An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting

doi:10.1016/j.apenergy.2021.117992

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	An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting
	Yang, Dongchuan 1; Guo, Ju-E 1; Sun, Shaolong 1; Han, Jing 1,2; Wang, Shouyang 3,4
	2022-01-15
发表期刊	APPLIED ENERGY
ISSN	0306-2619
卷号	306 页码:16
摘要	Short-term load forecasting is crucial for power demand-side management and the planning of the power system. Considering the necessity of interval-valued time series modeling and forecasting for the power system, this study proposes an interval decomposition-reconstruction-ensemble learning approach to forecast interval-valued load, in terms of the concept of "divide and conquer". First, bivariate empirical mode decomposition is applied to decompose the original interval-valued data into a finite number of bivariate modal components for extracting and identifying the fluctuation characteristics of data. Second, based on the complexity analysis of each bivariate modal component by multivariate multiscale permutation entropy, the components were reconstructed for capturing inner factors and reduce the accumulation of estimation errors. Third, long short-term memory is utilized to synchronously forecast the upper and the lower bounds of each bivariate component and optimized by the Bayesian optimization algorithm. Finally, generating the aggregated interval-valued output by ensemble the forecasting results of the upper and lower bounds of each component severally. The electric load of five states in Australia is used for verification, and the empirical results show that the forecasting accuracy of our proposed learning approach is significantly superior to single models and the decomposition-ensemble models without reconstruction. This indicates that our proposed learning approach appears to be a promising alternative for interval load forecasting.
关键词	Short-term load forecasting Bivariate empirical mode decomposition Decomposition-ensemble approach Reconstruction Bayesian optimization Long short-term memory network
DOI	10.1016/j.apenergy.2021.117992
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[72101197] ; National Natural Science Foundation of China[71988101] ; Fundamental Research Funds for the Central Universities[SK2021007]
WOS研究方向	Energy & Fuels ; Engineering
WOS类目	Energy & Fuels ; Engineering, Chemical
WOS记录号	WOS:000707903600003
出版者	ELSEVIER SCI LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/59441
专题	中国科学院数学与系统科学研究院
通讯作者	Sun, Shaolong
作者单位	1.Xi An Jiao Tong Univ, Sch Management, Xian 710049, Peoples R China 2.Shaanxi Normal Univ, Int Business Sch, Xian 710119, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 4.Chinese Acad Sci, Ctr Forecasting Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Yang, Dongchuan,Guo, Ju-E,Sun, Shaolong,et al. An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting[J]. APPLIED ENERGY,2022,306:16.
APA	Yang, Dongchuan,Guo, Ju-E,Sun, Shaolong,Han, Jing,&Wang, Shouyang.(2022).An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting.APPLIED ENERGY,306,16.
MLA	Yang, Dongchuan,et al."An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting".APPLIED ENERGY 306(2022):16.