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360 Recent Advances in Electrical & Electronic Engineering, 2021, 14, 360-374

RESEARCH ARTICLE

Day-ahead Load Probabilistic Forecasting Based on Space-time Correction

Fei Jin1, Xiaoliang Liu1, Fangfang Xing1, Guoqiang Wen1, Shuangkun Wang2, Hui He2,* and Runhai Jiao2

1
Computer Application and Software, Shandong Electrical Power Company, Weifang Power Supply Company State
Grid, Weifang, China; 2School of Control and Computer Engineering, North China Electric Power University, Beijing,
China

Abstract: Background: The day-ahead load forecasting is an essential guideline for power generat-
ing, and it is of considerable significance in power dispatch.
Objective: Most of the existing load probability prediction methods use historical data to predict a single
area, and rarely use the correlation of load time and space to improve the accuracy of load prediction.

ARTICLE HISTORY Methods: This paper presents a method for day-ahead load probability prediction based on space-
time correction. Firstly, the kernel density estimation (KDE) is employed to model the prediction
Received: July 22, 2020 error of the long short-term memory (LSTM) model, and the residual distribution is obtained. The
Revised: October 12, 2020 correlation value is then used to modify the time and space dimensions of the test set's partial period
Accepted: October 15, 2020
prediction values.
DOI:
10.2174/2352096513666201208103431 Results: The experiment selected three years of load data in 10 areas of a city in northern China.
The MAPE of the two modified models on their respective test sets can be reduced by an average of
10.2% and 6.1% compared to previous results. The interval coverage of the probability prediction
can be increased by an average of 4.2% and 1.8% than before.
Conclusion: The test results show that the proposed correction schemes are feasible.
Keywords: Day-ahead load probabilistic forecasting, long short-term memory, space-time correction, kernel density estima-
tion, short-term load forecast, residual modeling.

1. INTRODUCTION focused on deterministic load forecasting. Deterministic load

1.1. Background
Power load forecasting has become one of the hot re-
search topics in the power system. Constructing a high accu-
racy and high-reliability forecasting model is crucial to the
grid dispatching of power companies and the stable opera-
tion of the power system [1]. According to different purpos-
es, load forecasting can be divided into three categories, in-
cluding short-term, medium-term, and long-term [2]. The
short-term power load forecasting, especially the day-ahead
load forecasting, is an essential part of grid economic dis-
patch, and it is the basis for the power system to formulate
the generation plan of the unit, so it has higher requirements
for the accuracy of prediction.
1.2. Literature Review
In previous studies, relevant researchers have done a lot
of work on short-term power load forecasting, most of them
*Address correspondence to this author at the School of Control and Com-
puter Engineering, North China Electric Power University, Beijing, China;
E-mail: huihe@ncepu.edu.cn
forecasting mainly consists of traditional statistical methods
and machine learning approaches. Statistical methods in-
clude differential autoregressive moving average models
(ARIMA), multiple regression models, the exponential
smoothing model, grey prediction models, and so on. Ma-
chine learning approaches include neural networks (NN),
support vector machines (SVM), random forests (RF), and so
forth. Nepal et al. [3] proposed a hybrid model composed of
clustering technology and ARIMA to predict the university
building electricity load. Traditional statistical models, such
as the ARIMA model, do not depend on explanatory varia-
bles. However, load forecasting is often affected by many
factors, including meteorological factors, calendar factors,
etc. Fan et al. [4] constructed a semiparametric additive
model, which took into account the calendar factors and
temperature in the input variables. The experiment's results
verified the effectiveness of the method. Therefore, on the
one hand, the statistical models can no longer meet people's
needs in terms of prediction accuracy. On the other hand, in
the increasingly complex power system, the prediction mod-
el should consider the multiple influencing factors of elec-
tricity load. Obviously, the traditional statistical model can-
not satisfy the current application scenario.

2352-0965/21 $65.00+.00 © 2021 Bentham Science Publishers

Day-ahead Load Probabilistic Forecasting Based on Space-time Correction
In recent years, with the continuous development of ma-
chine learning and deep learning technology, the application
of power load forecasting has also achieved satisfactory re-
sults. In the study [5], Xie et al. come up with a fuzzy neural
network short-term power load forecasting model based on
an improved decision tree. The simulation results show that
the proposed model can improve forecast accuracy and re-
duce relative errors. Ning et al. analyzed the correlation be-
tween power load and its influencing factors and then estab-
lished a short-term load forecasting model using the method
of BP neural network, [6]. The simulation experiments
proved the superiority of the proposed method. Liao et al.
utilized the Particle Swarm Optimization (PSO) algorithm to
optimize the parameters of the SVM model and then estab-
lished the optimal kernel parameter PSO-SVM load predic-
tion model according to the normalized root mean square
error [7]. Liu et al. proposed a short-term load forecasting
method based on gradient boosting decision tree combination
optimization. Compared with the results of the SVR model
and BP neural network, the proposed method achieved more
accurate forecast results. Jiang et al. employed the Long
Short-term Memory Network (LSTM) for load forecasting
[8, 9]. Compared with the SVR method, the LSTM network
can better extract load features and obtain better prediction
results. The LSTM network is a variant of the Recurrent
Neural Network (RNN). It solves the long-term dependence
problem and the gradient disappearance problem in the
RNN. It can better capture the nonlinear relationship existing
in the data and thereby improve the prediction accuracy,
therefore LSTM has been widely used in the field of predic-
tion problems.
However, the traditional deterministic forecasting meth-
ods are unable to describe the high degree of uncertainty in
power load. Therefore, probabilistic load forecasting has
attracted more and more attention, which can provide more
comprehensive information in the decision-making process
[10]. Research on load probability prediction includes esti-
mating prediction interval and probability density distribu-
tion. Creighton et al. estimate the boundary of the prediction
interval by constructing a neural network with two outputs
[11]. The loss function of the neural network is implemented
based on the evaluation index CWC that minimizes the prob-
ability prediction. The annealing simulation algorithm is
used to minimize the loss function. However, the method can
only obtain the interval estimation of the probability predic-
tion, cannot get the probability density distribution of the
load value. Also, it cannot provide more power load infor-
mation to the power system decision-makers. He et al. [12]
employed a kernel-based support vector quantile regression
method to achieve short-term load probability density predic-
tion. He et al. [13] proposed an approach based on quantile
regression and artificial neural network, which obtained the
predicted value under different points and then used the ker-
nel density estimation to get the predicted probability density
distribution. Although the above method can get interval
estimation and prediction probability density distribution,
both SVR and ANN method belongs to shallow learning, and
they are not generalized to deal with complex problems. Al-
so, sometimes they cannot achieve good prediction results.
This paper presents a method for predicting the short-
term load probability density based on space-time correction.
Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 361
Firstly, we build a cascaded LSTM model for deterministic
prediction, which can simulate the long-term and short-term
dependencies in the time series [14], and obtain more accu-
rate prediction results. Then, we use the kernel density esti-
mation (KDE) for residual modeling analysis. Finally, we
build a modified model of the time dimension and space di-
mension and further correct the predicted value. The KDE
model can effectively fit the actual distribution of the data,
and the modified model can further improve the accuracy of
the prediction results. We implement the experimental veri-
fication on the load data sets of 10 different regions in north-
ern China. The MAPE of the two modified models on their
respective test sets can be reduced by an average of 10.2%
and 6.1% compared to previous results. The interval cover-
age of the probability prediction can be increased by an av-
erage of 4.2% and 1.8% based on the correction before,
which shows that our modified methods are feasible.
1.3. Contributions
The main contributions are as follows:
(1) In this paper, a cascaded dual-input LSTM model is
proposed, and calendar factors and meteorological factors
are utilized in the process of feature construction.
(2) A correction model based on the time dimension is
constructed, which takes holidays and non-holidays into ac-
count.
(3) Space dimension-based correction model is intro-
duced by comprehensively considering the correlation be-
tween the load of 10 areas in a city.
1.4. Structure of the Paper
The paper consists of 6 parts besides Section 1 above.
Section 2 firstly introduces the process of data preprocessing,
and then gives the method of correlation analysis of load
data and the process of selecting influencing factors. Section
3 presents the evaluation metrics used in this paper. Section
4 introduces the various models and principles. Section 5 is
the experimental results and comparative analysis of the
methods. Section 6 is the conclusion and prospect of this
paper.
2. CORRELATION ANALYSIS
2.1. Data Preprocessing
The data set comprises daily load data and external factor
data of 10 county-level cities in a city in northern China from
November 24, 2016, to November 26, 2019. The time granu-
larity of the load data is 2 hours, and 12 points are sampled
throughout the day. The external factor data includes daily
temperature, wind speed, weather, other meteorological fac-
tors, and calendar factor data. The time granularity of the
external factor data is one day.
Due to abnormal data collection equipment and other rea-
sons, there are mainly two cases of anomalous data and miss-
ing data in the original data set. We found that the load data
intuitively shows a daily periodicity and a weekly periodici-
ty. Therefore, for the case of missing data, the method of
filling with the load value of the same time on the adjacent
362 Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 Jin et al.

Table 1. Correlation result.

Day-related Correlation Coefficient Week-related Correlation Coefficient

-
r p Accept r p Accept

Area1 0.79 0.002 !! 0.77 0.002 !!

Area2 0.78 0.002 !! 0.65 0.002 !!

Area3 0.91 0.002 !! 0.7 0.002 !!

Area4 0.89 0.002 !! 0.91 0.002 !!

Area5 0.93 0.002 !! 0.87 0.002 !!

Area6 0.93 0.002 !! 0.92 0.002 !!

Area7 0.88 0.002 !! 0.86 0.002 !!

Area8 0.94 0.002 !! 0.93 0.002 !!

Area9 0.73 0.002 !! 0.78 0.002 !!

Area10 0.76 0.002 !! 0.48 0.002 !!

day or adjacent week is adopted. Data anomaly mainly refers
to the situation where the load curve shows a large vertical
change. For such abnormal points, we use the normal load
data before and after the abnormal point for smooth pro-
cessing.
In order to accelerate the convergence of the prediction
model during training, the data needs to be normalized. The
formula for sample normalization is as follows in Eq. (1):
p ! p min
p'=
p max ! p min
Where p is the processed data, !!"# is the minimum data,
!!"# is the maximum data and ! ! is the normalized data.
The value of the normalized data is limited to [0, 1] for sub-
sequent prediction work.
To ensure the consistency of the model training results
and the prediction results, the load data of all regions adopt
the same normalization standard to ensure the authenticity
and accuracy of the test.
2.2. Time Series Correlation Analysis.
Since the load data is not normally distributed, we use the
Spearman correlation coefficient to measure the time-series
correlation in the load data [15].
Assume ! = (!! , !! , ⋯ , !! )! , ! = (!! , !! , ⋯ , !! )! , then
the Spearman correlation coefficient between X and Y is
defined as follows in Eq. (2) [16]:
n series data of 10 regions have relatively high Spearman cor-
6 ∑ d2
i =1 i
r = 1− 2 tion, and all passed the hypothesis. Fig. (1) shows the 2019
n(n − 1)
Where n is the number of samples, and !! is the differ-
ence in ranks between !! and !! . Rank refers to the position
of the current element in the entire sequence after being sort-
ed from small to large.
In parameter statistics, we can use the method of hypoth-
esis testing to verify the correlation of time series. Suppose
the questions to be tested are as follows:
!! : ! = 0, X is not related to Y.!! : ! ≠ 0, X is related to
Y, α = 0.05.
Where α is the significance level that we selected. Since
the number of inspection samples is greater than 30, a large
sample inspection method is required. In the case of large
samples, we can construct statistics to do hypothesis testing,
(1) which is built as follows in Eq. (3):
Z = r n −1
p = 2(1 − φ ( Z )) (3)
Where Z follows the normal distribution, !(Z) is the
cumulative distribution function of the standard normal dis-
tribution, and p is the test value. If the value of the p is great-
er than 0.05, the null hypothesis can be accepted, which
means that there is no significant difference, and X and Y are
not related. If the value of the p is less than 0.05, the null
hypothesis is rejected, which means that there is a significant
difference, and X and Y are correlated.
In this paper, we use the Spearman correlation coefficient
to measure the daily and weekly correlations of the load time
series. We randomly selected the load data of four consecu-
tive days and four consecutive weeks in 10 regions for the
correlation test. Table 1 shows the results.
We can see from the results in Table 1 that the load time
relation coefficients in daily correlation and weekly correla-
(2) load curves of ten areas.
2.3. Inter-regional Load Correlation Analysis
We can see from Fig. (1) that the electricity load curves
of the ten areas are relatively similar, and the load curve
Day-ahead Load Probabilistic Forecasting Based on Space-time Correction Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 363

Fig. (1). Load curve of the ten areas. (A higher resolution / colour version of this figure is available in the electronic copy of the article).

Fig. (2). Pearson correlation coefficient map among the ten areas. (A higher resolution / colour version of this figure is available in the elec-
tronic copy of the article).
364 Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3
Fig. (3). Influencing factors selection process. (A higher resolution / colour version of this figure is available in the electronic copy of the
article).
shows roughly the same trend. During the spring festival and
large-scale holidays, the electricity load showed a significant
drop. During the peak period of summer electricity consump-
tion, the electricity load shows a rising phenomenon. Also,
the electricity load between the ten areas seems to show a
linear correlation. In order to measure the degree of this line-
ar correlation, we use the Pearson correlation coefficient to
study [17].
Fig. (2) is the heat map of the Pearson correlation coeffi-
cient matrix between the ten areas. From the heat map, we
can see that the Pearson correlation coefficient between most
areas is relatively high, indicating that the load value be-
tween most regions at the same time with a linear correla-
tion.
2.4. Analysis and Selection of Influencing Factors
We divided the selection of influencing factors into two
groups: load characteristics and external factors. The load
characteristics include time-series characteristics and period-
ic characteristics. The attributes of external factors mainly
include meteorological factors (such as weather, tempera-
ture, and wind), and calendar factors (such as holidays).
In this paper, we divide the meteorological information
into 12 categories according to weather, temperature, and
wind force, and then compile it into a 4-dimensional binary
vector. Similarly, the calendar factors are classified and en-
coded into a 4-dimensional binary vector.
Considering the strong daily and weekly correlations of
load time series, the selection process of influencing factors
based on load values is shown in Fig. (3).
We divided the selection process of influencing factors
into the following three parts:
(1) The load value of the previous 8 points of the day be-
fore the current time point, which is defined as !! =
{!! !!! , !! !!! , !! !!! , ⋯ , !! !!! }, where ! ! refers to the same
moment in the previous day.
(2) The load value at the same time four days before the
current point, which is defined as
!! = {!!!! , !!!! , !!!! , !!!! }. The load value at the same
time four weeks before the current point, which is defined as
!! = {!!!! , !!!! , !!!! , !!!! }.
Jin et al.
(3) External factors, including weather information and
calendar information, which is defined as
!! = {!!! , !!! , !!! , !!! , !!! , !!! , !!! , !!! }, where !!! is the weath-
er factor and !!! is the calendar factor.
3. MATERIALS AND METHODS
3.1. The Framework
Fig. (4) shows the overall framework of this paper. We
divided the framework into three parts according to the data
set. The dataset is divided into three sections by year, includ-
ing D1, D2, and D3.
D1 is the training set, from which we can get the point
prediction model. D2 is the residual training set. We obtain
the residual error between the predicted load value and the
real load value from the point prediction model and then
perform kernel density estimation modeling analysis on the
residual error, and finally obtain the residual probability den-
sity distribution. The D3 data set is the test set; we establish
two correction models for the predicted value from the two
dimensions of time and space to further modify the predicted
value. Finally, we apply the corrected predicted value to the
residual probability density distribution to obtain the final
probability density prediction result.
3.2. Point Prediction Model
Fig. (5) shows the framework of the point prediction
model. Considering the different dimensions of constructing
the feature matrix, we employ a cascaded LSTM model,
which can enable the network to learn better the timing and
periodic characteristics of the load data, which can improve
the accuracy of the point prediction model. Let the two input
feature matrices of the model be E1 and E2, thenE1 =
!! , !! , !2 = [ !! , !! , !! ], which means that the two inputs
are a combination of sequential factors and external factors
and a combination of periodic factors and external factors.
3.3. Modified Model of the Time Dimension
Given the uncertainty and particularity of the electricity
load during the holiday period, which leads to the impact of
inaccurate model prediction, so we build a modified model
to capture a possible relationship between the real load value
Day-ahead Load Probabilistic Forecasting Based on Space-time Correction Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 365

Fig. (4). Overall framework of dataset.

Fig. (5). Point prediction model. (A higher resolution / colour version of this figure is available in the electronic copy of the article).

and the predicted value. In this paper, we use the time di- P3 as the features into the model. Finally, we can get the
mension correction model to make further corrections to the revised predicted value corresponding to the N3 dataset
prediction values of significant holidays. The modified mod- Fig. (6).
el selects the load data of the Spring Festival holiday, May
Day holiday, and a National holiday. 3.4. Modified Model of Space Dimension
We denote the holiday data in the three datasets as N1,
From the analysis in Section 2.3, we can conclude that
N2 and N3, and we denote the predicted values of the N2
there is a strong linear correlation between the ten areas.
and N3 as P2 and P3; also, we denote the revised predicted Therefore, we can improve the prediction accuracy by con-
value of the N3 as F1. Firstly, we use the predicted value P2
structing a correction model based on spatial dimensions so
corresponding to N1 dataset and N2 dataset as the features,
that the predicted values between regions can be mutually
and N2 dataset as the label. After training, we can get the
corrected. Fig. (7) shows the modified model based on spa-
time dimension correction model. Then we put the average
tial dimensions.
value of N1 dataset and N2 dataset, and the predicted value
366 Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 Jin et al.

Fig. (6). The modified model of the time dimension.

Fig. (7). The modified model of the space dimension.

Firstly, we obtain the Pearson correlation matrix between

the ten areas, thereby getting the degree of correlation be-
tween the areas. Secondly, on the D2 dataset, we select the
predicted value of the modified area and the predicted value
of the two areas with the highest correlation as the features
of the modified model, which are denoted as M0, M1 and
M2. Meanwhile, we select the real load value in the correct-
ed area as the label of the modified model, which is denoted
as M. Finally, on the test data D3, we use the same method to
select features; the selected features are denoted as !!! , !!!  and
!!! , then we can get the revised forecast value F2.
4.1. Evaluation Metrics for Deterministic Forecasting
The average absolute percentage error is one of the eval-
uation indicators of regression problems. It not only consid-
ers the error between the model prediction result and the real
value but also takes into account the ratio between the real
value and the error. It is the performance evaluation metrics
of the point prediction model used in this paper. It is defined
as in Eq. (4):
Pft − Prt
1 N

4. EVALUATION METRICS
MAPE =
N ∑ t =1 Prt
∗100%
(4)
This paper uses two indicators to evaluate the perfor-
mance of power load forecasting, including deterministic Where !!" is the predicted value at time t, !!" is the real
forecasting and probabilistic forecasting. value at time t, N represents the number of samples.
Day-ahead Load Probabilistic Forecasting Based on Space-time Correction
4.2. Evaluation Metrics for Probabilistic Forecasting
The probability prediction part of this paper uses three
common metrics to evaluate the model.
We used the prediction interval coverage probability
(PICP) to evaluate the accuracy of interval prediction. PICP
indicates whether the value of the prediction point is covered by
the prediction interval, which is defined as follows in Eq. (5):
1 N
PICP = ∑ δ
N t =1 t
Where N is the number of samples, !! indicates whether
the prediction interval covers the predicted value.  !! is de-
fined as in Eq. (6):
⎧1, y ∈ [ Lt ,U t ]
δ t = ⎨ t
⎩0, yt ∉ [ Lt ,U t ]
Where !!  and !! are the upper and lower bounds of the
confidence interval of the predicted value. PICP can intui-
tively reflect the confidence level of the prediction interval.
The larger the value, the higher the probability that the pre-
dicted value falls within the prediction interval, and the more
accurate the prediction result.
The normalized average width of the prediction interval
(PINAW) is defined as the normalized average width, which
is used to evaluate the quality of the prediction interval. A
higher interval coverage probability and a full normalized
average width of the prediction interval are the standards for
the high quality of the range. PINAW is defined as follows
in Eq. (7):
1 N
PINAW =
NR ∑ t =1
(U t − Lt )
Where R represents the maximum predicted value minus
the minimum predicted value in the prediction interval, !!
and !! represent the upper and lower confidence intervals of
the forecast, respectively. PINAW describes the target pre-
diction range as a percentage.
To comprehensively measure the quality of the interval,
the combined coverage width (CWC) benchmark combines
the previous two criteria, and comprehensively considers the
interval coverage probability and the average width of the
interval. The definition of CWC is as follows in Eq. (8):
CWC = PINAW (1 + γ ( PICP)e −η ( PICP − µ ) )
⎧0, PICP ≥ µ
γ ( PICP) = ⎨
⎩1, PICP ≤ µ
Where µ and η are the controlling parameters, and µ
means the prediction interval coverage probability is to be
achieved, we set it to the confidence level (1- α ), η is a
penalty term that will lead to CWC exponential growth when
interval coverage is less than the confidence level.
5. EXPERIMENT AND ANALYSIS
In the following experiment, our computing environment
is Intel Core i5, 4210U.
Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 367
5.1. Comparison of Point Prediction Results
In order to verify the effectiveness of our cascaded
LSTM model, on the training set D1 and test set D3, we have
selected linear models, random forest models, and support
vector machine models to compare the prediction results.
The test results on the test set are shown in Fig. (8), where
the orange histogram represents the prediction accuracy of
our model.
As can be seen from Fig. (8), among the ten regions, ex-
(5) cept for area 9, compared with the prediction results of other
models, the prediction accuracy of the point prediction mod-
el used in this paper is the highest. In region 9, the prediction
accuracy of the random forest model, linear model and the
model in this article is basically the same. The results of the
comparative test show that the prediction method proposed
in this paper is effective.
(6)
5.2. Residual Analysis
We can get the predicted value on D2 from the point pre-
diction model, and the residual on D2 dataset. Taking the
data set of area 8 as an example, Fig. (9) shows the distribu-
tion of predicted load values and real load values on the D2
data set at 6 o'clock and 12 o'clock.
We can see from the figure that the predicted value and
the real value are roughly uniformly distributed on both sides
of the straight line x = y, the scatterplot is a fusiform distri-
bution, and most of it is gathered in the middle of the fusi-
form. The upper and lower tails show a similar sparse distri-
bution. Therefore, the error between the predicted real value
and the predicted value at each moment should obey a par-
ticular distribution.
(7)
The density estimation method is used to solve the prob-
lem of the density distribution of known samples in proba-
bility theory, and the most widely used method is the kernel
density estimation method. KDE is a non-parametric test
method [18], which does not use prior knowledge of sam-
ple distribution and does not make any assumptions, to
study the distribution characteristics of samples from the
data itself.
Similarly, taking the data set of area 8 as an example, the
residuals obtained from the D2 data set are divided into 12
categories according to the different time points. Then we
use kernel density estimation to get the residual probability
density curves of 12-time points, respectively. Table 2 shows
the best parameters of kernel density estimation at various
time points.
We can see from Table 2 that the best fitting kernel func-
(8) tion at each time point is a Gaussian kernel function, indicat-
ing that the residual error at each time point is subject to
Gaussian distribution.
5.3. Results of the Modified Model in the Time Dimen-
sion
The data set for the modified model of the time dimen-
sion is part of the test set. Table 3 shows the comparison of
the load point prediction results after the modified model of
10 areas on the selected test set.
368 Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 Jin et al.

Fig. (8). Comparison of point prediction results. (A higher resolution / colour version of this figure is available in the electronic copy of the
article).

Fig. (9). The scattered distribution of predicted value and real value at different time points. (A higher resolution / colour version of this fig-
ure is available in the electronic copy of the article).

Table 2. The best parameters for kernel density estimation.

Time Best Bandwidth Best Kernel Function Time Best Bandwidth Best Kernel Function

0:00 40 gaussian 12:00 40 gaussian

2:00 36 gaussian 14:00 48 gaussian

4:00 31 gaussian 16:00 43 gaussian

6:00 27 gaussian 18:00 31 gaussian

8:00 33 gaussian 20:00 30 gaussian

10:00 40 gaussian 22:00 29 gaussian

Day-ahead Load Probabilistic Forecasting Based on Space-time Correction Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 369

Table 3. Comparison of point prediction results of the modified model in the time dimension (MAPE).

- Area1 Area2 Area3 Area4 Area5 Area6 Area7 Area8 Area9 Area10

Modified result 9.80% 7.45% 6.79% 5.24% 6.50% 8.75% 3.61% 8.63% 11.80% 7.24%

Results before correction 10.10% 8.08% 7.42% 7.5% 6.60% 9.35% 3.84% 10.65% 4.97% 8.00%

Reduce 2.97% 7.80% 8.49% 30.1% 1.52% 6.42% 5.99% 18.97% ╳ 9.50%

Table 4. Comparison of probabilistic prediction results of the modified model in the time dimension.

- Area1 Area3 Area4 Area6 Area7 Area8 Area10

PICP 0.9086 0.859 0.8878 0.8511 0.953 0.8721 0.9138

Results before
PINAW 0.4 0.2 0.23 0.28 0.29 0.28 0.35
correction
CWC 3.56 19.1 5.45 39.88 0.29 14.27 2.47

PICP 0.9243 0.9034 0.9973 0.8956 0.9582 0.9138 0.9478

Modified
PINAW 0.4 0.2 0.23 0.28 0.29 0.28 0.35
result
CWC 1.84 2.26 0.23 4.59 0.29 2.02 0.74

Fig. (10). Comparison of the modified model results in the time dimension. (A higher resolution / colour version of this figure is available in
the electronic copy of the article).

We can see that the revised model has further revised 9
of the ten regions, and the prediction accuracy has been im-
proved. The revised MAPE has reduced by an average of
about 10.2% compared to before the revision. The results in
Table 4 are at 95% confidence, the probability prediction
results of 7 areas with improved area coverage for probabil-
ity prediction, area coverage can be increased by an average
of 4.2% on the original basis. Although the revised model's
prediction interval coverage on this part of the selected test
set does not exceed the confidence level, it can be seen from
the results in Table 4 that the interval coverage rate has been
greatly improved compared to before the correction. If we
judge from the test results of the entire test set, the interval
coverage is beyond the confidence.
Taking the area 8 data set as an example, Fig. (10) shows
the relationship between the real load value, the predicted
load value, and the revised predicted value for area 8 from
the first day of the Chinese New Year to the Lantern Festi-
val. The grey line represents the revised predicted value, and
the blue line of the load point prediction results revised by
the modified model of 10 areas on the selected part of the
test set.
In the modified model of the time dimension, based on
the correlation between 3 datasets, we used load values un-
der N1, N2 and N3 in the same period to correct the predict-
ed value of N3. In Fig. (11), we showed the load values in
N1, N2 and N3 of area 1 and area 9, respectively. It can be
370 Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3
Fig. (11). Comparison of load correlation between area (a) Area 1 and (b) Area 9. (A higher resolution / colour version of this figure is avail-
able in the electronic copy of the article).
concluded that the correlation between N3 data and N1 and
N2 data in area 9 is not high compared with that in area 1.
Therefore, our modified model is not applicable to area 9
data.
5.4. Results of the Modified Model in the Space Dimen-
sion
The data set used in the spatial dimension correction
model also selects a part of the test set, including summer
load data from July 16 to August 31. Table 5 shows the com-
parison of the load point prediction results revised by the mod-
ified model of 10 areas on the selected part of the test set.
The results show that the modified model has further re-
vised 6 of the ten areas, and the prediction accuracy has been
improved. The corrected MAPE has decreased by an average
of 6.1% compared with before the revision. The results in
Table 6 are at 95% confidence, the probability prediction
results of 7 areas with improved area coverage for probabil-
ity prediction, area coverage can be increased by an average
of 1.8% on the original basis. Although the revised model's
prediction interval coverage on this part of the selected test
set does not exceed the confidence level, we can see from the
results in Table 6 that the interval coverage rate has been
greatly improved compared to before the correction. If we
Jin et al.
judge from the test results of the entire test set, the interval
coverage is beyond the confidence.
Taking the data set of area1 as an example, Fig. (12)
shows the load value of area 1 from July 16, 2019, to July
23, 2019. The dotted line in the figure represents the cor-
rected predicted value, and the blue figure represents the
predicted value. We can see from the picture that the ad-
justed predicted value is significantly closer to the real load
value.
In the modified model of spatial dimensions, based on
the correlation between different areas, we used the load
values between areas to modify the predicted value of are-
as. In Tables 7 and 8, we showed the correlation coefficient
between area data. Among them, Feature 1 is the correla-
tion coefficient between the predicted value and the true
value of a certain area to be revised. Feature 2 and Feature
3 are the 2 highest correlation coefficients between the pre-
dicted value of the certain area to be corrected and the pre-
dicted value of other areas. Taking area 1 as an example,
for which the modified model is suitable, we can conclude
that Feature 2 and Feature 3 of Area 1 is significantly high-
er than that of the other four areas. Therefore, comparative-
ly speaking, the proposed model is not suitable for the other
four areas data.
Day-ahead Load Probabilistic Forecasting Based on Space-time Correction Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 371

Table 5. Comparison of point prediction results of the modified model in space dimension (MAPE).

− Area1 Area2 Area3 Area4 Area5 Area6 Area7 Area8 Area9 Area10

Modified result 7.39% 5.67% 4.22% 6.25% 5.89% 4.64% 3.93% 5.28% 4.91% 5.41%

Results before correction 8.10% 6.20% 4.30% 4.17% 5.78% 4.76% 4.00% 5.15% 4.80% 6.23%

Reduce 8.77% 8.55% 1.86% ╳ ╳ 2.52% 1.75% ╳ ╳ 13.16%

Table 6. Comparison of probabilistic prediction results of the modified model in the space dimension.

- Area1 Area2 Area4 Area5 Area7 Area8

PICP 0.873 0.92 0.9289 0.9147 0.8845 0.9183

Results before correction PINAW 0.33 0.4 0.33 0.27 0.22 0.29

CWC 16.1 2.2 1.31 1.84 5.93 1.68

PICP 0.9026 0.94 0.9645 0.9342 0.8881 0.9218

Modified result PINAW 0.33 0.4 0.33 0.26 0.22 0.29

CWC 3.92 1.09 0.33 0.84 5 1.45

Fig. (12). Comparison of the modified model results in the space dimension. (A higher resolution / colour version of this figure is available in
the electronic copy of the article).
5.5. The Probability Prediction Results
After obtaining the residuals of the point prediction mod-
el on the D2 data set, we use kernel density estimation to
model and analyze the residuals at each time point to obtain
the residual probability density curve at each time point. We
add the point prediction result of the test set to the residual
probability density curve to get the probability prediction
result of the test set.
Taking the dataset of area 5 as an example, Fig. (13)
shows the load probability prediction results of area 5 from
March 1, 2019, to March 7, 2019, with 95% confidence,
where the yellow and grey dotted segments respectively rep-
resent the upper and lower limits of the confidence interval.
We can see that at 95% confidence, the real value falls with-
in the confidence interval, and the predicted value and the
real value have a higher degree of fit.
Fig. (14) is the probability density distribution of the pre-
dicted value at the partial time of March 1 in the data set of
region 5, where the blue dotted line is the upper and lower
limits of the confidence interval under the 95% confidence
level. The yellow dotted line represents the actual load value
at the current time point. We can see from Fig. (13) that the
probability density curve is relatively smooth and has a
372 Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 Jin et al.

Fig. (13). The forecast results of Area 5 in a particular week. (A higher resolution / colour version of this figure is available in the electronic
copy of the article).

Fig. (14). Probability density distribution of predicted load value at different time points.

Table 7. Comparison of probability prediction results.

- Area1 Area2 Area3 Area4 Area5 Area6 Area7 Area8 Area9 Area10

MAPE of the test set 7.3% 5.3% 3.8% 3.9% 4.3% 4.4% 2.9% 5.0% 4.5% 5.3%
PICP 0.943 0.957 0.962 0.955 0.96 0.96 0.953 0.955 0.958 0.967
Results before correction PINAW 0.26 0.23 0.18 0.17 0.22 0.18 0.19 0.2 0.21 0.26
CWC 0.63 0.23 0.18 0.17 0.22 0.18 0.19 0.2 0.21 0.26
PICP 0.96 0.959 0.966 0.97 0.963 0.963 0.954 0.96 0.953 0.971
Modified result PINAW 0.26 0.23 0.18 0.17 0.22 0.18 0.19 0.2 0.21 0.26
CWC 0.26 0.23 0.18 0.17 0.22 0.18 0.19 0.2 0.21 0.26
Day-ahead Load Probabilistic Forecasting Based on Space-time Correction
Table.8. The correlation values of different areas.
- Feature1
Area1 0.86
Area4 0.82
Area5 0.89
Area8 0.80
Area9 0.87
gaussian distribution. The real value falls entirely within the
95% confidence interval. The real value and the predicted
value are close. Since the predicted value probability density
curve is composed of the predicted value and the residual
probability, the density curves are added together, so the
median and predicted values coincide.
We replaced the prediction results of the two parts of the
test set after the time-dimension correction model and the
space-dimension correction model into the overall test set
prediction results. We obtained the probabilistic prediction
results after the modified model compared with the uncor-
rected results, as shown in Table 7.
CONCLUSION AND OUTLOOK
This paper proposes a modified model based on the time
and space dimensions to modify the prediction results of the
cascade LSTM model, and uses kernel density estimation
to model and analyze the prediction residuals. By combin-
ing the point prediction results with the residual probabil-
ity, the density distribution is connected to get the final
load probability density distribution. We conducted a com-
parison test of two modified models on selected test sets in
10 areas of a city in northern China. The test results show
that the MAPE of the two modified models on their respec-
tive test sets can be reduced by an average of 10.2% and
6.1% compared to before modification. The probability
coverage of the interval can be increased by an average of
4.2% and 1.8% based on before modification, indicating
that our amendment is valid. However, the correction
method we propose in this article is only effective for those
data sets with high correlation. The test results prove that
our revised model can improve both the prediction accura-
cy and the interval coverage of the probability prediction.
Therefore, the results of this paper are of considerable sig-
nificance to the operation planning and scheduling of the
power grid.
Although the revised model in this paper has the effect of
improving the accuracy of the prediction results to a certain
extent, from the perspective of the probability prediction
interval coverage of some test sets selected by the revised
model, the revised results are not in place. In the next step,
we will further improve the modified model to achieve a
better correction effect.
CONSENT FOR PUBLICATION
Not applicable.
Recent Advances in Electrical & Electronic Engineering, 2021, Vol. 14, No. 3 373
Feature2 Feature3
0.82 0.68
0.57 0.56
0.50 0.63
0.59 0.60
0.26 0.36
AVAILABILITY OF DATA AND MATERIALS
The data set used in this article cannot be made public
due to its confidentiality.
FUNDING
The authors would like to thank the Project Supported by
the Fundamental Research Funds for the Central Universities
Grant no. (2020MS012) and State Grid Shandong Electric
Power Company Project (52060418006B).
CONFLICT OF INTEREST
The authors declared that they have no conflicts of inte-
rest in this work.
ACKNOWLEDGEMENTS
Declared none.
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