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82: Short Term Load Forecasting using a Neural Network trained by A Hybrid Artificial Immune System

Network trained by A Hybrid Artificial Immune

System

Sanjib Mishra Sarat Kumar Patra, Member IEEE

Department of E. & C.E. Engineering Department of E. & C.E. Engineering

National institute of Technology National institute of Technology

Rourkela, ORISSA-769008 Rourkela, ORISSA-7690

E-mail: sanjib.mishra77@gmail.com E-mail: skpatra@nitrkl.ac.in

Abstract— Short term load forecasting is very essential to hybrid structures using fuzzy neural networks have been

the operation of electricity companies. It enhances the widely proposed for non-stationary forecasting

energy-efficient and reliable operation of power system. applications and have seen to provide very high degree of

Artificial Neural Networks are employed for non-linear predictive accuracy. But many of those papers have been

short term load forecasting owing to their powerful non- tested on Macky-Glass series or some other smooth

linear mapping capabilities. These are generally trained

differentiable functions rather than actual load data.

through back-propagation, genetic algorithm (GA), particle

swarm optimization (PSO) and artificial immune system Actual load

(AIS). All these algorithms have specific benefits in terms of

accuracy, speed of convergence and historical data data putforths many challenges to design a predictive

requirement for training. In this paper a hybrid AIS is neural net structure Prominent of those challenges are,

proposed, which is a combination of back-propagation with data pre-processing, input parameter selection, type of

AIS to get faster convergence, lesser historical data neural net structure selection, computational complexity

requirement for training with a little compromise in and training algorithm. Computational complexity is

accuracy. dependent on the structural complexity and training

algorithm. This factor becomes important for real time

Index Terms—Short term load forecasting, genetic implementation of algorithms in power generation and

algorithm, particle swarm optimization and artificial transmission equipment.

immune system.

Moreover, evolutionary and behavioral random search

algorithms such as genetic algorithm (GA) [2---4], particle

I. INTRODUCTION swarm optimization (PSO) [5, 6], etc. have previously

Short term load forecasting is a time series prediction been implemented for different problems. Infact, genetic

problem. It analyzes the pattern of future electrical load. algorithms, based on the theory of genetic evolution, due

The information is very crucial to determine hydro- to their parallel search techniques, have attracted much

thermal generation mixture, to allot transmission corridor, attention in the past, and were successfully implemented

to decrease over all loss of grid, and to increase to a variety of electrical engineering problems. GA has

operational efficiency. been deployed to forecast short term load with various

The load is decomposed into two components. One is modifications over the years. In spite of its successful

implementation, GA does posses some weaknesses

weather dependent, and the other is weather independent.

leading to longer computation time and less guaranteed

Each component is usually modeled separately and the convergence, particularly in case of epistatic objective

sum of these two gives the total load forecast. The function containing highly correlated parameters [7, 8].

behavior of these two controls the total load pattern. The Moreover, premature convergence of GA is accompanied

behavior of weather independent load is mostly by a very high probability of entrapment into the local

represented by Fourier series or trend profiles in terms of optimum. In order to alleviate the aforementioned

the time functions. The weather sensitive portion of the difficulties, this paper proposes a new approach, to

load is arbitrarily extracted and modeled by a forecast short term load, inspired by the characteristics of

predetermined functional relationship with weather immune system. Immune system (IS) is a very intricate

variables. biological system which accounts for resistance of a living

Feed forward neural net structures like multi layer body against harmful foreign entities. Artificial immune

perceptron, functional link, wavelet, recurrent or feedback system (AIS) imitates the immunological ideas to develop

structures like Hopfield, Elman, Multi Feedback [1] &

2008 IEEE Region 10 Colloquium and the Third International Conference on Industrial and Information

Systems, Kharagpur, INDIA December 8 -10, 2008.

82: Short Term Load Forecasting using a Neural Network trained by A Hybrid Artificial Immune System

some techniques used in various areas of research [9]. It algorithm was evaluated in a simple binary character

works on the principle of pattern recognition recognition problem, multimodal optimization tasks and a

(distinguishing antibody and antigen) and clonal selection combinatorial optimization problem; more specifically the

principle, whereby clonal selection algorithm (invariably traveling salesman problem (TSP). The main immune

called as AIS) is implemented to accomplish learning and aspects taken into account to develop the algorithm,

memory acquisition tasks. In IS, receptors present on the named CLONALG, were: selection and cloning of the

antibodies are responsible for antibody---antigen most stimulated cells proportionally to their antigenic

interaction. In these interactions, different antibodies have affinity; death of non-stimulated cells; affinity maturation

different affinity towards an antigen and the binding and selection of cells proportionally to their antigenic

strength is directly proportional to this affinity [10]. AIS affinity; and generation and maintenance of diversity. The

effectively exploit these interactions and the algorithm CLONALG works as follows:

corresponding affinity by suitably mapping it to fitness 1. Generate a set of N candidate solutions (antibody

(objective function) evaluation. These ideas are further repertoire) in a shape-space to be defined by the

emulated and thereby harnessed into earning, memory and problem under study.

associative retrieval to solve the prediction problems.

2. Select n1 highest affinity cells in relation to the

In conventional AIS, the fitness function is calculated

antigen set to be recognized or to the function being

on basis of the final network error, which is used to update

optimized.

the weights and biases. In back propagation algorithm

3. Clone (generate identical copies of) these n selected

error contribution of all the neurons is taken into

consideration for updation of corresponding weights and cells. The number of copies is proportional to their

biases of neurons. This paper proposes a hybrid Artificial affinities: the higher the affinity, the larger the clone

Immune System (AIS) algorithm for predicting short term size (number of offspring).

load. This method has a better convergence, and accuracy 4. Mutate with high rates (hyper mutation) these n

than conventional AIS, GA, PSO and ANFIS. selected cells with a rate inversely proportional to

Following this introduction the remaining paper is their affinities the higher the affinity, the smaller the

organized as under. Section 2 provides overview of mutation rate.

artificial immune system, while Section 3 analyzes the 5. Re-select n2 highest affinity mutated clones to

proposed Hybrid AIS algorithm. Section 4 highlights the compose the new repertoire.

system model for load forecast. The experimental results 6. Replace some low affinity cells by new ones.

are presented in Section 5 and Section 6 provides the 7. Repeat steps 2 to 6 until a given stopping criterion is

concluding remarks. met.

II. ARTIFICIAL IMMUNE SYSTEM APPROACH The authors characterized CLONALG as an evolutionary

like algorithm with the main features of population based

In this section, some concepts and technical terms search guided by the mechanisms of reproduction, genetic

necessary for the development of our model is introduced variation and selection. It is important to note however,

[11].Generally speaking the main function of the immune that though CLONALG is a type of evolutionary

system is to limit the damage to the host organism

algorithm, it was developed using inspiration from the

exposed to foreign harmful substances (e.g. bacteria and

immune system. In contrast, the standard evolutionary

viruses). These harmful substances are identified by

algorithms were devised inspired by the neo-Darwinian

molecules called antigens. The antigens are responsible

theory of evolution. Thus, in the former case

for triggering an immune response, which consists of

secretion of antibodies by B-cells to participate in the (CLONALG) the evolutionary theory is used to explain

recognition and destruction of theses invading antigens. how the algorithm behaves, and in the latter case (EAs)

The B-cells are monospecific, that is they have a single the evolutionary theory was used to create the algorithm.

type of receptor, thus, no distinction between he B-cell There are however, some important differences between

and its receptor is considered in this work. These CLONALG and a GA for example. CLONALG performs

biological principles of clone generation, proliferation and not only affinity proportionate selection, but also affinity

maturation are modeled into an algorithm termed the proportional mutation, and there is no crossover.

clonal selection algorithm (CLONALG). Similarity does exist however, in the fact that both

In [12] de Castro and Von Zuben focused on the clonal algorithms encode the individuals of the population. When

selection principle and affinity maturation process of the compared with the evolution strategies, for example,

adaptive immune response in order to develop an again, differences exist between the algorithms. Evolution

algorithm suitable to perform tasks such as machine strategies work with real-valued encoding, while

learning, pattern recognition, and optimization. Their CLONALG works with binary representation, and the

affinity proportional mutation in CLONALG is not

2008 IEEE Region 10 Colloquium and the Third International Conference on Industrial and Information

Systems, Kharagpur, INDIA December 8 -10, 2008.

82: Short Term Load Forecasting using a Neural Network trained by A Hybrid Artificial Immune System

controlled by Gaussian distributions. Therefore, no matter ⎛ ⎞

⎜ ⎟

which type of evolutionary algorithm is compared with ⎜ j

(k ) ⎟ … (3)

N * ⎜ fitness N ⎟

CLONALG, there are always enough differences between

⎜

⎜

⎝

∑

i =1

fitness j (i )⎟

⎟

⎠

them, in terms of inspiration and computation that justify

the proposal of CLONALG as an evolutionary algorithm

inspired by immunology.

where N is the number of antibodies of same type.

fitness (k ) is the fitness function value of k th antibody

III. PROPOSED HYBRID ARTIFICIAL IMMUNE related to j th neuron. This population of clones is made

SYSTEM APPROACH

to undergo maturation process through hyper mutation

mechanism. The hyper mutation is carried out via affinity

In order to reduce the computational cost, based hyper mutation rate. Larger hyper mutation rate is

increase convergence speed, and reduce less historical set for lower affinity clones and vice versa. That is, the

load input, the hybrid AIS algorithm is proposed in this probability of hyper mutation of each clone is inversely to

paper. The AIS is implemented to Short term Load its affinity. In this case number of bits to be mutated is

Forecasting problem utilizing the following four main calculated as:

features. Firstly, a pool of immune cells or antibodies is

generated. This is followed by cloning or copying of the ⎛ ( j

)

M *⎜⎜ max fitness − fitness (k )

j ⎞

parents. Then, maturation of these clones takes place

which is analogous to hyper mutation. Thereafter, the ⎝ ( )

j ⎟

max fitness − min fitness ⎟⎠

j

( )

antibody---antigen interaction is evaluated followed by the … (4)

elimination of self reacting immune cells or lymphocytes,

i.e., individuals with low affinities or fitness values. In A new population of the same size as initial population of

conventional neural network structures Artificial Immune the antibodies is selected from the mutated clones and this

System is used to minimize the final error but in this completes the first iteration. In the next iteration, this

proposed method the error contributed by each neuron is fresh population is made to undergo cloning and hyper-

calculated through back propagation from the Jacobian mutation as discussed above and likewise.

matrix. So, instead of having one fitness function for all

the antibodies, we have as many number of fitness

functions as number of neurons. In turn the cloning and IV. INPUT & OUTPUT FOR THE HYBRID AIS

hyper mutation of the antibodies, representing the weights MODEL

and biases are dependent on the error contributed by the

particular neuron.

A population of antibodies is initialized using In our analysis, the ANN model uses nine inputs

binary strings each encoding weights and biases of the including load at hour ‘hr-1’ , ‘hr-2’, ‘hr-3’ of same day,

neural network. Affinity is calculated via fitness or ‘hr’, ‘hr-1’, ‘hr-2’ of previous day, & ‘hr’, ‘hr-1’, ‘hr-2’ of

objective values. Fitness is calculated as: same day of previous week. Only one output node is used

representing a 24-hour ahead load forecast at hour ‘hr’ in

(

fitness j (k ) = 1 / 1 + e(t )2 ) … (1)

the lead time.

The reason behind taking the specific inputs are

as follows: It takes into consideration the hour of the day

where e refers to one epoch error at time t . Error is effect to map hourly load variation.

calculated as: Day of the week is taken into account to map weekly

pattern of industrial and commercial load pattern on week

e(t ) = y (t ) − d (t ) … (2) days and weekends. Seasonal variation is gradual so

previous day load pattern as an explicit input takes care of

Where y (t ) is the forecasted output and d (t ) is the desired seasonal mapping.

output at time t . Each of the antibodies from the initial

pool is copied into a number of clones to generate a

temporary population of clones. Number of clones of each V. SIMULATION RESULTS

antibody is calculated as:

The acceptable criteria for a particular model is based

upon the (i) minimum average percentage error (MAPE),

(ii) number of hours in which it gives negative MAPE,

2008 IEEE Region 10 Colloquium and the Third International Conference on Industrial and Information

Systems, Kharagpur, INDIA December 8 -10, 2008.

82: Short Term Load Forecasting using a Neural Network trained by A Hybrid Artificial Immune System

Network Output

2400

(iii) time taken by the model to get trained. The acceptable

criteria (i) & (iii) are self explanatory. The second criteria 2300 Desired Output

Trained Network Output

signifies the under estimation of required load. Under 2200

MAPE: 3.5543 %

estimation of load may stress the generation units.

2100

Magnitude

The Mean average percentage error (i.e. MAPE) in case 2000

1800

rate of 0.1, & Guyen-Widrow parameter initialization as

shown in Figure.1. 1700

0 5 10 15 20 25

MAPE of 3.1943 %, with 4 nos. hidden neurons, and Output

In case of PSO-MLP the best result was found to be, Figure 1. Performance of BP – MLPNN

MAPE of 4.2118 %, with 4 nos. hidden neurons and

logsig activation function as shown in Figure.3.

In case of the conventional AIS-MLP, the best result 2400

Network Output

neurons and logsig activation function. The performance 2300 Desired Output

Trained Network Output

curve for this is shown in Figure.4.

2200 MAPE: 3.1934 %

In case of the proposed Hybrid AIS-MLP, the best

result was found to be, MAPE of 4.2036 %, with 4 nos. 2100

Magnitude

Figure.5.

2000

conventional AIS trained neural network. This training 1800

(BP) to reach at the 0 2 4 6 8 10

Output

12 14 16 18 20

networks require 150 iterations & 36 data sets, where as

Figure 2. Performance of GA – MLPNN

hybrid-AIS require hardly 6 iterations & 21 data sets to

converge to the same extent.

Network Output

2400

Desired Output

2300 Trained Network Output

MAPE: 4.2118 %

Network MAPE in % 2200

Magnitude

GA-MLP 3.1934

PSO-MLP 4.2118 2000

1700

0 2 4 6 8 10 12 14 16 18 20

Table 1. MAPE comparisons Output

2008 IEEE Region 10 Colloquium and the Third International Conference on Industrial and Information

Systems, Kharagpur, INDIA December 8 -10, 2008.

82: Short Term Load Forecasting using a Neural Network trained by A Hybrid Artificial Immune System

2400

Network Output that the proposed hybrid artificial immune system

algorithm can be effectively used for training neural

2300 Desired Output networks for short term load forecasting.

Trained Network Output

VII. REFERENCES

Magnitude

2100

2000

Neural Networks Vol. 18 No. 2, (2007) 373-384.

[2] J. H. Holland, Adaptation in Natural and Artificial Systems,

1900

Ann Arbor, MI: Univ. Michigan Press, 1975.

[3] D. T. Pham and D. Karaboga, Intelligent Optimization

1800

0 5 10 15 20 25 Techniques, Genetic Algorithms, Tabu Search, Simulated

Output Annealing and Neural Networks, New York: Springer-Verlag,

2000.

[4] L. Davis, “Handbook of Genetic Algorithms”, New York:

Figure 4. Performance of AIS - MLPNN

Van Nostrand Reinhold, 1991.

[5] R. C. Eberhert and J. Kennedy, “A new optimizer using

particle swarm theory”, Proceeding of the Sixth International

Symposium on Micro Machine and Human Science, page 39-43,,

2600

Network Output

Nagoya, Japan, 1995, IEEE Service Center, Piscataway, Nj.

[6] J.B. Park, K.S. Lee, J.R. Shin, K.Y. Lee, A particle swarm

2500 Desired Output optimization for economic dispatch with non-smooth cost

Trained Network Output

2400 function, IEEE Trans. Power Syst. 20 (20) (2005) 34–42.

MAPE: 4.2036% [7] D.B. Fogel, Evolutionary Computation: Toward a New

2300

Philosophy of Machine Intelligence, second ed., IEEE Press,

Piscataway, NJ, 2000.

Magnitude

2200

2100

[8] R.C. Eberhart, Y. Shi, Comparison between genetic

algorithms and particle swarm optimization, in: Proc. IEEE Int.

2000

Conf. Evol. Comput., May, 1998, pp. 611–616.

1900 [9] L. N. de Castro, F. J. Von Zuben, Artificial Immune

Systems: Part II—A Survey of Applications. FEEC/Univ.

1800

Campinas, Campinas, Brazil.

1700

0 5 10 15 20 25

[10] L.N. de Castro, F.J. Zuben, Learning and optimization using

Output through the clonal selection principle, IEEE Trans. Power Syst. 6

(3) (2002) 239–251.

[11] A.S.Perelson and G. Weisbuch "Affinity maturation and

Figure 5. Performance of Hybrid AIS - MLPNN

learning in Immune Networks" in Molecular Evolution in

rugged landscapes, pp. 189-205, ed. A Perelson and S.

Kauffman, Addison Wesley, (1991).

VI. CONCLUSION [12] de Castro, L. N. & Von Zuben, F. J. (2000), "The Clonal

Selection Algorithm with Engineering Applications", (full

The paper has employed AIS Algorithm on the short version, pre-print), In Proceedings of GECCO'00, Workshop on

Artificial Immune Systems and Their Applications, pp. 36-37.

term load forecasting. As it is observed, the proposed

Hybrid AIS algorithm trained neural network gives better

accuracy than conventional AIS trained neural network.

This training approach requires a leaner network than

back-propagation (BP) to reach at the almost same level

of accuracy. GA & PSO trained networks require 150

iterations & 36 data sets, where as hybrid-AIS require

hardly 6 iterations & 21 data sets to converge to the same

extent. The proposed approach has produced results

comparable or better than those generated by other

algorithms and the solutions obtained have superior

solution quality and good convergence characteristics.

From this limited comparative study, it can be concluded

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