Local short and middle term electricity load forecasting with semi-parametric additive models

IEEE Transactions on Smart Grid

Volumn 5, Issue 1, 2014, Pages 440-446

  Goude, Yannig ^a   Nedellec, Raphael ^a   Kong, Nicolas ^b  

^a Research and Development Division   (France)

^b Électricité Réseau Distribution France   (France)

Author keywords

Electricity networks; generalized additive model; Load forecasting; semi parametric model; time series

Indexed keywords

ELECTRICITY LOAD FORECASTING; ELECTRICITY NETWORKS; ELECTRICITY-CONSUMPTION; GENERALIZED ADDITIVE MODEL; INNOVATING TECHNOLOGIES; LOAD FORECASTING; SEMI-PARAMETRIC MODELING; TEMPERATURE PREDICTION;

ELECTRIC LOAD FORECASTING; HIERARCHICAL SYSTEMS; TIME SERIES;

ELECTRICITY;

EID: 84892603806     PISSN: 19493053     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSG.2013.2278425     Document Type: Article

References (24)

1. S. Widergren, K. Subbarao, D. Chassin, J. Fuller, and R. Pratt, "Residential real-time price response simulation," in Proc. 2011 IEEE Power Energy Soc. Gen. Meeting, Jul. 24-28, 2011.
2. J. Nowicka-Zagrajeka and R. Weron, "Modeling electricity loads in california: Arma models with hyperbolic noise," Signal Process., vol. 82, pp. 1903-1915, 2002. (Pubitemid 35214247)
3. S. J. Huang and K. R. Shih, "Short-term load forecasting via arma model identification including nongaussian process considerations," IEEE Trans. Power Syst., vol. 18, no. 2, pp. 673-679, 2003.
4. J.W. Taylor, "Triple seasonalmethods for short-term load forecasting," Eur. J. Oper. Res., vol. 204, pp. 139-152, 2010.
5. J. Taylor, "Short-term load forecasting with exponentially weighted methods," IEEE Trans. Power Syst., vol. 27, no. 1, pp. 458-464, Feb. 2012.
6. ComparativeModels for Electrical Load Forecasting, D. W.Bunn and E. D. Farmer, Eds. New York: Wiley, 1985, Ed.,.
7. R. Campo and V. P. Ruiz, "Adaptive weather-sensitive short-term load forecasting," IEEE Trans. Power Syst., vol. PWRS-3, pp. 592-600, 1987. (Pubitemid 17651007)
8. R. Ramanathan, R. Engle, C. Granger, F. Vahid-Araghi, and C. Brace, "Short-run forecasts of electricity loads and peaks," Int. J. Forecasting, vol. 13, pp. 161-174, 1997. (Pubitemid 127171119)
9. A. Bruhns, G. Deurveilher, and J. S. Roy, "A non-linear regression model for mid-term load forecasting and improvements in seasonnality," in Proc. 15th Power Syst. Comput. Conf., Liege, Belgium, 2005.
10. S. J. Harvey, A. C., Koopman, "Forecasting hourly electricity demand using time-varying splines," J. Amer. Stat. Assoc., vol. 88, pp. 1228-1237, 1993.
11. A. K. S. J. Dordonnat, and M. Ooms, "Dynamic factors in statespace models for hourly electricity load signal decomposition and forecasting," in Proc. IEEE Power Energy Soc. Gen. Meet., 2009.
12. B. J. Chen, M. W. Chang, and C.-J. Lin, "Load forecasting using support vector machines: A study on eunite competition 2001," IEEE Trans. Power Syst., vol. 19, pp. 1821-1830, 2004.
13. S. Fan and L. Chen, "Short-term load forecasting based on an adaptive hybrid method," IEEE Trans. Power Syst., vol. 21, no. 1, pp. 395-401, 2006.
14. A. Hinojosa and V. Hoese, "Short-term load forecasting using fuzzy inductive reasoning and evolutionary algorithms," IEEE Trans. Power Syst., vol. 25, pp. 565-574, 2010.
15. T. J. Hastie and R. J. Tibshirani, Generalized Additive Models. London, U.K.: Chapman & Hall/CRC, 1990.
16. S. Wood, Generalized Additive Models, An Introduction With R. London, U.K.: Chapman & Hall, 2006, Eds.
17. A. Pierrot and Y. Goude, "Short-term electricity load forecasting with generalized additivemodels," in Proc. ISAP Power, 2011, pp. 593-600.
18. S. Fan and R. J. Hyndman, "Short-term load forecasting based on a semi-parametric additive model," IEEE Trans. Power Syst., vol. 27, no. 1, pp. 134-141, 2012.
19. R. Nedellec, J. Cugliari, and Y. Goude, "Gefcom2012: Electricity load forecasting and backcasting with semi-parametric models," Int. J. Forecasting, 2013, to be published.
20. T. Hong, P. Pinson, and S. Fan, "Global energy forecasting competition 2012," Int. J. Forecasting, 2013, to be published.
21. S. Wood, "Stable and efficient multiple smoothing parameter estimation for generalized additive models," J. Amer. Stat. Assoc., vol. 99, pp. 673-686, 2004. (Pubitemid 39332851)
22. S. Wood, "Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models," J. Roy. Stat. Soc. B, vol. 73, no. 1, pp. 3-36, 2011.
23. Craven andWahba, "Smoothing noisy data with spline functions: estimated the correct degree of smoothing by the method of general cross validation," Numerische Mathematik, vol. 31, pp. 377-403, 1979.
24. S. Wood, "mgcv: GAMs and generalized ridge regression for R," R News, vol. 1, no. 2, pp. 20-25, 2001.