• Title/Summary/Keyword: TBATS

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Evaluation of weather information for electricity demand forecasting (전력수요예측을 위한 기상정보 활용성평가)

  • Shin, YiRe;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1601-1607
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    • 2016
  • Recently, weather information has been increasingly used in various area. This study presents the necessity of hourly weather information for electricity demand forecasting through correlation analysis and multivariate regression model. Hourly weather data were collected by Meteorological Administration. Using electricity demand data, we considered TBATS exponential smoothing model with a sliding window method in order to forecast electricity demand. In this paper, we have shown that the incorporation of weather infromation into electrocity demand models can significantly enhance a forecasting capability.

A study on electricity demand forecasting based on time series clustering in smart grid (스마트 그리드에서의 시계열 군집분석을 통한 전력수요 예측 연구)

  • Sohn, Hueng-Goo;Jung, Sang-Wook;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.193-203
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    • 2016
  • This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).

Electricity forecasting model using specific time zone (특정 시간대 전력수요예측 시계열모형)

  • Shin, YiRe;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.275-284
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    • 2016
  • Accurate electricity demand forecasts is essential in reducing energy spend and preventing imbalance of the power supply. In forcasting electricity demand, we considered double seasonal Holt-Winters model and TBATS model with sliding window. We selected a specific time zone as the reference line of daily electric demand because it is least likely to be influenced by external factors. The forecasting performance have been evaluated in terms of RMSE and MAPE criteria. We used the observations ranging January 4, 2009 to December 31 for testing data. For validation data, the records has been used between January 1, 2012 and December 29, 2012.

Time series clustering for AMI data in household smart grid (스마트그리드 환경하의 가정용 AMI 자료를 위한 시계열 군집분석 연구)

  • Lee, Jin-Young;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.791-804
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    • 2020
  • Residential electricity consumption can be predicted more accurately by utilizing the realtime household electricity consumption reference that can be collected by the AMI as the ICT developed under the smart grid circumstance. This paper studied the model that predicts residential power load using the ARIMA, TBATS, NNAR model based on the data of hour unit amount of household electricity consumption, and unlike forecasting the consumption of the whole households at once, it computed the anticipated amount of the electricity consumption by aggregating the predictive value of each established model of cluster that was collected by the households which show the similiar load profile. Especially, as the typical time series data, the electricity consumption data chose the clustering analysis method that is appropriate to the time series data. Therefore, Dynamic Time Warping and Periodogram based method is used in this paper. By the result, forecasting the residential elecrtricity consumption by clustering the similiar household showed better performance than forecasting at once and in summertime, NNAR model performed best, and in wintertime, it was TBATS model. Lastly, clustering method showed most improvements in forecasting capability when the DTW method that was manifested the difference between the patterns of each cluster was used.

Forecasting with a combined model of ETS and ARIMA

  • Jiu Oh;Byeongchan Seong
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.143-154
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    • 2024
  • This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

Forecasting daily peak load by time series model with temperature and special days effect (기온과 특수일 효과를 고려하여 시계열 모형을 활용한 일별 최대 전력 수요 예측 연구)

  • Lee, Jin Young;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.161-171
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    • 2019
  • Varied methods have been researched continuously because the past as the daily maximum electricity demand expectation has been a crucial task in the nation's electrical supply and demand. Forecasting the daily peak electricity demand accurately can prepare the daily operating program about the generating unit, and contribute the reduction of the consumption of the unnecessary energy source through efficient operating facilities. This method also has the advantage that can prepare anticipatively in the reserve margin reduced problem due to the power consumption superabundant by heating and air conditioning that can estimate the daily peak load. This paper researched a model that can forecast the next day's daily peak load when considering the influence of temperature and weekday, weekend, and holidays in the Seasonal ARIMA, TBATS, Seasonal Reg-ARIMA, and NNETAR model. The results of the forecasting performance test on the model of this paper for a Seasonal Reg-ARIMA model and NNETAR model that can consider the day of the week, and temperature showed better forecasting performance than a model that cannot consider these factors. The forecasting performance of the NNETAR model that utilized the artificial neural network was most outstanding.

Effect of Stem Bark Extract from Cudrania tricuspidata on the Concentrations of Lipid and Lipid Peroxidation in Rats Fed a Cholesterol Diet. (꾸지뽕나무 수피 추출물의 콜레스테롤 급여 흰쥐의 지질 농도 및 과산화지질 농도에 미치는 영향)

  • 차재영;김대진;조영수
    • Journal of Life Science
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    • v.11 no.4
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    • pp.328-334
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    • 2001
  • Male Sprageu-Dawely rats fed a cholesterol diet (Control group) or cholesterol diet supplemented with the water-soluble extract of stem bark from Cudrania tricuspidata(CTSB group) at the level of 0.5% for 2 weeks. Concentration of triglyceride in serum of CTSB group was significantly lower than that of control group. However, the other lipids concentrations of liver and serum, body weight gain, and food intake did not show significant difference between CTSB group and control group. Antioxidative activities of water-soluble extract from stem bark of Cudrania tricuspidata on the lipid peroxidation in rat were also studied in vivo by measuring the formation of thiobarbituric acid reactive substance(TBARS). Concentration of TBATS in the liver homogenates of CTSB group was significantly higher than that in control group. Nonheme iron concentration was significantly increased in the liver of CTSB group compared to control group. suggested that enhanced nonheme irom was associated with enhanced peroxidation of liver in CTSB group. These results suggested that water soluble extract from stem bark of Cudrania tricuspidata exert the hypotriglycerolemic effect and might amplify the lipid peroxidation of tissues in cholesterol fed rats.

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Improving SARIMA model for reliable meteorological drought forecasting

  • Jehanzaib, Muhammad;Shah, Sabab Ali;Son, Ho Jun;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.141-141
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    • 2022
  • Drought is a global phenomenon that affects almost all landscapes and causes major damages. Due to non-linear nature of contributing factors, drought occurrence and its severity is characterized as stochastic in nature. Early warning of impending drought can aid in the development of drought mitigation strategies and measures. Thus, drought forecasting is crucial in the planning and management of water resource systems. The primary objective of this study is to make improvement is existing drought forecasting techniques. Therefore, we proposed an improved version of Seasonal Autoregressive Integrated Moving Average (SARIMA) model (MD-SARIMA) for reliable drought forecasting with three years lead time. In this study, we selected four watersheds of Han River basin in South Korea to validate the performance of MD-SARIMA model. The meteorological data from 8 rain gauge stations were collected for the period 1973-2016 and converted into watershed scale using Thiessen's polygon method. The Standardized Precipitation Index (SPI) was employed to represent the meteorological drought at seasonal (3-month) time scale. The performance of MD-SARIMA model was compared with existing models such as Seasonal Naive Bayes (SNB) model, Exponential Smoothing (ES) model, Trigonometric seasonality, Box-Cox transformation, ARMA errors, Trend and Seasonal components (TBATS) model, and SARIMA model. The results showed that all the models were able to forecast drought, but the performance of MD-SARIMA was robust then other statistical models with Wilmott Index (WI) = 0.86, Mean Absolute Error (MAE) = 0.66, and Root mean square error (RMSE) = 0.80 for 36 months lead time forecast. The outcomes of this study indicated that the MD-SARIMA model can be utilized for drought forecasting.

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