Application of the decomposition technique for

forecasting the load of a large electric power

network
H.K. Tern raz
M.M.A. Salama
V. H .Qu int a n a

Indexing terms: Load forecasting, Load trends, Decomposition technique, Electric load forecasting, Power system planning

Abstract: A reliable electric load forecasting

technique is introduced. In this technique, a
suitable model to fit the data is selected before
the actual forecasting algorithm is performed.
The model is constructed in three steps:
identification, estimation and diagnostic checking.
This model is then used by two decomposition
techniques (multiplicative and additive) to
forecast the electric load. The techniques are
illustrated by applying them to the forecast of the
monthly peak loads of a large electric power
network. The Egyptian electric power network
peak loads data are used in this study. Analysis
and comparison of the results have shown that
the techniques are adequate and yield good
results.

ing. A close examination of the nature of the electric

load consumption of the Egyptian electric power network, and a brief review of all available trending techniques reveal that the decomposition technique is the
most suitable method for the purpose of forecasting the
loads of such a network.
The decomposition technique is one of the available
trending forecasting methodologies. Such a technique
tries to identify three separate components of the basic
underlying pattern (data); these are the trend, cycle and
seasonable factors. The trend represents the long-run
behaviour of the load data, and can be increasing,
decreasing or constant. The cyclical factor represents
the ups and downs of the economy. The seasonal factor
relates to periodic fluctuations of constant length that
are caused by such things as temperature or month of
the year.
suitable classes
ofmethods

Introduction

Electric load forecasting (ELF) is an integral part of

the decision-making activities in power system planning
(PSP). In PSP, a planner establishes goals and objectives, seeks to predict environmental factors, and then
selects actions that result in the accomplishment of
those goals and objectives. The need for ELF increases
as both transmission and distribution planning attempt
to decrease their dependence on chance and become
more realistic in dealing with their environment. The
situations in which ELF is required vary widely in
terms of time horizons (short- to long-term forecasts),
factors determining actual outcomes, types of data pattern, and many other aspects [l-41. Electric power
demands vary widely from season to season and from
one time period to another. For example, electric load
consumption during a war period differs from that during a normal period of time. Therefore, electric load
cannot be treated as a single pattern, but mainly trend0IEE, 1996
IEE Proceedings online no. 19960110
Paper first received 22nd May 1995 and in revised form 20th October
1995
H.K. Temraz is with the Electrical Engineering Department, Ain Shams
University, Cairo, Egypt
M.M.A. Salama and V.H. Quintana are with the Department of Electrical & Computer Engineering, University of Waterloo, Waterloo, Ontario,
Canada N2L 3G1
1EE Proc-Cener. Transm. Distrib., Vol. 143, No. 1, January 1996

possible

models

estimate
model
parameters

Fig. 1 Model constructionflow chart

Model construction

The overall methodology of fitting different models to

data is referred to as model construction. The objective
of such a methodology is to decide upon which particular model to fit a given data set by selecting a model
whose theoretical properties are compatible with the
statistical properties of the data. As shown in Fig. 1,
the model construction process consists of three steps:
13

identification, estimation, and diagnostic checking [5].

Once a model has been identified, the parameters estimated, and the residuals shown to be random (white),
forecasting using the model is straightforward. If the
model construction process does not pass the diagnostic checking step, then another model has to be considered, and the construction process is returned back to
the identification step. The following subsections
describe each of the above mentioned steps.

2.1 Identification
When modelling a given data set, a large number of
models are often available for consideration. The purpose of the identification step is to ascertain the subset
of models that appear to hold more promise for adequately modelling the data. A visual inspection of a
graph of given observations against time can often
reveal both obvious and less apparent characteristics of
the data. Identification information which may be
gleaned from a perusal of a graph include the following:
Autocorrelation. The autocorrelation among successive
values of data is a key tool in identifying the basic pattern and determining an appropriate model corresponding to a data series. In a set of completely
random data, the autocorrelation among successive
values will be close to, or equal to, zero; whereas, data
values having strong seasonal or cyclical character will
be highly correlated.
Trends: The presence of trends in a data set is a form
of nonstationarity. Trends can be classed as either
deterministic or stochastic. Deterministic trends can be
expressed as a function of time. Whereas, stochastic
trends can often be accounted for through differencing.
If trends are present in the plot of data that do not
appear to follow the path of a deterministic function
but rather evolve in a stochastic fashion, the differencing may account for these trends.
Seasonality: Usually it is known in advance whether or
not a data set is seasonable, and a graphical display
will simply confirm what is already obvious.

2.2 Estimation
At the estimation step, the values of the parameters of
the different proposed trend functions are obtained.
Several estimation techniques are available, among
these the methods of least squares and maximum likelihood [6, 71. Once the parameters of all proposed trend
functions are estimated, the most appropriate trend
function has to be selected.
In order to select only the most appropriate trend
function among the different proposed ones, three statistical tests can be applied: the coefficient of determination (R2),F-test and t-test.
(a) The coefficient of determination (R2):is the ratio
between both expected and total variations, and it is a
measure of how well the observations fit around a
selected forecasting model. Mathematically, R2 can be
defined by the following equation [SI:
R2 zz

sum of expected variations

m m of total variations

Fl2
X(Yz- Y) (1)
-

where Y, is the actual observation at time i,

is the
estimated observation at time i and 7is the mean of all
observations.
14

An R2 value ranges from 0 to 1. If the expected variation is zero, implying that the selected model is the
same as the mean, then the R2 value will be equal to
zero.
(b) The F-test: is the ratio of two variances (expected
and unexpected). If the expected variance is equal to
the unexpected, then the ratio will be equal to 1, which
indicates that a selected forecasting model is no better
than the mean. This test indicates the overall significance of a selected model, and can be mathematically
given by [SI:

R~/(K 1)
(1 - R2)/(n- K )
where n is the number of observations, and K is the
number of selected model coefficients. The appropriate
decision rules concerning the F-test significance at 95%
confidence level, for example, are roughly as follows: If
the number of observations is between 6 and 10, the Ftest must exceed a value of 6 to be significant; otherwise, the F-test must be 5 or greater to be significant

F=

PI.
(e) The t-test: is a measure of the significance of each
of the selected model parameters. Since the values of
the estimated parameters are the outcome of a single
sample procedure, and can therefore differ from the
real parameters, it is useful to know the extent of such
variations so that confidence intervals can be constructed and tests of hypotheses concerning the true
values of the estimated parameters can be performed.
The t-test is based on values of the student t-distribution, and represents all possible values that the estimated parameters can take as the result of sampling
effect [8]. The t-test is a measure of the significance of
each of the selected parameters. Mathematically, the ttest for each parameter is given by:
T T

VZ
t, = -

(3)
ot
where Y , is the the value of coefficient i and 0,is the
standard error of coefficient i.
The rules for deciding whether a coefficient is significantly different from a 95% confidence level, for example, are roughly as follows: If the number of
observations is between 5 and 15, the absolute of t-test
must be greater than 3 to have significance; otherwise,
the t-test must have a value greater than 2 to be significant [81.
By examining all three statistical test results for a
given data set, the trend function that describes given
data best can then be selected. An R2 value close to
one, a high F-test value and high t-test value indicate a
good fit, a suitable choice of the trend option and that
the selected trend function parameters are significantly
different from zero, respectively.

2.3 Diagnostic checking

Once the appropriate parameters have been estimated,
the errors can be examined. The objective of the diagnostic checking step is to ensure that a selected method
adequately describes the data series under consideration by subjecting the calibrated model to a range of
statistical tests including a whiteness test.
There are two possible findings: (i) the estimated
errors are random (white), which means that the fitted
model has eliminated all pattern from data, and that
what remains are white errors; or (ii) this is not the
IEE Proc -Gene7 Transm Dzstrib , Vol 143, No 1, January 1996

case and the identified model has not removed all patterns, as indicated by the fact that the errors are not
random. The most informative approach to check for
whiteness is to examine the graph of estimated residuals against estimated observations, then the graph of
the estimated residual auto correlation function
(RACF). If the estimated residuals form a pattern
around its mean, then it can be concluded that the
residuals are not white. Furthermore, if an RACF is
significantly different from zero, then it is confirmed
that the residuals are not white, and the selected model
is not suitable for forecasting.
The RACF at lag k is calculated as
N

Gt6t-k

rk(6) =

t=k+l

(4)

&d2
t=l

where Er is the estimated residual at time t, and N is the

number of observations. If a given value of the RACF
is significantly different from zero, it will fall outside a
confidence interval. To draw the 95% confidence interval, for example, one can plot + 1.96idN and -1.96/dN
above and below the lag axis, respectively [5].

Decomposition models

In many cases, the underlying pattern (that exists in a

data series) can be broken down into subpatterns that
identify each component of the time series separately.
Such decomposition can frequently facilitate improved
accuracy in forecasting, and provides an aid in a better
understanding of the behaviour of the load data series.
Decomposition models usually try to identify three
separate components of the basic underlying pattern:
trend, cyclic, and seasonal [7-91. The trend represents
the long-run behaviour of the load data. The selected
trend function is usually the analytical function for the
electric power demand, which is either straight-line,
quadratic, exponential, or modified exponential. The
cyclical factor represents the fluctuations of the economy of a specific utility, and is common to series such
as gross national product, index of industrial production and interest rates. The seasonal factor relates to
periodic fluctuations of constant length. The distinction
between seasonality and cyclicality is that seasonality
repeats itself at fixed intervals (e.g. monthly) while
cyclical factors have a larger duration that varies from
one cycle to another.
The decomposition models assume that the data are
made up of three sub-patterns and error, i.e.
data = f (trend, cycle, seasonality, error)
X,= f ( T , , C,, S,, E,) = actual data at time period t
T, = trend component at time period t
C, = cyclical component at time period t
S, = seasonal component at time period t
Er = error component at time period t.
The error is defined to be the difference between the
combined effect of the three subpatterns of the data
series and the actual data.
There are two decomposition models; multiplicative
and additive, both of which aim at separating each
component of the data series as accurately as possible.
The basic concept in this separation is empirical, and
IEE Proc -Gener Transm Distrib

Vol 143, No I January 1996

consists of first removing seasonality, then trend, and

finally cyclical factors. Any residual is assumed to be
random or white and can be identified.

3. I

Multiplicative model

For a given pattern function of the four variables,

trend, seasonality, cyclical and randomness, the multiplicative model assumes a mathematical representation
of the following form:

X t = Tt x Ct x St x Et

(5)
and can be summarised in the following four steps. (i)
Separate the trend-cycle components of the data by calculating a moving average whose number of terms is
equal to the length of the seasonality (e.g. monthly or
semi-annually). A moving average of this length contains no seasonal effect and little or no randomness.
The resulting moving average, M , , can be written as
follows:
z+n-1

c xJ

for i = 1 ,..., N - n + 1, t = (n + 1)/2 + i - 1; where N

= number of data points, n = seasonality length (e.g. n
3 for quarter annual). To obtain more accurate
results, a moving average should be centred at the middle of the data averaged values. This presents no problem when the number of the averaged items is odd,
since the middle value will be at (n + 1)/2. However,
when calculating, for example, a 12-term moving average (monthly), the question arises whether to place it at
period 6 or at 7, since (12 + 1)/2 = 6.5. The fact that a
moving average is not centred can create an accuracy
problem. Such a problem is usually overcome by taking
an additional 2-period average (centred moving average) (CMA) of the moving average, e.g. (6 + 7)/2 + 1 =
7. (ii) Isolate the seasonality randomness components
by dividing eqn. 5 by eqn. 6, as follows:

xt

- x 100 = St x

Et x 100 =

J,ft

st

(7)

Eqn. 7 contains information needed in identifying the

seasonality. If, for example, a single ratio value (S,),
representing a specific time period t, is above loo%, it
implies that seasonality and randomness are higher for
this time period than on average. (iii) Eliminate the
randomness from the values of g, by applying the following steps:
(a) find the value of S, for each time period:
-

xt

for t = 1,.. . , N ( 8 )
St = - x 100
Mt
(0) take the average of all $ values, representing the
same repeating period, excluding the largest and smallest %, values. The largest and smallest s, values represent an abnormal seasonality effect:
-

sMAX

-SjwIN

sta"
=

N-2

f o r t = 1 , .. . , n (9)
where fl = length of the calculated moving averages
= maximum S , value for time period
for time t, SMAx
t,
= minimum g, value for time period t.

sMIN

15

(c) readjust the values of

100 x n
K=-

S,,,

as follows:

3tav
t=l

fort = 1 , .. . , n (11)
K x St,,
(iv) Separate the trend from the cycle by finding an
appropriate trend function that approximates the data.
Then, by dividing eqn. 6 by the selected trend function
the cyclical factor can be obtained.
The ELF for a certain time period is achieved by
determining three values at the specified time: the trend
value, seasonality factor and cyclical factor. The trend
value is determined by substituting the time period
value into the trend equation. The seasonality factor is
determined from eqn. 11. The cyclical factor is estimated from the recent pattern in this factor. The randomness cannot be projected; therefore, the ELF
relationship is simply Tt x C, x S,.
St

3.2 Additive model

The most straightforward of both available decomposition models is the additive one. For a given pattern
function of the trend, seasonality, cyclical and randomness, the additive model can be mathematically represented as

+ + +

X t = Tt Ct St Et
(12)
and can be summarised in the following steps.
(i) Separate the trend-cycle components of the data by
calculating a moving average whose number of terms is
equal to the seasonality length as follows:
z+n-1

Tt x Ct

(13)

for i = 1 ,..., N - n + 1, t = (n + 1)/2 + i - 1.

(ii) Isolate the trend from the cycle by constructing a
suitable trend function that approximates the data.
Then, by subtracting the selected trend function from
eqn. 13, the cyclical factor can be obtained.
(iii) Determine the seasonality randomness components
by subtracting eqn. 13 from eqn. 12 as follows:
X t - n/r, = St Et =
(14)

st
(iv) Eliminate the randomness from the values of ,Tcby
averaging all available values of s, referring to the
+

same season; therefore, the random elements will cancel

each other, since some values will be positive and some
negative.
(v) Prepare a forecast for the required time period t.
Starting with the time period to be forecast, the seasonal factor for that period can be identified from Step
(iv), the trend value can be determined by substituting
the time period t in the selected trend equation, and the
cyclical factor can be estimated from the recent pattern
in these factors, as described in Step (ii). The ELF relationship is defined as T, + Ct + S,.
4

Application

In this section, both decomposition models are applied

to the data given in [lo] to forecast the loads for the
period 1987 - 2007. The data described in [lo] represents the monthly peak demand of the national unified
16

+ +

(15)

+ Rt3

(16)
where A, B, C and D are the trend coefficients. Hence,
the identification step recommends that the following
decomposition models can be applied to the given load
data:
(1) model 1, multiplicative decomposition model with a
parabolic trend function;
(2) model 2, multiplicative decomposition model with
an S-curve trend function;
(3) model 3, additive decomposition model with a parabolic trend function;
(4) model 4, additive decomposition model with an Scurve trend function.
5500

J=z

Tt=A+Bt+Ct2
Tt = A Bt Ct2

6000

t: xJ
Mt =

Egyptian power system for the period 1970

1986.
Prior to the forecasting process, the model that is fitted
to the historical load data has to be constructed first.
As discussed in Section 2, the model construction procedure consists of three steps: identification, estimation,
and diagnostic checking. At the identification step, the
most suitable method to fit the historical load data can
be selected by examining different types of graphs
including the raw data against time. Examination of
the 1970 - 1986 monthly historical load data shown in
Fig. 2 reveals that there are both seasonality and trend
in the data; therefore, among all forecasting methods
discussed in [ 1-31, the decomposition technique is recommended for application. Also, it can be concluded
from Fig. 2 that the most suitable trend function that
approximates the electric power demand for such a network is either parabolic or S-curve, defined as

5000

4500
4000

3 3500

r
2 3000
2500
2000
1500

1000
5 00

0,,,,,,,,,,/,,,,

I , , I

25

50

75

100

,,,,,,/,,

125

150

,,,,,

175 200 225

1970-1986 time period, months

Fig.2 1970 - 1986 monthly loud data

Following the decomposition model procedures discussed in Section 3, both seasonal and cyclical factors
can be obtained, and these are given in Table 1. For
multiplicative models, if a seasonal and cyclical factor
representing a specific time period is above loo%, it
implies that both seasonality and cyclicity are higher
for this time period than on average. Also, for additive
models, if a specific seasonal and cyclical factor representing a certain time period are considered as the base
point for seasonality and cyclicity, then the other time
periods are either above or below the base by the differencing value.
At the estimation step, the values of the parameters
of the different trend functions specified from the previous step are obtained. One way of estimating paramIEE Proc -Gener Transm Distvib , Vol 143, No 1, Januarv 1996

Table 1: Seasonal and cyclical factors

Time period

Model type

Trend
func.

Multiplicative

Parabolic

Seasonal %
Cyclical %

99.34
99.694

100.26
99.341

99.38
99.016

99.59
98.722

99.90
98.442

100.27
98.178

99.52
100.51 99.93
100.53 98.67
102.02
102.185 101.752 101.295 100.855 100.450 100.065

S-curve

Seasonal %
Cyclical %

99.34
100.26 99.38
99.59
99.90
100.27 99.52
100.049 100.060 100.070 100.079 100.079 100.077 99.777

Parabolic

Seasonal %
Cyclical %

-4.117
10.445 -12.473 -18.966 -7.281 6.518
-22.491 -22.417 -22.090 -21.604 -21.147 -20.282

-8.088 7.828
-22.167 -21.772

-19.322 4.231
-21.787 -21.922

-16.984 46.789
-22.014 -22.260

S-curve

Seasonal %
Cyclical %

-4.117
4.124

-8.088
0.432

-19.322
3.161

-16.984 46.789
4.102
4.188

Additive

Factor type

10.445
4.200

-12.473 -18.966 -7.281

4.370
4.537
4.519

eters is the method of least squares. For each

decomposition model, the estimated parameters for
both selected trend functions are given in Table 2. In
order to select only one trend function for each decomposition model, the three statistical tests discussed in
Section 2.2 are applied. The statistical tests values for
both trend functions are given in Table 3. A perusal of
Table 3 reveals that either the multiplicative or the
additive model with an S-curve trend function (models
2 and 4) is more appropriate than the parabolic trend
function for representing the given load data.

Mathematical
A
representation

Parabolic A+Bt+CP
S-curve

426.82

E
._
c

Model type

7.828
2.337

99.93
99.927

100.53
99.967

4.231
3.694

12

98.67
102.02
100.004 100.032

0 85

a,

3: Statistical tests
Trend
function

100.51
99.872

11

0901

A+Bt+CP+DP 1069.26 -4.77 0.19159 - 2 . 9 1 ~ 1 0 - ~

-.

!?i
U

18.75 0.0198

10

load to go through, but never exceed, a particular load

level. Once the models have been identified, the parameters estimated, and the residuals shown to be white,
forecasting with the selected models is a mechanical
matter as discussed in Section 3. The historical and
future load values of both selected models are shown in
Figs. 7 and 8.

s
-m4
0

Table 2: Trend coefficients

Trend
type

6.518
4.748

080A.A.E."

R2%

F-test
F-test
calculated tabulated

Multiplicative Parabolic 12.179

S-curve
2.820

89.35 843.24
99.69 21862.86

3.0
2.6

Additive

89.35 843.59
99.62 17663.80

2.6

Parabolic 11.990
S-curve
2.810

3.0

"A.A.E. = average absolute error

0 7 5 - , , , , , , , , , I , , , , , , I , , , , , , , , , ,I , , , I , , , , , , , , , , , , , , , , I
I

Fig.3
250.00

200.00
1 50.00

Once optimal parameters (providing the minimum

mean squared error) have been estimated, the residuals
can be examined. The role of the diagnostic checking
step is to conclude whether or not the residuals are
white (uncorrelated). If the residuals are not white,
then the selected model is not appropriate for forecasting and another model has to be selected. As discussed
in Section 2.3, the most informative approach to check
for whiteness is to examine first a graph of the estimated residuals against estimated observations, then a
graph of the estimated RACF at different time-lags.
The estimated residuals for both selected models (2 and
4) are shown in Figs. 3 and 4. The estimated RACF for
both selected models (2 and 4) are given in Figs. 5 and
6. As seen from Figs. 3-6, the estimated values of the
residual for each selected model bounce around its
mean without forming any pattern, and the RACF in
each graph falls within the 95% confidence limits;
therefore, the residuals are white, and both selected
models are appropriate for forecasting the loads of the
given network. The confidence limits are calculated
under the assumption of normality and whiteness of
the residuals.
In order to avoid the overextrapolation problem of
the load, a horizon-year load is estimated, forcing the
IEE Proc.-Gener. Transm. Distrib., Vol. 143, No. 1, January 1996

5E -5,

..:

-200.00

. *

*.

-250.00 *

:8

-300.007
1000

I I I

I I

I I I I I I I I

2000

3000

p I I

I I I I

I I I I I

4000

I I ,

I I

5000
estimatedobservations, MW

I I I

6000

Fig.4 Model 4 estimated residuals

To verify the suitability of the forecasting technique

discussed in this paper, both selected models (models 2
and 4) are constructed using the 1970 1981 load data
and the 1982 - 1985 forecasting results are then compared to the actual load data for the same period. The
results of the forecast are shown in Fig. 9. Examination
of Fig. 9 reveals that the forecasting results are very
close to the actual data. It is also interesting to observe
that the additive model (model 4) proves to be more
accurate than the multiplicative model (model 2).
-

17

5750

55001

0.4

B 0.2
9

3 0
9 -0.2

-3 -0.4
0

-0.6-

$ -0.8L

3000 I
145
155
165
175
185
195
205
1982-1986 period,rnonths
Fig.9 A corn arson between the actual data (1982 - 1986) and the
forecasting resup, using models 2 and 4
-actual data
-A- Model 2

0.6

E 0.4

z-g

-e-

Model 4

Conclusion

0.2

-::

-0.2

- l b , , 8 a , , , 8 , a , 8

I , , , , , , ,

, r , , ~ , , , , c , , r ,

20

T m T I - m $

40

60

time-(ag

Fig.6 Model 4 residual auto correlationfunction

12000

9000
8000
3 7000
I
2-6000

5000

q,,la

40004

, , , , / , ,, , , , ,

1000

Fig.7

,,,, ,,,,,,/,,, , , ,,,

200
300
400
1970-1986 period, months
Model 2 estimuted loads
100

500

12000

11 000

10000

9000
8000

7000

-8 6000

50001
4000
30001

A reliable load forecasting technique is proposed in this

paper. The forecasting method is proceeded by a
proper model construction which aims to select a particular model having theoretical properties compatible
with the statistical properties of the data. Once a model
has been identified, the parameters estimated and it
passes the diagnostic checking, forecasting with the
model is straightforward.
Two decomposition forecasting techniques are used
in this paper: multiplicative and additive models. These
models have proven to be suitable for forecasting the
electric load consumption of the Egyptian electric
power network, where electric load cannot be treated
as a single pattern, mainly trending. The main advantage of the proposed load forecasting technique is its
adequacy for the Egyptian electric power load data
(which is affected by the war period 1971 - 1973 and
the free-trend economy policy adopted in 1980), and
the confidence in its results.
6

References

1 IEEE Committee Report: Load forecasting bibliography, phase

I, IEEE Trans., 1980, PAS-99, (l), pp. 53-58
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electric load forecasting (John Wiley & Sons Ltd., 1985)
4 GROSS, G., and GALIANA, F.D.: Short term load forecasting,
Proc. IEEE, Dec. 1987, 75, (12), pp. 1558-1973
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Canada, 1992
6 HIPEL, K.W., and McLEOD, A.I.: Time series modelling of
water resources and environmental systems (Elsevier Co., 1992)
7 GILCHRIST, W.: Statistical forecasting (John Wiley & Sons,
1976)
8 FIRTH, M.: Forecasting methods in business management
(Edward Arnold Co., 1977)
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methods and applications (John Wiley & Sons , 1978)
10 FALAMA, M.M.A., GAZZAR, M., and MOUSTAFA, H.:
Electric load forecasting using different methods suitable for
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Science, Social & Demographic Research, Cairo, Egypt, March
1990, pp. 367-384
11 MOUSTAFA, H.: Electric load forecasting using different methods suitable to Egyptian network, MSc thesis, Ain Shams University, Cairo, Egypt, 1989

2oo
10000

100

200

300

1970-1986 period, months

Fig.8 Model 4 estimated loads

18

400

500

IEE Proc.-Gener. Transm Distrib., Vol. 143, No. I , January 1956