Previsão de carga de curto prazo usando ensembles de previsores selecionados e evoluidos por algoritmos geneticos / Short-term load forecasting using esembles of selected and evolved predictors by genetic algorithms

AUTOR(ES)
DATA DE PUBLICAÇÃO

2006

RESUMO

This work proposes a methodology for short-term electric power load forecasting. This methodology is being widely used under the context of time series prediction and pattern recognition. It was named "ensembles" by the authors who developed it. This name carries the meaning of an assemblage of parts considered as forming a whole. Therefore, this name expresses rather clearly the main characteristic of this methodology, which under the framework of this study is to make several predictions of the same time series using various different tools in which every single one alone is sufficiently competent to predict the above mentioned time series. After that, the predictions are combined in order to achieve a better prediction compared to the one that is obtained if a single predictor is used. The tools implemented to form the final "ensembles" prediction are Artificial Neural Networks (ANNs) and Neuro-fuzzy Networks. Nowadays, these networks are being widely used in time series predictions problems, mainly when the factor that generates these series is a non-linear system. Hence, this fact has elected them as potential candidates to predict future values of an electric power load series because this series has essentially non-linear characteristics. As a result, four types of networks were utilized in this work: MLPs ANNs, Recurrent ANNs, Radial Basis ANNs and ANFIS type Neuro-fuzzy networks. So, with the basic networks models, Genetic Algorithms were applied to evolve the parameters of these networks and, as a consequence, a population of networks sufficiently capable of predicting future values of the load time series was built. On the next step, with the results obtained from the evolved population of networks, a selection of the most suitable results of the individual networks were made and, as soon as this process implies the evaluation of multiple different combinations of models, this methodology was based on Genetic Algorithms. Then, this selected networks were combined. The results when using "ensembles" revealed that this model was able to reach a great robustness in prediction tasks. In that sense, it was possible to reduce the level of prediction error, to smooth the resulting predictions and to make the model more stable reducing the possibilities of presenting high levels of errors when the used data set contains "outliers".

ASSUNTO(S)

sistemas difusos energia eletrica - consumo redes neurais (computação) sistemas de energia eletrica - distribuidor de carga neuro-fuzzy networks ensembles teoria dos conjuntos electric load forecasting genetic algorithms artificial neural networks energia eletrica - produção algoritmos geneticos

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