Evaluation of Short-Term Load Forecasting Methods using Dynamic Neural Networks

Mallamma C G and 2Sateesh Chandra Reddy

1

VI Sem M.Tech(QIP), Dept of CSE, SJCIT Chickballapur, India

mallammagoudar79@gmail.com

Dept of ISE, SJCIT Chickballapur, India

ssc_reddy@yahoo.com

Abstract-This paper presents forecasting of short-term electricity load using dynamic neural networks, DNN, and an assessment of the neural network stability to ascertain continued reliability. This includes an assessment and comparative study of three different neural networks, feedforward, Elman and the radial basis neural network. The performance and stability of each DNN is evaluated by means of an extensive simulation study using actual hourly load data. The neural networks weights are dynamically adapted. Stability for each of the three different networks is determined through Eigen values analysis. Evaluation of the neural network methods is done in terms of estimation performance, stability and the difficulty in training a particular network. The results show that the radial basis method performs better than the rest Eigen value analysis also shows that it is more reliable as it remains stable as the input varies. Keywords-Dynamic Neural Networks, Short-term Load Forecasting, Stability, Eigen Values.

Introduction

Forecasting is a phenomenon of knowing what may happen to a system in the next coming time period. In electrical power system, there is a great need for accurately forecasting the load and Energy requirements because electricity generations as well as distribution are a great financial liability to the state exchequer. Accurate load forecast provides system dispatchers with timely information to operate the system economically and reliably. It is also necessary because availability of electricity is one of the most important factors for industrial development. Short-Term Load Forecasting (STLF) is aimed at predicting system load with leading times ranging from less than an hour to seven days ahead. STLF is a key component in system operations that allows operators to configure the system correctly in preparation for the next operating interval. There are two main approaches to SLTF. One is the simulation approach that requires a lot of information that is not always practically available when needed. The second approach involves use of recorded system load

V.V. Das and N. Thankachan (Eds.): CIIT 2011, CCIS 250 pp. 222227, 2011. Springer-Verlag Berlin Heidelberg 2011

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information and extraction and manipulation of the variation trends to predict the likely future load values [1-5]. These include expert systems [6, 7], which are heuristic models that imitate the reasoning of a human expert operator, and neural networks. Expert systems approach presumes the existence of an expert capable of making accurate forecasts that will train the system. Neural networks do not rely on human experience, but the functional relationship between system inputs and outputs [7]. The development of an accurate, fast and robust short-term load forecasting methodology is of importance to both the electric utility and its customers. 1.1 Overview

Electricity demand forecasting is of great importance for the management of power systems. Short-term load forecasting is an essential action in electric power operations. Short-term load forecasting plays an essential role in power system planning and operation. The forecasts are important inputs to system analysis tools such as economic dispatch and short term unit commitment, used to maintain system reliability. The deregulation of the power system industry in the United States in recent years has made short term load forecasting increasingly important. In a deregulated, competitive electricity market environment, the ability to accurately forecast load in the short term is of interest not only to power system operators, but also to load serving entities, merchant plants or generators and other market participants. It is required for energy transfer scheduling and load dispatch and also required for the control and scheduling of power systems, also required by transmission companies when a self-dispatching market is in operation. With the emergence of load management strategies, the short-term forecast is playing a broader role in utility operations. Short Term Load Forecasting (STLF) is a key component in system operations that allows operators to configure the system correctly in preparation for the next operating interval. The development of an accurate, fast and robust short-term load forecasting methodology is of importance to both the electric utility and its customers. 1.2 Goal

In these dissertation dynamic neural networks for three different neural network architectures feed forward (FFNN), Elman and the radial basis (RBF) neural networks, are set up. The DNN are initially trained on past demand data with network input vector being a moving window on the load time series. The networks that give acceptable forecasting error are retained. The main goal is, To evaluate the performance and stability of each DNN by means of an extensive simulation study using actual hourly load data. Evaluation of the networks by estimating performance, stability and the difficulty in training a particular network.

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1.3 Motivation In recent years, artificial intelligence (AI) techniques have captured the attention of power system researchers and operators as a potential load forecasting techniques. Some AI techniques that have been used include the expert system, the fuzzy-neural model, the artificial neural network (ANN) model and the genetic algorithm method. The artificial neural network (ANN) model is suitable for load forecasting due to its ability to model the nonlinear relationships between variables without making prior assumptions on the functional relationship among variables. An artificial neural network is a system based on the operation of biological neural networks, in other words, is an emulation of biological neural system. Neural networks do not rely on human experience, but the functional relationship between system inputs and outputs. A neural network can perform tasks that a linear program cannot. When an element of the neural network fails, it can continue without any problem by their parallel nature. A neural network learns and does not need to be reprogrammed. It can be implemented in any application.

2. Methodology
The proposed approach generally follows these steps. i. Prepare input data pre-process the raw data by removing mean and appropriate scaling ii. Train configure the DNN and adjust the weights until error target is met. iii. Test Supply the DNN with test data and update the weights regularly. iv. Represent the DNN as a system of linear difference equations and determine the coefficients. v. Assess stability - Determine location of Eigen values. A discrete system is stable if all of its Eigen values lie inside the unit circle in the complex plane, and unstable if one or more of the Eigen values lie outside the unit circle. The structure of the DNN, setup for this study, does not allow for direct determination of its Eigen values, therefore it is represented as a system of linear difference equations, for which the Eigen values are then determined. Using an nth order identity matrix as input, the values of the coefficients in (1), a (a = [a1, a2, , , an,]) can be calculated.

(t) = a1y(t-1) + a2y(t-2) + . + any(t-n). 3. Proposed System

(1)

In the proposed system, the networks were configured as in Figure 1, where y is the system load time series, being supplied to the network input through a tapped delay line. If m is the size of the input vector then y = [y(k), y(k-1), . . .y(k-m)] and y(k+1) is the future value to be forecasted. To facilitate the required evaluation several

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networks are setup and the block labeled NN is configured differently in each case with one of FFNN, Elman and RBF architectures. Training the FFNN involves adjusting the weights using the steepest descent algorithm that carries out a correction on the weight matrices, W(1) and W(2). Steepest descent method is an unconstrained method that relies on the idea of iterative descent in one form or another. Consider a cost function (w) that is continuously differentiable function of some unknown weight vector w. the function (w) maps the elements of w into real numbers. It is a measure of how to choose the weight vector w of an adaptive filtering algorithm so that it behaves in an optimum manner. Find an optimal solution w* that satisfies the condition (w*) (w). That is, Minimize the cost function (w) with respect to the weight vector w. The necessary condition for optimality is is the gradient operator. (w*)=0. Where

= (W) (W) = A class of unconstrained optimization algorithms that is well suited for the design of adaptive filters is based on the idea of local iterative descent: Starting with an initial guess denoted by w(0),generate a sequence of weight vectors w(1),w(2).., such that the cost function (w) is reduced at each iteration of the algorithm, as shown by (w(n+1))< (w(n)).Where w(n) is the old value of the weight vector and w(n+1) is its updated value. If e(k) is the output deviation from target t(k) , then the weights have to be adjusted by Wqj (1) and Wq (2) given in (3) and (4)[7]. is the gradient vector of the cost function.

Where, is learning rate (gain adjustment) and is the momentum gain.

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For the Elman network the weights are updated according to a second order Newtons method, the Levenberg-Marquardt (L-M) algorithm. The L-M weight update rule[7] is given in (5). W = (JTJ + I)-1JTE (5) Where J is the Jacobian matrix of derivatives of each error to each weight: I is the unity matrix, is a scalar and E is the error vector. An RBF network is a two layer network whose hidden layer contains radial basis function neurons that most commonly use a Gaussian activation function, (x). The nodes take in as input the Euclidean distance between the centre of the function and the network input vector, and passes the result through the nonlinear function, (x).

j(x) = exp[-(x - j)/2j].

Where: X is the input vector. j is the centre of a region called a receptive field. j is the width of the receptive field. j(x) is the output of the jth neuron.

(6)

RBFNN performs a local mapping, meaning only inputs near a receptive field produce activation, in contrast FFNN performs a global mapping, meaning all inputs cause an output.Training the RBF network is different from that of the preceding networks in that the weight adjustments are done for zero error, that is, the weight giving the biggest error is replaced by the value of the signal causing the error. This is done incrementally as new training inputs are supplied and the number of weights is increased by a preset quantity at each step. Training stops when the overall output error falls within acceptable error limit or the number of hidden nodes reaches maximum allowed.

4. Performance Results
Networks with varying number of hidden nodes were setup for each of the three selected architectures. The networks were trained and tested using the same data sets. The forecasting accuracy and stability, for the networks are presented in Table I. The positions of the Eigen values for the RBF based load forecasting method show that it is much more stable compared to the other two architectures. The small values of the Eigen values show that the network can correct for any errors effectively and quickly retain to the desired operating, hence a much smaller prediction error.

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Table1 Performance of Selected DNN

5. Conclusions
The proposed dynamic neural networks for short-term load forecasting were validated using out-of-sample data, i.e., data outside the training set. It has been shown that the future load values can be estimated within reasonable error limits. The estimation accuracy is comparable to that reported in previous research that used static networks. However, the dynamic neural network becomes a superior choice because they can be used perpetually as adaptation is inherent in their setup. Furthermore, an approach to ascertain the reliability of the networks has been shown here the network parameters, weights, are not symmetrical matrices. The RBF based method shows best overall performance. However, the training approach for RBF networks naturally results in a very large hidden layer because of the zero error targeting inherent in the training algorithm.

References
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