Research Article
Research Article
Research Article
Research Article
Long-Term Load Forecasting Based on a Time-Variant Ratio
Multiobjective Optimization Fuzzy Time Series Model
Xiaojuan Liu1,2 and Jianan Fang1
1
2
College of Information Science & Technology, Donghua University, Shanghai 201620, China
School of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 201300, China
1. Introduction
Electric power load forecast has been a research topic for
many decades and the accuracy of load forecast is crucial
to electricity power industry due to its direct influence on
generating planning. During the past years, there have been
numerous attempts to improve the accuracy of load forecasting methods [1, 2]. The forecasting model and methods can be
divided into two categories: statistical methods and computational intelligence algorithms. The former method include
regression analysis and time series [3, 4]. The latter include
neural network, expert system, fuzzy logical, and so forth [5
7]. Now more and more scholar and researchers pay much
attention to uncertainty hybrid method [810].
There are three different types of electric load forecasting
depending on the time horizon and the operating decision
that needs to be made: short-, medium-, and long-term forecasting. In general, long term forecasting includes prediction
making for a range more than a year and is needed for power
supply and delivery system. Therefore, the weather factor is
not the main factor to affect the long-term load forecast, only
using historical load data can predict the 1 year ahead load.
Training data
Defining and partitioning the universe of
discourse with parameters
Defining fuzzy sets and fuzzifying time
series
Establishing fuzzy relationships
Forecasting results
Testing data
(a) Conventional process
Forecasting results
Testing data
(b) Our process
2. Background
2.1. Fussy Time Series. The concepts of fuzzy time series are
described as follows [13, 14].
Let be the universe of discourse, where = {1 ,
2 , . . . , }. A fuzzy set of is defined as = (1 )/1 +
(2 )/2 + + ( )/ , where is the membership
function of the fuzzy set , : [0, 1]. is a generic
elements of fuzzy set . ( ) is the degree of belongingness
of to , ( ) [0, 1], and 1 .
Definition 1. Let () ( = . . . , 0, 1, 2, . . .) be the universe of
discourse and also a subset of real numbers. It is assumed that
() is defined on () and () is the collection of (), then
() is called a fuzzy time series on ().
Definition 2. It is assumed that () is a fuzzy time series and
() = ( 1) (, 1), where (, 1) is a fuzzy
relation and is an operator which is caused by ( 1).
The relationship between () and ( 1) can be denoted
by ( 1) () when () = ( 1) (, 1) is the
first-order fuzzy time series model of ().
(x) 0,
= 0, 1, . . . , 1
(x) = 0,
= 0, 1, . . . , 2 ,
(1)
3
Start
Initialization of genetic
algorithm parameters
gaoptimset()
Assign new parameters
to TV-RMOP model
Generate a
new
population
using
reproduction,
mutation, and
Record the best results
crossover
mechanisms
No
Termination criterion?
Yes
Multiobjective optimization
gamultiobj()
End
Figure 2: Proposed time-variant ratio multiobjective optimization fuzzy time series model.
=1
100
=1
MAP () = max (100
)
=1,...,
Theil Inequality Coefficient (THEIL):
THEIL () =
RMSE
(
=1
( ) ) /
,
(3)
1
2
( )
=1
RMSE () =
3.15
3.1
Objective 2
Enrollments
13055
13563
13867
14696
15460
15311
15603
15861
16807
16919
16388
15433
15497
15145
15163
15984
16859
18150
18970
19328
19337
18876
3.05
3
2.95
2.9
2.85
2.8
530
535
540
545
550 555
Objective 1
560
565
570
575
5.96
5.94
5.92
Objective 2
Year
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
Pareto front
3.2
5.9
5.88
5.86
5.84
5.82
5.8
44
44.2
44.4
44.6
44.8
Objective 1
45
45.2
45.4
min
(initial, ratio)
= [RMSE, MAE, MAPE, MAP, THEIL]
(4)
5
Table 2: Pareto solutions of enrollment.
Initial
12266.7
12230.4
12135.5
12846.0
12266.7
Ratio
0.0621
0.0530
0.0455
0.0676
0.0620
RMSE
571.9
573.9
532.7
568.0
551.5
MAE
484.4
486.0
451.8
501.2
459.0
MAPE
2.9745
2.9983
2.8276
3.1217
2.8142
MAP
5.8418
5.6954
6.6546
5.2926
5.8748
THEIL
0.0359
0.0360
0.0334
0.0357
0.0346
Actual enrollment
19328
19337
18876
[15]
18685
19138
19176
[16]
18970
19306
19315
TV-RMOP model
19271
19271
19271
Ratio
0.0455
RMSE
233.5
MAE
172.7
(initial, ratio)
= [RMSE, MAE, MAPE, MAP, THEIL]
(5)
MAPE
0.9098
MAP
2.79
THEIL
0.01212
Initial
257.68
250.80
256.51
250.80
252.48
Ratio
0.2317
0.2400
0.2329
0.2400
0.2380
RMSE
45.28
44.06
45.22
44.06
44.24
MAE
34.47
34.49
34.54
34.49
34.30
MAPE
5.8185
5.9488
5.8476
5.9488
5.8942
MAP
12.184
13.627
12.448
13.627
13.273
THEIL
0.0719
0.0699
0.0718
0.0699
0.0702
Actual load
1138.22
1153.38
1295.87
TV-RMOP model
1021.1
1266.2
1266.2
Ratio
0.24
RMSE
95.43
MAE
86.53
MAPE
7.45
MAP
10.29
THEIL
0.07966
show that the TV-RMOP model is more accurate than existing models. Finally, we apply this model for long-term load
forecasting of Shanghai Region with satisfactory result.
(initial, ratio)
= [RMSE, MAE, MAPE, MAP, THEIL]
(6)
5. Conclusions
Fuzzy time series forecasting method are getting quite popular in recent years. Most studies focus on the forecasting
rules and methods of defuzzification. How to determine the
lengths of intervals is less studied. The decision on what the
lengths will be is important for forecasting accuracy.
In this study, a new model TV-RMOP is proposed, which
formulates the forecasting as a multiobjective optimization
problem and solve it by the use of genetic algorithms. The
optimal lengths of intervals can be determined in the proposed model. The model is tested for forecasting the enrollment of University of Alabama. The experimental results
Acknowledgments
The authors would like to thank the anonymous reviewers in
MPE for helpful suggestions and correction. This work was
conducted by using of the MATLAB software and the authors
declared that it has no conflict of interests to this work.
The work was financially supported by Shanghai Municipal
Nature Science Foundation under Grant 10ZR1401400.
References
[1] E. Almeshaiei and H. Saltan, A methodology for electric power
load forecasting, Alexandria Engineering Journal, vol. 50, pp.
137144, 2011.
[2] H. Hahn, S. Meyer-Nieberg, and S. Pickl, Electric load forecasting methods: tools for decision making, European Journal
of Operational Research, vol. 199, no. 3, pp. 902907, 2009.
[3] Y. M. Wi, S. K. Joo, and K. B. Song, Holiday load forecasting
using fuzzy polynomial regression with weather feature selection and adjustment, IEEE Transactions on Power Systems, vol.
27, no. 2, pp. 596603, 2012.
[4] S. Fan and R. J. Hyndman, Short-term load forecasting based
on a semi-parametric additive model, IEEE Transactions on
Power Systems, vol. 27, no. 1, pp. 134141, 2012.
[5] J. Taylor, Short-term load forecasting with exponentially
weighted methods, IEEE Transactions on Power Systems, vol.
27, no. 1, pp. 458464, 2012.
[6] A. Khosravi, S. Nahavandi, D. Creighton, and D. Srinivasan,
Interval type-2 fuzzy logic systems for load forecasting: a comparative study, IEEE Transactions on Power Systems, vol. 27, no.
3, pp. 12741282, 2012.
Advances in
Operations Research
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
Advances in
Decision Sciences
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
Journal of
Applied Mathematics
Algebra
Volume 2014
Journal of
The Scientific
World Journal
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
International Journal of
Differential Equations
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
Volume 2014
Advances in
Combinatorics
Hindawi Publishing Corporation
http://www.hindawi.com
Mathematical Physics
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
Journal of
Complex Analysis
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
International
Journal of
Mathematics and
Mathematical
Sciences
Mathematical Problems
in Engineering
Journal of
Mathematics
Hindawi Publishing Corporation
http://www.hindawi.com
Volume 2014
Volume 2014
Volume 2014
Volume 2014
Discrete Mathematics
Journal of
Volume 2014
Discrete Dynamics in
Nature and Society
Journal of
Function Spaces
Hindawi Publishing Corporation
http://www.hindawi.com
Abstract and
Applied Analysis
Volume 2014
Volume 2014
Volume 2014
International Journal of
Journal of
Stochastic Analysis
Optimization
Volume 2014
Volume 2014