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A Review on Short Term Load Forecasting Using Hybrid Neural Network Techniques

A  Review on  Short  Term  Load Forecasting  Using Hybrid Neural  Network  Techniques
A  Review on  Short  Term  Load Forecasting  Using Hybrid Neural  Network  Techniques

A Review on Short Term Load Forecasting Using

Hybrid Neural Network Techniques

M. Q. Raza*, Z. Baharudin

Department of Electrical and Electronics Engineering

Universiti Teknologi PETRONAS

31750 Tronoh, Perak, Malaysia Abstract-

Load forecasting is very essential for the efficient

and reliable operation of a power system. Often uncertainties significantly

decrease

the

prediction

accuracy

of

load

forecasting; this in turn affects the operation cost dramatically as well as the optimal day-to-day operation of the power system. In this article, an overview of recently published work on hybrid neural network techniques to forecast the electrical load demand.

A

hybrid neural network forecasting model is

proposed, which is a combination of simulated annealing (SA) and particle swarm optimization (PSO) called SAP S O. In proposed techniqiue,

particle

swarm

optimization

(PSO)

algorithm has the ability of global optimization and the simulated annealing (SA) algorithm has a strong searching capability. Therefore, the learning algorithm of a typical three layer feed forward neural network back propagation (BP) is replaced by SAPSO algorithm. Furthermore, preprocessing of input data, convergence, local minima and working of neural network with SAPSO algorithm also discussed.

Keywords-Short term load forecasting (STLF), Artificial neural Network (ANN), Particle swarm optimization (PSO), back propagation (BP), Simulated annealing (SA), Hybrid neural network (HNN).

I.

INTRODUCTION

Load forecasting plays very important role in the energy management system and also essential content for price based electricity market. Extensive research is conducted in the last decade for load forecasting as a constituent of the uninterrupted power

supply,

power

system

operation,

planning

and

maintenance of power system. Power system scheduling, contingency analysis and load flow analysis also can be explored by load forecasting [1]. Load forecasting is getting more intention because underestimating the load demand having a negative effect on demand response and also difficult to manage overload conditions especially when the backup storage power is not available. The overestimation load demand may create an unexpected surplus of production [2]. Load forecasting also applied to the power system management, scheduling and day to day operation of power system.

In the last few years extensive research was going on the future power generation system called smart grids to fulfill the load demand which may be implemented with accurate load forecasting. There are several techniques for short term load forecasting [1,6] and roughly load forecasting techniques can be divided in two categories. Statistical methods (parametric

techniques) [1,3] and artificial intelligence techniques (non-parametric techniques) [4,6]. Statistical method includes time series technique, linear regression, autoregressive moving average, general exponential technique and stochastic time series. The statistical technique gives less prediction error if the input behavior under normal conditions. If there is an abrupt change in environmental or sociological variables e.g. changes of the weather, type of the day which may cause a large forecasting error. This is a major drawback of statistical techniques [7].

The ANN received great attention by the researcher since mid 1980 for load forecasting problem and attracts the researcher as a powerful computational tool for the prediction problems. The ANN provides much better performance as compared to previous implemented techniques for non-linear input variables [2, 8]. The neural network has ability to solve the complex relationship, adaptive control, decision making under uncertainty and prediction patterns [9-10].

Currently, researchers more emphasis on hybrid neural network techniques for load forecasting problem. In this paper several hybrid techniques are investigated e.g. hybrid neural network technique trained by particle swarm optimization (PSO), NN with fuzzy logic, NN back propagation training method with similar degree, auto regressive moving average (ARMA),

genetic

algorithm,

artificial

inunune

system,

levenberg marquardt

algorithm, bayesian regularization

algorithm. Hybrid neural network techniques show better results in term of accuracy and resolve the issues than the previous techniques applied on load forecasting on certain parameters.

Accuracy of load forecasting is the measure of exactness of predictability of future load demand (difference between actual and predicted value) which is essential for reliable power operation and planning [11]. Such planning can save million dollars as a survey conducted for UK power system [12]. Accuracy of load forecasting is the one of the major issues to achieve reliability of the modern power system and future smart grids implantation. In modern times as the demand for power is increasing day by day the importance of load forecasting is also increasing. Millions of dollars can be saved even with a small increase in the degree of accuracy [4]. Accuracy of load forecasting is affected by different factor such as the abrupt change in meteorological conditions, training method of prediction model, uncertain load demand

due to social events, day type (week days or weekends) and

historical data requirements [13, 14].

In ANN, architecture and learning algorithm face a difficulty

in solving the problem local minima, over fitting and under

fitting. This is due to no such method is available to select the

number of hidden layers and number of neurons. To overcome

the shortcoming of standalone ANN model hybrid neural

network model are proposed. The objective of the paper is to

analyze hybrid neural network (HNN)techniques for STLF. The proposed hybrid neural network technique is expected to

increase the accuracy of model and provide better training

algorithm.

The paper is organized as follows: Section II examines the

recently reported work on hybrid ANN technique for STLF,

which also includes conventional and hybrid neural network

techniques. In section III the proposed hybrid neural network

technique (HNN)with particle swarm optimization (PSO) and simulated annealing (SA) for STLF is presented.

II. ANN WITH BACK PROPAGATION LEARNING ALGORITHM: Back propagation considers as a conventional training of neural network for load forecasting the as previous research publish. Different researcher proposed the short term load forecasting using back propagation and other data classification techniques. Y.J. HE at aI., [15] presents a forecasting model which implies a similarity degree and back propagation learning algorithm used to reduce the learning time and improve the convergence. The objective to effectively avoid the problem of holiday or abrupt change in inflectional factors. By which sometimes input data leads to improper training, which is the cause increase in forecasting error. The improved forecasting accuracy and learning potency can be achieved but maybe the back propagation defects may affect the convergence of model.

M.B. Hamid et aI., [16] presented a forecasting model to achieve higher accuracy due to economical importance. The proposed methodology of the author is artificial immune system learning algorithm and back propagation used in train artificial neural network. Artificial immune system gives the comparable results to back propagation method but there is significant need to reduce the mean average percentage error (MAPE).

III. HYBRID NEURAL NETWORK L OAD FORECASTING

TECHNIQUES

The neural network has the ability to solve the complex

relationship, adaptive control, decision making under

uncertainty and prediction patterns [8]. Load forecasting is a complex mathematical relationship between input and output because many factors affecting on it. Prediction type (short, medium or long term), climatic conditions, pervious load demand, day type of week (weekday's or weekends) and time of day are some of factors which affecting on forecasting model output. Recently hybrid techniques are proposed with a combination of superior attributes of two or more algorithms. In this section, hybrid models are examined for STLF.

Recent hybrid training methods for ANN for short term load

forecasting can be classified as follows:

? ANN with fuzzy logic

? ANN with Support vector machine

? ANN with artificial immune system

? ANN with Genetic Algorithms

? ANN with particle swarm optimization

1. ANN withjuzzy logic:

A fuzzy logic load forecasting ANN model is generally developed to classify a large input load data set to predict the load demand. K. Yang et aI., [17] constructed a forecasting model to consider the effect of weather and holidays on forecasting accuracy. Fuzzy logic membership functions and rule base are constructed for temperature and holiday factor and then ANN predict the load demand. As stated in A. Jain et aI., [18] the fuzzy adaptive inference system and similar day effect, which takes account the effect of hwnidity and temperature. Fuzzy inference system is also used to improve the similar day curve which also increases the accuracy. To encounter the uncertainties and unexpected behavior of power system A. Khosravi et aI., [19] presented a forecasting model to increase the accuracy and handling of uncertainties. Previous load demand, weather information and yearly calendar events consider as model inputs. The proposed model handles the uncertainties of a power system, which significantly improve the accuracy.

T. Senjyu et aI., [20] proposed a hybrid neural network, which is a combination of neural network with fuzzy logic to enhance the accuracy. The similar day approach is used to select correlated inputs for better training data. The proposed methodology shows a considerable improvement in forecasting accuracy over a test period.

2. ANN with Support vector machine:

Recently the reported research using support vector machine and more on support vector regression were introduced for STLF, e.g. Niu et aI., [21], Wang et aI., [22], Ii et aI., [23] and M. Afshin et al.,[24]. Support vector machines are normally used for data categorization and regression. Chen et aI., [25] applied support vector regression for STLF and the model inputs are previous seven day load demand, weather data and calendar information. The best approach reached the MAPE of 1.95%. A validation procedure is also presented to judge the either weather inputs are integrated or not. The two different forecasted load patterns are also identified due to different training data of forecasting model.

3. ANN with artificial immune system:

The immune system is based on the living being's immune process. According to the immune system, the solution of the problem is treated as an antibody and the problem as an antigen. The system will produce antibodies to resolve and control the antigen. There are actions and executions between the antibodies that controlled by the antigen. If the concentration of the antibodies increases then the actions and executions also increase [26]. In [27, 28] neural network model is proposed and trained by the artificial immune system to achieve a higher accuracy. In [29] it is propose to have a

model to achieve higher accuracy, lesser input load data requirement and faster convergence. The hybrid artificial immune system (AIS) is proposed which is combination of the back propagation method with the artificial immune system. The hybrid methodology shows that the genetic algorithm (GA) and particle swarm optimization (PSO) require 150 iterations and 36 data sets but the hybrid AIS takes only 6 iterations and 21 data sets to converge the same extent.

4. ANN with Genetic Algorithm:

The genetic algorithm (GA) is a random search technique that is widely used to find the optimal solution. It is a class of population-based algorithm and finds the optimal solution on the bases of the optimal point of a population. The genetic algorithm is also applied along with other techniques such as fuzzy logic, simulated annealing and particle swarm optimization (PSO) to reduce the forecasting output error [30-33]. Population-based algorithms like GA and randomized search-based algorithms are expected to be robust against a convergence in the global optima. In [34], the GA and PSO to reduce the training time of the neural network and to converge optimally have trained multi layer perceptron (MLP) models. The genetic algorithm gives better accuracy with a MAPE of 3.19% but is slow in training. However, the particle swarm optimization shows much faster training but is lower in accuracy with a MAPE of 4.25%. In this model, meteorological conditions are not considered so it is possible that accuracy will be affected in cases of abrupt weather changes.

5. ANN with Particle Swarm Optimization:

Particle swarm optimization is a population-based algorithm, which is widely applied to the optimization problems in different fields. As further research is concerned, different hybrid and updated versions of PSO are available, e.g., QPSO, MPSO, and the adaptive PSO, which shows better training results of neural networks. N. Lu et al. [35] proposed a technique using PSO and the radial basis function (REF) neural network to forecast the load demand. The PSO algorithm optimizes neural network weights. As the results show, that the PSO trained neural network shows more accurate results than the REF neural network due to the powerful non-linear optimization solving capability. Z.A. Bashir et al. [36] described a competitive learning model using particle swarm optimization. The inputs of the forecasting model are pervious load demand and temperature. The complexity of the propose model increases due to the presence of more than two hidden layers which may also increase the computational cost.

In [37], a PSO based neural network model has been proposed for load forecasting; the objective of the proposed methodology is to achieve a higher forecasting accuracy over a time varying window. A smaller ANN models are proposed for the hourly load data trained by the particle swarm optimization algorithm. The back propagation has a local minima problem that can be overcome by PSO. Therefore, the PSO algorithm shows better convergence, faster training, better generalization and simpler modeling. Weather data are not considered as input; this significantly affects the accuracy of the forecasting. L. Mengliang et al. [38] presented a model to reduce the forecasting error by a hybrid PSO and wavelet technique. The wavelet technique is used to divide data into approximate and detailed parts. The hybrid PSO is used to train to approximate and detailed parts of the load to achieve higher accuracy. The error of the forecasted load, from the approximate and detailed parts, is accurate enough for power system applications.

Z. A. Bashir et al. [39] proposed a methodology of short-term load forecasting using particle swarm optimization for training of NN. Load data wavelet transform at the preprocessing of the input of NNs to achieve higher accuracy. The particle swarm optimization technique with wavelet preprocessing has better convergence and forecasting results but is silent about the holiday load data as input, which affects the accuracy.

IV. PROPOSED MODEL NEURAL NETWORK TRAINING

TECHNIQUES

Hybrid techniques can be a potential solution for electrical STLF problems, which are a combination of two or more techniques by overcoming the drawbacks of fundamental technique. In the past, several load forecasting techniques have been proposed with classical training methods; however, hybrid NN training techniques give better NN training and forecasting results. Evolutionary algorithms are population based search algorithms such as GA and PSO which mimic the natural evolution; on the other hand, some randomized algorithms have been expected to be more robust against local optima convergence. Apart from the evolutionary algorithms, hybrid PSO techniques are applied to different principal training techniques to get an optimal setting of control parameters. However, stability and convergence of PSO algorithm are important parameters to consider [40].

The proposed technique is a combination of the particle swarm optimization technique (PSO) and simulated annealing (SA) as shown in Figure 1. A correlation analysis is applied for preprocessing of the input data to select the most inflectional inputs due to a large number of load data points. The SAPSO algorithm is used to update the network weights, which is expected to achieve the global optima.

A. Particle swarm optimization:

Particle swarm optimization is a stochastic search-based technique that was developed by Kennedy and Eberhart in 1995 [41]. This algorithm is a powerful tool to solve the continuing and discontinuing function. PSO is an emerging technique for optimization. It has been used in several fields for the optimization of problems [42]. The particle swarm optimization technique based on the sociological and biological behavior of birds such as flocks of birds searching for food.

Conventional back propagation (BP) method is used to train the neural network, it uses the gradient descent or conjugate descent method to update the weights and biases. For neural network parameters (weight, biases), the BP technique calculates the partial derivative of the performance function.

Model of' PSO and SA

Accuracy?

Figure I: Flow of proposed SAPSO based load forecasting model

However, the transfer relation of every neuron must be differentiable [43]. The PSO population based technique, where each unit of a population is called a particle, tries to search for the best position (state) in a multidimensional space by its own and neighbor's experiences. Each potential solution of a particle is called "swarm" which fmds the optimal solution.

The PSO algorithm has two only parameters to adjust; they are the velocity and position associated with each particle. Each particle updates its position by its own best experience as well as the overall swarm best position. Position and velocity vector updated according to the equation given in [42].

Where,

xf+1 =

xf + vf+1

(2) C 1

and C2 are two positive constants, f1 and f2 are two randomly generated numbers with a range

of [0,1],

w is the inertia weight,

P best

f is the best position particle achieved based on its own

experience,

gbest k

is the best particle position based on overall swarm's experience,

k is the iteration index.

B.

Simulated annealing: In [44], a simulated annealing is a gradient free optimization technique. Simulated annealing is an intelligent method to solve the optimization problem based on the annealing of metals. There are several benefits of simulated annealing for the optimization like during the search for information, no derivative information is required in the search process. SA stochastic technique, which provides better search in entire design space and achieves the global optimum [4].

A simulated annealing searching process accepts not only the best solution but also the worse neighboring solution with certain probability. Such a flexibility of accepting the worse neighboring influence provides a chance to explore new solutions, which are either better or worse. As the fundamental technique shows that, if initial temperature is higher, then probability of accepting the worse solutions is also high.

However, if the temperature decreases, the probability of accepting them is gradually decreased and approaches zero. The simulated annealing technique deals with every particle as:

1.

If P id > P g d then P g d

=

P id with probability of 1.

2. If P id < P g d

then

P g

d =

P id with probability

defined as [

Pgd-Pid ]

prob

=

1-e x

p

----

temp

temp

=

itempt (3)

(4)

Where pfob is the probability, temp is the current temperature, itempt is a constant selected as initial temperature, P id is the

best one of the solutions this particle has reached, P g

d is the

best one of the solutions all the particles have reached, and t is the current step number[45].

C.

Proposed SAPSO based neural network model:

The proposed model is a three layer feed forward neural network which consists of an input layer, a hidden layer and an output layer. All the nodes of the network are connected by corresponding synaptic weights as shown in Figure 2 [22]. Input layer transform the input signal to a hidden layer but did not actual perform computation. The output of the network is the function of inputs to the node modified by the non-linear activation function. SAPSO is adopted to train the neural network and denotes that vector W contains weights and

biases, which define the PSO algorithm. The fitness of model is measured by a fitness function, which is defmed as:

(5)

Where Yj is the expected output of the network is, O i j is the predicted output of the network, no is the no. of output nodes, and np is the no. of training set samples. If weights and biases values are adjusted in a suitable manner to train the network, then the overall model fitness will be larger [37].

D.

Working of SAPSO alogorithm:

Step 1: Initialization of particles according to swarm size, acceleration constant, inertia weights, iterations, position vector X and velocity V.

Step2: Calculation of the fitness of every particle using the fitness function.

Step3: Apply the SA algorithm on each particle individually; (as the iteration time increases) then it will generate new particles.

Previous

day load at

hour m

Previous

week load

at hour m

Previous

month load

at hour m

Hidden layer

Figure 2: Architecture of three layer neural network Forecasting Output

Step4: Comparison of the Personal best position's fitness value is compare with the new best position. If the new fitness value is better, make it is personal best position vector called pbest.

Step5: From all particles, search personal best; if Pid>Pgd , then accept P g d=Pid with probability of one; if Pid

Step6: Updating of e the velocity and position of particles according to equation I and 2.

Step7: The algorithm stops when the iteration reaches the maximum and the latest gbest is treated as the optimal parameter. Otherwise, go back to step 2 [45].

In [42], the SAPSO shows better fitness results than the PSO based ANN but PSO algorithm converges much better than SAPSO. SAPSO shows much better fitness better capability than the PSO algorithm that's forecasting is expected more accurate. The SA with PSO algorithm accepts not only the best solution of the neighboring particle but a worse solution with a probability. The hybrid of the PSO and SA algorithm shows a better tendency to reach the optimum point. The SAPSO algorithm has the tendency to avoid the local minimum that may be a result with a conventional PSO algorithm due to the personal influence of particles on one other.

V. DISCUSSION

The conventional training back propagation method uses the gradient based technique to train the neural network. This implies that constant adjustment of weights for the correction should be implemented in the proper direction. The local minima is arises due to improper adjustment of weights. In conventional techniques, there is no way to resolve the local minima that leads to convergence problem of NN. The local proposed technique can converge the train process in better way [36].

The significance of applied inputs affects largely on learning process. Some other approaches including similar day or chaos theory can be applied to select the appropriate inputs. This will result the form of simple network architecture and fast convergence to improve the accuracy of the model [16]. The conventional ANN techniques converge in longer time as compared to SAPSO based ANN. The SAPSO technique shows better training of the model and predictability due to improved fitness curve and less convergence time [41].

VI. CONCLUSION

Load forecasting plays a vital role to provide the reliable operation of a power system. Perhaps, it could also benefits the deregulation of the electricity market. This paper, examines the recent published work to highlight the hybrid neural network model as a potential solution for the short term load forecasting. The SAPSO neural network technique with the combination of PSO and SA is proposed for short-term load forecasting problem. Population based algorithms such as SAPSO is identified to predict better forecast results than the conventional NN.

The SAPSO neural network performs shows better performance for load forecast. It is reasonably simple to implement because only a few parameters need to be adjusted for optimal results. The proposed algorithm is capable to resolve the convergence problems of conventional training techniques. This research also provides an opportunity to save the operational costs of power system. Hence, SAPSO algorithm has the potential to be utilized as a learning algorithm of NN for STLF and other applications as well.

ACKNOWLEDGMENT

The authors would also like to acknowledge Universiti Teknologi PETRONAS, Malaysia to provide funding to conduct the research.

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[42] M. R. AIRashidi and M. E. El-Hawary, "A Survey of Particle Swarm

Optimization Applications in Electric Power Systems," Evolutionary Computation, I EEE Transactions on, v ol. 13, p p. 913-918, 2009.

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