Lambert G, Hamrouche B, de Vilmarest J. Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models.
Sci Rep 2023;
13:15784. [PMID:
37737225 PMCID:
PMC10517156 DOI:
10.1038/s41598-023-42488-1]
[Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/27/2023] [Accepted: 09/11/2023] [Indexed: 09/23/2023] Open
Abstract
This paper focuses on day-ahead electricity load forecasting for substations of the distribution network in France; therefore, the corresponding problem lies between the instability of a single consumption and the stability of a countrywide total demand. Moreover, this problem requires to forecast the loads of over one thousand substations; consequently, it belongs to the field of multiple time series forecasting. To that end, the paper applies an adaptive methodology that provided excellent results at a national scale; the idea is to combine generalized additive models with state-space representations. However, extending this methodology to the prediction of over a thousand time series raises a computational issue. It is solved by developing a frugal variant that reduces the number of estimated parameters: forecasting models are estimated only for a few time series and transfer learning is achieved by relying on aggregation of experts. This approach yields a reduction of computational needs and their associated emissions. Several variants are built, corresponding to different levels of parameter transfer, to find the best trade-off between accuracy and frugality. The selected method achieves competitive results compared to individual models. Finally, the paper highlights the interpretability of the models, which is important for operational applications.
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