Using the ensemble Kalman filter for electricity load forecasting and analysis
| Autor: | Hisashi Takeda, Seisho Sato, Yoshiyasu Tamura |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Flexibility (engineering)
Engineering business.industry 020209 energy Mechanical Engineering Load forecasting 02 engineering and technology Building and Construction Pollution Industrial and Manufacturing Engineering Statistics::Computation Nonlinear system General Energy Lasso (statistics) Linear regression 0202 electrical engineering electronic engineering information engineering Econometrics Ensemble Kalman filter Electricity Electrical and Electronic Engineering business Algorithm Physics::Atmospheric and Oceanic Physics Civil and Structural Engineering Shrinkage |
| Zdroj: | Energy. 104:184-198 |
| ISSN: | 0360-5442 |
| DOI: | 10.1016/j.energy.2016.03.070 |
| Popis: | This paper proposes a novel framework for modeling electricity loads; it can be used for both forecasting and analysis. The framework combines the EnKF (ensemble Kalman filter) technique with shrinkage/multiple regression methods. First, SSMs (state-space models) are used to model the load structure, and then the EnKF is used for the estimation. Next, shrinkage/multiple linear regression methods are used to further enhance accuracy. The EnKF allows for the modeling of nonlinear systems in the SSMs, and this gives it great flexibility and detailed analytical information, such as the temperature response rate. We show that the forecasting accuracy of the proposed models is significantly better than that of the current state-of-the-art models, and this method also provides detailed analytical information. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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