Multi-Timescale Load Forecast of Large Power Customers Based on Online Data Recovery and Time Series Neural Networks

Abstract

This paper presents a multi-timescale receding horizon framework for the load forecast of large power customers. The future load pattern of individual users could be very difficult to predict because of its chronological and high volatile properties. Also, the sampling of nonaggregated load data may suffer from severe information missing issues. To address these challenges, we first develop an online singular value thresholding (SVT) algorithm, which utilizes the approximate low-rank property of load data matrices to efficiently recover the missing information. Then, a combinatorial deep learning method is developed, which applies the multi-layer perception (MLP) neural network and the long short-term memory (LSTM) neural network with gated recurrent unit (GRU) to deal with the short-term and ultra-short-term load forecast, respectively. Specifically, an early stopping strategy is designed and implemented to avoid the over-fitting of model training. Moreover, the receding time window is imposed to dynamically update the data recovery and load forecast outcomes, which supports the online computing on a Spark platform. Numerical experiments on real-world load data from North China confirms the effectiveness of the proposed methodology, which can support more complex applications in embedded systems and cyber physical systems.