The stability of the power system and efficient allocation of resources depend on precise predictions of short-term electrical load. Traditional forecasting methods often struggle with the inherent complexities of load data, such as multi-frequency patterns and non-stationarity. This study presents a novel ensemble approach that integrates the strengths of three advanced techniques: complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), temporal convolutional networks (TCNs), and long short-term memory networks with automatic hyperparameter tuning (AutoLSTM). CEEMDAN decomposes the load data into various frequency components, enabling the model to capture both short-term and long-term patterns. TCNs extract temporal characteristics from the decomposed components, while AutoLSTM identifies long-term dependencies within the data. To further enhance the performance of the ensemble model, Cross-Stitch networks are employed to facilitate information exchange between the individual models. The empirical findings demonstrate the robust performance of the ensemble model, with a training MAE of 0.0148, RMSE of 0.02529, and R2 of 0.9945, alongside a test MAE of 0.01491, RMSE of 0.02570, and R2 of 0.9943. Due to the stochastic nature of deep learning models, which can lead to variability in predictions, we further perform the Diebold-Mariano (DM) test to rigorously verify the consistency and statistical significance of our results. The DM test results confirm the superiority of the Cross-Stitch model over individual TCN and LSTM models, highlighting statistically significant improvements in forecast accuracy with p values of 0.007, which is less than the commonly accepted threshold of 0.05.
扫码关注我们
求助内容:
应助结果提醒方式:
