Identification of ARMAX model for short term load forecasting: an evolutionary programming approach

Hong Tzer Yang, Chao Ming Huang, Ching Lien Huang

Research output: Contribution to conferencePaper

18 Citations (Scopus)

Abstract

This paper proposes a new evolutionary programming (EP) approach to identify the autoregressive moving average with exogenous variable (ARMAX) model for one day to one week ahead hourly load demand forecasts. Typically, the surface of forecasting error function possesses multiple local minimum points. Solutions of the traditional gradient search based identification technique therefore may stall at the local optimal points which lead to an inadequate model. By simulating natural evolutionary process, the EP algorithm offers the capability of converging towards the global extremum of a complex error surface. The developed EP based load forecasting algorithm is verified by using different types of data for practical Taiwan Power (Taipower) system and substation load as well as temperature values. Numerical results indicate the proposed EP approach provides a method to simultaneously estimate the appropriate order and parameter values of the ARMAX model for diverse types of load data. Comparisons of forecasting errors are made to the traditional identification techniques.

Original languageEnglish
Pages325-330
Number of pages6
Publication statusPublished - 1995 Jan 1
EventProceedings of the 1995 IEEE Power Industry Computer Application Conference - Salt Lake City, UT, USA
Duration: 1995 May 71995 May 12

Other

OtherProceedings of the 1995 IEEE Power Industry Computer Application Conference
CitySalt Lake City, UT, USA
Period95-05-0795-05-12

Fingerprint

Evolutionary algorithms
Identification (control systems)
Temperature

All Science Journal Classification (ASJC) codes

  • Hardware and Architecture
  • Electrical and Electronic Engineering

Cite this

Yang, H. T., Huang, C. M., & Huang, C. L. (1995). Identification of ARMAX model for short term load forecasting: an evolutionary programming approach. 325-330. Paper presented at Proceedings of the 1995 IEEE Power Industry Computer Application Conference, Salt Lake City, UT, USA, .
Yang, Hong Tzer ; Huang, Chao Ming ; Huang, Ching Lien. / Identification of ARMAX model for short term load forecasting : an evolutionary programming approach. Paper presented at Proceedings of the 1995 IEEE Power Industry Computer Application Conference, Salt Lake City, UT, USA, .6 p.
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abstract = "This paper proposes a new evolutionary programming (EP) approach to identify the autoregressive moving average with exogenous variable (ARMAX) model for one day to one week ahead hourly load demand forecasts. Typically, the surface of forecasting error function possesses multiple local minimum points. Solutions of the traditional gradient search based identification technique therefore may stall at the local optimal points which lead to an inadequate model. By simulating natural evolutionary process, the EP algorithm offers the capability of converging towards the global extremum of a complex error surface. The developed EP based load forecasting algorithm is verified by using different types of data for practical Taiwan Power (Taipower) system and substation load as well as temperature values. Numerical results indicate the proposed EP approach provides a method to simultaneously estimate the appropriate order and parameter values of the ARMAX model for diverse types of load data. Comparisons of forecasting errors are made to the traditional identification techniques.",
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Yang, HT, Huang, CM & Huang, CL 1995, 'Identification of ARMAX model for short term load forecasting: an evolutionary programming approach', Paper presented at Proceedings of the 1995 IEEE Power Industry Computer Application Conference, Salt Lake City, UT, USA, 95-05-07 - 95-05-12 pp. 325-330.

Identification of ARMAX model for short term load forecasting : an evolutionary programming approach. / Yang, Hong Tzer; Huang, Chao Ming; Huang, Ching Lien.

1995. 325-330 Paper presented at Proceedings of the 1995 IEEE Power Industry Computer Application Conference, Salt Lake City, UT, USA, .

Research output: Contribution to conferencePaper

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AB - This paper proposes a new evolutionary programming (EP) approach to identify the autoregressive moving average with exogenous variable (ARMAX) model for one day to one week ahead hourly load demand forecasts. Typically, the surface of forecasting error function possesses multiple local minimum points. Solutions of the traditional gradient search based identification technique therefore may stall at the local optimal points which lead to an inadequate model. By simulating natural evolutionary process, the EP algorithm offers the capability of converging towards the global extremum of a complex error surface. The developed EP based load forecasting algorithm is verified by using different types of data for practical Taiwan Power (Taipower) system and substation load as well as temperature values. Numerical results indicate the proposed EP approach provides a method to simultaneously estimate the appropriate order and parameter values of the ARMAX model for diverse types of load data. Comparisons of forecasting errors are made to the traditional identification techniques.

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Yang HT, Huang CM, Huang CL. Identification of ARMAX model for short term load forecasting: an evolutionary programming approach. 1995. Paper presented at Proceedings of the 1995 IEEE Power Industry Computer Application Conference, Salt Lake City, UT, USA, .