2004 IEEE International Conference on Elecmc Utility Deregulation, Restructuringand Power Technologies (DRF'T2004) April 2004 Hong Kong

An Adaptive BP-Network Approach to Short

Term Load Forecasting
Liang Haifeng, Li Gengyin, Member, IEEE, Zhou Ming, Student Member, IEEE

Abstract-This paper proposes an adaptive BP-network
approach to Short Term Load Forecasting (STLF) in a
deregulated environment, which is to determine the BP-
network structure using Genetic Algorithm (GA). The aim is
to optimize the network structure and improve the accuracy
of STLF. The realization process consists of three steps. I n
the first step, the number of hidden nodes of BP-network is
calculated by use of GA. In the second step, by use of GA a
fittest initial weight value is selected from the solution group
of initial weight values to avoid the blindness in the selection
of initial weight value. In the third step, combining the
structure of the obtained BP-network and the fittest initial
weight value, the STLF of power system can he performed
by use of improved BP algorithm. Simulation results show
that the percentage errors of mostly of 24h forecasting load
are less than 3%, and prove that the approach can meet the
need of forecast accuracy and enhance the performance of
the network.
Index Terms-Adaptive BP-network, electricity markets,
genetic algorithms, short term load forecasting
I. INTRODUCTION
J) eregulation of the power industry introduces
. . .
competition into the electricity market, thereby the
accuracy of the electricity load forecasting is crucial in
providing better cost effective risk management plans for
market participants. STLF, especially 24h ahead
forecasting, is an important component in the operation of
power industry. The forecasting results are used for many
operational decisions such as economic scheduling of
generating capacity, scheduling of fuel purchase, security
assessment, and planning for energy transactions. Hence,
improving the accuracy of STLF can result in significant
benefits for power market.
Generally speaking, there are two different categories
of forecasting approaches - traditional approaches and
modem techniques. The traditional forecasting
approaches include time series approach and regression
analysis approach by setting up statistical models. These
approaches are mostly linear methods and have limited
ability to capture non-linearity in the load time series
pattern. They require expert knowledge and are much
complex to operate. In the recent years, many researchers
T h i s work was supported in pan by Foundation for University Key
Teacher by the Ministly of Education (Grant No. GG-470-10079-1001).
Liang Haifeng, Li Gcngyin and zhou Ming are with the School of
Elecmfal Engineering, Nonh China Electric Power University, Baoding,
Hebei 071003, P.R.China (e-mail: hfliang@ncepu.cdu.cn,
Iigy@ncepu,edu.cn, zhauming@ncepu.edu.cn)
are trying to study the modem techniques based on
Artificial Intelligence (AI). Of all AI based approaches,
Artificial Neural Network (ANN) receives the most
attention. ANN is regarded as an effective approach and is
now commonly used for electricity load forecasting [6]-
[7]. Among all kinds of ANN, the network using
Back-Propagation (BP) algorithm, i.e., BP-network, is
widely applied.
BP-network is a dynamic system that consists of many
nonlinear elements connected each other. Its behavior is
up to two factors. One is topology, including the number
of nodes and the mode of connection. The other is the
connected weight value between nodes. The Kolmogorov
theory indicates if three layers feedforward neural
networks have reasonable structures and right weight
values they can satisfactorily map any continuous
functions, but it doesn't explain how to c o n f m the
reasonable structure. For a three layers feedforward
network, the nodes of input and output are decided by
objectives and the mode of connection is also fixed, so the
structure only depends on the number of nodes in the
hidden layer. Traditional BP-algorithm is a studying
parameters algorithm using fixed structure, i.e., its study
only aims at connected weight values. For lacking guide
theories, the hidden nodes can only be chosen through the
method of experience or experiment. The study method of
fixed structure bas destroyed the precondition of the
Kolmogorov theory before networks are trained, thereby
reducing the study ability of feedforward networks. It may
be feasible for a certain question, but as a general training
method, especially for time variable system, it is hard to
get good study effect. In addition, because the power
system is non-linear, the initial weight values of BP-
networks have important effects on achieving minimum
and convergence. Optimizing the initial weight values is a
very important means to improve the convergent speed
and performance of networks [I].
Genetic Algorithm (GA) is a general optimized
algorithm based on natural choice and natural inheritance.
It adopts some operators abstracted from natural choice to
optimize parameters and has natural parallel calculating
character. The operation aims at the collection consisted
of a group of feasible solutions, so it can parallel search
the space of parameters and makes the search go along the
orientation of general optimum, thereby avoiding local
minimum [2].
The kemel idea of this paper is to make use of the

0-7803-8237-4/04/$17.00Q2004IEEE
505
2004 IEEE lntemational Conference on Electric Utility Deregulation,Restructuringand Power Technologies(DRPT2004) April 2004 Hang Kong
general convergent character of GA to establish an
adaptive BP-network approach avoiding the defects of
traditional BP-network. The first step of the realization
process is to find a reasonable network structure through
studying the BP-network individuals with different hidden
nodes by use of GA. The second step is to obtain the
optimal initial weight values. Finally, combining the
structure of the obtained network and the optimal initial
weight values, STLF of power system can be performed
by use of improved BP algorithm. The results will testify
the availability of the approach.
11. FIXINGON THENUMBER
OF HIDDENNODES
The networks all express three layers BP-nenvorks in
the following text.
The adaptive BP-network approach first fixes on the
number of hidden nodes by use of GA. Here, every
individual in the GA is an independent BP-network. The
difference of individuals lies in different number of
hidden nodes. According to the matter of fact researching
STLF, the number of input nodes in networks is 59 and
that of output nodes is 24, so the number of bidden nodes
is selected from 3 to 60, together 58 individuals. The
fitness function is chosen as follows:
q.= E , , - E j ( O < i < 5 7 ) (1)
In the expression, E; expresses the error of the ifh
individual after studying the samples; E,, is the
maximum of all errors. Fi is the fitness value. This fitness
function can avoid the shortcoming in [4] that it may
result in F; a very big value when E; is little.
The 5 8 individuals are randomly assigned the initial
weight values in [-1,1]. Then, the individuals' fitness is
calculated. According to the fitness, the individuals must
be made an order from big to small and then the selection
operator is adopted. The selection uses the method of
roulette wheel. The probability of the selection is
calculated as,
P,' = &/xc. (0 Si 2 5 7 )
After selection, the new generational population comes
into being. The crossover operator is used. The
probability of the crossover, P,, depends on the practice.
Here P, is equal to 0.90. The 58 individuals of the new
population are randomly arranged into twosome. To each
group, a random data in (0, 1) is generated. If the data is
less than P, , the two individuals in this group will be
q*
Network 1 ht=2 Network2 h,=l
".. .___..'
+ Fig. I . BP-network variable s m c h l m crossover
crossed or else not. The process of the crossover is
illustrated in Fig.1. The crossed points of two individuals
that have been appointed to cross are their positions of
hidden nodes and are randomly arranged, seeing hland h2
in Fig.1. The variable structure crossover is finished
through the crossing-over of the weight values of this
point and that followed.
After crossover, the process of the mutation begins.
The probability of the mutation, P,, depends on the
practice too. Here P, is equal to 0.03. Corresponding to
each of The 58 individuals in the population, a random
data in (0, 1) is generated. If the random data is less than
P,, the corresponding individuals will be mutated or else
not. The operation of the mutation is to randomly arrange
a position of hidden nodes of this individual and then
randomly assign the weight values relating to this position.
When the mutation is finished, the fimess of every
individual is calculated again. According to the fitness,
the individuals are made an order from big to small. Then
the result is judged whether the end conditions reach. If
the end conditions reach, the individual that has the
biggest fitness is gained. Its structure is considered the
optimal structure of BP-networks. If the end conditions
don't reach, the operation of selection, crossover and
mutation will be done again until the end conditions reach.
111. CHOOSING THE 1NlTlALWEIGHT VALUES
After the optimal structure of BP-network is gotten, a
group of excellent initial weight values will be chosen
towards this network.
The flow chart of choosing the initial weight values is
illustrated with Fig.2.
The first step is to generate the collection of initial
weight values, namely randomly assign the N groups
initial weight values in [-1, 11 to the gained network,
where N is the number of elements or individuals, such as
equal to 100. Then the fitness of each individual, F,, is
calculated and made an order from big to small. The
(2) fitness function is same to (I), except the scope of
subscript i is from 0 to 99. After that, whether the end
conditions reach is judged. If they reach, the optimal
solution is exported. If not, the operations of selection,
crossover and mutation is adopted in sequence again. The
end conditions may be the fimess or the iterative times
more than a setting value.
Network I Network 2
506
2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong
I I Calculating the fitness, Fj I It is obvious that when p l , the studying speed is
I L
-1 End conditionsjudgement
Output ofoptimal
Fig. 2. ' l h c flow chart ofchoosing the initial weight values
The operation of the selection is same to the relative
operation in the section 11. After the selection, the
individuals in the new generational population are
randomly arranged into twosome. Then the crossover
operator is used according to the probability of the
crossover, P,. The process of the crossover: the first a
random integer, rn, is generated corresponding to the two
individuals that have been appointed to cross. The scope
of m is from 1 to h, where h is the number of hidden
nodes. The second is to interchange the weight values
before the mfh hidden node (i.e. m, m-I, ..., I). After
finished, the mutation will be started. The method of the
mutation is to study the weight values once by use of BP
algorithm.
When the end condition is reached, the individual that
has the biggest fitness is exported. Its weight values are
the optimal initial weight values to the gained structure of
BP-network.
After two steps above, the optimal BP-network is
gotten.
IV. USING THEIMPROVED BP ALGORITHM
Before training the BP-network, the improved BP
algorithm [SI will be introduced.
The improved BP algorithm adopts the exponential
energy function:
J=ABE (A>O A# I , B>O)
(3)
Where, J is the exponential energy function; E is the sum
squared error; A and B are the parameters of the
exponential energy function.
In traditional BP algorithm, the updated formula of
weight values is:
(4)
Where, Wis the weight value; 7 is the studying factor; AW
is the correction value of weight values.
In the improved BP algorithm, the updated formula of
weight values is:
AW =-q-
ar ?E
= - ~ / ' B ( I n A ) b =pxAW
JW oW
507
AW'- AW = ( p - 1 ) A W (5)
Where, p is defined the leap factor, p = ABEB(lnA).
quickened.
V. SIMULATION
OF STLF
To test the performance of the adaptive BP-network
approach, a simulation of STLF is done by use of the
historical electricity load data and temperature data of
Hubei electric power system, China.
In the simulation, four different ways are used to
forecast the electricity loads of the working day (from
Monday to Friday). In the 1" way the number of hidden
nodes and initial weight values of BP-network are both
determined by use of the adaptive BP-network approach.
In the 2"d way only the number of hidden nodes is
determined by use of the adaptive BP-network approach;
the initial weight values of BP-network are gotten through
the random assignment. In the 3d way only the initial
weight values of BP-network are determined by use of the
adaptive BP-network approach; the number of hidden
nodes is gotten by use of the empirical formula. In the 4'h
way the number of hidden nodes is determined by use of
the empirical formula and the initial weight values of BP-
network are gotten through the random assignment.
The inputs to the BP-network include 59 variables: the
1st-26'hcorrespond to the 24 hourly loads, the maximum
and minimum forecasting temperature of the
corresponding day in last week; the 27"-5Znd correspond
to the 24 hourly loads, the maximum and minimum
forecasting temperature of the day previous to the
forecasting day; the 53d-S4" correspond to the maximum
and minimum forecasting temperature of the forecasting
day: the 5S'h-S9'h correspond to the day-types. The output
of the BP-network is the 24 hourly forecasting loads of
the forecasting day.
The empirical formula that is mentioned above
paragraphs is [3]:
h=[n+m]"'ta (6)
Where, h is the number of hidden nodes; n is the number
of the input nerve cells; m is the number of the output
nerve cells; a is a constant in [1,10]. h can be calculated
in [10,19]. Here h is chosen equal to 19.
The percentage error and the mean square error are
adopted as the analysis target.
The percentage error = (actual value -predicted ualuc)x(lOO/actual
"due)
Thcmcansquarcc*or= [?(percentage error/l00)2 1241"'
);1
The samples are the electricity load data and the
temperature data from July 1998 to July 1999. The
parameters of exponential energy function: A=2.8, B=0.98
The electricity load data in August 1999 is predicted.
The forecasting results of some day in August 1999 are
listed in Table 1. It can be found that the results of the 1"
way have the best accuracy. The accuracy of the 3'd way is
2004 IEEE lntemational Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DWT2004) April 2004 Hong Kong

TABLE I
THEFORECASTING
RESULTS OF SOME DAY M 1999.8
Actual value The I"W8.V n e 2"d wav

I 4097 4182.4 -2.08 4238.0 -3.44 4341.3 -6.01 4431.9 -8.22

2 3935 3998.0 -1.60 4084.8 -3.81 41 10.7 4.47 4284.4 -8.88
3 3912 3972.7 -1.55 4145.0 -5.95 4025.5 -2.90 4138.7 -5.80
4 3871 3898.1 -0.70 4094.9 -5.78 3983.3 -2.90 4261.1 -IO.OB
5 3925 3884.2 I .04 4035.4 -2.81 3989.0 -1.63 4179.2 -6.48
6 3948 3915.4 0.83 4074.6 -3.21 3971.0 -0.58 4031.1 -2.10
7 4243 4137.5 2.49 4275.3 -0.76 4218.5 0.58 4223.6 0.46
8 4399 4222.1 4.02 4310.9 1.55 4256.2 3.25 4385.8 0.30
9 4663 4539.9 2.64 4539.6 2.65 4590.5 1.56 4942.1 -5.99
10 4510 4714.2 4.53 4655.6 -3.23 4742.6 -5.16 4759.0 -5.52
II 4878 4910.1 -0.66 4758.9 2.44 4994.6 -2.39 5015.2 -2.81
I2 5248 5295.3 -0.90 5010.4 4.53 5314.5 -1.27 5187.6 1.15
13 4849 4849.1 0.00 471 1.8 2.83 4947.1 -2.02 4989.5 -2.90
14 4664 4672.5 -0.18 4579.2 I .82 4715.2 -1.10 5011.5 -7.45
15 4691 4711.3 -0.43 4609.6 1.73 4742.4 -1.10 4874.3 -3.91
16 4798 4858.4 -1.26 4745.6 1.09 485 I .4 -1.11 5164.6 -7.64
17 4830 4923.9 -1.95 4783.5 0.96 4898.1 -1.41 4984.9 -3.21
18 5107 5 174.8 -1.33 4992.4 2.24 5142.8 -0.70 5271.2 -3.22
19 5265 5275.9 -0.21 5154.3 2.10 5294.4 -0.56 5429.5 -3.13
20 5585 5501.5 1.50 5336.4 4.45 5450.8 2.40 5405.2 3.22
21 5673 5586.8 1.52 5337.4 5.92 5412.1 4.60 5574.2 I .74
22 5275 5198.5 1.45 5032.0 4.61 5041.1 4.43 5210.0 1.23
23 4926 4804.5 2.47 4727.0 4.04 4679.8 5.00 4842.5 1.70
24 4413 4406.7 0.14 4468.7 -1.26 4329.9 1.88 4456.2 -0.98
The mean square error 1.86 1.42 2.95 4.96
The average ermr 1.48 3.05 2.46 4.09

better than that of the 2"dway. It shows the optimization

of initial weight values has an important impact on the
convergence of the BP-network. The accuracy of the 4"
way is the least. Its results have great randomness seeing
to Fig.3. Its matching ability is far lower than the three
former based on the certain iterate times. It can he seen
from Fig.4 that the variation of the percentage errors of
the 1" way is relative even. Except those of two points,
the other's variations are among *3%.
VI. CONCLUSIONS
In this paper, an adaptive BP-network approach is
developed to forecast short term load by use of GA. This
approach solves the blindness in the confirmation of the
structure of BP-network.
The forecasting results indicate that this approach can
meet the need of improving forecast accuracy and
enhancing the performance of the network. It proves the
effectiveness of the approach.
By the way, this approach aims at the BP-network, not
just the question of STLF, so to other fields of power
system using BP-network it can still be used.
VII. REFERENCES
[I] Wang Pingymg. Hu Z h a o p n g , Application o/ Fuzzy
hfathemotics on Elecwic Power Sysrem. Beijing: China Electric
Power Publishing Company, 1999.
[2] Wang Yaonan, lnre/ligenl Control System. Changsha: Hunan
University Publishing House, 1996.
[ I ] Jin Xianji, The Handouts o/Arfificid Neural Nerwork. Wuhan:
The Publishing House of Huazhong University of Science and
Technology, 1996.
[4] Liang Haifeng, Tu Guangyu, Tang Hongwei, "Application of
genetic algorithm neural network for short term load forecasting a f
power system,'*Power System 7eechnologv,~01.25,no. I , pp.49-53,
Jan.2001
[SI He Shudong, Qu Tan, Huang Xinghan, "An improved nmm1
network method for short term load forecasting," Automarion of
€lecrricPowerSyslem, vo1.21,no.I I,pp.13-15,Nov.l997.
[6] Zhou Dianmin, Guan Xiaahong, Sun lie, Huang Yong, "A short
short-term load forecasting system based on BP artificial neural
network," Power System Technolag,, ~01.26, no.2, pp.lO-l3.
Feb.2002.
[7] Ma Wenxiao, Bai Xiaomin, Mu Lianshun, "Short term load
forecasting using artificial neuron network and fuzzy inference,"
Power Svstem Technolog?, Va1.27, No.5, May.2001.
[XI Dipti Snnivasan, C.S.Chang, A.C.Liew, "Demand forecasting
using Fuzzy neural computation, with special emphasis on
weekend and public holiday forecasting. " I€€€Trans. Power
Sysems, vol.lO, pp. 1897-1903. Nov. 1995.

508
2004 EEE International Conference on Electric Utility Deregulation, Resmcturing and Power Technologies (DRPT2004) April 2004 Hong Kong

w-

5500 -

5wo -

45w -

m-

3500 ,t/h

3 t
I .)ri
I -

-3 -
-5 -
7 -
-9 - ~ second w v

Fig. 4. The percentage errors of the 24h predicted values of electricity load

[9] T.M.Peng, N.F.Huber, G.G.Karady, "An adaptive network Now, he is a professor and deputy head of the Depanment. His research
approach to one-week ahead load forecasting," JEEE Trans. areas of interest include electricity market, power quality, analysis and
Powerswrems, ~01.8,pp. 1195-1202, Aug. 1993. control of power systems, and new transmission and distribution
[ 101 Alireza Khotanzad, Enwang Zhou, Hassan Elmgal, "A neum-fizzy technologies.
..
aoomach to shan-term load forecastine in a orice-sensitive
I

environment," ' I E E E Trans Power Svslem, ~01.17,pp. 1273.1282,
Nov. 2002.
VIII. BIOGRAPHIES
Linng Haifeng was bom in Hebei Province, China,
on May 20, 1976. He received the B.S. degree in
power system and its automation f" North China
Elechic Power University (NCEPU) in 1998 and
received the M.S. degree in power system and its
automation from Huazhang University of Science
&Technologyin2001.
Since 2001, MI. Liang has been with the
Depanment of Elecmcal Engineering at NCEPU.
Zhou Ming was bom in Hubei Province, China, on
Nov. 24, 1967. She received the B.S. and M.S.
degrees in power system and its automation from
Nonh China Electric Power University (NCEPU) in
1989 and 1992 respectively.
Since 1992, MS. Zhou has been with the
Depanment of Electrical Engineering at NCEPU.
Now, she is an associate professor. Her areas of
interest include A I application to power system, electricity market, and
power system operation and management.

-
Now. he IS a lecturer His areas of interest include A I application to
power system. new transmission and dtsmbutm teehnologm, and
STLF

-.
Li Genevin fM'2003)
, was bom in Hebei Province
China, on May 18, 1964. He received the B.S., M.S.
and Ph.D. degrees in power system and i t s
automation from North China Electric Power
University (NCEPU) in 1984, 1987 and 1996
respectively.
Since 1987. Dr. Li h a s been with the
Depanment of Elechical Engineering at NCEPU.

509