Abstract
The interest in electricity load forecasting has grown up in the last years. However, the accurate load prediction remains a difficult task due particularly to the non-linear character of the time series and the periodical and seasonal patterns it exhibits.
Several machine learning techniques such as the Support Vector Machines (SVM) have been developed that are able to deal with non-linear time series. However, the patterns of electricity demand change strongly and periodically with seasons, holidays and other factors. Therefore global models such as the SVM are not expected to perform well.
In this paper we propose a new segmentation algorithm based on the Self Organizing Maps (SOM) to split the time series into homogeneous regions. Next, a linear SVM is locally trained in each region.
The algorithm proposed has been applied to the prediction of the maximum daily electricity demand. The experimental results show that the new segmentation algorithm helps to improve several well known forecasting techniques.
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
Chang, M.-W., Chen, B.-J., Lin, C.-J.: EUNITE network competition: Electricity load forecasting, Winner of EUNITE world wide competition on electricity load prediction (November 2001)
Chàtfield, C.: The Analysis of Time Series: An Introduction, 5th edn. Chapman & Hall/CRC Press, New York (1996)
Cherkassky, V., Gehring, D., Mulier, F.: Comparison of adaptive methods for function estimation from samples. IEEE Transactions on Neural Networks 7(4), 969–984 (1996)
Dablemont, S., Simon, G., Lendasse, A., Ruttiens, A., Blayo, F., Verleysen, M.: Time series forecasting with SOM and local non-linear models- application to the DAX30 index prediction. In: Workshop on Self-Organizing Maps (WSOM), Hibikino, Japan, September 2003, pp. 340–345 (2003)
Hippert, H.S., Pedreira, C.E., Souza, R.C.: Neural networks for short-term load forecasting: A review and evaluation. IEEE Transactions on Neural Networks 16(1), 44–55 (2001)
Khotanzad, A., Afkhami-Rohani, R., Lu, T.-L., Abaye, A., Davis, M., Maratukulam, D.J.: ANNSTLF–a neural-network-based electric load forecasting system. IEEE Transactions on Neural Networks 8(4), 835–846 (1997)
Kohonen, T.: Self-Organizing Maps, 2nd edn. Springer, Berlin (1995)
Lamedica, R., Prudenzi, A., Sforna, M., Caciotta, M., Cencelli, V.O.: A neural network based technique for short-term forecasting of anomalous load periods. IEEE Transactions on Power Systems 11(4), 1749–1756 (1996)
Lendasse, A., Cottrell, M., Wertz, V., Verleysen, M.: Prediction of electric load using kohonen maps- application to the Polish electricity consumption. In: Proceedings of the American Control Conference, Anchorage, May 2002, pp. 3684–3689 (2002)
Marín, F.J., García-Lagos, F., Joya, G., Sandoval, F.: Peak load forecasting using kohonen classification and intervention analysis, EUNITE world wide competition on electricity load prediction (November 2001)
Mulier, F., Cherkassky, V.: Self-organization as an iterative kernel smoothing process. Neural Computation 7, 1165–1177 (1995)
Oja, E., Kaski, S. (eds.): Energy Functions for Self- Organizing Maps. In: Kohonen Maps, pp. 303–315. Elsevier, Amsterdam (1999)
Papadakis, S.E., Theocharis, J.B., Kiartzis, S.J., Bakirtzis, A.G.: A novel approach to short-term load forecasting using fuzzy neural networks. IEEE Transactions on Power Systems 13(2), 480–492 (1998)
Rojas, I., Palomares, H.: Soft-computing techniques for time series forecasting. In: Proc. of the European Symposium on Artificial Neural Networks, Bruges, Belgium, April 2004, pp. 93–102 (2004)
Schlkopf, B., Burges, C.J.C., Smola, A.J. (eds.): Advances in Kernel Methods: Support Vector Learning, pp. 243–253. MIT Press, Massachusetts (1999)
Tenenbaum, J.B., de Silva, V., Langford, J.C.: A global geometric framework for nonlinear dimensionality reduction. Science 290, 2319–2323 (2000)
Vapnik, V.N.: Statistical Learning Theory. John Wiley & Sons, New York (1998)
Vesanto, J.: Using the SOM and local models in time-series prediction. In: Proceedings of WSOM 1997, Workshop on Self-Organizing Maps, Espoo, Finland, June 4-6, pp. 209–214. Helsinki University of Technology, Neural Networks Research Centre (1997)
Vesanto, J., Alhoniemi, E.: Clustering of the self-organizing map. IEEE Transactions on Neural Networks 11(3), 586–600 (2000)
Wu, S., Chow, T.S.W.S.: Clustering of the self-organizing map using a clustering index based on inter-cluster and intra-cluster density. Pattern Recognition 37, 175–188 (2004)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Martín-Merino, M., Román, J. (2006). A New SOM Algorithm for Electricity Load Forecasting. In: King, I., Wang, J., Chan, LW., Wang, D. (eds) Neural Information Processing. ICONIP 2006. Lecture Notes in Computer Science, vol 4232. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11893028_111
Download citation
DOI: https://doi.org/10.1007/11893028_111
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-46479-2
Online ISBN: 978-3-540-46480-8
eBook Packages: Computer ScienceComputer Science (R0)