IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 21, NO.

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Hybrid Load Forecasting Method With Analysis of Temperature Sensitivities

Kyung-Bin Song, Member, IEEE, Seong-Kwan Ha, Jung-Wook Park, Member, IEEE, Dong-Jin Kweon, and Kyu-Ho Kim, Member, IEEE

AbstractLoad forecasting is essential in the electricity market for the participants to manage the market efciently and stably. Many techniques for load forecasting, which are, for example, multiple linear regression, stochastic time series, Kalman lter, expert system, and computational intelligences such as fuzzy systems and articial neural networks, have been investigated so far. This paper proposes a novel hybrid load forecasting algorithm, which combines the fuzzy linear regression method and the general exponential smoothing method with the analysis of temperature sensitivities. The fuzzy linear regression method is used to consider the lower load-demands in weekends and Monday than on weekdays. The normal load of weekdays is forecasted by the general exponential smoothing method. Moreover, the temperature sensitivities are used to improve the accuracy of the load forecasting with the relation to the daily load and temperature. The test results show that the proposed algorithm improves the accuracy of the load forecasting in 1996. Index TermsFuzzy linear regression, general exponential smoothing, hybrid load forecasting, temperature sensitivities.

I. INTRODUCTION

HE short-term load forecasting is essential for an effective energy management in a deregulated power open market. However, the electric power load forecasting problem is not easy to handle due to its nonlinear and random-like behaviors of system loads, weather conditions, and variations of social and economic environments, etc. Many studies have been reported to improve the accuracy of load forecasting using the conventional methods such as regression-based method [1], Kalman lter [2], and knowledge-based expert system [3]. However, these techniques have a possibility to lack the accuracy of prediction with the higher load forecasting errors in some particular time zones, which are, for example, the weekdays of the summer season, weekend, and/or Monday. To overcome this problem, the computational intelligence techniques [4][11], which are the fuzzy systems and arti-

cial neural networks, have been investigated in the past decade as an alternative to the conventional methods. In this paper, the new hybrid load forecasting algorithm, which consists of the fuzzy linear regression method and the general exponential smoothing algorithm with the analysis of temperature sensitivities, is proposed for the accurate forecast of 24-h daily loads. The loads of weekdays are effectively forecasted using the exponential smoothing method [12], which treats the load pattern as a time-series signal with daily periodicities. Also, the loads of weekends and Monday are forecasted using the fuzzy linear regression method [9], [13]. In the meanwhile, the high temperature of a summer season increases demands of power resulting from many uses of air conditioners on the consumer side. It is important to note that the accuracy of load forecasting during a summer season drops without the consideration of close relationship between the temperature and the load. This problem can be solved out by the analysis of temperature sensitivities applied to the load forecasting. This paper is organized as follows: Section II presents an explanation of how the hybrid short-term load forecasting can be implemented. The exponential smoothing method and the fuzzy linear regression methods are described in Section III. The analysis of temperature sensitivities applied to the load forecasting is carried out in Section IV. The performance of the 24-h daily load forecasting by the proposed method is evaluated with several test results in Section V. Finally, the conclusions are given in Section VI. II. HYBRID SHORT-TERM LOAD FORECASTING General load patterns of weekdays are almost identical. According to the lifestyle of consumers, the load patterns of weekends and Monday are so different, compared to those of weekdays. Especially, the load patterns of a summer season are strongly affected by the temperature. In this section, to obtain the better accuracy of the load forecasting in weekends and Monday as well as in weekdays, the new hybrid short-term load forecasting method is proposed with the analysis of temperature sensitivities for a summer season. The owchart of the proposed algorithm is shown in Fig. 1. At the beginning of the algorithm in Fig. 1, one of two different approaches, which are the exponential smoothing method and fuzzy linear regression methods, is selected depending on the date type of the predicted day. If the date of the predicted day belongs to Tuesday, Wednesday, is selected. Otherwise, the Thursday, and Friday, the ow is chosen for the load forecasting of weekends and ow Monday considering the lifestyle of consumers.

Manuscript received June 20, 2005; revised September 29, 2005. This work was supported by the Soongsil University Research Fund. Paper no. TPWRS00364-2005. K.-B. Song is with the Department of Electrical Engineering, Soongsil University, Seoul, Korea (e-mail: kbsong@ssu.ac.kr). S.-K. Ha is with the Korea Power Co., LTD, Boryeong, Korea. J.-W. Park is with the School of Electrical and Electronic Engineering, Yonsei University, Seoul, Korea. D.-J. Kweon is with the Korea Electric Power Research Institute (KEPRI), Daejeon, Korea. K.-H. Kim is with the Department of Electrical Engineering, Ansan College of Technology, Ansan, Korea. Digital Object Identier 10.1109/TPWRS.2006.873099

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Step 1) As mentioned before, the load patterns of weekends and Monday are different depending on the lifestyle of consumers, compared to those of weekdays. Therefore, its characteristics need to be observed carefully. Step 2) Construct fuzzy input data using the load difference between data during the previous three weekdays from the predicted day and data in the same date as the predicted day. Step 3) Forecast the maximum and the minimum loads using the fuzzy linear regression method. The use of the minimum load makes it possible to predict the more precisely by providing the normalized values, in which are 1 at the maximum load and 0 at the minimum load. Likewise in the ow , the 24-h daily load is forecasted by using the normalized value based on the data obtained during the three weeks prior to the predicted day. III. EXPONENTIAL SMOOTHING AND FUZZY LINEAR REGRESSION METHODS A. Exponential Smoothing Method The general exponential smoothing method [12] is developed to provide the more reliable performance for the load forecasting of weekdays without regard to weather conditions and special variations. In other words, the exponential smoothing can be applied to predict the only daily loads of weekdays during spring, fall, and winter, except for a summer season, when the load patterns are strongly affected by the temperature. A smoothing time-series model is as follows: for the 24-h (1) where is the forecasted value, is the real value, is the day of load forecasting, and is the number of the observed data. Assume that the observed data of smoothing time-series model are varied slowly according to time. Then, the forecasted value can be expressed as (2) Let us substitute in (2) for . Then, we have

Fig. 1.

Hybrid short-term load forecasting algorithm.

A. Load Forecasting for Tuesday Through Friday In this case, the actions performed in the ow daily load forecasting are as follows.

Step 1) If the predicted day is belonging to a summer season, go to step 4). Otherwise, it is the day on spring, fall, or winter seasons. Step 2) Construct input information using the load data during three days (which are subject to Monday through Friday) before the predicted day. Step 3) Forecast the maximum load using the exponential smoothing method. Step 4) In case that the predicted day belongs to a summer season, the temperature sensitivities are computed using the variations of the load and temperature between the predicted day and its one previous day. Step 5) Forecast the maximum load with the temperature sensitivities calculated in step 4). After taking the above steps, the normalized value of the 24 hourly loads is calculated from the data obtained from the load during the previous three weeks of the predicted day. Thereafter, the 24 hourly loads of the day are forecasted from the normalized value. B. Load Forecasting for Saturday, Sunday, and Monday The steps taken for the load forecasting of weekends and Monday (the ow of Fig. 1) are given in the following.

(3) From (3), the general exponential smoothing model is reformulated as (4) where the weight factor . Using the maximum load during three days (among Monday through Friday) prior to the predicted day, the nal equation of can be expressed by (5)

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For example, suppose that Tuesday, March 26, 1996 is the can be expressed predicted day. Then, the forecasted value as given in (6) using the maximum load of the past three days, which are March 25 (Monday), 22 (Friday), and 21 (Thursday), with

(6) The average normalized value for the 24 hourly loads, is now calculated by (7) with the load data on the same day (among the past three weeks) as the predicted day (7) where and are the maximum and hourly load on the previous same day as the predicted day, respectively. Accordingly, the hourly load on the predicted day can be forecasted by

Fig. 2.

Graph of a fuzzy number of A(t).

If is equal to , then the triangular fuzzy number is called a . Let symmetric triangular fuzzy number and denoted by and be fuzzy numbers of the real line . The arithmetic operations of the fuzzy numbers are summarized as follows [9]. Fuzzy number addition :

Fuzzy number multiplication (8) is the hourly load on the forecasted day, by which where the total 24 hourly loads of the day can be predicted. B. Fuzzy Linear Regression Method Linear regression is a statistical method to model the relationship between two variables by tting a linear equation to observed data. The fuzzy linear regression method can be used for forecasting under the assumption of the continuing correlation between the variables in the future by fuzzy numbers [9]. An associated equation for the linear regression model is (9) where and the given expressed as are coefcients, which can be obtained from . Then, the fuzzy linear regression model is

As a fuzzy input data, the center and the spread of the symand , are and metric triangular fuzzy numbers, , respectively. Here and are the averages, and and are the standard deviations. For simplicity, it is assumed that coefcients and variables are symmetric fuzzy numbers. Then, and are estimated using the given and , which are obtained from the load data. As the result of the fuzzy linear regression analysis for fuzzy input-output data using shape preserving operations, the fuzzy linear regression model can be found by solving the following mixed linear programming problem [14]: Minimize

(10) subject to are fuzzy numbers, and is fuzzy number where , , , addition, and is fuzzy number multiplication. A fuzzy number is a convex subset of the real line with a normalized membership function. A triangular fuzzy number denoted by is dened as if if otherwise is the center, is the left spread, and where is the right spread of . Also, the (11) is expressed as shown in Fig. 2. For a more detailed explanation for the fuzzy linear regression method, the readers are referred to [9], [13], and [14]. In this , which consists of the daily peak paper, the input data of loads during the three weeks (except for weekends) before the (11) (12)

. . .

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Fig. 3. Peak load and temperature (May 2000).

Fig. 4. Peak load and temperature (July 2000).

predicted day, is used. Thereafter, the maximum and minimum values are computed by using the fuzzy linear regression method described above. The average normalized value of the 24 hourly loads of the past three weeks is then expressed by (13) is the minimum load on the previous same day where as the predicted day. The corresponding hourly load on the predicted day is nally expressed as (14) and are the values of hourly maximum and where minimum loads on the predicted day, respectively. IV. TEMPERATURE SENSITIVITIES The change of temperature during spring, fall, and winter seasons is small. Therefore, its effect on the load patterns can be passed over. However, during a summer season, the electrical load demand is signicantly increased due to many uses of the air conditioners resulting from the high temperature. The relationships between the load and temperature in May, July, August, and October 2000 in Korea are shown in Figs. 36, respectively. These data show that the peak load patterns are similar to those of temperature with the high correlations for July and August (in summer). However, there is no relationship between the peak load and temperature for May (in spring) and October (in fall). In this section, the accuracy of load forecasting during a summer season is increased by the analysis of temperature sensitivities, which is described in the following. Step 1) Construct the input data for coefcients by selecting the three years, which show the highest value of the correlation coefcient to the temperature and load among the ve years prior to the predicted year. Step 2) Classify the predicted period into two parts, July and August, which have the different temperature sensitivities. The special period such as a vacation is
Fig. 5. Peak load and temperature (August 2000).

Fig. 6.

Peak load and temperature (October 2000).

not considered in this study because it might cause undesirable results depending on the changes in the life-pattern of consumers. beStep 3) Calculate the variation of temperature tween the predicted day and its one previous day (15)

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where and are the maximum temperatures of the predicted day, and its one previous day respectively. between the Step 4) Calculate the variations of load predicted day and its one previous day. (16) and are the maximum loads of where the predicted day and its one previous day, respectively. using Step 5) Compute the temperature sensitivities and as the above (17) in July and August, and Step 6) Check the signs of compute the average value of each positive and neg, as given in (18) and (19), respecative value of tively.
Fig. 7. Flowchart for the LOFES (top-downward developed method).

if if

(18) (19) where and are the forecasted and actual loads on the predicted day with respect to the hour , respectively. The proposed algorithm is applied to forecast a week in the year of 1996, and its performance is compared with that of the top-downward developed method [12] developed by the Korea Electric Power Research Institute (KEPRI). The developed software is called Load Forecasting Engineering System (LOFES). The LOFES has the yearly, monthly, weekly, and daily load patterns, which are made by a time-domain regressive analysis with the past load proles and weather data. The ow chart for the LOPES is given in Fig. 7. In Fig. 7, the LOFES rst forecasts the yearly peak load and thereafter the monthly peak load from the monthly model table. Then, it nds the peak load of the weekly demands and nally forecasts the daily peak loads (including the special days). Then, the hourly loads are forecasted by the estimated daily peak loads and the load patterns (which are constructed by the past data) in the same day as the forecasted day. Also, such load patterns are represented by percentages of the relative coefcients of the hourly loads to the peak load of the weekday. The loads of the holidays (special day) are forecasted by the similar procedure. Therefore, the LOFES makes it possible to forecast the hourly loads with the form of top-downward. First, the test results for the two periods, which are from March 26 to April 1 (in spring season) and from October 29 to November 4 (in fall season), are given in Tables I and II, respecin maximum tively. These results clearly show that the Error load forecasted by the proposed method during two periods (in each spring and fall season) is dropped, compared to that by the top-downward developed method. The value of the mean absolute percent error (MAPE) [%] of the 24 hourly loads forecasted by the proposed method is also low. Moreover, the corresponding weekly load forecasting performances are shown in Figs. 8 and 9 with the real-measured load data. It is shown from these results that the proposed method provides the reasonably good accuracy. Next, the test result for

. where is the number of the investigated on the preStep 7) Forecast the maximum load dicted day by using the above and as if if (20) (21)

is the forecasted maximum load in where the one day before the predicted day. Step 8) Using the average normalized value for the 24 given by (7), the corhourly loads responding hourly load on the predicted day is obtained by (22) V. TEST RESULTS In the previous sections, the new hybrid short-term (a weekly) load forecasting algorithm has been described, which proposes that the load in weekdays (Tuesday through Friday) is forecasted by the exponential smoothing method. Moreover, the analysis of temperatures sensitivities is carried out to improve the accuracy of load forecasting in case the weekdays are on a summer season. It was also proposed that the load in weekends and Monday can be forecasted efciently by the fuzzy linear regression method. The performance of the proposed algorithm for the 24 hourly loads forecasting is now evaluated with several tests. A foreis dened as casting error Error Error (23)

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TABLE I COMPARISONS OF LOAD FORECASTING PERFORMANCE FROM MARCH 26 TO APRIL 1, 1996

TABLE II COMPARISONS OF LOAD FORECASTING PERFORMANCE FROM OCTOBER 29 TO NOVEMBER 4, 1996

Fig. 8. Weekly (from March 26 to April 1) load forecasting performance by the proposed method.

Fig. 9. Weekly (from October 29 to November 4) load forecasting performance by the proposed method.

the period of July 9 though July 15 (in summer season) is given in Table III, which shows that the load forecasting performance by the proposed method is remarkably improved, compared to that by the top-downward developed method. In other words, the MAPE [%] in forecasting of the maximum load is reduced from 8.228% to 1.123%. This means that the analysis of temperature sensitivity is successfully applied to the load forecasting

of weekdays in this summer season. Also, it can be said that the fuzzy linear regression method is still effective for the load forecasting in weekends and Monday in the summer season. Also, the result given in Fig. 10 shows that the proposed method still works for the weekly load forecasting with the good accuracy in the summer season.

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TABLE III COMPARISONS OF LOAD FORECASTING PERFORMANCE FROM JULY 9 TO JULY 15, 1996

Fig. 10. Weekly (from July 9 to July 15) load forecasting performance by the proposed method.

VI. CONCLUSION In this paper, the new hybrid short-term load forecasting algorithm was proposed considering the variations of load patterns affected by the daily type and temperature. First, the loads in weekdays are forecasted using the general exponential smoothing method. Especially, the analysis of temperature sensitivities was carried out to improve the performance of load forecasting during a summer season. Second, the fuzzy linear regression method was applied to the load forecasting in weekends and Monday. It was shown from the test results that the proposed algorithm improves the performance of 24-h daily load forecasting during a week in the year of 1996 effectively and efciently. The changing-index applicable to the load forecasting affected by the evolutions of life-pattern is being developed, and the new load forecasting method required in modern deregulated electric power open markets is being investigated with the consideration of the social and political events. REFERENCES
[1] A. D. Papalexopoulos and T. C. Hesterberg, A regression-based approach to short-term system load forecasting, IEEE Trans. Power Syst., vol. 4, no. 4, pp. 15351547, Nov. 1990. [2] D. J. Trudnowski et al., Real-time very short-term load prediction for power-system automatic generation control, IEEE Trans. Control Syst. Technol., vol. 9, no. 2, pp. 254260, Mar. 2001.

[3] S. Rahman and R. Bhatnagar, An expert system based algorithm for short-term load forecast, IEEE Trans. Power Syst., vol. 3, no. 2, pp. 392399, May 1988. [4] A. G. Bakirtzis et al., A neural network short-term load forecasting model for the Greek power system, IEEE Trans. Power Syst., vol. 11, no. 2, pp. 858863, May 1996. [5] R. Lamedica et al., A neural network based technique for short-term forecasting of anomalous load periods, IEEE Trans. Power Syst., vol. 11, no. 4, pp. 17491756, Nov. 1996. [6] K. H. Kim, H. S. Youn, and Y. C. Kang, Short-term load forecasting for special days in anomalous load conditions using neural networks and fuzzy inference method, IEEE Trans. Power Syst., vol. 15, no. 2, pp. 559565, May 2000. [7] H. Mori and A. Yuihara, Deterministic annealing clustering for ANNbased short-term load forecasting, IEEE Trans. Power Syst., vol. 16, no. 3, pp. 545551, Aug. 2001. [8] T. Senjyu, H. Takara, and T. Funabashi, One-hour-ahead load forecasting using neural network, IEEE Trans. Power Syst., vol. 17, no. 1, pp. 113118, Feb. 2002. [9] K. B. Song, Y. S. Baek, D. H. Hong, and G. S. Jang, Short-term load forecasting for the holidays using fuzzy linear regression method, IEEE Trans. Power Syst., vol. 20, no. 1, pp. 96101, Feb. 2005. [10] J. Nazarko and W. Zalewski, The fuzzy regression approach to peak load estimation in power distribution systems, IEEE Trans. Power Syst., vol. 14, no. 3, pp. 809814, Aug. 1999. [11] H. S. Park, K. J. Mun, H. S. Kim, G. H. Hwang, H. S. Lee, and J. H. Park, Application of neural networks to short-term load forecasting using electrical load pattern, KIEE Trans., vol. 48A, no. 1, pp. 813, 1999. [12] Y. Yoon et al., Development of the Integrated System for Power System Operational Planning and Analysis, KEPRI, Tech. Rep. TR.94YJ 15.J1998.89, Dec. 1998. [13] H. Tanaka and J. Watada, Possibilistic linear system and their application to linear regression model, Fuzzy Sets Syst., vol. 27, pp. 275289, 1988. [14] D. H. Hong et al., Fuzzy linear regression analysis for fuzzy inputoutput data using shape preserving operations, Fuzzy Sets Syst., vol. 122, pp. 513526, Sep. 2001.

Kyung-Bin Song (M04) received the B.S and M.S degrees in electrical engineering from Yonsei University, Seoul, Korea, in 1986 and 1988, respectively, and the Ph.D. degree in electrical engineering from Texas A&M University, College Station, TX, in 1995. His employment experience includes LG-EDS Systems, Seoul, Korea Electric Power Research Institute, Daejeon, Korea, Catholic University of Taegu-Hyosung, Kyungsan, Korea, and Keimyung University, Daegu, Korea. He joined the faculty of Soong-Sil University, Seoul, Korea, in 2002, where he is currently an Assistant Professor in the Department of Electrical Engineering. His interests include power system operation and control, power system economics, the optimization of the large-scale systems, and the fuzzy system and its applications.

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Seong-Kwan Ha received the M.S degree in electrical engineering from Soong-Sil University, Seoul, Korea, in 2005. He is currently an Electrical Engineer with the Korea Midland Power Co., LTD, Boryeong, Korea. His research interests include power system generation control and power system economics.

Dong-Jin Kweon was born in Bonghwa, South Korea, in 1963. He received the B.S. degree from Seoul National Industry University, Seoul, Korea, in 1986, and the M.S. and Ph.D. degrees from Soongsil university, Seoul, in 1992 and 1995, respectively. Currently, he is a Senior Researcher with the Korea Electric Power Research Institute (KEPRI), Daejeon, Korea. His research interests include preventive diagnostic techniques and maintenance of power equipment.

Jung-Wook Park (S00M03) was born in Seoul, Korea. He received the B.S. degree (summa cum laude) from the Department of Electrical Engineering, Yonsei University, Seoul, Korea, in 1999, and the M.S.E.C.E. and Ph.D. degrees from the School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, in 2000 and 2003, respectively. He is currently an Assistant Professor in the School of Electrical and Electronic Engineering, Yonsei University, Seoul, Korea. He was a Postdoctoral Research Associate in the Department of Electrical and Computer Engineering, University of Wisconsin, Madison, during 20032004, and a Senior Research Engineer with LG Electronics Inc., Korea, during 20042005. His current research interests are in power system dynamics, exible ac transmission system (FACTS) devices, inverter systems, hybrid systems, optimization control algorithms, and application of articial neural networks. Prof. Park was the recipient of the IEEE Industry Applications Society (IAS) Second Prize Paper Award in 2003 and a Technical Co-Chair of the Power Systems and Power Electronic Circuits Committee, IEEE International Symposium on Circuits and Systems (ISCAS), held in Kobe, Japan, in May 2005. He is currently a member of the Task Force on Intelligent Control Systems Subcommittee of the IEEE Power Engineering Society.

Kyu-Ho Kim (M04) received the B.S. and M.S. degrees from Hanyang University, Ansan, Korea, in 1988 and 1990, respectively, and the Ph.D. degree from Hanyang University, Seoul, Korea, in 1996. He is currently an Associate Professor in the Department of Electrical Engineering, Ansan College of Technology, Ansan, Korea. His research interests include power system control and operation as well as optimal power ow.