Load forecasting using a multivariate meta-learning system

2013
Although over a thousand scientific papers address the topic of load forecasting every year, only a few are dedicated to finding a general framework for load forecasting that improves the performance, without depending on the unique characteristics of a certain task such as geographical location. Meta-learning, a powerful approach for algorithm selection has so far been demonstrated only on univariate time-series forecasting. Multivariate time-series forecasting is known to have better performance in load forecasting. In this paper we propose a meta-learning system for multivariate time-series forecasting as a general framework for load forecasting model selection. We show that a meta-learning system built on 65 load forecasting tasks returns lower forecasting error than 10 well-known forecasting algorithms on 4 load forecasting tasks for a recurrent real-life simulation. We introduce new metafeatures of fickleness, traversity, granularity and highest ACF. The meta-learning framework is parallelized, component-based and easily extendable. (C) 2013 Elsevier Ltd. All rights reserved.
EXPERT SYSTEMS WITH APPLICATIONS
页码:4427-4437|卷号:40|期号:11
ISSN:0957-4174
收录类型
SSCI
发表日期
2013
学科领域
循证管理学
国家
比利时
语种
英语
DOI
10.1016/j.eswa.2013.01.047
其他关键词
ROBUSTNESS; REGRESSION
EISSN
1873-6793
资助机构
Flemish GovernmentEuropean Commission; Research Council KULKU Leuven [GOA/11/05, GOA/10/09, CoE EF/05/006]; Flemish Government:FWOFWO [G0226.06, G.0302.07, G.0588.09, G.0377.09, G.0377.12]; IWT: PhD Grants; Belgian Federal Science Policy OfficeBelgian Federal Science Policy OfficeEuropean Commission [IUAP P6/04]; IBBT; EU: ERNSI; ERC AdG A-DATADRIVE-B [INFSO-ICT-223854]; COST intelli-CISEuropean Cooperation in Science and Technology (COST) [ICT-248940]
资助信息
This work was supported in part by the scholarship of the Flemish Government; Research Council KUL: GOA/11/05 Ambiorics, GOA/10/09 MaNet, CoE EF/05/006 Optimization in Engineering(OPTEC), IOF-SCORES4CHEM, several PhD/postdoc & fellow grants; Flemish Government:FWO: PhD/postdoc grants, projects: G0226.06 (cooperative systems and optimization), G.0302.07 (SVM/Kernel), G.0588.09 (Brain-machine) research communities (WOG: ICCoS, ANMMM, MLDM); G.0377.09 (Mechatronics MPC), G.0377.12 (Structured models), IWT: PhD Grants, Eureka-Flite+, SBO LeCoPro, SBO Climaqs, SBO POM, O & O-Dsquare; Belgian Federal Science Policy Office: IUAP P6/04 (DYSCO, Dynamical systems, control and optimization, 2007-2011); IBBT; EU: ERNSI; ERC AdG A-DATADRIVE-B, FP7-HD-MPC (INFSO-ICT-223854), COST intelli-CIS, FP7-EMBOCON (ICT-248940); Contract Research: AMINAL; Other:Helmholtz: viCERP, ACCM, Bauknecht, Hoerbiger. Johan Suykens is a professor at KU Leuven, Belgium.
被引频次(WOS)
38
被引更新日期
2022-01
来源机构
KU Leuven University of Zagreb
关键词
Electricity consumption prediction Energy expert systems Industrial applications Short-term electric load forecasting Meta-learning Power demand estimation