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ARIMA Models in Electrical Load Forecasting and Their Robustness to Noise

Author

Listed:
  • Ewa Chodakowska

    (Faculty of Engineering Management, Bialystok University of Technology, Wiejska 45A, 15-351 Bialystok, Poland)

  • Joanicjusz Nazarko

    (Faculty of Engineering Management, Bialystok University of Technology, Wiejska 45A, 15-351 Bialystok, Poland)

  • Łukasz Nazarko

    (Faculty of Engineering Management, Bialystok University of Technology, Wiejska 45A, 15-351 Bialystok, Poland)

Abstract

The paper addresses the problem of insufficient knowledge on the impact of noise on the auto-regressive integrated moving average (ARIMA) model identification. The work offers a simulation-based solution to the analysis of the tolerance to noise of ARIMA models in electrical load forecasting. In the study, an idealized ARIMA model obtained from real load data of the Polish power system was disturbed by noise of different levels. The model was then re-identified, its parameters were estimated, and new forecasts were calculated. The experiment allowed us to evaluate the robustness of ARIMA models to noise in their ability to predict electrical load time series. It could be concluded that the reaction of the ARIMA model to random disturbances of the modeled time series was relatively weak. The limiting noise level at which the forecasting ability of the model collapsed was determined. The results highlight the key role of the data preprocessing stage in data mining and learning. They contribute to more accurate decision making in an uncertain environment, help to shape energy policy, and have implications for the sustainability and reliability of power systems.

Suggested Citation

  • Ewa Chodakowska & Joanicjusz Nazarko & Łukasz Nazarko, 2021. "ARIMA Models in Electrical Load Forecasting and Their Robustness to Noise," Energies, MDPI, vol. 14(23), pages 1-22, November.
    • Handle: RePEc:gam:jeners:v:14:y:2021:i:23:p:7952-:d:689993
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    2. He, Yan & Zhang, Hongli & Dong, Yingchao & Wang, Cong & Ma, Ping, 2024. "Residential net load interval prediction based on stacking ensemble learning," Energy, Elsevier, vol. 296(C).
    3. Işık, Cem & Kuziboev, Bekhzod & Ongan, Serdar & Saidmamatov, Olimjon & Mirkhoshimova, Mokhirakhon & Rajabov, Alibek, 2024. "The volatility of global energy uncertainty: Renewable alternatives," Energy, Elsevier, vol. 297(C).
    4. Shengzeng Li & Yiwen Zhong & Jiaxiang Lin, 2022. "AWS-DAIE: Incremental Ensemble Short-Term Electricity Load Forecasting Based on Sample Domain Adaptation," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
    5. Luzia, Ruan & Rubio, Lihki & Velasquez, Carlos E., 2023. "Sensitivity analysis for forecasting Brazilian electricity demand using artificial neural networks and hybrid models based on Autoregressive Integrated Moving Average," Energy, Elsevier, vol. 274(C).

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