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2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong

Kong

Forecasting Several-Hours-Ahead Electricity


Demand Using Neural Network
Paras Mandal, Tomonobu Senjyu, Member; IEEE, Katsumi Uezato, and Toshihisa Funabashi, Senior
Membec IEEE

AbsIracf-This paper presents a practical method for model parameters, which are estimated from historical
short-term load forecasting considering the temperature as data that may he outmoded or may not reveal short-term
climate factor. The method is based on artificial neural load pattem changes 1151-[17].
network (ANN) combined similar days approach, which
achieved a good performance in the very special region. Over the last decade, a great deal of attention has been
Performance of the proposed methodology is verified with devoted to the use of artificial neural networks (ANNs)
simulations of actual data pertaining to Okinawa Electric to model load. The main reason of ANN becoming so
Power Co. in Japan. Forecasted load is obtained from popular lies in its ability to learn complex and non-linear
ANN, which is the corrected output of similar days data. relationships that are difficult to model with conventional
Load curve is forecasted by using information of the days
being similar tn weather condition of the forecast day. An techniques. The forecast error is greatly influenced by load
Euclidean norm with weighted factors is used to evaluate the fluctuation and rapid change in temperature. Recently,
similarity between a forecast day and searched previous days. several methods based on similarity have been reported
Special attention was paid to model accurately in different for the purpose of load forecasting [MI,[19]. According
seasons, i.e., summer, winter, spring, and autumn. Moreover, to which, load curve is forecasted by using information of
the forecaster is robust, easy to use, and produces accurate
results in the case of rapid weather changes. the days being similar to weather condition of the forecast
day. These methods have an advantage of dealing not only
Index Terms-Neural networks, seasonal effect on load,
with the nonlinear part of load but also with the weekend
several-hours-ahead bad forecasting, similar days.
and special days. In general, the load based on several
selected similar days are averaged to improve the accuracy
I. INTRODUCTION of load forecasting [ZO].

T . . HE forecasting of electricity demand has become


one ot the major research fields in electrical engi-
neering. The forecasting of hourly-integrated load carried
This paper presents the implementation of ANN based
several-hours-ahead (one-hour-ahead to six-hours-ahead)
load curve forecasting using similar days approach con-
out for one day to one week ahead is usually referred sidering the temperature as climate factor. The output ob-
to as shon-term load forecasting [1]-[4]. Short-term load tained from neural network is the corrected forecasted load
forecasting plays an important role in power systems since of similar days data. An Euclidean norm with weighted
the improvement of forecasting accuracy results in the factors is used to evaluate the similarity between the
reduction of operating costs and the reliable power system forecast day and searched previous days. Special attention
operations. Many approaches have been applied to this was paid to model accurately in different seasons of the
area, including linear regression, exponential smoothing, year, i.e., summer, winter, spring, and autumn.
stochastic process, state space methods, and expert sys- This paper contributes to a practical method for short-
tems [5]-[14].However, load forecasting is a difficult task term load forecasting. especially as it shows the effect of
as the load at a given hour is dependent not only on the seasonal variation on load curve forecasting. The paper is
load at the previous hour but also on the load at the organized as follows. Section I1 gives the overview of the
same hour on the previous day, and on the load at the proposed method where we discuss selection of similar
same hour on the day with the same denomination in the days corresponding to forecast day based on Euclidean
previous week [2]. Furthermore, it is difficult to model norm. Section I11 discusses proposed neural network ap-
the relationships between the loads and the variables that proach followed by load forecasting simulation results in
influence the loads, such as weather or seasonal variations, Section IV. Conclusions are drawn in Section V. In this
holiday activities etc. as short-term load forecasting is paper, our analysis is based on actual load data of Okinawa
mainly affected by weather parameters. These are the Electric Power Company, Japan.
major factors that make the modeling process complicated.
Another difficulty lies in estimating and adjusting the
11. SELECTION OF SIMILAR DAYS
P. Mandal, T. Senjyu, and K. Uezato are with the Department of
Electrical and Electronic Engineerinp, University of the Ryukyus, Oki- In this paper, Euclidean norm with weighted factors
nawa. Japan (e-mails: k028656Ceve.u-ryukyu.acjp M b985542Ctec.u- is used to evaluate the similarity between the forecast
ryukyu.ac.jp). day and searched previous days. It is useful to utilize
T. Funabashi is with the Department of Electrical and Electronic
Engineering. Meidensha Corporation, Tokyo, Japan (e-mail: funbashi- the evaluation determined by the Euclidean norm, which
makes us understand the similarity by using an expression

0-7803-8237-4/04/$ I7.00020041EEE
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2004 TEEE Intemational Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004)April 2004 Hong Kong

65 days 65 days 65 days

*HP
1 year ago Forecasting day
(Learning day)

Fig. I . Limits on the selection of similar days.

based on the concept of norm. We select similar days - -


corresponding to forecast day based on Euclidean norm. L, Lr+i L I + h ~ i Lrir Tm Tmin W
Decrease in Euclidean results into better evaluation of
similar days. In general, the following equations are used Fig. 2. Proposed neural network structure.
as Euclidean norm with weighted factors.
111. NEURALNETWORK
D = J G I ( A L ~+W^2(ALs)’
)~ + G s ( A T ~ ) ~ (1)
The neural network employed in traditional prediction
ALt = Lt - q (2)
methods use all similar days data to learn the trend of
AL, = L, - Lz (3 similarity. However, learning all similar days data is a
complex task. To reduce the neural network structure and
L , = Lt - L t _ l (4) learning time, we propose a neural network as shown in
where Lt is the load on forecast day, LF is the load Fig. 2. The network model is composed of one input layer,
one hidden layer and one output layer. Each layer has a
on historical days, ALt is the load deviation between
load on forecast day and load on historical days, L, feed-forward connection representing several-hours-ahead
forecasted loads.
is the slope between Lt and Lt-l, L: is the slope of
historical days, ALs is the deviation of slope between In the proposed prediction method, the forecasted load
( e t + h ) is obtained as the corrected output of mean sim-
load on forecast day and load on historical days, ATt
ilar days data, and the correction is obtained from the
-
is the deviation of temperature between forecast day and
historical days, G<(i= 1 3) is the weighted factor.
The weighted factor Gi is determined by the least square
neural
network
network. The into variables to the proposed neural
are: Mean similar days data, E, which is an
method based on regression model that is constructed average of 3 past similar days load; Actual load, Lt;
using historical temperature and load data [21], [22]. W is a day of the week (weekday : 4, Monday : 3,

-
Therefore, a selection of similar days that considers a Saturday : 2, Sunday : I); and Temperature, T. In Fig. 2,
trend of load and temperature is performed. The above h represents hour-ahead (for h = 1 6). The following
equations gives the hourly calculation of Euclidean nnrm. energy function is used as a termination criteria during
As an index for selecting the similar days, Euclidean the learning procedure.
nnrm with weighted factors is used in this paper. In
the conventional papers, the maximum and minimum E = -1 C ( A C - AC’)’
temperatures of the forecast day are used as variables
2
of Euclidean norm with weighted factors. However, since where AC and AC* are network output and desired
maximum and minimum temperatures are forecasted tem- output respectively.
peratures, in case of rapid change in temperature on the The well known back propagation algorithm [23] was
forecast day, load changes greatly, and it results into used for the ANN training. The selection of the training
increase in forecast error. Therefore, we substitute load data set significantly affects the performance of the model.
for the maximum and minimum temperatures as variable. ANN is trained by using the data of past 45 days from
Consequently, it is possible for the proposed prediction the day before a forecast day, and past 45 days before and
method to select the similar days unrelated to temperature after the forecast day in the previous year. The training
changes. of ANN continues until and unless the errors become
Similar days are based on the same season. The limits constant. After the errors become constant, the leaming
for the selection of the similar days corresponding to a procedure terminates. If the forecast time is changed, the
forecast day are shown in Fig. I . The past 65 days from ANN is retrained to obtain the relationship between load
the day before a forecast day, and past 65 days before and and temperature around the forecast day.
after the forecast day in the previous year me considered
for the selection of similar days. If the forecast day is
changed, similar days are selected in the same manner. It IV. SIMULATION RESULTS
is enough to cover the limits in Fig. 1 for selecting the The performance of the developed method for load
similar days as the load shows similarities on the same forecasting has been tested using the actual load and
seasnn of each year. temperature data (for the year 1999 to 2000) of Okinawa

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2004 IEEE Intemational Conference on Electric Utility Deregulation, Restrncturing and Power Technologies (DWT2004) April 2004 Hong Kong

Electric Power Company. A computer programming soft-


ware, C-language, was used for the numerical simulations,
i.e., built in-house. Load forecasting is done for the year Seasons Selected month Major cases
2000. Spring March I-hour-ahead to 6-houn-ahead
Summer July I-hour-ahead to 6-hours-ahead
To verify the predictive ability of the proposed method, Autumn October I-hour-ahead to 6-hours-ahead
we perform simulations for six cases indicated as follows: Winter January I-haur-ahead to 6-hours-ahead
Case-I: One-hour-ahead load forecasting.
Case-2: Two-hours-ahead load forecasting.
TABLE I1
Case-3: Three-hours-ahead load forecasting.
LEARNING
PARAMETERS OF NEURAL
NETWORK
Case-4: Four-hours-ahead load forecasting.
Case-5: Five-hours-ahead load forecasting.
lnelfia caefhlcient
Case-6: Six-hours-ahead load curve forecasting.
For the above mentioned cases, a whole year is sepa-
rated into four different seasons as summer, winter, spring,
TABLE 111
and autumn, which is as shown in Table I. In this study,
ABSOLUTE PERCENTAGE E R R O R IN 2000
MEAN
the selected months for spring, summer, autumn, and
winter seasons are March, July, October, and January, YW MAP€[%] I
?WO Cwe 1 I Cwe 2 I Car 3 11 case 4 I case 5
respectively. All of the above mentioned six cases are
carried out for the selected month of a season considering
the forecasting term as 168 hours.
Since, ANN is trained by using the data of past 45 days
from the day before a forecast day, and past 45 days before 2.26
and after the forecast day in the previous year, therefore,
it is possible to obtain lots of learning data. Leaming
2.60
parameters of the ANN are shown in Table 11, which are NO". 2.30
determined by trial and error. For BP learning of the neural Dec.
network, BP learning within the specific range consists of
a BP learning sets. The proposed neural network is trained
by repeating BP learning set for 1000 times. TABLE IV
With the proposed technique, mean absolute percentage MAPE FORALLCASES
error (MAPE) corresponding to month for all the cases in Year MAPEIC]
the year 2000 is shown in Fig. 3 and Table 111. From Table 2000 Summer Winter Autumn Spring
July. 1-7 Jan. 1-7 Oct. 1-7 Mar 1-7
111, we can observe that average MAPE results for each
Case 1 0.80 1.15 1.03 0.72
case shows an increasing trend with the increase in hour- Case 2 1.15 1.78 1.48 I .ffi
ahead forecasting. MAPE is computed using following Case 3 1.43 2.16 1.79 1.35
equation. Case 4 1.57 2.50 2.00 1.65
Case 5 1.87 2.92 2.24 1.82
Case 6 2.09 3.15 2.35 2.10

the actual load curve, which indicates that the prediction


where PA is the actual load, PF is the forecasted load, N ability of the proposed method is accurate. We can also
is the number of data points. see that power demand has risen due to increase in
MAPEs for all the cases are presented in Table IV. temperature. Consequently, with the proposed technique,
Note that MAPE for each case shows an increasing trend the result gives an absolute percentage error of 0.80%
with the increase in hour-ahead forecasting. As can he as shown in Fig. 4(b), whereas using similar days, it is
seen from Table IV, winter season has the maximum 0.91%.
value of MAPE with 3.158, whereas summer season with Fig. 5 shows the forecasting results of two-hours-ahead
minimum (0.80%). The major cases results are shown in load forecasting in autumn season for the period October
Figures 4, 5, 6, 7, 8, 9, and 10. Percentage errors of each 1 (Sunday) to October 7 (Saturday), 2000. We can see
case, by using proposed ANN method, is compared with from Fig. 5(a) that the forecasted load curve is closer to
that of similar days method. It is observed from Figures actual load curve. We can also observe that power demand
4(b), 5(b), 6(b), 7(b), 8(b), and 9(b) that by the application during weekend is lower than that of weekdays. Power
of proposed method, a reduction in error can be achieved demand in autumn season has reached up to less than
in an efficient way to obtain the accurate forecasted load. 1100 MW, whereas during summer season (July), it is
Fig. 4 shows the forecasting results of one-hour-ahead above 1100 MW. Consequently, with the proposed method
load forecasting in summer season for the period July using ANN, the result gives an absolute percentage error
I(Saturday) to July 7 (Friday), 2000. We can see from Fig. of 1.48% as shown in Fig. 5(b).
4(a) that the forecasted load curve almost coincides with

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2004 E E E International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

"700
*
tI
v v v
So0 I
o 24 48 72 96 120 144 168
Time (month) Hours
Fig. 3. Mean absolute percentage ermr corresponding to month Fig. 4(a). A C N ~load and forecasted load.

Fig. 6 shows the forecasting results of three-hours-


ahead load forecasting for the period July 1 (Saturday) to
July 7 (Friday), 2000. If we compare Fig. 6 results with
that of Fig. 4, as both are the results of same season and
same month, we can observe that percentage error in Fig.
6(b) is more than that of Fig. 4(b). Note that percentage
error here shows an increasing trend with the increase in
hour-ahead forecasting. Accordingly, MAPE is 1.43%.
-31
..
' . ' . I
0 24 48 12 96 120 144 168
HOW5

Figures 7 and 8 show the forecasting results of four- Fig. 4(b). Percentage error.
hours-ahead and five-hours-ahead load forecasting in win-
ter and spring season, respectively. From these figures, we
can observe an accuracy in the forecasted load curves. U^ 33
Power demand is found to he highly reduced during 32
winter season if compared with other season. However, $31
it can be seen in Fig. 7(b) that the forecasting error is $30
slightly more in winter season than that of other season. ii:29
Consequently, the result gives an absolute percentage error 28
of 2.50% for four-hours-ahead load forecasting in winter 27
season as shown in Fig. 7(b), whereas it is 1.82% for five- 26
hours-ahead load forecasting in spring season as shown in 25
Fig. 8(b). Similarly, Fig. 9 shows the forecasting results 24
of six-hours-ahead load forecasting for the period July 0 24 48 72 96 120 144 168
HOWS
I(Saturday) to July 7 (Friday), 2000. MAPE for this case
Fig. 4(c). Temperature.
is obtained as 2.09%. Figures 4(c), S(c), 7(c), and 8(c)
represent temperature of selected month. Fig. 4. One-hour-ahead forecasting results (Jul. I, Sat.
2000).
- Jul. 7. F L

Table V presents the results of maximum (max.) and


minimum (min.) percentage errors in each season, which
are illustrated in Fig. 10 as y-axis shows the max./min.
percentage errors and x-axis, hours-ahead. Fig. IO(a)
shows the m a x h i n . percentage errors in winter season.
As can he seen from Table V that max. and min. per-
centage errors in winter season are obtained as 17.19 %
and -9.10%, respectively. Fig. 10(b) shows the m a x h i n .
percentage errors in summer season (July), and the value
is obtained as 8.79% and -13.19% respectively. Similarly,
Figures lO(c) and IOfd) show the max. and min. percent-
age errors for the seasons, autumn and spring. In case of 0 24 48 72 96 120 144 168
Hours
autumn, the max. and min. percentage errors are obtained
Fig. S(a). Actual load and forecasted load.
as 12.08% and -8.03%, whereas for spring, it is 10.53%
and -8.08%. respectively. Maximum percentage error in
winter season is comparatively higher than other seasons.
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2004 E E E International Conference on Elecmc Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

-8 I
0 24 48 72 96 120 144 168
I
0 24 48 72 96 I20 144 168
Hours Hours
Fig. 5(h). Percentage error.
Fig. 7(a). Actual load and forecasted load
~ 3 1
p= 30
-E 29

'E28
27
26
25
24
23
0 24 48 72 96 120 144 168
Hours I
0 24 48 72 96 120 144 168
Fig. 5(c). Temperature.

Fig. 5. Two-hours-ahead forecasting results ( O m I , Sun.


sat., 2OW).
- Oct. 7, Fig. 7(h). Percentage error

G--
. 24
2 23
>
5 22
$21
20
19
18
. 17
16
I 0 24 48 72 96 120 144 168
0 24 48 72 96 120 144 168 Hours
HOWS
Fig. 7(c). Temperature.
Fig. 6(a). Actual load and forecasted load.
Fig. 7. Four-hours-ahead forecasting results (Jan. I,Sat. - Jan. 7, Fri.,

-..
SI4
12
CmruungA"
Enor"ria8rrmla&yr.
-
- -.
2000).

P8 t 5S00
z750
2a 700
650
600
I 550
0 24 48 72 96 120 144 168
Hours 500

Fig. 6(b). Percentage error. 450

Fig. 6 . Three-hours-ahcad foxcasting results (Jul. 1. Sat. -Jul. 7. Fri.. 400h 24 48 72 96 I20 14; I&
2000). Hours
Fig. 8(a). Actual load and forecasted load.

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2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 H o n g K o n g

-8 I I I
0 24 48 12 96 120 144 168
Hours
Fig. U(b). Percentage error Fig. 10 (a). Maximum and minimum percentage emrs in summer
(July, 2000).

14 I
0 24 48 72 96 120 144 168
Hours
Fig. 8(c). Temperature.

Fig. 8. Five-hours-ahead forecasting results (Mar 1. Wed.


Tues., 2000.)
- Mar :

I
" l * l i l , l
I How-ahead
0 24 48 12 96 120 144 168
Hours Fig. 10 (c). Maximum and minimum percentage errors in autumn
Fig. Y(a). Actual load and forecasted load. (October. 2000)

HOWS
Fig. 9(b). Percentage error. Fig. 10 (d). Maximum and minimum percentage erron in spring
(March, 2000).
Fig. 9.
2000).
Six-hr-ahead forecasting results (Jul. I , Sat. - Jul. 7, Fri Fig. IO. Maximum and minimum percentage errors in each season.

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2004 IEEE International Conference on Elecmc Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 H o n g Kong

TABLE V
MAXIMUM
A N D M I N I M U M PERCENTAGE E m o n S I N EACH SEASON
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