Peak load forecasting plays an important role in electric utilities. However, the daily peak load forecasting problem, especially for holidays, is fuzzy and highly nonlinear. In order to address the nonlinearity and fuzziness of the holiday load behaviors, a grammatical evolution-based fuzzy regression approach is proposed in this paper. The proposed hybrid approach is based on the theorem that fuzzy polynomial regression can model all fuzzy functions. It employs the rules of the grammatical evolution to generate fuzzy nonlinear structures in polynomial form. Then, a two-stage fuzzy regression approach is used to determine the coefficients and calculate the fitness of the fuzzy functions. An artificial bee colony algorithm is used as the evolution system to update the elements of the grammatical evolution system. The process is repeated until a fuzzy model that best fits the load data is found. After that, the developed fuzzy nonlinear model is applied to forecast holiday peak load. Considering that different holidays possess different load patterns, a separate forecaster model is built for each holiday. Test results on real load data show that an averaged absolute percent error less than 2% can be achieved, which significantly outperforms existing methods involved in the comparison.
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