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Abstract—Load forecasting is crucial to schedule energy in effective than other methods such as the neural network [1],
advance with meeting the load demand of users. This study
[8], this work proposes a new method for load forecasting by
proposes a hybrid model in which the multiple linear regression
(MLR) and the autoregressive integrated moving average (ARI- integrating the above two models. The proposed predication
MA) method are used to perform load forecasting. The proposed model combines the past loads, dominant weather variables
method enhances the forecasting accuracy by emphasizing more and time variables to predict the future load wherein the
on the previous forecasting results that have smaller deviations. Kalman filter is applied to estimate the parameters of the
In addition, Kalman filter is used to estimate parameters of
model. By comparing the forecasting load and the true load,
the hybrid model. By taking the forecasted load as input, the
paper further considers multi-objective optimal design of a the proposed method can automatically adjust the emphasis
hybrid renewable energy system (HRES). The HRES consists on the two basic models with the help of Kalman filter.
of photovoltaic (PV) panels, wind turbines, batteries and diesel The load forecasting is implemented in the design of
generators. The design is to minimize the HRES cost, pollutant a power system, i.e., the hybrid renewable energy system
emission, as well as to satisfy the load demand as much as (HRES) that integrates PV panels, wind turbines, batteries
possible. The problem is solved by a multi-objective evolutionary
algorithm (MOEA) by which a set of approximated Pareto and diesel generators. This hybrid system is aimed at bringing
optimal (trade-off) solutions are found. By further integrating low cost, less pollution and high reliability. To solve this
the preference of a decision maker, the best configuration of multi-objective optimization problem (MOP), the preference-
the HRES is identified. inspired coevolutionary algorithm using goal vectors, denoted
Index Terms—load forecasting, the multiple linear regression, as PICEA-g, is adopted due to its simplicity and effectiveness
ARIMA, hybrid renewable energy system, multi-objective evo- [9], [10]. Each of the Pareto optimal solutions corresponds
lutionary algorithm to a feasible configuration. By further considering the pref-
erence of a decision maker, a satisfactory configuration can
be identified.
I. I NTRODUCTION
The remainder is organized as follows. Sections II shows
Load forecasting is important to power system planning, the process of data cleaning and selection before forecasting.
operation, and control. Knowing the load demand in advance Section III elaborates two classic forecasting methods and the
can reduce the redundant production, and can also avoid the novel method. Section IV introduces the experimental back-
lack of energy [1], [2]. Hence, improving the accuracy of load ground about the HRES. Experimental results are presented
forecasting can increase the appropriateness of scheduling in Section V. Section VI concludes the paper.
and planning and reduce operational costs of power systems.
Many load forecasting methods have been developed re- II. P RE - PROCESSING
cently. These methods can be classified into three categories: A. Data cleaning
conventional approaches, such as linear regression method In an attempt to overcome the challenge of load forecasting
[3], [4]; artificial intelligence (AI)-based techniques including before the design of the HRES, the data from Global Energy
neural network models [5]; and hybrid methods [6]. Forecasting Competition 2014 (GEFCom2014) is adopted in
As reported in [7], load is strongly correlated with tem- which hourly load and temperature in 25 stations from 2007
perature and the time series. Given the fact that the multiple to 2010 are provided. The data set will be used to examine
linear regression (MLR) model performs well in analyzing the applied forecasting algorithm and the model of the hybrid
the linear correlation between the load and the weather system.
condition as well as time, and the autoregressive integrated The process of data cleaning starts with the benchmark
moving average (ARIMA) model is good at dealing with model in (1). It is a multiple linear regression (MLR) model
time series [8], both of which are demonstrated to be more with the following main and cross effects [11]:
160 Top - 21
0.13
140
Load
0.12
MAPE
120
0.11
100
0.1
80
0.09 0.082
60
150 200 250 300 350
Hours
0.08
W 3
23
W 8
21
12
20
16
W 4
24
W0
W5
W2
W1
15
19
17
9
8
1
1
1
1
2
2
4
5
3
W
W
W
W
W
W
W
W
W
W
W
W
W
W
W
W
Fig. 1. Hourly actual and regress loads Weather stations
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The ARIMA model is popular amongst the statistical
models for time series analysis and forecasting applications
S
[13]. It originates from the autoregressive (AR) model and
the moving average (MA) model. The ARIMA(𝑝, 𝑑, 𝑞) model PV panel
is obtained as follows: Sp
𝑑 𝑑
Δ 𝑧𝑡 = (1 − 𝐵) 𝑧𝑡 (3)
h D
𝜙𝑝 (𝐵) Δ𝑑 𝑧𝑡 = 𝜃𝑞 (𝐵) 𝑎𝑡 (4)
where 𝑑 is the order of differencing, 𝑧𝑡 is the predicted load at Fig. 3. Diagram of solar radiation
time 𝑡 and 𝑎𝑡 is the random shock in a normal distribution.
𝐵 is the backshift operator which defines 𝑧𝑡−1 = 𝐵𝑧𝑡 . In
addition, 𝜙𝑝 (𝐵) and 𝜃𝑞 (𝐵) are the operators expressed as are repeated until the prediction time period is achieved. By
2 𝑝
this method, the hourly load in future is predicted on a rolling
𝜙𝑝 (𝐵) = 1 − 𝜙1 𝐵 − 𝜙2 𝐵 − ⋅ ⋅ ⋅ − 𝜙𝑝 𝐵 (5) basis. Through the constant correction, the final results are
𝜃𝑞 (𝐵) = 1 − 𝜃1 𝐵 − 𝜃2 𝐵 2 − ⋅ ⋅ ⋅ − 𝜃𝑞 𝐵 𝑞 (6) obtained and the total error can be reduced.
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with ( ) 17
𝐻𝑤𝑔 Battery storage
𝑣 = 𝑣𝑟 (16)
𝐻𝑟 Charge D.C.
regulator load
where 𝐶𝑝 is a coefficient defined as the ratio of the actual PV panel
power output divided by the maximum wind power, 𝜌 is the Rectifier Inverter
air density, 𝐴𝑤𝑔 is the cross section of the rotor, and 𝑃𝑤𝑔𝑟 is
A.C.
the wind turbine rated power. Besides, the cut-in wind speed load
𝑉𝑐 , the rated wind speed 𝑉𝑟 and the cut-off wind speed 𝑉𝑓 Wind turbine Diesel generator
are set as 4 𝑚/𝑠, 14 𝑚/𝑠 and 20 𝑚/𝑠, respectively. The wind
speed 𝑣 at the height of 𝐻𝑤𝑔 is transferred by the measurable Fig. 4. Illustration of a general HRES [10]
wind speed 𝑣𝑟 at the reference height 𝐻𝑟 .
Third, to ensure safety, most of the battery models con-
fine the battery state of charge (SOC) with maximum and turbine comprises the wind generator and the tower, its cost
minimum constraints. The change in SOC is based on the includes the two parts and the expense in tower is positively
renewable energy production and the load. We use (17) to related to its height.
calculate the SOC of the battery at each simulation step. ∑𝑇
𝐹𝑒 = 𝐹𝑐𝑜𝑛𝑠 (𝑡) ⋅ 𝐸𝑓 (20)
(𝑃𝑏𝑎𝑡 (𝑡) /𝑉 ) ⋅ Δ𝑡 ⋅ 𝜂𝑏𝑎𝑡 𝑡=1
𝑆𝑂𝐶(𝑡 + 1) = 𝑆𝑂𝐶(𝑡) + (17) where 𝐸𝑓 is emission factor, depending on the property of
𝐶𝑛 ⋅ 𝑁𝑏𝑎𝑡
the diesel generator. The amount of emission accumulates
where 𝑃𝑏𝑎𝑡 (𝑡) is the battery input/output power (positive for
every time this device is powered [19].
charging models and negative for discharging models), 𝑉 is
∑𝑇
the DC voltage and Δ𝑡 is the simulation time, and is set to 1 logic (𝐸𝑎𝑣𝑎𝑖𝑙 (𝑡) < 𝐸𝑙𝑜𝑎𝑑 (𝑡))
h. 𝜂𝑏𝑎𝑡 is the round-trip efficiency, and is set to 80% during 𝑃𝑢 = 𝑡=0 (21)
𝑇
charging and 100% during discharging, respectively. The 𝐶𝑛 where 𝐸𝑎𝑣𝑎𝑖𝑙 (𝑡) and 𝐸𝑙𝑜𝑎𝑑 (𝑡) are respectively the available
denotes the nominal capacity of the battery. The 𝑁𝑏𝑎𝑡 denotes power supply and the load demand at time 𝑡. The value of
the total number of the battery. 𝑃𝑢 refers to the proportion of hours of power shortage in one
Ultimately, if a diesel generator is used, its fuel consump- year, within [0, 1].
tion 𝐹𝑐𝑜𝑛𝑠 is assumed to be a linear function of the power
output [18] as (18). min 𝐹 = (𝐶𝑠 , 𝐹𝑒 , 𝑃𝑢 ) (22)
𝐹𝑐𝑜𝑛𝑠 = 𝛾1 𝑃𝑑𝑔𝑟 + 𝛾2 𝑃𝑑𝑔 (18) Overall, as shown in (22), the design of a HRES is a
where 𝑃𝑑𝑔𝑟 is the rated power of diesel generator, 𝑃𝑑𝑔 is the multi-objective optimization problem (MOP) where three
actual output power, and 𝛾1 , 𝛾2 denote the coefficients of objectives are to be minimized. It is worth mentioning that
fuel consumption. since the objectives in an MOP are in conflict with each other,
The operating mechanism of HRES is depicted in Fig. 4. the optimal solution is in general not a single one, but a set
First the power produced by PV panels and wind turbines of trade-off (so-called Pareto optimal) solutions [20]. Multi-
directly supplies the load demand. The surplus power will objective evolutionary algorithms are particularly suited for
be saved into the battery storage till it is fully charged. On solving MOPs, since their population-based nature can lead
the contrary, when the load goes beyond the produced power, to a Pareto optimal solution set in a single run [9], [21].
the battery will supply power to the load. If the battery cannot
meet the demand, diesel generators will be used as emergency V. E XPERIMENTAL RESULTS
power-supply. In case that the diesel generators still cannot A. Load forecasting
cover the supply-load gap, the unmet load will be cut. In the above models, the regress vector b is estimated as
Evidently, it is always expected that the system cost and (0, 3.2, 0, 0, 0, 177.8, 0.6, 86.2, −0.04, −7.91, −0.1, 0, −3.1,
output pollution can be minimized. Also, the load demand 0.03, 0)𝑇 and the coefficient 𝜅 is set to 0.9. Parameters 𝑝, 𝑑,
can be met. In other words, for this real-world problem, the 𝑞 are 0, 1 and 1, respectively.
cost of system (𝐶𝑠 ), fuel emissions (𝐹𝑒 ) and the probability To demonstrate the effectiveness of the proposed method,
of unsatisfying the load demand (𝑃𝑢 ) are to be minimized, different months of the load (e.g. July and October) in 2010
which are defined as follows. are predicted and the actual data acts as the reference. The
𝐶𝑠 = 𝐶𝑖𝑛𝑖𝑡𝑖𝑎𝑙 (𝑃 𝑉 + 𝑊 𝐺 + 𝑇 𝑜𝑤𝑒𝑟 + 𝐵𝐴𝑇 + 𝐷𝐺) forecasting results of the basic models and the combined
model are shown in Fig. 5 and Fig. 6.
+ 𝐶𝑟𝑒𝑝 (𝑃 𝑉 + 𝑊 𝐺 + 𝑇 𝑜𝑤𝑒𝑟 + 𝐵𝐴𝑇 + 𝐷𝐺)(19)
To evaluate the performance of load forecasting, the mean
where 𝐶𝑖𝑛𝑖𝑡𝑖𝑎𝑙 is the initial investment of devices and 𝐶𝑟𝑒𝑝 absolute percentage error (𝑀 𝐴𝑃 𝐸), maximum absolute per-
is the expenditure in repair and maintenance. Since the wind centage error (𝑀 𝐴𝑋𝑃 𝐸), and standard deviation of absolute
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300
Actual TABLE I
280 Combined ACCURACY INDICATORS FOR THE TWO BASIC MODELS
MLR
260 ARIMA
240
𝑀 𝐴𝑃 𝐸(%) 𝑀 𝐴𝑋𝑃 𝐸(%) 𝑆𝐷𝐴𝑃 𝐸(%)
MLR model 7.49 31.47 5.69
220
Load (kW)
ARIMA model 7.86 22.13 5.46
200
Combined model 5.78 21.44 4.51
180
160
140 TABLE II
120
T HE INITIAL COST AND THE ANNUAL REPAIR EXPENSES OF THE
COMPONENTS IN HRES
100
0 10 20 30 40 50 60 70 80 90 100
time (hour)
𝐶𝑖𝑛𝑖𝑡𝑖𝑎𝑙 ($) 𝐶𝑟𝑒𝑝𝑎𝑖𝑟 ($)
PV panel 3000 30
Fig. 5. Actual load and forecasting results of different models in July Wind turbine 3013 50
Wind tower 250/𝑚 2.5/𝑚
Battery 126 26.5
150 Diesel generator 1514 0.17/ℎ
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130
and the historical data of wind speed and solar intensity are
120
also used as inputs.
Load (kW)
110
In addition, the required parameter settings in the above
100
equations are provided in Table II and Table III. Table
90
Actual II shows the initial investment cost and the annual repair
80
Combined
MLR
expense of the PV panel, wind turbine, wind tower, battery
70
0 10 20 30 40 50 60 70 80
ARIMA
90 100
and diesel generator. All the other parameters about the
time (hour) HRES and the environment are summarized in Table III.
To solve this multi-objective problem described in (22),
Fig. 6. Actual load and forecasting results of different models in Oct
one of the state-of-the-art multi-objective evolutionary al-
gorithms, i.e., the preference-inspired coevolutionary algo-
rithm [9] is applied by which the Pareto optimal solution
percentage error (𝑆𝐷𝐴𝑃 𝐸) are used as the performance set is obtained. Note that the maximum generations and
indicators and are defined as follows. the population size of the algorithm are set to 100. Each
𝑛
1∑ candidate solution is composed of six variables in the form:
𝑀 𝐴𝑃 𝐸 = 𝑒(𝑡) (23) [𝑁𝑝𝑣 ∣𝑁𝑤𝑔 ∣𝑁𝑏𝑎𝑡 ∣𝑁𝑑𝑔 ∣𝐻𝑤𝑔 ∣𝛼] which respectively represent
𝑛 𝑡=1
the number of system components, the height of the wind
𝑀 𝐴𝑋𝑃 𝐸 = max {𝑒(𝑡)} (24) tower and the inclination angle of the tilted PV panel.
√ ∑𝑛 In the simulation, all constraints of this system are satis-
2
𝑡=1 (𝑒(𝑡) − 𝑀 𝐴𝑃 𝐸) (25) fied. By running the PICEA-g algorithm, the obtained non-
𝑆𝐷𝐴𝑃 𝐸 =
𝑛 dominated solutions (in objective space) are shown in Fig. 7.
with
𝑌𝑎𝑐𝑡𝑢𝑎𝑙 (𝑡) − 𝑌 (𝑡)
𝑒(𝑡) = ∣ ∣ × 100% (26) Having obtained the non-dominated solutions, a decision
𝑌𝑎𝑐𝑡𝑢𝑎𝑙 (𝑡) maker can choose his/her preferred solution. For example, if
where 𝑛 is the total number of the predicted periods, the decision maker would like to meet 99% of the energy
𝑌𝑎𝑐𝑡𝑢𝑎𝑙 (𝑡) is the actual load and 𝑌 (𝑡) is the predicted load demand at least and simultaneously confine the emission
at time 𝑡. The smaller the indicators, the more accurate they within 250kg, one can set 𝑃𝑢 < 1% and 𝐹𝑒 < 250. Then
are. four solutions are filtered as listed in Table IV. Amongst the
Table I shows the indicator values of the three forecasting
methods. It is observed that for each indicator the combined
model offers the smallest indicator value, and thus is the most TABLE III
PARAMETER SPECIFICATIONS FOR THE SYSTEM
effective one.
parameter value parameter value parameter value
ℎ(∘ ) -71 𝐶𝑝 0.4 𝐶𝑛 (Ah) 100
B. HRES design
𝑇𝑁 𝑂𝐶 (∘ C) 43 𝜌(g/L) 1.29 𝛾1 (/kWh) 0.08
To obtain the best configuration of the HRES, the process 𝐼𝑆𝐶 (A) 7.22 𝐴𝑤𝑔 (𝑚2 ) 12.59 𝛾2 (/kWh) 0.25
of power flow in the next year is simulated. Prior to to the 𝐾1 (𝐴/∘ C) 0.0038 𝐻𝑟 (𝑚) 10 𝐸𝑓 (kg) 2.5
design, the forecasting load is input into the hybrid system, 𝛽(V) 5.24 𝑉 (V) 12 – –
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