96

IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 20, NO. 1, FEBRUARY 2005

Short-Term Load Forecasting for the Holidays Using

Fuzzy Linear Regression Method
Kyung-Bin Song, Member, IEEE, Young-Sik Baek, Dug Hun Hong, and Gilsoo Jang, Member, IEEE

AbstractAverage load forecasting errors for the holidays are

much higher than those for weekdays. So far, many studies on
the short-term load forecasting have been made to improve the
prediction accuracy using various methods such as deterministic,
stochastic, artificial neural net (ANN) and neural network-fuzzy
methods. In order to reduce the load forecasting error of the 24
hourly loads for the holidays, the concept of fuzzy regression
analysis is employed in the short-term load forecasting problem.
According to the historical load data, the same type of holiday
showed a similar trend of load profile as in previous years. The
fuzzy linear regression model is made from the load data of the
previous three years and the coefficients of the model are found
by solving the mixed linear programming problem. The proposed
algorithm shows good accuracy, and the average maximum percentage error is 3.57% in the load forecasting of the holidays for
the years of 19961997.
Index TermsFuzzy sets, fuzzy systems, load forecasting.

I. INTRODUCTION

IGH ACCURACY of the load forecasting for power systems improves the security of the power system and reduces the generation costs. The load forecasting is highly related to power system operations such as dispatch scheduling,
preventive maintenance plan for the generators, and the reliability evaluation of the power systems. In addition, the accurate
estimated loads are key data which are necessary for the electric
power price forecast on the electric power markets. However,
the electric power load forecasting problem is hard to deal with
because of the nonlinear and the random-like behavior of system
loads, as well as weather conditions and variation of economic
environments. So far, many studies on the load forecasting have
been made to improve the prediction accuracy using various
conventional methods such as deterministic, stochastic, knowledge based and artificial neural net (ANN) methods.
Considering the international trend on electric power load
forecasting techniques, neural net and fuzzy theory are now actively utilized to reduce the uncertainty and the nonlinear property which are latent to the problem of electric power load forecast [1][4]. In a field of application study on neural net, there

Manuscript received March 5, 2004. This work was supported in part by Grant
no. R01-2000-000-00011-0 from the Basic Research program of the Korea Science and Engineering Foundation. Paper no. TPWRS-00346-2003.
K.-B. Song is with the Department of Electrical Engineering, Soongsil University, Seoul 156-743, South Korea (e-mail: kbsong@ssu.ac.kr).
Y.-S. Baek is with the Department of Electrical Engineering, Kyungbuk National University, Daegu, South Korea.
D. H. Hong is with the Department of Mathematics, Myongji University,
Yongin, Kyunggi, South Korea.
G. Jang is with the Department of Electrical Engineering, Korea University,
Seoul 136-701, South Korea (e-mail: gjang@korea.ac.kr).
Digital Object Identifier 10.1109/TPWRS.2004.835632

were difficulties to process qualitative data of experts knowledge and experience, as a result, Kohenens Self Organizing
map together with Multi Layer Neural Net is used to improve
electric power load prediction error [4]. Prediction model with
fuzzy module in series connection of neural net module is programmed, taking into account temperature, weekday, and seasonal variation, etc., to forecast power demand for the next 24
h [5]. Average prediction error, describing the accuracy level of
power demand forecast technique, is about 1% and maximum
error about 8% [6].
In 1999, the Korea Electric Power Research Institute (KEPRI)
developed the Load Forecasting Engineering System using
an analysis model of top-downward developed method,
which makes it possible to forecast 8760 h annually. In the
load forecasting engineering system, average error of load
forecasting in 1997 was 2.45% for weekdays except Monday
(Tuesday through Friday), 4.02% on weekends, and 7.66%
during holidays [7]. The practical load forecasting method of
KEPRI has utilized a time domain analysis and a regressive
analysis. However, researchers have actively studied the prediction models implemented by artificial intellectual methods
like neural net method and fuzzy concept. A neural net method
permits prediction model to be built easily, and also its predictability is better compared to the previous statistical method,
thereby permitting researchers propose a variety of such models
[8].
Recently, researchers have concentrated on short-term load
forecasting with ANN because of the following two advantages:
one is capability of approximating any nonlinear function and
the other is model determination through the learning process.
In addition, fuzzy inference has been adopted into the load
forecasting problem. It turns out that fuzzy inference method
minimizes model errors and the number of the membership functions to grasp nonlinear behavior of power system
short-term loads. The concept of fuzzy regression analysis
was introduced by Tanaka et al. [9] in 1982, where an linear
programming (LP)-based method with symmetric triangular
fuzzy parameters was proposed. Fuzzy data analysis, regarded
as a nonstatistical procedure for probablilistic systems was
reported by Tanaka et al. [10]. A fuzzy regression approach
showed usefulness of applying of fuzzy regression method
to problems of load forecasting and load estimation in power
distribution systems [16], [17]. Coefficients and output data
of the fuzzy regression model are fuzzy numbers and fuzzy
arithmetic operations are not applied in the fuzzy regression
approach [16]. We propose an improved Tanakas fuzzy regression model [9] and the fuzzy regression approach [16] by
introducing fuzzy input-output data using shape-preserving

0885-8950/$20.00 2005 IEEE

SONG et al.: SHORT-TERM LOAD FORECASTING FOR THE HOLIDAYS

97

fuzzy arithmetic operations. Coefficients and both input data

and output data are fuzzy numbers in the new fuzzy regression
model. The new fuzzy regression model is applied to the
short-term load forecasting of power systems. The proposed
approach improves the prediction accuracy for the short-term
load forecasting of the holidays falling on any type of day. Recent electric power load forecast shows that forecasting errors
on the holidays on Saturday or Monday are bigger than those
on the other days (i.e., weekdays and weekends) [1]. Therefore,
the holiday falling on Saturday or Monday is studied and fuzzy
linear regressive analysis and relative coefficient analysis is
introduced to improve the predictive accuracy. The proposed
algorithm shows that the average maximum percentage error is
3.57% in the short-term load forecasting of the holidays for the
years of 19961997.

Fig. 1.

~.
The graph of a fuzzy number A

Fuzzy number multiplication

II. THE MODEL OF FUZZY LINEAR REGRESSION

Linear regression is a statistical method to model the relationship between two variables by fitting a linear equation to
observed data. One variable is considered to be an explanatory
variable, and the other is considered to be a dependent variable.
Linear regression method can be used for forecasting under the
assumption of continuing the correlation between the variables
in the future. A linear regression model is as follows:

III. FUZZY LINEAR REGRESSION METHOD

(2)

(denoted by
In the model of fuzzy linear regression (2),
) and
(denoted by
) are symmetric trianand
is the
gular fuzzy numbers where is the center of
spread of . The center and the spread of the symmetric triangular fuzzy numbers,
and , are
and
, respectively. Here, and are the average, and and are the
standard deviation. For simplicity, it is assumed that coefficients
and
and variables are symmetric fuzzy numbers.
are estimated using given
and
. As the result of fuzzy linear regression analysis
for fuzzy input-output data using shape preserving operations
[11], the fuzzy linear regression model can be found solving the
following mixed linear programming problem:

, and
are fuzzy numbers, and is fuzzy
where
number addition, and is fuzzy number multiplication.
A fuzzy number is a convex subset of the real line R with a
normalized membership function. A triangular fuzzy number
denoted by
is defined as

(4)

(1)
where and are coefficients.
The coefficients of (1) can be obtained from the given
The fuzzy linear regression model is expressed as follows:

subject to
(3)

is the center,
is the left spread, and
where
is the right spread of .
If
equals , then the triangular fuzzy number is called
.
a symmetric triangular fuzzy number and denoted by
Equation (3) is expressed by Fig. 1.
Let and be fuzzy numbers of the real line R. The arithmetic operations of the fuzzy numbers are summarized as follows [11]:
Fuzzy number addition

In this paper, the input data consist of the daily peak loads of
the past three years and then the subscript in (4) is 3. Samples
of the symmetric triangular fuzzy numbers,
and
for the
past years are shown in Table I.
comprises the average and the standard deviation
of the daily peak loads for the four days before the holiday.
Let the daily peak loads for the four days before the holiday be
, and
. Let M designate the biggest load among
the four values of the daily peak loads. The normalized average

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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 20, NO. 1, FEBRUARY 2005

The optimal values of

and
are computed by solving (8) based on the linear programming
method. Note that

TABLE I
FUZZY INPUT DATA

(9)
If
is the input fuzzy data for the maximum loads of the
can be calculated by (9). Acfour days before the holiday,
cordingly, the maximum load of the holiday falling on weekdays
and Sunday is predicted by
TABLE II
FUZZY INPUT DATA FOR THE PREVIOUS 3 YEARS

(10)

of the daily peak loads for the four days before the holiday is
defined as follows:
(5)
And the standard deviation of the daily peak loads for the four
days before the holiday is defined in (6), shown at the bottom of
the page.
contains information on the holiday, which represents the average and the standard deviation of the peak loads
, and
are the peak loads for the
on the holiday. If
can be represented
four weekdays before the holiday, then
by the peak load of the holiday as follows:
(7)
Obviously, of is 0. Input fuzzy data can be obtained for
the peak loads of the past three years using (5) and (6) as shown
in Table II.
The fuzzy linear regression model is determined by solving
the following mixed linear programming problem obtained from
(4)

(8)
subject to

where
is the forecast maximum load of the holiday;
is the estimated normalized value of the holiday;
is the
maximum load of the previous four days of the holiday.
Similarly, the minimum load of the holiday is predicted. The
24 hourly loads of the holiday are predicted using the forecast scaled load curve and the forecast maximum and minimum
loads.
IV. ANALYSIS FOR ELECTRIC POWER LOAD FORECASTING ON
A HOLIDAY FALLING ON SATURDAY OR MONDAY
In general, the load curves of holidays are dissimilar to those
of normal weekdays. Load characteristics of Korean holidays
and the daily load patterns of Lunar New Years Day were
shown in the [14]. In case of a holiday falling on Saturday or
Monday instead of the other weekdays, bigger error of load
forecasting occurs. Our investigation shows that the maximum
percentage error of the peak load forecasting on a holiday
falling on Saturday or Monday is about 10%, and the average
percentage error is about 5%. These significant errors are, in
most cases, caused by the following two reasons, One is that
in the case of a holiday falling on Saturday, the following day
is Sunday, and two days in a row are holidays. Likewise, in
case of a holiday falling on Monday, the same duration of
holidays happens. Especially, there is a difficulty in forecasting
of power demand since the power consumption patterns on
these holidays are quite different form those on the holidays
falling on the weekdays Tuesday through Friday. We conjecture
that those phenomena are due to social and economical factors.
In general, load on a holiday falling on Saturday or Monday is
lower than the load on a holiday falling on Tuesday, Wednesday,
Thursday, or Friday. The other reason is that in order to forecast
power demand, past data were used for fuzzy input data and
the old data may cause significant errors of the daily peak load
forecasting for the holidays. Load patterns have varied slightly
year in and year out. Accordingly, load patterns in twenty years
will be quite different.
Four categories of days were classified on load forecasting;
Tuesday, Wednesday, Thursday, and Friday;
Sunday;

(6)

SONG et al.: SHORT-TERM LOAD FORECASTING FOR THE HOLIDAYS

Fig. 2. The load differences between the peak loads of the four weekdays
before the Arbor Days and the peak loads of the Arbor Days during the 1990s.

Saturday;
Monday.
The load patterns are nearly identical on Tuesday,
Wednesday, Thursday, and Friday. For this reason, data of
the holiday to be forecast for Tuesday, Wednesday, Thursday,
or Friday come from data on the same condition over the past
three years. The same rule has to be applied to data of a holiday
falling on Saturday or Monday. For instance, in order to forecast
load on Saturday, March 1, 1997 (i.e., Independence Movement
Day), one used load data on the same day in 1986, 1980, and
1975 to find the fuzzy linear regression model. However, such
data on the same day on Saturday may cause an inaccurate
forecast when data are older than twenty years old data. The
old data showed a different load pattern. Therefore, recent load
data for twenty years are recommended to use to find the fuzzy
linear regression model as input data.
In the fuzzy linear regressive analysis method, fuzzy input
data can be obtained from the maximum loads of the four weekdays before the holidays and the maximum loads of the holidays
in past three years. Fig. 2 illustrates the similar load differences
between the peak loads of the four weekdays before the Arbor
Days and the peak loads of the Arbor Days in 1994, 1995, and
1996. Fig. 3 depicts the dissimilar load differences between the
peak loads of the four weekdays before the Arbor Days and the
peak loads of the Arbor Days in 1968, 1974, 1989, and 1996.
In linear regression method, a modeler should first determine
whether or not there is a relationship between the variables of
interest. This does not necessarily imply that one variable causes
the other, but that there is some significant association between
the two variables. If there appears to be no association between
the two variables, significant errors occur in linear regression
method. Accordingly, dissimilar load differences as shown in
Fig. 3 are not good relations between the peak loads of the four
weekdays before the Arbor Days and the peak loads of the Arbor
Days from the 1960s to 1990s and the daily peak load estimation
for the holiday will not be accurate.
The accuracy level of daily peak load forecasting for the holidays using fuzzy linear regression method is decreased by the
following two reasons.

99

Fig. 3. Load differences between the peak loads of the four weekdays before
the Arbor Days and the peak loads of the Arbor Days from the 1960s to 1990s.

Patterns of load on Saturday and Monday are different

from patterns of the loads on the weekdays Tuesday
through Friday.
In review of the past data, load pattern differs widely over
30 years from the 1960s to the 1990s.
With the two reasons mentioned before, it is necessary to develop a modified algorithm for the fuzzy linear regression algorithm. Therefore, in the case of load forecasting for the holiday
falling on Saturday or Monday, the relative coefficient is introduced to the fuzzy linear regression algorithm. The relative coefficient is the average value of the ratios of the estimated peak
loads by the fuzzy linear regression method to the peak loads of
the holidays on Saturday or Monday in the recent years, if possible in ten years. Finally, the estimated peak load of the holiday on Saturday or Monday is computed by multiplying the
estimated peak load of the holiday on weekday by the relative
coefficient of the holiday.
V. TEST RESULTS
In general, weekdays load profiles are significantly different
from the weekends and holidays load profiles. Average load
forecasting errors for weekdays are much lower than those for
the weekends and holidays since the load curves for weekdays
are almost identical. The research is focused on reducing the
load forecasting errors for the holidays because the biggest forecasting error is shown in the load forecasting for the holiday.
The accuracy of the short-term load forecasting for the holiday
is improved using the fuzzy linear regression method.
The fuzzy linear regression method for the short-term load
forecasting is tested with the 24 hourly loads forecasting of the
holidays for the years of 19961997. The recent load data in
about 20 years are used in the simulation because the old load
dada may cause significant forecasting errors. Error of the load
forecasting of the holidays is defined as
%
where

(11)

is the forecast load of the holiday at hour t;

is the actual load of the holiday at hour t.

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TABLE III
THE

RESULTS

OF THE LOAD FORCASTING FOR THE

DURING 1996 AND 1997

HOLIDAYS

and 4.86%, respectively. Therefore, the proposed method can

apply to the short-term 24 hourly loads forecasting of the holiday on Monday through Sunday with the good accuracy.
VI. CONCLUSION
In this paper, we propose a new fuzzy linear regression
method for the short-term 24 hourly loads forecasting of the
holidays. The concept of a fuzzy linear regression is employed
in the short-term load forecasting problem. The proposed fuzzy
linear regression model is based on Tanakas approach using
based fuzzy arithmetic operations where both input data
and output data are fuzzy numbers.
Due to dissimilar load patterns of the holidays compared with
those of weekdays, relatively big load forecasting errors of the
holidays are considerably improved. In addition, the relative coefficient is introduced to the proposed fuzzy linear regression
algorithm in the case of load forecasting for holidays falling on
Saturday or Monday and a great enhancement of the accuracy of
the load forecasting is achieved. The proposed algorithm shows
its good accuracy in that the average maximum percentage error
is 3.57% in the short-term 24 hourly loads forecasting of the holidays for the years of 19961997.
REFERENCES

The accuracy of the load forecasting of the proposed algorithm is compared with those of the neural network and fuzzy
inference methods [13], [14]. In neural network and fuzzy inference method [14], the maximum error and the average error of
each holiday period are calculated. In the proposed algorithm,
the 24 hourly loads of the holidays are forecasted using fuzzy
linear regression method. The maximum errors of the 24 hourly
loads forecasting for each holiday by the proposed method are
compared with the maximum errors for each holiday period
of neural network and fuzzy inference method [14]. The results of the comparison are shown in Table III. The proposed
method gives much better forecasting accuracy with overall average error of 3.57%, which reduces the error to about two thirds
as compared to neural network and fuzzy inference method [14].
For convenience, the maximum errors of [15] are compared with
the maximum errors of the proposed method. The average maximum error of [15] for the holidays is 11.54% which is shown in
[14] and the average maximum error of the proposed method is
reduced to 3.57%. In the proposed method, the accuracy of the
load forecasting for most of the holidays is improved.
The proposed fuzzy linear regression algorithm in the case of
load forecasting for the holiday falling on Saturday or Monday
is tested with the load data of the holiday on March 1, 1997 (i.e.,
Independence Movement Day on Saturday).
The proposed method considerably improved the forecasting
accuracy with maximum percentage error of 6.26% which is
reduced by 3.91% from the daily maximum forecasting percentage error (10.17%) of the forecasting results of fuzzy expert system [13]. In addition, the maximum percentage errors
of the 24 hourly loads forecasting of the Arbor Day on Saturday and the Childrens Day on Monday in 1997 are 3.50%

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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
Soongsil University, Seoul, in 2002, where he is currently an Assistant Professor of Electrical Engineering. His interests include power system operation
and control, power system economics, optimization of large-scale systems, and
the fuzzy system and its applications.

Young-Sik Baek received the B.S., M.S., and Ph.D.

degrees in electrical engineering from Seoul National
University, Seoul, Korea, in 1974, 1979, and 1984,
respectively.
From 1979 to 1985, he was a Lecturer at Myungji
University, Kyunggi, South Korea. He is currently
a Professor in the School of Electrical and Electronic Engineering, Kyungpook National University,
Daegu, Korea. His areas of research are power
system operation and control.

101

Dug Hun Hong received the B.S. and M.S. degrees

in mathematics from Kyungpook National University, Daegu, Korea, in 1981 and 1983, respectively,
and the M.S. and Ph.D. degrees from the University
of Minnesota in 1988 and 1990, respectively.
From 1991 to 1996, he was a Professor in the Department of Statistics, Catholic University of Daegu.
From 1997 to August 2003, he was a Professor in the
School of Automotive Engineering, Catholic University of Daegu. Since September 2003, he has been
a Professor in the Department of Mathematics, Myongji University, Kyunggi, South Korea. His research interests include fuzzy
theory with applications and probability theory.

Gilsoo Jang (S95M97) received the B.S. and M.S.

degrees from Korea University, Seoul, Korea, and the
Ph.D. degree from Iowa State University, Ames, in
1997.
He was with the Electrical and Computer Engineering Department, Iowa State University, as
a Visiting Scientist for one year, and at Korea
Electric Power Research Institute, Daejeon, Korea,
as a Researcher for two years. He is presently an
Associate Professor in the Department of Electrical
Engineering, Korea University. His research interests
include power quality and power system control.