Probabilistic electric load forecasting through Bayesian Mixture Density Networks
CNR, Institute of Intelligent Industrial Technologies and Systems for Advanced Manufacturing（意大利国家研究委员会 智能工业技术与先进制造系统研究所）；Politecnico di Milano（米兰理工大学）
Alessandro Brusaferri, Matteo Matteucci, Stefano Spinelli, Andrea Vitali
Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly flexible mappings of complex relationships between the target and the conditioning variables set. However, obtaining comprehensive predictive uncertainties from such black-box models is still a challenging and unsolved problem. In this work, we propose a novel PLF approach, framed on Bayesian Mixture Density Networks. Both aleatoric and epistemic uncertainty sources are encompassed within the model predictions, inferring general conditional densities, depending on the input features, within an end-to-end training framework. To achieve reliable and computationally scalable estimators of the posterior distributions, both Mean Field variational inference and deep ensembles are integrated. Experiments have been performed on household short-term load forecasting tasks, showing the capability of the proposed method to achieve robust performances in different operating conditions.
National Technical University of Athens（雅典国立技术大学）；ICCS（计算机与通信系统研究所）；R&D NESTER（NESTER研发中心）
In power grids, short-term load forecasting (STLF) is crucial as it contributes to the optimization of their reliability, emissions, and costs, while it enables the participation of energy companies in the energy market. STLF is a challenging task, due to the complex demand of active and reactive power from multiple types of electrical loads and their dependence on numerous exogenous variables. Amongst them, special circumstances, such as the COVID-19 pandemic, can often be the reason behind distribution shifts of load series. This work conducts a comparative study of Deep Learning (DL) archit…
The forecast of electrical loads is essential for the planning and operation of the power system. Recently, advances in deep learning have enabled more accurate forecasts. However, deep neural networks are prone to adversarial attacks. Although most of the literature focuses on integrity-based attacks, this paper proposes availability-based adversarial attacks, which can be more easily implemented by attackers. For each forecast instance, the availability attack position is optimally solved by mixed-integer reformulation of the artificial neural network. To tackle this attack, an adversarial t…
Navigating Out-of-Distribution Electricity Load Forecasting during COVID-19: Benchmarking energy load forecasting models without and with continual learning
University of New South Wales（新南威尔士大学）；CSIRO（联邦科学与工业研究组织）
Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system in various ways. Due to the growing importance of probabilistic load forecast models, different approaches are presented in this analysis. The focus is on different models from the short-term sector. After that, another model from the long-term sector is presented. Then, the presented models are put in relation to each other and examined with reference to ad…
Electricity load forecasting for buildings and campuses is becoming increasingly important as the penetration of distributed energy resources (DERs) grows. Efficient operation and dispatch of DERs require reasonably accurate predictions of future energy consumption in order to conduct near-real-time optimized dispatch of on-site generation and storage assets. Electric utilities have traditionally performed load forecasting for load pockets spanning large geographic areas, and therefore forecasting has not been a common practice by buildings and campus operators. Given the growing trends of res…
Forecasting the actual amount of electricity with respect to the need/demand of the load is always been a challenging task for each power plants based generating stations. Due to uncertain demand of electricity at receiving end of station causes several challenges such as: reduction in performance parameters of generating and receiving end stations, minimization in revenue, increases the jeopardize for the utility to predict the future energy need for a company etc. With this issues, the precise forecasting of load at the receiving end station is very consequential parameter to establish the i…
Unity Technologies；Czestochowa University of Technology（琴斯特霍瓦理工大学）；HEC Montréal（蒙特利尔高等商学院）
This paper addresses the mid-term electricity load forecasting problem. Solving this problem is necessary for power system operation and planning as well as for negotiating forward contracts in deregulated energy markets. We show that our proposed deep neural network modeling approach based on the deep neural architecture is effective at solving the mid-term electricity load forecasting problem. Proposed neural network has high expressive power to solve non-linear stochastic forecasting problems with time series including trends, seasonality and significant random fluctuations. At the same tim…
Eastern Institute for Advanced Study（东方高等研究院）；Yongriver Institute of Technology（甬江理工学院）；Hefei University of Technology（合肥工业大学）；Peng Cheng Laboratory（鹏城实验室）；Southern University of Science and Technology（南方科技大学）
Electrical energy is essential in today's society. Accurate electrical load forecasting is beneficial for better scheduling of electricity generation and saving electrical energy. In this paper, we propose theory-guided deep-learning load forecasting 2.0 (TgDLF2.0) to solve this issue, which is an improved version of the theory-guided deep-learning framework for load forecasting via ensemble long short-term memory (TgDLF). TgDLF2.0 introduces the deep-learning model Transformer and transfer learning on the basis of dividing the electrical load into dimensionless trends and local fluctuations, …
This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online model recommendation. Using user load forecasting needs as input features, multiple meta-learners are used to rank the available load forecast models based on their forecasting accuracy. Then, a scoring-voting mechanism weights recommendations from each meta-leaner to make the final recommendations. Heterogeneous load forecasting tasks with different tempora…
Lahore University of Management Sciences（拉合尔管理科学大学）；Georgia State University（佐治亚州立大学）；Hazara University（哈扎拉大学）；Islamic University（伊斯兰大学）
Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent stochasticity. At the aggregate levels, such as monthly load at a grid, the uncertainties and fluctuations are averaged out; hence predicting load is more straightforward. This paper proposes a method called Forecasting using Matrix Factorization (\textsc{fmf}) for short-term load forecasting (\textsc{stlf}). \textsc{fmf} only utilizes historical data from cons…
University of Chinese Academy of Sciences（中国科学院大学）
Accurate day-ahead individual residential load forecasting is of great importance to various applications of smart grid on day-ahead market. Deep learning, as a powerful machine learning technology, has shown great advantages and promising application in load forecasting tasks. However, deep learning is a computationally-hungry method, and requires high costs (e.g., time, energy and CO2 emission) to train a deep learning model, which aggravates the energy crisis and incurs a substantial burden to the environment. As a consequence, the deep learning methods are difficult to be popularized and a…
Electricity load forecasting is crucial for the power systems' planning and maintenance. However, its un-stationary and non-linear characteristics impose significant difficulties in anticipating future demand. This paper proposes a novel ensemble deep Random Vector Functional Link (edRVFL) network for electricity load forecasting. The weights of hidden layers are randomly initialized and kept fixed during the training process. The hidden layers are stacked to enforce deep representation learning. Then, the model generates the forecasts by ensembling the outputs of each layer. Moreover, we also…
Short term load forecasting has an essential medium for the reliable, economical and efficient operation of the power system. Most of the existing forecasting approaches utilize fixed statistical models with large historical data for training the models. However, due to the recent integration of large distributed generation, the nature of load demand has become dynamic. Thus because of the dynamic nature of the power load demand, the performance of these models may deteriorate over time. To accommodate the dynamic nature of the load demands, we propose a sliding window regression based dynamic…
The Chinese University of Hongkong, Shenzhen（香港中文大学（深圳））
While the advanced machine learning algorithms are effective in load forecasting, they often suffer from low data utilization, and hence their superior performance relies on massive datasets. This motivates us to design machine learning algorithms with improved data utilization. Specifically, we consider the load forecasting for a new user in the system by observing only few shots (data points) of its energy consumption. This task is challenging since the limited samples are insufficient to exploit the temporal characteristics, essential for load forecasting. Nonetheless, we notice that there …
We study the security threats of power system operation brought by a class of data injection attacks upon load forecasting algorithms. In particular, with minimal assumptions on the knowledge and ability of the attacker, we design attack data on input features for load forecasting algorithms in a black-box approach. System operators can be oblivious of such wrong load forecasts, which lead to uneconomical or even insecure decisions in commitment and dispatch. This paper is the first attempt to bring up the security issues of load forecasting algorithms to our knowledge, and show that accurate …
The deepening penetration of variable energy resources creates unprecedented challenges for system operators (SOs). An issue that merits special attention is the precipitous net load ramps, which require SOs to have flexible capacity at their disposal so as to maintain the supply-demand balance at all times. In the judicious procurement and deployment of flexible capacity, a tool that forecasts net load ramps may be of great assistance to SOs. To this end, we propose a methodology to forecast the magnitude and start time of daily primary three-hour net load ramps. We perform an extensive analy…
University of Central Florida（中佛罗里达大学）；University of Ottawa（渥太华大学）
Appliance-level load forecasting plays a critical role in residential energy management, besides having significant importance for ancillary services performed by the utilities. In this paper, we propose to use an LSTM-based sequence-to-sequence (seq2seq) learning model that can capture the load profiles of appliances. We use a real dataset collected fromfour residential buildings and compare our proposed schemewith three other techniques, namely VARMA, Dilated One Dimensional Convolutional Neural Network, and an LSTM model.The results show that the proposed LSTM-based seq2seq model outperform…
As the volatility of electricity demand increases owing to climate change and electrification, the importance of accurate peak load forecasting is increasing. Traditional peak load forecasting has been conducted through time series-based models; however, recently, new models based on machine or deep learning are being introduced. This study performs a comparative analysis to determine the most accurate peak load-forecasting model for Korea, by comparing the performance of time series, machine learning, and hybrid models. Seasonal autoregressive integrated moving average with exogenous variable…
University of Saskatchewan（萨斯喀彻温大学）；SaskPower（萨斯电力公司）
The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and renewable generation are decomposed into several intrinsic mode functions (IMFs), which are less non-stationary and non-linear. As such, the prediction of the components can theoretically be carried out with notably higher precision. The EMD method is prone to several issues, including modal aliasing and boundary effect problems, but the TS decomposition-based…
Load forecasting is an integral part of power system operations and planning. Due to the increasing penetration of rooftop PV, electric vehicles and demand response applications, forecasting the load of individual and a small group of households is becoming increasingly important. Forecasting the load accurately, however, is considerable more difficult when only a few households are included. A way to mitigate this challenge is to provide a set of scenarios instead of one point forecast, so an operator or utility can consider a range of behaviors. This paper proposes a novel scenario forecasti…
Short-term load forecasting is one of the crucial sections in smart grid. Precise forecasting enables system operators to make reliable unit commitment and power dispatching decisions. With the advent of big data, a number of artificial intelligence techniques such as back propagation, support vector machine have been used to predict the load of the next day. Nevertheless, due to the noise of raw data and the randomness of power load, forecasting errors of existing approaches are relatively large. In this study, a short-term load forecasting method is proposed on the basis of empirical mode de…
This paper conducts research on the short-term electric load forecast method under the background of big data. It builds a new electric load forecast model based on Deep Auto-Encoder Networks (DAENs), which takes into account multidimensional load-related data sets including historical load value, temperature, day type, etc. A new distributed short-term load forecast method based on TensorFlow and DAENs is therefore proposed, with an algorithm flowchart designed. This method overcomes the shortcomings of traditional neural network methods, such as over-fitting, slow convergence and local optim…
Middle-term horizon (months to a year) power consumption prediction is a main challenge in the energy sector, in particular when probabilistic forecasting is considered. We propose a new modelling approach that incorporates trend, seasonality and weather conditions, as explicative variables in a shallow Neural Network with an autoregressive feature. We obtain excellent results for density forecast on the one-year test set applying it to the daily power consumption in New England U.S.A.. The quality of the achieved power consumption probabilistic forecasting has been verified, on the one hand, …
Adopting Secure scalar product and Secure sum techniques, we propose a privacy-preserving method to build the joint and conditional probability distribution functions of multiple wind farms' output considering the temporal-spatial correlation. The proposed method can protect the raw data of wind farms (WFs) from disclosure, and are mathematically equivalent to the centralized method which needs to gather the raw data of all WFs.
