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
97
Fig. 1.
~.
The graph of a fuzzy number A
(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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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)
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.
(11)
100
TABLE III
THE
RESULTS
HOLIDAYS
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%
101