IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v12y2019i1p149-d194483.html
   My bibliography  Save this article

Single and Multi-Sequence Deep Learning Models for Short and Medium Term Electric Load Forecasting

Author

Listed:
  • Salah Bouktif

    (Department of Computer Science and Software Engineering, UAE University, 15551 Al Ain, UAE)

  • Ali Fiaz

    (Department of Computer Science and Software Engineering, UAE University, 15551 Al Ain, UAE)

  • Ali Ouni

    (Department of Software Engineering and IT, Ecole de Technologie Superieure, Montréal, QC H3C 1K3, Canada)

  • Mohamed Adel Serhani

    (Department of Computer Science and Software Engineering, UAE University, 15551 Al Ain, UAE)

Abstract

Time series analysis using long short term memory (LSTM) deep learning is a very attractive strategy to achieve accurate electric load forecasting. Although it outperforms most machine learning approaches, the LSTM forecasting model still reveals a lack of validity because it neglects several characteristics of the electric load exhibited by time series. In this work, we propose a load-forecasting model based on enhanced-LSTM that explicitly considers the periodicity characteristic of the electric load by using multiple sequences of inputs time lags. An autoregressive model is developed together with an autocorrelation function (ACF) to regress consumption and identify the most relevant time lags to feed the multi-sequence LSTM. Two variations of deep neural networks, LSTM and gated recurrent unit (GRU) are developed for both single and multi-sequence time-lagged features. These models are compared to each other and to a spectrum of data mining benchmark techniques including artificial neural networks (ANN), boosting, and bagging ensemble trees. France Metropolitan’s electricity consumption data is used to train and validate our models. The obtained results show that GRU- and LSTM-based deep learning model with multi-sequence time lags achieve higher performance than other alternatives including the single-sequence LSTM. It is demonstrated that the new models can capture critical characteristics of complex time series (i.e., periodicity) by encompassing past information from multiple timescale sequences. These models subsequently achieve predictions that are more accurate.

Suggested Citation

  • Salah Bouktif & Ali Fiaz & Ali Ouni & Mohamed Adel Serhani, 2019. "Single and Multi-Sequence Deep Learning Models for Short and Medium Term Electric Load Forecasting," Energies, MDPI, vol. 12(1), pages 1-21, January.
  • Handle: RePEc:gam:jeners:v:12:y:2019:i:1:p:149-:d:194483
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/12/1/149/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/1996-1073/12/1/149/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Taylor, James W. & de Menezes, Lilian M. & McSharry, Patrick E., 2006. "A comparison of univariate methods for forecasting electricity demand up to a day ahead," International Journal of Forecasting, Elsevier, vol. 22(1), pages 1-16.
    2. Luis Hernandez & Carlos Baladrón & Javier M. Aguiar & Belén Carro & Antonio J. Sanchez-Esguevillas & Jaime Lloret, 2013. "Short-Term Load Forecasting for Microgrids Based on Artificial Neural Networks," Energies, MDPI, vol. 6(3), pages 1-24, March.
    3. Salah Bouktif & Ali Fiaz & Ali Ouni & Mohamed Adel Serhani, 2018. "Optimal Deep Learning LSTM Model for Electric Load Forecasting using Feature Selection and Genetic Algorithm: Comparison with Machine Learning Approaches †," Energies, MDPI, vol. 11(7), pages 1-20, June.
    4. Huiting Zheng & Jiabin Yuan & Long Chen, 2017. "Short-Term Load Forecasting Using EMD-LSTM Neural Networks with a Xgboost Algorithm for Feature Importance Evaluation," Energies, MDPI, vol. 10(8), pages 1-20, August.
    5. J W Taylor, 2003. "Short-term electricity demand forecasting using double seasonal exponential smoothing," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(8), pages 799-805, August.
    6. Liu, Nian & Tang, Qingfeng & Zhang, Jianhua & Fan, Wei & Liu, Jie, 2014. "A hybrid forecasting model with parameter optimization for short-term load forecasting of micro-grids," Applied Energy, Elsevier, vol. 129(C), pages 336-345.
    7. Yukseltan, Ergun & Yucekaya, Ahmet & Bilge, Ayse Humeyra, 2017. "Forecasting electricity demand for Turkey: Modeling periodic variations and demand segregation," Applied Energy, Elsevier, vol. 193(C), pages 287-296.
    8. Seunghyoung Ryu & Jaekoo Noh & Hongseok Kim, 2016. "Deep Neural Network Based Demand Side Short Term Load Forecasting," Energies, MDPI, vol. 10(1), pages 1-20, December.
    9. Yildiz, B. & Bilbao, J.I. & Sproul, A.B., 2017. "A review and analysis of regression and machine learning models on commercial building electricity load forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 1104-1122.
    10. Wang, Zeyu & Srinivasan, Ravi S., 2017. "A review of artificial intelligence based building energy use prediction: Contrasting the capabilities of single and ensemble prediction models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 796-808.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Guixiang Xue & Yu Pan & Tao Lin & Jiancai Song & Chengying Qi & Zhipan Wang, 2019. "District Heating Load Prediction Algorithm Based on Feature Fusion LSTM Model," Energies, MDPI, vol. 12(11), pages 1-21, June.
    2. Andrei M. Tudose & Irina I. Picioroaga & Dorian O. Sidea & Constantin Bulac & Valentin A. Boicea, 2021. "Short-Term Load Forecasting Using Convolutional Neural Networks in COVID-19 Context: The Romanian Case Study," Energies, MDPI, vol. 14(13), pages 1-19, July.
    3. Yixiang Ma & Lean Yu & Guoxing Zhang, 2022. "A Hybrid Short-Term Load Forecasting Model Based on a Multi-Trait-Driven Methodology and Secondary Decomposition," Energies, MDPI, vol. 15(16), pages 1-20, August.
    4. Bo Hu & Jian Xu & Zuoxia Xing & Pengfei Zhang & Jia Cui & Jinglu Liu, 2022. "Short-Term Combined Forecasting Method of Park Load Based on CEEMD-MLR-LSSVR-SBO," Energies, MDPI, vol. 15(8), pages 1-14, April.
    5. Salam, Abdulwahed & El Hibaoui, Abdelaaziz, 2021. "Energy consumption prediction model with deep inception residual network inspiration and LSTM," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 97-109.
    6. Jun-Hyeok Kim & Byung-Sung Lee & Chul-Hwan Kim, 2020. "A Study on the Development of Machine-Learning Based Load Transfer Detection Algorithm for Distribution Planning," Energies, MDPI, vol. 13(17), pages 1-12, August.
    7. Peng Liu & Peijun Zheng & Ziyu Chen, 2019. "Deep Learning with Stacked Denoising Auto-Encoder for Short-Term Electric Load Forecasting," Energies, MDPI, vol. 12(12), pages 1-15, June.
    8. Ivana Kiprijanovska & Simon Stankoski & Igor Ilievski & Slobodan Jovanovski & Matjaž Gams & Hristijan Gjoreski, 2020. "HousEEC: Day-Ahead Household Electrical Energy Consumption Forecasting Using Deep Learning," Energies, MDPI, vol. 13(10), pages 1-29, May.
    9. Yiyang Sun & Xiangwen Wang & Junjie Yang, 2022. "Modified Particle Swarm Optimization with Attention-Based LSTM for Wind Power Prediction," Energies, MDPI, vol. 15(12), pages 1-17, June.
    10. Bin Li & Mingzhen Lu & Yiyi Zhang & Jia Huang, 2019. "A Weekend Load Forecasting Model Based on Semi-Parametric Regression Analysis Considering Weather and Load Interaction," Energies, MDPI, vol. 12(20), pages 1-19, October.
    11. Mehmood, Faiza & Ghani, Muhammad Usman & Ghafoor, Hina & Shahzadi, Rehab & Asim, Muhammad Nabeel & Mahmood, Waqar, 2022. "EGD-SNet: A computational search engine for predicting an end-to-end machine learning pipeline for Energy Generation & Demand Forecasting," Applied Energy, Elsevier, vol. 324(C).
    12. Salah Bouktif & Ali Fiaz & Ali Ouni & Mohamed Adel Serhani, 2020. "Multi-Sequence LSTM-RNN Deep Learning and Metaheuristics for Electric Load Forecasting," Energies, MDPI, vol. 13(2), pages 1-21, January.
    13. Cui, Jindong & Ran, Zihan & Shen, Wei & Xin, Yechun, 2024. "Study on multi-type flexible load control method of active distribution network based on dynamic time-sharing electricity price," Applied Energy, Elsevier, vol. 357(C).
    14. Hang Zhao & Jun Zhang & Xiaohui Wang & Hongxia Yuan & Tianlu Gao & Chenxi Hu & Jing Yan, 2021. "The Economy and Policy Incorporated Computing System for Social Energy and Power Consumption Analysis," Sustainability, MDPI, vol. 13(18), pages 1-18, September.
    15. Akylas Stratigakos & Athanasios Bachoumis & Vasiliki Vita & Elias Zafiropoulos, 2021. "Short-Term Net Load Forecasting with Singular Spectrum Analysis and LSTM Neural Networks," Energies, MDPI, vol. 14(14), pages 1-13, July.
    16. Salah Bouktif & Ali Ouni & Sanja Lazarova-Molnar, 2022. "Towards a Rigorous Consideration of Occupant Behaviours of Residential Households for Effective Electrical Energy Savings: An Overview," Energies, MDPI, vol. 15(5), pages 1-30, February.
    17. Wang, Shengyou & Zhuge, Chengxiang & Shao, Chunfu & Wang, Pinxi & Yang, Xiong & Wang, Shiqi, 2023. "Short-term electric vehicle charging demand prediction: A deep learning approach," Applied Energy, Elsevier, vol. 340(C).
    18. Bibi Ibrahim & Luis Rabelo & Edgar Gutierrez-Franco & Nicolas Clavijo-Buritica, 2022. "Machine Learning for Short-Term Load Forecasting in Smart Grids," Energies, MDPI, vol. 15(21), pages 1-19, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Salah Bouktif & Ali Fiaz & Ali Ouni & Mohamed Adel Serhani, 2018. "Optimal Deep Learning LSTM Model for Electric Load Forecasting using Feature Selection and Genetic Algorithm: Comparison with Machine Learning Approaches †," Energies, MDPI, vol. 11(7), pages 1-20, June.
    2. Seunghyoung Ryu & Jaekoo Noh & Hongseok Kim, 2016. "Deep Neural Network Based Demand Side Short Term Load Forecasting," Energies, MDPI, vol. 10(1), pages 1-20, December.
    3. Ismail Shah & Hasnain Iftikhar & Sajid Ali & Depeng Wang, 2019. "Short-Term Electricity Demand Forecasting Using Components Estimation Technique," Energies, MDPI, vol. 12(13), pages 1-17, July.
    4. Aneeque A. Mir & Mohammed Alghassab & Kafait Ullah & Zafar A. Khan & Yuehong Lu & Muhammad Imran, 2020. "A Review of Electricity Demand Forecasting in Low and Middle Income Countries: The Demand Determinants and Horizons," Sustainability, MDPI, vol. 12(15), pages 1-35, July.
    5. Jihoon Moon & Sungwoo Park & Seungmin Rho & Eenjun Hwang, 2019. "A comparative analysis of artificial neural network architectures for building energy consumption forecasting," International Journal of Distributed Sensor Networks, , vol. 15(9), pages 15501477198, September.
    6. Peplinski, McKenna & Dilkina, Bistra & Chen, Mo & Silva, Sam J. & Ban-Weiss, George A. & Sanders, Kelly T., 2024. "A machine learning framework to estimate residential electricity demand based on smart meter electricity, climate, building characteristics, and socioeconomic datasets," Applied Energy, Elsevier, vol. 357(C).
    7. Barrow, Devon & Kourentzes, Nikolaos, 2018. "The impact of special days in call arrivals forecasting: A neural network approach to modelling special days," European Journal of Operational Research, Elsevier, vol. 264(3), pages 967-977.
    8. Bingjie Jin & Guihua Zeng & Zhilin Lu & Hongqiao Peng & Shuxin Luo & Xinhe Yang & Haojun Zhu & Mingbo Liu, 2022. "Hybrid LSTM–BPNN-to-BPNN Model Considering Multi-Source Information for Forecasting Medium- and Long-Term Electricity Peak Load," Energies, MDPI, vol. 15(20), pages 1-20, October.
    9. Lu, Yakai & Tian, Zhe & Zhou, Ruoyu & Liu, Wenjing, 2021. "A general transfer learning-based framework for thermal load prediction in regional energy system," Energy, Elsevier, vol. 217(C).
    10. Tomasz Szul & Krzysztof Nęcka & Stanisław Lis, 2021. "Application of the Takagi-Sugeno Fuzzy Modeling to Forecast Energy Efficiency in Real Buildings Undergoing Thermal Improvement," Energies, MDPI, vol. 14(7), pages 1-16, March.
    11. Miloš Božić & Miloš Stojanović & Zoran Stajić & Dragan Tasić, 2013. "A New Two-Stage Approach to Short Term Electrical Load Forecasting," Energies, MDPI, vol. 6(4), pages 1-19, April.
    12. Rendon-Sanchez, Juan F. & de Menezes, Lilian M., 2019. "Structural combination of seasonal exponential smoothing forecasts applied to load forecasting," European Journal of Operational Research, Elsevier, vol. 275(3), pages 916-924.
    13. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.
    14. Gautham Krishnadas & Aristides Kiprakis, 2020. "A Machine Learning Pipeline for Demand Response Capacity Scheduling," Energies, MDPI, vol. 13(7), pages 1-25, April.
    15. Pesantez, Jorge E. & Li, Binbin & Lee, Christopher & Zhao, Zhizhen & Butala, Mark & Stillwell, Ashlynn S., 2023. "A Comparison Study of Predictive Models for Electricity Demand in a Diverse Urban Environment," Energy, Elsevier, vol. 283(C).
    16. Chabouni, Naima & Belarbi, Yacine & Benhassine, Wassim, 2020. "Electricity load dynamics, temperature and seasonality Nexus in Algeria," Energy, Elsevier, vol. 200(C).
    17. Yildiz, B. & Bilbao, J.I. & Dore, J. & Sproul, A.B., 2017. "Recent advances in the analysis of residential electricity consumption and applications of smart meter data," Applied Energy, Elsevier, vol. 208(C), pages 402-427.
    18. Myoungsoo Kim & Wonik Choi & Youngjun Jeon & Ling Liu, 2019. "A Hybrid Neural Network Model for Power Demand Forecasting," Energies, MDPI, vol. 12(5), pages 1-17, March.
    19. Wang, Deyun & Yue, Chenqiang & ElAmraoui, Adnen, 2021. "Multi-step-ahead electricity load forecasting using a novel hybrid architecture with decomposition-based error correction strategy," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    20. Amaral, Luiz Felipe & Souza, Reinaldo Castro & Stevenson, Maxwell, 2008. "A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting," International Journal of Forecasting, Elsevier, vol. 24(4), pages 603-615.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jeners:v:12:y:2019:i:1:p:149-:d:194483. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.