric load forecasting system is deployed. The purpose of the
paper, however, is to investigate the potentials of the Neural Network Manuscript received September 2 3 , 1990.