A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination

Medium-and-long-term load forecasting plays an important role in energy policy implementation and electric department investment decision. Aiming to improve the robustness and accuracy of annual electric load forecasting, a robust weighted combination load forecasting method based on forecast model...

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Main Authors: Lianhui Li, Chunyang Mu, Shaohu Ding, Zheng Wang, Runyang Mo, Yongfeng Song
Format: Article
Language:English
Published: MDPI AG 2015-12-01
Series:Energies
Subjects:
Online Access:http://www.mdpi.com/1996-1073/9/1/20
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spelling doaj-d79ca8bdd4a743cfbfd6b536602c74f32020-11-24T22:48:05ZengMDPI AGEnergies1996-10732015-12-01912010.3390/en9010020en9010020A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight DeterminationLianhui Li0Chunyang Mu1Shaohu Ding2Zheng Wang3Runyang Mo4Yongfeng Song5College of Mechatronic Engineering, Beifang University of Nationalities, Yinchuan 750021, ChinaState Key Laboratory of Robotics and System, Harbin Institute of Technology (HIT), Harbin 150001, ChinaCollege of Mechatronic Engineering, Beifang University of Nationalities, Yinchuan 750021, ChinaState Grid Ningxia Electric Power Design Co. Ltd., Yinchuan 750001, ChinaSchool of Management, Qingdao Technological University, Qingdao 266520, ChinaSchool of Management, Qingdao Technological University, Qingdao 266520, ChinaMedium-and-long-term load forecasting plays an important role in energy policy implementation and electric department investment decision. Aiming to improve the robustness and accuracy of annual electric load forecasting, a robust weighted combination load forecasting method based on forecast model filtering and adaptive variable weight determination is proposed. Similar years of selection is carried out based on the similarity between the history year and the forecast year. The forecast models are filtered to select the better ones according to their comprehensive validity degrees. To determine the adaptive variable weight of the selected forecast models, the disturbance variable is introduced into Immune Algorithm-Particle Swarm Optimization (IA-PSO) and the adaptive adjustable strategy of particle search speed is established. Based on the forecast model weight determined by improved IA-PSO, the weighted combination forecast of annual electric load is obtained. The given case study illustrates the correctness and feasibility of the proposed method.http://www.mdpi.com/1996-1073/9/1/20load forecastingrobustnesscombination forecastMarkov chainnormal cloud modelimmune algorithmparticle swarm optimization
collection DOAJ
language English
format Article
sources DOAJ
author Lianhui Li
Chunyang Mu
Shaohu Ding
Zheng Wang
Runyang Mo
Yongfeng Song
spellingShingle Lianhui Li
Chunyang Mu
Shaohu Ding
Zheng Wang
Runyang Mo
Yongfeng Song
A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination
Energies
load forecasting
robustness
combination forecast
Markov chain
normal cloud model
immune algorithm
particle swarm optimization
author_facet Lianhui Li
Chunyang Mu
Shaohu Ding
Zheng Wang
Runyang Mo
Yongfeng Song
author_sort Lianhui Li
title A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination
title_short A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination
title_full A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination
title_fullStr A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination
title_full_unstemmed A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination
title_sort robust weighted combination forecasting method based on forecast model filtering and adaptive variable weight determination
publisher MDPI AG
series Energies
issn 1996-1073
publishDate 2015-12-01
description Medium-and-long-term load forecasting plays an important role in energy policy implementation and electric department investment decision. Aiming to improve the robustness and accuracy of annual electric load forecasting, a robust weighted combination load forecasting method based on forecast model filtering and adaptive variable weight determination is proposed. Similar years of selection is carried out based on the similarity between the history year and the forecast year. The forecast models are filtered to select the better ones according to their comprehensive validity degrees. To determine the adaptive variable weight of the selected forecast models, the disturbance variable is introduced into Immune Algorithm-Particle Swarm Optimization (IA-PSO) and the adaptive adjustable strategy of particle search speed is established. Based on the forecast model weight determined by improved IA-PSO, the weighted combination forecast of annual electric load is obtained. The given case study illustrates the correctness and feasibility of the proposed method.
topic load forecasting
robustness
combination forecast
Markov chain
normal cloud model
immune algorithm
particle swarm optimization
url http://www.mdpi.com/1996-1073/9/1/20
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