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#中英文資料翻譯基于改進的灰色預測模型的電力負荷預測[摘要]盡管灰色預測模型已經(jīng)被成功地運用在很多領域,但是文獻顯示其性能仍能被提
高。為此,本文為短期負荷預測提出了一個GM(1,1)—關于改進的遺傳算法(GM(1,
1)-IGA)。由于傳統(tǒng)的GM(1,1)預測模型是不準確的而且參數(shù)a的值是恒定的,為了
解決這個問題并提高短期負荷預測的準確性,改進的十進制編碼遺傳算法(GA)適用于探
求灰色模型GM(1,1)的最佳a值。并且,本文還提出了單點線性算術交叉法,它能極
大地改善交叉和變異的速度。最后,用一個日負荷預測的例子來比較GM(1,1)-IGA模型和傳統(tǒng)的GM(1,1)模型,結果顯示GM(1,1)-IGA擁有更好地準確性和實用性。關鍵詞:短期的負荷預測,灰色系統(tǒng),遺傳算法,單點線性算術交叉法第一章緒論日峰值負荷預測對電力系統(tǒng)的經(jīng)濟,可靠和安全戰(zhàn)略都起著非常重要的作用。特別是用于每日用電量的短期負荷預測(STLF)決定著發(fā)動機運行,維修,功率互換和發(fā)電和配電任務的調(diào)度。短期負荷預測(STLF)旨在預測數(shù)分鐘,數(shù)小時,數(shù)天或者數(shù)周時期內(nèi)的電力負荷。從一個小時到數(shù)天以上不等時間范圍的短期負荷預測的準確性對每一個電力單位的運行效率有著重要的影響,因為許多運行決策,比如:合理的發(fā)電量計劃,發(fā)動機運行,燃料采購計劃表,還有系統(tǒng)安全評估,都是依據(jù)這些預測M。傳統(tǒng)的負荷預測模型被分為時間序列模型和回歸模型[2,3,4]。通常,這些模型對于日常的短期負荷預測是有效的,但是對于那些特別的日子就會產(chǎn)生不準確的結果際,7]。此外,由于它們的復雜性,為了獲得比較滿意的結果需要大量的計算工作?;疑到y(tǒng)理論最早是由鄧聚龍?zhí)岢鰜淼模?,9,10],主要是模型的不確定性和信息不完整的分析,對系統(tǒng)研究條件的分析,預測以及決策?;疑到y(tǒng)讓每一個隨機變量作為一個在某一特定范圍內(nèi)變化的灰色量。它不依賴于統(tǒng)計學方法來處理灰色量。它直接處理原始數(shù)據(jù),來尋找數(shù)據(jù)內(nèi)在的規(guī)律[11]。灰色預測模型運用灰色系統(tǒng)理論的基本部分。此外,灰色預測可以說是利用介于白色系統(tǒng)和黑色系統(tǒng)之間的灰色系統(tǒng)來進行估計。信息完全已知的系統(tǒng)稱為白色系統(tǒng);相反地,信息完全未知的系統(tǒng)稱為黑色系統(tǒng)?;疑P虶M(1,1)(即一階單變量灰色模型)是灰色理論預測中主要的模型,由少量數(shù)據(jù)(4個或更多)建立,仍然可以得到很好地預測結果[12]?;疑A測模型組成部分是灰色微分方程組一一特性參數(shù)變化的非常態(tài)微分方程組,或者灰色差分方程組一一結構變化的非常態(tài)差分方程組,而不是一階微分方程組或者常規(guī)情況下的差分方程組回?;疑P虶M(1,1)有一個參數(shù)a,它在很多文章里經(jīng)常被設為0.5,這個常數(shù)a可能不是最理想的,因為不同的問題可能需要不同的a值,否則可能產(chǎn)生錯誤的結果。為了修正前面提到的錯誤,本文嘗試用遺傳算法來估算a值。JohnHolland首先描述了遺傳算法(GA),以一個抽象的生物進化來提出它們,并且給出了一個理論的數(shù)學框架作為歸化[14]。一個遺傳算法相對于其他函數(shù)優(yōu)化方法的顯著特征是尋找一個最佳的解決方案來著手,此方案不是以一個單一逐次改變的結構,而是給出一組使用遺傳算子來建立新結構的解決措施[15]。通常,二進制表示法應用于許多優(yōu)化問題,但是本文的遺傳算法(GA)米用改進的十進制編碼表示方案。本文打算用改進的遺傳算法(GM(1,1)-IGA)來解決電力系統(tǒng)中短期負荷預測(STLF)中遇到的問題。傳統(tǒng)的GM(1,1)預測模型經(jīng)常設定參數(shù)a為0.5,因此背景值z(i)(k)可能不準確。為了克服以上弊端,用改進的十進制編碼的遺傳算法來獲得理想的參數(shù)a值,從而得到較準確的背景值z(i)(k)。而且,提出了單點線性算術交叉法。它能極大地改善交叉和變異的速度,使提出的GM(1,1)-IGA能更準確地預測短期日負荷。本文結構如下:第二章介紹灰色預測模型GM(1,1);第三章用改進的遺傳算法來估算a;第四章提出了GM(1,1)-IGA來實現(xiàn)短期日負荷預測;最后,第五章得出結論。第二章灰色預測模型GM(1,1)本章重點介紹灰色預測的機理?;疑P虶M(1,1)是時間序列預測模型,它有3個基本步驟:(1)累加生成,(2)累減生成,(3)灰色建模?;疑A測模型利用累加的原理來創(chuàng)建微分方程。本質上講,它的特點是需要很少的數(shù)據(jù)。灰色模型GM(1,1),例如:單變量一階灰色模型,總結如下:第'步:記原始數(shù)列:x(第'步:記原始數(shù)列:x(o)=Cx(o)(1),x(o)(2),x(o)(3),...,x(o)x(o)是n階離散序列。x(0)(m)是m次時間序列,但m必須大于等于4。在原始序列x(o)的基礎上,通過累加的過程形成了一個新的序列x(1)。而累加的目的是提供構建模型的中間數(shù)據(jù)和減弱變化趨勢。x(1)定義如下:有x(1)(1)=x(o)(1).x(1)(k)=fx(0)(m),k=2,3...nr次累加序列。x(r)=cr(1),x》(2,3()3,(x()>nr次累加序列。第二步:設定a值來預測Z(1)(k)通過GM(1,1),我們可以建立下面的一階灰色微分方程:dx(1)+ax(1)=bdt它的差分方程是x(o)(k)+az(1)(k)=b。a稱為發(fā)展系數(shù),b稱為控制變量。以微分的形式表示導數(shù)項,我們可以得到:dx(1)dt=皿+1)-皿)=x(1)(k+1)-x(1dx(1)dt在一個灰色GM(1,1)模型建立前,一個適當?shù)腶值需要給出以得到一個好的背景值z(1)(k)。背景值序列定義如下:其中,z(1)(k)=a*x(1)(k)+(l-a)*x(1)(k一1),k=2,3...n,0<a<1為方便起見,a值一般被設為0.5,z(1)(k)推導如下:/、x(1)(k)+x(1)(k-1)z(1)(k)=LJ2然而,這個常量a可能不是最理想的,因為不同的場合可能需要不同的a值。而且,不管是發(fā)展系數(shù)a還是控制變量b都由z(1)(k)值確定。由于系數(shù)a是常量,原始灰色信息的白化過程可能被抑制。因此,GM(1,1)模型中預測x(o)(k)值的準確性將會嚴重的降低。為了修正以上不足,系數(shù)a必須是基于問題特征的變量,因此我們用遺傳算法來估算a值。第三步:構建累加矩陣B和系數(shù)向量x。應用普通最小二乘法(OLS)來獲得發(fā)展系數(shù)a,nb。如下:于是有z(1)(2)z(1)(3)二x(o)(2),x(o)(3),,x(o)*Bt*Xn第四步:獲得一階灰色微分方程的離散形式,如下:解得x(1)為(b、x(1)(k+1)=x(o)(1)一丁Ia丿*e-ak+纟ax(o)為x(o)(k+1)=x(1)(k+1)-x(1)(k)=(e-a一1)*x(0)(1)—2*e-ak第三章運用改進GA估算-值為了預測出準確的灰色模型GM(1,1),殘差校驗是必不可少的。因此,本文中所提出的目標函數(shù)的方法可以確保預測值誤差是最小。目標函數(shù)定義為最小平均絕對百分比誤差,如下:minMAPE=才||e(k)|k=1且,e(k)且,e(k)=x(0)(k)-x(o)(k)x(o)(k)X100%x(0)(k)為原始數(shù)據(jù),x(0)(k)為預測值,n是該數(shù)列的維數(shù)。從上面描述構建的GM(1,1),我們可以得到:在GM(1,1)中參數(shù)a的值能夠決定z⑴的值;不管是發(fā)展系數(shù)a還是控制變量b都由z(i)(k)值確定。更重要的是,x(0)的結果由a,b決定,因此整個模型選擇過程最重要的部分就是a的值。在a和殘差之間有著某些復雜的非線性關系,這些非線性是很難通過解析來解決的,因此選擇最理想的a值是GM(1,1)的難點。遺傳算法是一個隨機搜索算法,模擬自然選擇與演化。它能廣泛應用正是基于后面兩個基本方面:計算代碼非常簡單并且還提供了一個強大的搜索機制。它們函數(shù)相對獨立,意味著它們不會被函數(shù)的屬性所限制,例如:連續(xù)性,導數(shù)的存在,等等。盡管二進制法經(jīng)常應用于許多優(yōu)化問題,但是在本文我們采用改進十進制編碼法方案來解決。在數(shù)值函數(shù)優(yōu)化方面,改進的十進制編碼法相對于二進制編碼法擁有很大的優(yōu)勢。這些優(yōu)勢簡要的敘述如下:第一步:GA的效率提高了,因此,沒有必要將染色體轉換為二進制類型。第二步:由于有效的內(nèi)部電腦浮點表示,需要較少的內(nèi)存。第三步:甄別二進制或其它值不會使精度降低,并且有更大的自由來使用不同的遺傳算子。我們利用改進的十進制碼代表性方法來尋找在灰色GM(1,1)模型中最佳系數(shù)的a值。本文中,我們提出單點線性算術交叉法,并且利用它來獲得a值;它能極大地提高交叉和變異的速度。改進的十進制碼代表性方法的步驟如下:編碼:假設aw【0,1]是二進制字符串的C位,然后由右至左每隔n位轉換為十進制。(nvC,n和C的值要確保精度)
隨機化種群:選擇一個整數(shù)M作為種族的大小,然后隨機地從集合[o,l]選擇M點,如a(i,0)(i=1,2,…,M),這些點組成個體的原始種群,該序列被定義為:P(0)=仁(1,0),a(2,0),…,a(M,0)}評估適應度:在選擇的過程中,個體a(i,k)被選擇參與新個體的繁殖。擁有高度地適應度F(a(i,k))的個體a(i,k)逐代衍化和發(fā)展。適應度函數(shù)是F(a(i,k))=<Cmax-fUO'f"<Cmax=£(攵(0)(a(i,k))—X?))10,其它,=1'if(0)C(i,k))是從個體a(i,k)獲得的預測值。c是迭代最小二乘總和的最大值。imax第四步:選擇:在本文中,我們根據(jù)它們的適應度函數(shù)F(a(i,k))分別地計算出個體選定的概率()F(a(I,K))/,然后我們通過輪盤選擇法,使繁殖的各自概Pik=八F(a(i,k))i=1率是P(k),最后我們拿原始的個體來生成下一代的P(k+1)。第五步:交叉和變異:編碼和交叉是相關的;我們利用了十進制碼表示法,因此我們提出了一種新的交叉算子“單點線性算術交叉”。1)選擇合適的兩個有交叉概率p的個體。2)c2)為這兩個選擇的個體,我們?nèi)匀徊捎秒S機抽樣方法以得到交叉算子。例如:■z、…ziki(k+1)il,z???zzz、j1j2jkj(k+1)3)交叉互相交換它們的正確的字符串。位在左側的交叉可以通過以下計算算法:a:基因分析:z=卩*z+(1-卩)*zikikikz=卩*z+(1—卩)*zjkjkjkb:交換后基因:z=卩*z+(1-卩)*zikikjkz=卩*z+(1-卩)*zjkjkik卩e[0,l]稱為交叉系數(shù),每次根據(jù)隨機的交叉系統(tǒng)來選擇。4)變異:下面是一個新的變異方案:當變異算子被選擇,新的基因值是一個在域權重的隨機數(shù),它是用原始基因值得到的加權總和。如果變異算子的值是z,變異值是:iz=a*r+(1-Q)*ziia是變異系數(shù),ae[0,l]or是一個隨機數(shù),rgTz,z]。每當進行變異操作時,r-imax-imin會被隨機的挑選。因此,新的后代可以通過交叉和變異操作來創(chuàng)建。第六步:推出原則:選擇當前的一代個體來繁殖下一代個體,然后求出適應度值并判斷算法是否符合退出條件。如果符合條件,這個a值就是最佳的,否則回到第四步,直到種群內(nèi)所有個體達到統(tǒng)一標準或幾代個體的數(shù)量超過最大值100。第四章?負荷預測案例在本章,我們試著對GM(1,1)-關于改進的遺傳算法進行性能評估。第一步:m天的日負荷數(shù)據(jù)序列定義為(x(k)|k二1,2,…,n},我們測量了每個小時的電力負荷,于是負荷序列向量就是一個24維數(shù)據(jù)。1點:X=((i)|i=1,2,...,m}010124點:X=fx(i)li=1,2,...,m}2424式中m是所建模型的天數(shù),X是日負荷數(shù)據(jù)序列的第j點。j10009509008508007507006506005505000510152025圖1.原始數(shù)據(jù)和預測值Hour(h)第二步:我們利用改進的遺傳算法為各自X的負荷數(shù)據(jù)序列來選擇?值。接著,我們可以算出a和b,然后我們利用GM(1,1)-IGA來預測第m+1天中的第j點的負荷,于
是我們可以得到X.(m+1),最后第m+1天地24個預測值構成了這個負荷數(shù)據(jù)序列l(wèi)x(m+l)|j=1,2,...,24}。j這有一個GM(1,1)-關于改進的遺傳算法(GM(1,1)-IGA)的例子,兩種預測日負荷數(shù)據(jù)曲線(7月26號)和原始的日負荷曲線同時在圖1中畫出。第三步:我們可以利用GM(1,1)-遺傳算法的四個指標來檢驗精度,包括相對誤差,均方差率,小誤差概率和關聯(lián)度誤差。如果相對誤差和均方差率較低,或者小誤差概率和關聯(lián)度誤差較大,GM(1,1)-GA的準確性檢驗是較好的【16。設置模擬殘差x(0)(k)為s(k)=x(o)(k)-x(o)(k),k=1,2,?,n設置模擬的相對剩余為A(A(k)=s(k)/x(o)(k)|,k=1,2,?,n設置x(o)平均值為x=1工x(o)(k)nk=1設置x(o)的方差為S2=1工((0)01nk=1設置殘差平均值為s=1工s(k)nk=1設置殘差方差為S2=-工(s(k)-S>2nk=1因此,GM(1,1)-IGA的校驗值如下:1).平均相對誤差為a=1HA(k)nk=12).均方差率為c=S:S123).小誤差概率為3).小誤差概率為p=p(s(k)—S<0.6745S4).關聯(lián)度為s=(1+|S+|s|)/(1+|s|+|s|+|s—s|)其中,
S二藝Cx(°)(k)-x(°)(1))+Cx(°)(n)-x(°)(1)]k=22k=2根據(jù)上述公式,GM(1,1)-IGA的指標的校驗值見表1。二藝(X(°)(k)—x(°)(1))+1G(°)(n)2k=2根據(jù)上述公式,GM(1,1)-IGA的指標的校驗值見表1。表1GM-IGA和GM的四個指標GM-GAGM平均相對誤差0.0000900.0001均方差率0.00390.0073小誤差概率10.92關聯(lián)度0.980.90通過表1可以看出,GM-GA所以指標的精確度都是一級的,因此這個GM(1,1)-IGA可以被用來預測短期負荷。第四步:在圖1中,我們可以得到GM(1,1)-IGA的預測負荷數(shù)據(jù)曲線比GM(1,1)的曲線更接近于原始的日負荷數(shù)據(jù)曲線。進一步分析,本文選擇相對誤差作為標準來評價兩種模式。兩種模型的偏差值如下,GM(1,1)的平均誤差為2.285%,然而,GM(1,1)-IGA的平均誤差為0.914%。訓訓第五章?結論本文提出了GM(1,1)-關于改進的遺傳算法(GM(1,1)-IGA)來進行短期負荷預測。采用十進制編碼代表性方案,改進的遺傳算法用于獲得GM(1,1)模型中的最優(yōu)值。本文也提出了單點線性算術交叉法,它能極大地提高交叉和變異的速度,因此GM(1,1)-IGA可以準確地預測短期日負荷。GM(1,1)-IGA的特點是簡單、易于開發(fā),因此,它在電力系統(tǒng)中作為一個輔助工具來解決預測問題是適宜的。-4-60510152025Hour(h)2(%)Hour(h)圖2.GM(1,1)的偏差值2(%)Hour(h)圖3.GM(1,1)-IGA的偏差值致謝這項工作是由國家自然科學基金部分支持。(70671039)參考文獻P.GuptaandK.Yamada,“AdaptiveShort-TermLoadForecastingofHourlyLoadsUsingWeatherInformation,”IEEETr.OnPowerApparatusandSystems.VolPas-91,pp2085-2094,1972.D.W.Bunn,E.D.Farmer,“ComparativeModelsforElectricalLoadForecasting”.JohnWiley&Son,1985,NewYork.AbdolhosienS.Dehdashti,JamesRTudor,MichaelC.Smith,“ForecastingOfHourlyLoadByPatternRecognition-ADeterministicApproach,”IEEETr.OnPowerApparatusandSystems,Vol.AS-101,No.9Sept1982.S.RahrnanandRBhamagar,“AnexpertSystemBasedAlgorithmforShort-TermLoadForecast,”IEEETr.OnPowerSystems,Vol.AS-101,No.9Sept.1982M.T.Hagan,andS.M.Behr,“TimeSeriesApproachtoShort-TermLoadForecasting,”IEEETrans.onPowerSystem,Vol.2,No.3,pp.785-791,1987.XieNaiming,LiuSifeng.“ResearchonDiscreteGreyModelandItsMechanism”.IEEETr.System,ManandCybernetics,Vol1,2005,pp:606-610J.L.Deng,“Controlproblemsofgreysystems,”SystemsandControlLetters,vol.1,no.5,pp.288-294,1982.J.L.Deng,Introductiontogreysystemtheory,J.GreySyst.1(1)(1989)1-24J.L.Deng,PropertiesofmultivariablegreymodelGM(1N),J.GreySyst.1(1)(1989)125-141.J.L.Deng,Controlproblemsofgreysystems,Syst.ControlLett.1(1)(1989)288-294.Y.P.Huang,C.C.Huang,C.H.Hung,Determinationofthepreferredfuzzyvariablesandapplicationstothepredictioncontrolbythegreymodelling,TheSecondNationalConferenceonFuzzyTheoryandApplication,Taiwan,1994,pp.406-409.S0aeroandMRIrving,“AGeneticAlgorithmForGeneratorSchedulingInPowerSystems,”IEEETr.ElectricalPower&EnergySystems,Vol18.Nol,ppl9-261996.Edmund,T.H.HengDiptiSrinivasanA.C.Liew.“ShortTermLoadForecastingUsingGeneticAlgorithmAndNeuralNetworks”.IEEECatalogueNo:98EX137pp576-581Chew,J.M.,Lin,Y.H.,andChen,J.Y.,"TheGreyPredictorControlinInvertedPendulumSystem",JournalofChinaInstituteofTechnologyandCommerce,Vol.ll,pp.17-26,1995[15]J.GreySyst.,“Introductiontogreysystemtheory,”vol.1,no.1,pp.1-24,1989ApplicationofImprovedGreyPredictionModel
forPowerLoadForecasting[Abstract]Althoughthegreyforecastingmodelhasbeensuccessfullyutilizedinmanyfields,literaturesshowitsperformancestillcouldbeimproved.Forthispurpose,thispaperputforwardaGM(1,"-connectionimprovedgeneticalgorithm(GM(1,1)-IGA)forshort-termloadforecasting(STLF).WhileTraditionalGM(1,1)forecastingmodelisnotaccurateandthevalueofparameteraisconstant,inordertosolvethisproblemandenhancetheaccuracyofshort-termloadforecasting(STLF),theimproveddecimal-codegeneticalgorithm(GA)isappliedtosearchtheoptimalavalueofgreymodelGM(1,1).What'smore,thispaperalsoproposestheone-pointlinearityarithmeticalcrossover,whichcangreatlyimprovethespeedofcrossoverandmutation.Finally,adailyloadforecastingexampleisusedtotesttheGM(1,1)-IGAmodelandtraditionalGM(1,1)model,resultsshowthattheGM(1,1)-IGAhadbetteraccuracyandpracticality.Keywords:Short-termLoadForecasting,GreySystem,GeneticAlgorithm,One-pointLinearityArithmeticalCrossover.IntroductionDailypeakloadforecastingplaysanimportantroleinallaspectsofeconomic,reliable,andsecurestrategiesforpowersystem.Specifically,theshort-termloadforecasting(STLF)ofdailyelectricityusageiscrucialinunitcommitment,maintenance,powerinterchangeandtaskschedulingofbothpowergenerationanddistributionfacilities.Short-termloadforecasting(STLF)aimsatpredictingelectricloadsforaperiodofminutes,hours,daysorweeks.Thequalityoftheshort-termloadforecastswithleadtimesrangingfromonehourtoseveraldaysaheadhasasignificantimpactontheefficiencyofoperationofanypowerutility,becausemanyoperationaldecisions,suchaseconomicdispatchschedulingofthegeneratingcapacity,unitcommitment,schedulingoffuelpurchaseaswellassystemsecurityassessmentarebasedonsuchforecasts[1].Traditionalshort-termloadforecastingmodelscanbeclassifiedastimeseriesmodelsorregressionmodels[2,3,4].Usually,thesetechniquesareeffectivefortheforecastingofshort-termloadonnormaldaysbutfailtoyieldgoodresultsonthosedayswithspecialevents[5,6,7].Furthermore,becauseoftheircomplexities,enormouscomputationaleffortsarerequiredtoproduceacceptableresults.Thegreysystemtheory,originallypresentedbyDeng[8,9,10],focusesonmodeluncertaintyandinformationinsufficiencyinanalyzingandunderstandingsystemsviaresearchonconditionalanalysis,forecastinganddecisionmaking.Thegreysystemputseachstochasticvariableasagreyquantitythatchangeswithinagivenrange.Itdoesnotrelyonstatisticalmethodtodealwiththegreyquantity.Itdealsdirectlywiththeoriginaldata,andsearchestheintrinsicregularityofdata[11].Thegreyforecastingmodelutilisestheessentialpartofthegreysystemtheory.Therewith,greyforecastingcanbesaidtodefinetheestimationdonebytheuseofagreysystem,whichisinbetweenawhitesystemandablack-boxsystem.Asystemisdefinedasawhiteone訐theinformationinitisknown;otherwise,asystemwillbeablackbox訐nothinginitisclear.ThegreymodelGM(1,1)isthemainmodelofgreytheoryofprediction,i.e.asinglevariablefirstordergreymodel,whichiscreatedwithfewdata(fourormore)andstillwecangetfineforecastingresult[12].Thegreyforecastingmodelsaregivenbygreydifferentialequations,whicharegroupsofabnormaldifferentialequationswithvariationsinbehaviorparameters,orgreydifferenceequationswhicharegroupsofabnormaldifferenceequationswithvariationsinstructure,ratherthanthefirst-orderdifferentialequationsorthedifferenceequationsinconventionalcases[13].ThegreymodelGM(1,l)hasparameterawhichwasoftensetto0.5inmanyarticles,andthisconstantamightnotbeoptimal,becausedifferentquestionsmightneeddifferentavalue,whichproduceswrongresults.Inordertocorrecttheabove-mentioneddefect,thispaperattemptstoestimateabygeneticalgorithms.Geneticalgorithms(GA)werefirstlydescribedbyJohnHolland,whopresentedthemasanabstractionofbiologicalevolutionandgaveatheoreticalmathematicalframeworkforadaptation[14].ThedistinguishingfeatureofaGAwithrespecttootherfunctionoptimizationtechniquesisthatthesearchtowardsanoptimumsolutionproceedsnotbyincrementalchangestoasinglestructurebutbymaintainingapopulationofsolutionsfromwhichnewstructuresarecreatedusinggeneticoperators[15].Usually,thebinaryrepresentationwasappliedtomanyoptimizationproblems,butinthispapergeneticalgorithms(GA)adoptedimproveddecimal-coderepresentationscheme.ThispaperproposedGM(1,1)-improvedgeneticalgorithm(GM(1,1)-IGA)tosolveshort-termloadforecasting(STLF)problemsinpowersystem.ThetraditionalGM(1,1)forecastingmodeloftensetsthecoefficientato0.5,whichisthereasonwhythebackgroundvaluez(1)(k)maybeunsuitable.Inordertoovercometheabove-mentioneddrawbacks,theimproveddecimal-codegeneticalgorithmwasusedtoobtaintheoptimalcoefficientavaluetosetproperbackgroundvaluez(1)(k).Whatismore,theone-pointlinearityarithmeticalcrossoverwasputforward,whichcangreatlyimprovethespeedofcrossoverandmutationsothattheproposedGM(1,1)-IGAcanforecasttheshort-termdailyloadsuccessfully.Thepaperisorganizedasfollows:section2proposesthegreyforecastingmodelGM(1,1):section3presentsEstimateawithimprovedgeneticalgorithm:section4putsforwardashort-termdailyloadforecastingrealizedbyGM(1,1)-IGAandfinally,aconclusionisdrawninsection5.GreypredictionmodelGM(1,1)
Thissectionreviewstheoperationofgreyforecastingindetails.ThegreymodelGM(1,1)isatimeseriesforecastingmodel.Ithasthreebasicoperations:(1)accumulatedgeneration,(2)inverseaccumulatedgeneration,and(3)greymodeling.Thegreyforecastingmodelusestheoperationsofaccumulatedtoconstructdifferentialequations.Intrinsicallyspeaking,ithasthecharacteristicsofrequiringlessdata.ThegreymodelGM(1,1),i.e.,asinglevariablefirst-ordergreymodel,issummarizedasfollows:Stepl:Denotetheinitialtimesequencebyx(0)=Co)(1),x(o)(2),x(o)(3),...,x(o)(n))x(0)isthegivendiscreten-th-dimensionalsequence.x(0)(m)isthetimeseriesdataattimem,nmustbeequaltoorlargerthan4.Onthebasisoftheinitialsequencex(0),anewsequencex(1)issetupthroughtheaccumulatedgeneratingoperationinordertoprovidethemiddlemessageofbuildingamodelandtoweakenthevariationtendency,sox(1)isdefinedas:x(1)=(x(1)(1),x(1)(2),x(1)(3),...x(1)(n))andxG)=,…x(r)therWherex(】)(1)=x(o)(1),andx(1)(k)=£x(0)(m),k=andxG)=,…x(r)therStep2:Tosettheavaluetofinez(1)(k)AccordingtoGM(1,1),wecanformthefollowingfirst-ordergreydifferentialequation:dx(1)+ax(1)=bdtAnditsdifferenceequationisx(o)(k)+az(1)(k)=b.WhereawascalledthedevelopingcoefficientofGM,andbwascalledthecontrolvariable.Denotingthedifferentialcoefficientsubentryintheformofdifference,wecanget:dt處=x(1)(k+1)-x(1)(k)=x(1)(k+1)-x(1)(k)dtBeforeagreyGM(1,1)modelwassetup,aproperavalueneededtobeassignedforabetterbackgroundvaluez(1)(k).Thesequenceofbackgroundvalueswasdefinedas:z(1)=t(1)(1),z(1)(2),...,z(1)(n)}Amongthemz(1)(k)=a*x(1)(k)+(1-a)*x(1)(k-1),k=2,3…n,0<a<1Forconvenience,theavaluewasoftensetto0.5,thez(1)(k)wasderivedas:22However,thisconstantamightnotbeoptimalbecausethedifferentquestionsmightneeddifferentavalue.And,bothdevelopingcoefficientaandcontrolvariablebweredeterminedbythez(1)(k).Theprocessoftheoriginalgreyinformationforwhiteningmaybesuppressedresultedfromthecoefficientawasconstant.Hence,theaccuracyofpredictionvaluex'(0)(k)inGM(1,1)modelwouldseriouslybedecreased.Inordertocorrectthedefect,thecoefficientamustbeavariablebasedonthefeatureofproblems,soweestimateabygeneticalgorithms.Step3:ToconstructaccumulatedmatrixBandcoefficientvectorXn.ApplyingtheOrdinaryLeastSquare(OLS)methodobtainsthedevelopingcoefficienta,bwasasfollows:■-zd)(2)1「B_-z(1)(3)1LJ—-z(】)(n)1andx_X0)(2),X0()(x)(n_L/\一Soa,Soa,b_\Bt*BJ-1*Bt*XStep4:Toobtainthediscreteformoffirst-ordergreydifferentialequation,asfollows:Thesolutionofx(1)isx(1x(1)(k+1)_([、
x(0)(1)—天a,.b*e-ak+aAndthesolutionofx(0)isaAndthesolutionofx(0)isa—1)*[x(0)(1)-b*e-akEstimateawithimprovedGAInordertoestimatetheaccuracyofgreymodeGM(1,1),theresidualerrortestwasessential.Therefore,theobjectivefunctionoftheproposedmethodinthispaperwastoensurethattheforecastingvalueerrorswereminimum.Theobjectivefunctionwasdefinedasmeanabsolutepercentageerror(MAPE)minimizationasfollows:minMAPE=£||e(k)||k=1Where,e(k)=Where,e(k)=x(0)(k)-x(0)(k)
x(0)(k)x100%x(0)(k)isoriginaldata,x(0)(k)isforecastingvalue,nisthenumberofsequencedata.However,fromtheabovedescriptionoftheestablishmentofGM(1,1),wecanget:InGM(1,,thevalueofparameter以candeterminez(1),and,bothdevelopingcoefficientaandcontrolvariablebweredeterminedbythez(1)(k).Whatismore,thesolutionofx(0)wasdeterminedbyaandb,sothekeypartofthewholemodelselectingprocesswasthevalueofa.Thereiskindofcomplicatednonlinearrelationshipbetweenaandresidualerrors,andthisnonlinearitywashardtosolvebyresolution,sotheoptimalselectionofawasthedifficultpointofGM(1,1).Geneticalgorithmisarandomsearchalgorithmthatsimulatesnaturalselectionandevolution.Itisfindingwidespreadapplicationasaconsequenceoftwofundamentalaspects:thecomputationalcodeisverysimpleandyetprovidesapowerfulsearchmechanism.Theyarefunctionindependentwhichmeanstheyarenotlimitedbythepropertiesofthefunctionsuchascontinuity,existenceofderivatives,etc.Althoughthebinaryrepresentationwasusuallyappliedtomanyoptimizationproblems,inthispaper,weusedtheimproveddecimal-coderepresentationschemeforsolution.Theimproveddecimal-coderepresentationintheGAoffersanumberofadvantagesinnumericalfunctionoptimizationoverbinaryencoding.Theadvantagescanbebrieflydescribedasfollows:Stepl:EfficiencyofGAisincreasedasthereisnoneedtoconvertchromosomestothebinarytype,Step2:Lessmemoryisrequiredasefficientfloating-pointinternalcomputerrepresentationscanbeuseddirectly,Step3:Thereisnolossinprecisionbydiscriminationtobinaryorothervalues,andthereisgreaterfreedomtousedifferentgeneticoperators.Weutilizedtheimproveddecimal-coderepresentationschemeforsearchingoptimalcoefficientavalueingreyGM(1,1)model.Inthispaper,weproposedone-pointlinearityarithmeticalcrossoverandutilizedittoselectthevalueofa;itcangreatlyimprovethespeed
ofcrossoverandmutation.Thestepsoftheimproveddecimal-coderepresentationschemeareasfollows:Coding:Supposeae[0,1]isabinarystringofCbits,thenleteverynbitstransformadecimalfromrighttoleft.(nvC,thevaluesofnandCareensuredbyprecision)Randomizepopulation:SelectoneintegerMasthesizeofthepopulation,andthenselectMpointsstochasticallyfromtheset[0,1],asa(i,0)(i=1,2,M),thesepointscomposetheindividualsoftheoriginalpopulation,thesequenceisdefinedas:P(0)={a(1,0),a(2,0),a(M,0)}inthereproductionofnewindividuals.Theindividuala(a(i,k))hasthepriorityF(ainthereproductionofnewindividuals.Theindividuala(a(i,k))hasthepriorityF(a(i,k))二andX(o)(a(i,k))isthevalueofforecastingwiisthemaximumofthesumofiterativesquares.yandadvancestothenextgeneration.—f(a(i,k)),f(a(i,k))<yandadvancestothenextgeneration.—f(a(i,k)),f(a(i,k))<c宅Imax=乙一0,cmaxisgainedbytheindividuala(i,k).cmaxStep4:Selection:Inthispaper,wecalculateindividualselectedprobability()F(a(l,K))/=八F(a(i,k))=1respectivelyaccordingtotheirfitnessfunctionsF(a(i,k)),thenweadopttheroulettewheelselectionscheme,sothatthepropagatedprobabilityofrespectiveindividualisp(k),afterthatwetaketheinbornindividualtocomposethenextgenerationp(k+1).Step5:CrossoverandMutation:Codingandcrossoverarecorrelative;weutilizedthedecimal-coderepresentation,soweproposeanewcrossoveroperator“one-pointlinearityarithmeticalcrossover”Selectthefittwoindividualswithprobabilityofcrossoverp.cForthetwoselectedindividuals,westilladopttherandomselectionmeanstoensurethecrossoveroperator.Forexample::,z???zzz、i1i2iki(k+1),z???zzz、j1j2jkj(k+1)crossover:Weexchangetheirrightstringseachother.Thebitontheleftofcrossovercanbecalculatedthroughthefollowingalgorithm:a:Geneanalysis:z=卩*z+(1-卩)*zz=卩*z+(1-卩)*zjjjb:Exchangethebackgene:z=卩*z+(1-卩)*zz=卩*z+(1-卩)*zjkr-ijkikThe卩eL0,lJiscalledcrossovercoefficient,itischoseneachtimebyrandomcrossoveroperation.4)Mutation:Thereisanewmutationoperation:whenthemutationoperatorwaschosen,thenewgenevalueisthatarandomnumberwithinthedomainofweight,whichisoperatedintoaweightedsumwithoriginalgenevalue.IfthevalueofmutationoperatorisZi,themutationvalueis:z=a*r+(1-a)*z,zimax」imin.ItAndaisthemutationcoefficient,ae[0,1].risarandomnumber,,zimax」imin.ItStep6:Quitprinciple:Selecttheremainingindividualsinthecurrentgenerationtoreproducetheindividualsinthenextgeneration,thenevaluatethefitnessvalueandjudgewhetherthealgorithmfulfilsthequitcondition.Ifitiscertifiable,inthiscasetheavalueisoptimalsolution,elserepeatfromStep4untilallindividualsinpopulationmeettheconvergencecriteriaorthenumberofgenerationsexceedsthemaximumof100.4.Loadpredictionexample
Inthissection,wetrytoevaluatetheperformanceofGM(1,“connectionimprovedgeneticalgorithm.First:Thedailyloaddatasequencesofmdaysaredefinedasix(k)|k=1,2,...,n},wemeasuredthepowerloadeachhour,andtheloadsequencevectorisatwenty-four-dimensionaldata.=fx=fx(i)|i=1,2,.,m}=fx(i)li=1,2,m}02f(0)?“}x(i)i=1,2,.,m)=fx(i)|i=1,2,...,m}0102thetimeofday:XIjthetimeofday:X:j24thetimeofday:X2424'Wheremisthenumberofmodelingdays,Xjisthedailyloaddatasequenceofthej-thtimeofday.{x{x(m+1)|jj=1,2,...,24Second:WeutilizeimprovedgeneticalgorithmtoselectthevalueofaforrespectiveloaddatasequenceXj.Afterthat,wecancalculateaandb,thenweutilizeGM(1,1)-IGAtopredicttheloadforecastingofthej-thtimeofthe(m+1)-thday,sowecouldgetXj(m+1),andthetwenty-fourforecastingvaluesofthe(m+1)-thdaystructuretheloaddatasequenceTherewasanexampleofGM(l,l)-connectionimprovedgeneticalgorithm(GM(l,l)-IGA),boththetwoforecastingdailyloaddatacurves(July26)andtheoriginaldailyloaddatacurveweredrawnsimultaneouslyonFig1.Thirdly:WecanusefourindexesofthisGM(1,1)-GAtoverifytheprecise,includingoftherelativeerror,theratioofmeansquareerror,themicroerrorprobabilityandtherelevancedegree.TheaccuracyverificationofGM(1,1)-GAisbetteriftherelativeerrorandtheratioofmeansquareerrorislower,orthemicroerrorprobabilityandtherelevancedegreeislarger[16].Setthesimulatedresidualofx(0)(k)iss(k)=x(o)(k)-X(o)(k)k=1,2,-SetthesimulatedrelativeresidualisA(k)=s(k”x(0)(k)|,Setthemeanofx(0)isx=—工x(o)(k)nk=1k=1,2,?Setthevarianceofx(0)isS2=—工(x(o)(k)一x)1nk=1Setthemeansofresidualerroriss=1工s(k)nk=1SetthevarianceofresidualerrorisS22=1工(s(k)-?nk=1SothecheckvalueofthisGM(1,1)-GAisasfollowed:1).themeanrelativeerrorisa=1工A(k)n3.)themicroerrorprobabilityisp=p(s(k)-S<0.6745S)k=12).theratioofmeansquareerrorisc=S:Sf24).therelevancedegreeiss=G+|S+|s|),,,(1+|S+|s|+|s-s|)Thereamong,s=藝(x(o)(k)-x(0(1))+—C()o(n)-x()(1))2k=2s=藝G(o)(k)-x(o)(1))+G(o)(n)—x(o)(1))k=2Onthebasisofaboveformula,theindexesofverificationofGM(1,1)-GAandGMisinTable1.Table1ThefourindexesofGM-GAandGMGM-GAGMThemeanrelativeerror0.0000900.0001ratioofmeansquareerror0.00390.0073microerrorprobability10.92therelevancedegree0.980.90Accordingtotable1,theallprecisionindexesofGM-GAarefirstdegree,sothisGM(1,1)-GAcanbeusedtopredicttheshort-termload.Fourth:AtFig1,wecangetthattheforecastingloaddatacurveofGM(1,1)-GAwasmoreclosedtotheoriginaldailyloaddatacurvethanGM(1,l)'s.Forfurtheranalysis,thispaperselectsrelativeerrorsasacriteriontoevaluatethetwomodels.Theerrorfiguresoftwomodelsareasfollows,andtheaverageerrorofGM(1,1)was2.285%,otherwise,theaverageerrorofGM(1,1)-IGAwas0.914%.5.Conclusion
ThispaperproposesGM(1,1)connectionimprovedge
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