Applied Energy 232 (2018) 229–244

Contents lists available at ScienceDirect

Applied Energy
journal homepage: www.elsevier.com/locate/apenergy

A data-driven strategy for short-term electric load forecasting using dynamic T

mode decomposition model
Neethu Mohan , K.P. Soman, S. Sachin Kumar
⁎

Center for Computational Engineering & Networking (CEN), Amrita School of Engineering, Coimbatore, Amrita Vishwa Vidyapeetham, India

HIGHLIGHTS

• AThenovel data-driven strategy for STLF is proposed using DMD algorithm.

• The time-evolving dynamic characteristics of load data are discovered efficiently.
• The model is adaptive to multiple seasonal and cyclic patterns in load data.
• The model is independent of rigorous training phases and optimal parameter selection.
• efficiency and generality are evaluated using various energy market data.

ARTICLE INFO ABSTRACT

Keywords: The electric load forecasting is extremely important for energy demand management, stability and security of
Short-term electric load forecasting power systems. A sufficiently accurate, robust and fast short-term load forecasting (STLF) model is necessary for
Time-series analysis the day-to-day reliable operation of the grid. The characteristics of load series such as non-stationarity, non-
Dynamic mode decomposition linearity, and multiple-seasonality make such prediction a troublesome task. This difficulty is conventionally
Prediction
tackled with model-driven methodologies that demand domain-specific knowledge. However, the ideal choice is
Smart grid
a data-driven methodology that extracts relevant and meaningful information from available data even when the
physical model of the system is unknown. The present work is focused on developing a data-driven strategy for
short-term load forecasting (STLF) that employs dynamic mode decomposition (DMD). The dynamic mode de-
composition is a matrix decomposition methodology that captures the spatio-temporal dynamics of the under-
lying system. The proposed data-driven model efficiently identifies the characteristics of load data that are
affected by multiple exogenous factors including time, day, weather, seasons, social activities, and economic
aspects. The effectiveness of the proposed DMD based strategy is confirmed by conducting experiments on
energy market data from different smart grid regions. The performance advantage is verified using output
quality measures such as RMSE, MAPE, MAE, and running time. The forecasting results are observed to be
competing with the benchmark methods. The satisfactory performance suggests that the proposed data-driven
model can be used as an effective tool for the real-time STLF task.

1. Introduction economic development. An accurate forecasting model is paramount to

In recent years, energy demand management has become a priority
due to the inadequacy of energy resources, exponential growth in
global energy demand, high penetration of emissions and scarcity of
developments in applying renewable, green and clean energies. Electric
load forecasting is essential for the daily management of electric utility
including economic load dispatch, unit commitment, generation sche-
duling, energy transfer scheduling, load management, etc. [1]. Energy
demand management can provide efficient and sustainable socio-
take significant decisions in grid energy management system related to
electricity generation and scheduling, electricity purchase, resource
management, grid security, stability, etc. [2]. To achieve a reliable and
efficient energy management system, a simple yet accurate load fore-
casting model is required. Furthermore, an accurate forecasted value
can provide knowledge about power system faults, thus to furnish a
safer operation of the smart grid. However, non-linear and non-sta-
tionary characteristics of electric load series and its dependency to
various exogenous factors including time, day, weather, seasonal

⁎
Corresponding author.
E-mail address: neethumohan.ndkm@gmail.com (N. Mohan).

https://doi.org/10.1016/j.apenergy.2018.09.190
Received 11 June 2018; Received in revised form 19 September 2018; Accepted 23 September 2018
Available online 04 October 2018
0306-2619/ © 2018 Elsevier Ltd. All rights reserved.
N. Mohan et al.
changes, economic aspects, and social activities make the load fore-
casting a difficult task [3].
Electricity demand forecasting simply means obtaining an expected
value for demand in the future and it is mainly categorized as (i) long-
term forecasting - makes the prediction for 5–20 years ahead. The key
intention is resource management, long-term planning and investment
of power systems. (ii) mid-term forecasting - does the prediction
spanning a few months to certain years ahead (month-5 years). It is
mainly used for power production, financial and operational planning.
(iii) short-term forecasting - makes the prediction spanning from a few
hours to weeks ahead and mainly focused on scheduling and analysis of
the distribution network.
Short-term load forecasting (STLF) helps to improve the manage-
ment efficiency and reduce the grid operating cost. It is highly desirable
for the secure and reliable operation of electric grid. An accurate STLF
model should consider the non-linear, time-evolving characteristics of
load series to efficiently forecast the future demand. Additionally, the
smart grid infrastructure increases the complexities in modern grid
management and protection [4]. The hourly load fluctuations generate
ambiguities in operation and planning phases of smart grid [5]. Dealing
with these uncertainties to improve the forecasting performance is
troublesome and cause the STLF task challenging.
1.1. Review of related works and motivation
Literature studies on STLF can be broadly divided into four groups
depending on the techniques used for forecasting or prediction: (i)
linear methods, (ii) non-linear methods, (iii) ensemble techniques, (iv)
deep learning based models.
Linear forecasting methods predict the future values of the electric
load series by using a linear function. The popular examples of linear
forecasting techniques include autoregressive (AR), moving average
(MA), autoregressive moving average (ARMA) and autoregressive in-
tegrated moving average (ARIMA) models [6]. Generally, these are
simple statistical models and easy to implement. The application of
ARIMA model for STLF is initially proposed in [7], in which a third-
order polynomial function is utilized to efficiently forecast the electric
loads. Taylor et al. [8] described an STLF model using ARIMA by ex-
ploiting time-load relationship. In this work, different ARIMA im-
plementations are compared using load data from ten European coun-
tries. It is found that the Holt-Winters exponential smoothing-AR model
gives the best performance. Amjady [9] developed a modified ARIMA
by combining human expert knowledge to forecast the daily and sea-
sonal load patterns and the model achieved better results than con-
ventional Box-Jenkins ARIMA. However, the dependency on human
experts limits its suitability for real-time application. Huang and Shih
[10] proposed an ARMA approach including non-Gaussian process for
STLF. The average forecast error of the ARMA model for one-week
ahead period is 1.57% and one-day ahead period is 1.62%. Taylor [11]
defined a double seasonal load model using multiplicative ARIMA to
forecast the one-day ahead load. In this model, to accommodate the
multiple seasonalities, Holt-Winters exponential smoothing is em-
ployed. Mohamed et al. [12] developed a double seasonal ARIMA
(SARIMA) with kth order polynomial to forecast the daily and weekly
patterns of Malaysian electricity grid. Even though the MAPE obtained
is less than 1%, its performance is found to be decaying for larger time-
step. Tarsitano et al. [13] proposed a two-stage seasonal ARIMA
(SARIMAX) model to predict the load demand from one-day to nine-day
ahead period. Dudek [14] described a linear regression technique for
pattern-based forecasting. However, the linear models are inadequate
to represent the non-linear behavior of load series and hence fails to
predict the accurate future demand values. Thus, the forecasting ac-
curacy is poor for linear models.
The non-linear forecasting models predict the future demands by
means of a non-linear function with respect to the input values [15].
The non-linear functions can learn the complex nature of load series
230
Applied Energy 232 (2018) 229–244
more accurately. In past years, support vector machines (SVM) [16] and
its variants were widely being used for time-series forecast because of
its non-linear mapping capability. Mohandes [17] applied SVM with
sigmoid kernel function for STLF and proved the model to be competing
with the AR model. The drawback of the SVM model is that the fore-
casting accuracy is proportional to the amount of load data available for
training. Yuancheng et al. [18] developed a least-squares SVM (LS-
SVM) approach by integrating load and temperature values of YanTai
electric network. Ceperic et al. [19] proposed a strategic-seasonality
adjusted support vector regression (SSA-SVR) technique for STLF. The
superior performance of SSA-SVR method hinged on the specific se-
lection of input variables and features for SVM. In general, the selection
of optimum hyper-parameters and suitable kernel functions are the two
important liabilities of SVM models. Pai and Hong [20] implemented a
genetic algorithm (GA) to select the optimum parameters of SVM to
predict the regional electric demand. Hong [21] utilized a chaotic
particle swarm optimization (CPSO) algorithm to tune the hyper-
parameters of the SVR model and the results are found to be higher than
GA-SVM model. Che and Wang [22] developed a kernel-based SVR
model by combining different kernel functions to forecast the electric
load data. The main shortcoming associated with the model is the need
for the selection of suitable kernel combinations.
Neural network (NN) [23] based models can intrinsically learn the
non-linear behavior of load series data. Kouhi et al. [24] implemented a
cascaded NN structure by utilizing wavelet transform (WT) for feature
selection to avoid irrelevant features. However, the two-stage feature
selection procedure and NN parameter tuning increase the complexity
of the method. Amjady et al. [25] integrated a modified harmony
search technique with NN to efficiently search the solution space for
STLF. This model tries to overcome the over-fitting issue to a certain
extent using the search algorithm. Ranaweera et al. [26] developed a
radial basis function neural network (RBFN) and proved it to be more
efficient than back-propagation (BP) models in terms of accuracy and
training time. Chang [27] introduced a radial basis function NN for
forecasting the electric load in Tai power system. Ding et al. [28]
proposed a predictive NN based STLF model using variable and model
selection to choose the suitable parameters. The proposed model is
verified using the distribution network data from France. Khwaja et al.
developed two NN models namely bagged NN (BNN) [29] and boosted
NN (BooNN) [30] to improve the forecasting performance of single
artificial neural network (ANN) models. Telbany et al. [31] developed
an NN model trained by particle swarm optimization (PSO) algorithm
to predict the daily peak electric loads of Jordanian electricity market.
The results are found to be better than BP and ARMA models. However,
the optimal parameter selection for PSO algorithm is a challenging
aspect of this model. Cecati et al. [32] introduced different machine
learning techniques namely SVR, extreme learning machine (ELM),
decay RBF, improved second order and error correction to train the RBF
network for one-day ahead forecasting. Among these techniques, the
error correction method received the highest efficiency for STLF. Che
et al. [33] proposed an adaptive fuzzy combination model for STLF
using self-organizing maps (SOM) and SVR. Even though the model
attained good accuracy, the complexity of the model is high. Cevik et al.
[34] developed an adaptive neuro-fuzzy interface system (ANFIS) by
incorporating temperature difference and season as additional para-
meters. Although the average MAPE for ANFIS model is 1.85%, the
disadvantage is that the real-time implementation is harder due to its
dependency on additional parameters. Gao et al. [35] proposed dif-
ferent types of multi-block Elman NN (ENN) for STLF. In this complex
model, an initial feature selection stage based on mutual information
(MI) is adopted using the relevancy-redundancy criteria. The optimal
parameters of ENN are tuned using the enhanced shark smell optimi-
zation (ESSO) algorithm. The different types of ENN model considered
are (1) series, (2) parallel, (3) parallel-cascade-in-cascade (PCC), (4)
cascade-parallel-in-cascade (CPC), (5) cascade-parallel-in-parallel
(CPP), (6) parallel-cascade-in-parallel (PCP), (7) hybrid cascade, and
N. Mohan et al.
(8) hybrid parallel. Bhattacharya et al. [36] forecasted the Australian
grid data using genetic programming (GP) and found to be competing
with ANN and fuzzy techniques. The optimization involved in many of
the non-linear models suffer from the disadvantage of converging to the
local minimum. The hyper-parameter tuning and appropriate kernel
selection are additional constraints of non-linear forecasting models.
The ensemble or hybrid forecasting methods combine the advantage
of one or more techniques for efficient prediction of future values.
These models overcome the drawbacks of corresponding non-ensemble
structures and achieve better forecasting accuracy. The additional ad-
vantages of ensemble methods are robustness and efficiency. Most of
the ensemble models combine linear and non-linear models for ob-
taining effective prediction. In recent years, various ensemble models
are developed mainly by combining (1) traditional statistical methods
[37–39] (2) machine-learning algorithms [40–44], and (3) decom-
position techniques [1–3,45–47].
1. Amjady et al. [37] proposed NN/SVR model for price and demand
forecasting by integrating an improved mutual information (MI)
analysis to remove the irrelevant features of the input data. In this
model, an iterative technique is exploited to predict the inter-
dependent variables of the electric grid. Niu et al. [38] developed an
ANN by integrating Bayesian rules and Monte Carlo algorithm to
forecast the Chinese grid data. This model attained good prediction
accuracy (average MAPE of 0.7831%) by learning the weights of
ANN using Monte Carlo algorithm. Fan et al. [39] combined bi-
square kernel (BSK) based on the position similarity of the re-
constructed data for STLF. This model utilized the classical phase
space reconstruction technique called C-C method for reconstructing
the data. The forecasting accuracy of the method is less than 2.20%
in terms of MAPE.
2. Singh et al. [40] introduced an ensemble ANN model with the
evolutionary algorithm for improved electric demand prediction.
The superior performance of the model is compared to other alter-
native hybrid approaches. Hu et al. [41] utilized an SVR with filter-
wrapper combined feature selection process to eliminate the irre-
levant features of load data. However, the improved performance is
reliable with the selection of proper input features. Li et al. [42]
forecasted the decomposed components of wavelets using ELM
tuned with modified artificial bee colony (MABC) algorithm. The
less convergence time is the most significant advantage of the ELM-
MABC method. Sudheer et al. [43] developed a load model com-
bining the weighted nearest neighbor (WNN) and triple exponential
smoothing (TES) to forecast the wavelet components for day-ahead
prediction. Ghadimi et al. [44] introduced a two-stage hybrid NN
architecture consisting of ridgelet and Elman neural networks for
STLF. The NN parameters are optimized using the chaotic binary
shark smell optimization (CBSSO) algorithm.
3. Qiu et al. [1] developed a hybrid method by combining restricted
Boltzmann machines (RBM) with deep belief networks (DBN) to
forecast the individual modes obtained through the empirical mode
decomposition (EMD). Though the model achieved good forecasting
performance, the ensemble architecture increases its complexity.
Fan et al. [2] integrated differential-EMD (DEMD) and auto-re-
gression (AR) with non-linear SVR to achieve an improved fore-
casting performance. In this model, DEMD is used to decompose the
load series into different modes. Further, the high-frequency modes
are forecasted using SVR and the residual is forecasted using AR.
Zhang et al. [3] used non-linear SVM optimized by cuckoo search
(CS) algorithm and linear ARIMA to forecast the components ob-
tained through singular spectrum analysis (SSA). Finally, the in-
dividual forecasted components are aggregated using the CS algo-
rithm. Fan et al. [45] developed a hybrid model integrating EMD-
PSO-GA-SVR for STLF. The high-frequency EMD modes are fore-
casted using SVR tuned by PSO. The low-frequency EMD modes are
forecasted using GA. Mohammadi et al. [46] proposed a sliding
231
Applied Energy 232 (2018) 229–244
window EMD method combining with a feature selection procedure
for small-scale load forecasting in buildings. In this model, an op-
timized Elman neural network engine is used to forecast the load
values. Lin et al. [47] developed a hybrid model combining varia-
tional mode decomposition (VMD) with ELM for STLF. In this
model, the data series is decomposed using VMD into distinct modes
to remove uncertainties. Further, each mode is forecasted using ELM
optimized with differential evolution (DE) algorithm.
Even though the ensemble models possess novel methodologies and
higher accuracy, it suffers from several limitations including the re-
quirement of appropriate network structures, convergence to local op-
timal locations and high complexity.
Recently, deep learning based approaches are becoming popular for
STLF due to its dominant ability to capture non-linear time series
characteristics [48–51]. Deep learning models have the inherent ability
to learn the hidden patterns in the load series data. Hossen et al. [48]
investigated the application of a multi-layer deep neural network
(DNN) to forecast the Iberian grid data using 90 days of load history.
The temperature value, wind speed, and solar irradiance are used as
additional inputs to train the DNN architecture. The different combi-
nations of activation functions are also studied for accurate load fore-
casting. Zheng et al. [49] explored the possibilities of sequential deep
learning models namely long-short term memory (LSTM) and recurrent
neural network (RNN) and the results are found to be better than
conventional AR models. Narayan et al. [50] developed an LSTM ar-
chitecture with an average NRMSE value of 5.9% for STLF. Kong et al.
[51] proposed an LSTM-RNN based framework to forecast the short-
term residential loads. The ability of LSTM to learn the long-term
temporal characteristics is exploited for the accurate prediction of in-
dividual household load.
Despite the aforementioned models, several other techniques are
also being proposed for STLF. Alvarez et al. [52] developed a pattern
sequence similarity (PSF) based algorithm that extracts the pattern of
the prior day to forecast the next day pattern. In this model, the pat-
terns similar to the extracted previous day pattern is identified from the
historical data to predict the future demand. Koprinska et al. [53] in-
tegrated PSF with NN (PSF-NN) to efficiently forecast the hourly load
series of Australian grid. Jin et al. [54] proposed a hybrid optimization
grey model (HOGM) for STLF and the results are found to be better than
the conventional grey model. Asrari et al. [55] developed a gray-Fuzzy-
Markov model for day-ahead forecasting and achieved superior per-
formance than gray, ARIMA, and wavelet-ARIMA models. Table 1
shows the summery of few state-of-the-art approaches for STLF. The
electricity markets, the horizon of forecasting and the evaluation me-
trics used in each model are described in Table 1. A detailed review of
several STLF models are available in [56–59].
Even though many of the existing methods have good prediction
accuracy, they fail to provide generality and interpretability for future
demand prediction [3]. Single structure models often encounter issues
in dealing with the chaotic behavior of non-linear, timely-emerging
load series. Some of the other methods depend on a feature extraction
and selection stage [4,24,37,41,60]. The hand-crafted feature identifi-
cation requires additional efforts and further increases the complexity
of the method. To achieve acceptable forecasting accuracies, the en-
semble models rely on several preprocessing stages and parameter op-
timization based on the individual technique [1,3,39]. The computa-
tional time required by the ensemble models are higher than its non-
ensemble counterparts which limits the real-time applications [1,39].
Although the deep learning models have outstanding capability to learn
the dynamics of the data, its application for STLF is still in a growing
stage. Moreover, the deep learning architectures are parameterized
models, hence their superior predictive performance is proportional to
the suitable hyper-parameter selection including network parameters
and network topologies. Thus, there is a requirement for the develop-
ment of a simple and effective model for STLF.
N. Mohan et al. Applied Energy 232 (2018) 229–244

Table 1
Summery of various state-of-the-art short-term electric load forecasting models.
Model Technique Electricity market/data Horizon Metrics

Linear models ARIMA [8] Norway, Italy, France, Sweden, Spain, Belgium, Half-an-hr, One-hr MAPE, MAE
Finland, Ireland, Portugal, Britain
Modified ARIMA [9] Iran One day MAPE, PAPE
ARMA [10] Taiwan One-day, One-week Relative error
SARIMA [12] Malaysia One-step, One-week MAPE
Linear regression [14] Poland One-day MAPE

Non-linear models LS-SVM [18] YanTai One-day MAPE

SSA-SVR [19] England, North America One-hour, One-day MAPE
GA-SVM [20] Taiwan One-month, One-year MAPE
Kernel-SVR [22] NSW-Australia, California One-day MAPE, MAE
NN [24] New York, US, NSW-Australia One-hour, One-day MAPE
RBFN [26] PG&E Company One-week, One-month MAPE, Error %
Predictive NN [28] France One-day MAPE, MAE
Bagged neural networks (BNN) England One-day MAPE
[29]
Boosted neural networks (BooNN) England One-day MAPE
[30]
PSO [31] Jordan One-day MAPE, MAXIMAL
RBF [32] England One-day MAPE
Fuzzy-SOM-SVR [33] NSW-Australia One-day, One-week MAPE, RMSE
Fuzzy system [34] Turkey One-day MAPE, RMSE, CC
Elman NN [35] NSW-Australia, England, North America One-day MAPE, RMSE, NMAPE,
NRMSE

Ensemble models EMD-DBN [1] Australia, China Half-an-hr, One-day, MAPE, RMSE
One-week
DEMD-SVR-SR [2] NSW-Australia, New York One-day, One-week MAPE, RMSE, MAE
SSA-SVM-ARIMA-CS [3] NSW-Australia, Singapore One-day, One-week MAPE, MAE, MSE
PSR-BSK [39] NewYork, NSW-Australia One-day, One-week MAPE, RMSE, MAE
MI feature selection [37] Spain, New York One-month, One-year MAPE, MAE
Bayesian-ANN-Monte Carlo Algo. China One-month MAPE, RMSE
[38]
ANN-Evolutionary Algo. [40] England, Australia, Texas One-day, One-week MAPE, MAE
Filter-Wrapper-SVR [41] Kaggle dataset, North America One-day, One-week MAPE, MASE
WT-ELM-MABC [42] England, North America One-week, One-month MAPE, MAE
WT-TES-WNN [43] California, Spain One-day, One-week MAPE, EV
EMD-PSO-GA-SVR [45] NSW-Australia, New York One-day, One-week MAPE, RMSE, MAE
VMD-ELM [47] NSW & QLD-Australia One-day, One-week MAPE, RMSE, MAE

Deep learning based DNN [48] Iberia One-day MAPE, RMSE

models LSTM-RNN [49] Own dataset One-day MAPE, RMSE
LSTM [50] Ontario-Canada One-day NRMSE

Other STLF models PSF [52] Spain, Australia, New-York One-week, One-year MAE, MER
PSF-NN [53] NSW-Australia One-day MAPE, MAE
HOGM [54] China One-day Error %
Gray-Fuzzy-Markov [55] Ontario, PJM-US, Iran One-day MAPE, Error %

MAPE: Mean Absolute Percentage Error, MAE: Mean Absolute Error, PAPE: Peak Absolute Percentage Error, CC: Correlation Coefficient, RMSE: Root Mean Square
Error, NMAPE: Normalized MAPE, NRMSE: Normalized RMSE, MER: Mean Error Relative, MSE: Mean Square Error, EV: Error Variance.

1.2. Objective and key contributions
The objective of the present paper is to propose a fast, robust, and
efficient data-driven strategy for STLF. The data-driven methods take
the advantages of mining the data to identify the latent dynamic
characteristics. It provides several ways to understand the underlying
nature of the system even when the physical model of the system is not
known. The complex relational characteristics of the data (temporal
and spatial) are captured by the data-driven methods. It can efficiently
discover the hidden dynamicities and thus offers an accurate identifi-
cation of the system behavior.
Dynamic mode decomposition (DMD) has recently gained huge at-
tention due to its dominant ability to extract meaningful information
from available data [61,62]. It has revolutionized the analysis and
modeling of physical systems like turbulent flows, fluid dynamics,
neuroscience, financial trading markets, etc. [63,61]. This paper ex-
plores the ability of the DMD algorithm to capture the hidden under-
lying features of load series data. To capture multiple seasonality and
cyclicity of the univariate load data, we have proposed a novel strategy
using the DMD algorithm. In the proposed data-driven strategy, the
initial univariate demand data is Hankelized to obtain a multi-dimen-
sional augmented data matrix with overlapping load series [64]. The
Hankel mapping is motivated by the fact that a novel representation is
needed to fully learn and identify the spatio-temporal structures from
the non-stationary, time-evolving electric load data. Further, the ei-
gendecomposition and dynamic mode extraction are done based on the
Hankel matrix. Finally, a data-rearrangement and averaging operation
are performed on the initial predicted series to get the appropriate fu-
ture load series. The key contributions of this paper are,
• Development of an intelligent methodology for short-term load
forecasting (STLF) using dynamic mode decomposition (DMD) by
extracting the meaningful, hidden tractable information from load
series data. The proposed method can handle the load series data
that is affected by multiple factors including time, day, seasons,
climate, and socio-economic activities.
• Demonstration of the improvements in forecasting accuracy, low
complexity and fast running time using the energy market data from
different smart grid regions.

232
N. Mohan et al. Applied Energy 232 (2018) 229–244

The performance advantage of the proposed data-driven strategy is The major steps involved in DMD algorithm are explained as follows
evaluated through various comparative experiments. The expertise of [61],
the model to forecast demand data for one-day, one-week, and one-
month ahead period is investigated. The rest of this paper is organized 1. Compute singular value decomposition (SVD) of observation matrix
as follows. Section 2 presents the details of the dynamic mode de- X1 as,
composition algorithm followed by the proposed forecasting model in
X1 U VH (7)
Section 3. Section 4 discusses the effectiveness of the proposed model.
Section 5 explains about the datasets, experiments and evaluations where U CN × K ,
V K represents the rank of the
CK × K , CM × K ,
performed. Finally, conclusions are drawn in Section 6. reduced SVD approximation to X1.
2. Compute companion-type matrix Z from,
2. Mathematical background of dynamic mode decomposition X2 X1 Z U V HZ (8)
(DMD)

Dynamic mode decomposition (DMD) is a data-driven, matrix de- Z=V †U H X

2 (9)
composition technique developed using linear Koopman operator con-
cept [61]. It is basically a modal decomposition algorithm which gives
3. Compute Z which is similar to Z.
insight into the underlying dynamics of the system. The key feature of
DMD algorithm is its ability to extract both spatial and temporal pat- Z = U H X2 V †
(10)
terns of the data where existing methods are restricted to either of the
The matrix Z is mathematically similar to Z. Similar matrices share
patterns [62]. The DMD methodology combines the features from
the same eigenvalues and hence Z is used to approximate the ei-
principal component analysis (PCA) and Fourier transform [65,64]. The
gendecomposition of A.
present paper utilizes the capability of DMD to forecast the future load
4. Compute eigendecomposition of Z from,
demand by learning the available load data characteristics. The iden-
tified dynamic modes and corresponding eigenvalues are adequate to AU V H = X2 AU = X2 V †
(11)
characterize the non-linear and non-stationary behavior of load series Premultiply by UH on both sides gives,
data.
For a given system, two observation matrices (snapshot matrices) X1 U H AU = U H X2 V † =Z (12)
and X2 are created from the M measurements taken over time, separated
by t interval.
AU = UZ = U (W W †) A (UW ) = (UW ) (13)
X1 = [ x1 x2 x3 … xM 1] RN × (M 1)
(1)
where W is the eigendecomposition of Z . The eigenvector
W†
X2 = [ x2 x3 x 4 … xM ] RN × (M 1)
(2) matrix, W can be visualized as,

The dimension of each measurement vector is N and the two observa- W = [ w1 w2 w3 … wM 1] (14)
tion matrices are overlapping over time. By making the assumption that The diagonal matrix of eigenvalues, is visualized as,
the system is evolving slowly, the Mth observation (or snapshot) is
possible to express as a linear combination of previous M 1 observa- 1 0 0 0
tions with residual error (r). 0 2 0 0
=
xM = a1 x1 + a2 x2 + + aM 1 xM 1 +r (3) 0 0 0
M 2

The objective of DMD algorithm is to compute the eigendecomposition 0 0 0 M 1 (15)

of the linear operator A using Koopman approximation [62]. It is de-
fined as, 5. Compute dynamic mode matrix from,
AX1 X2 A = X2 X1† (4) = UW = X2 V †W (16)
where † denotes pseudo-inverse operation. The time-independent op- where is the matrix whose (M 1) columns represents the eigen-
erator matrix A is a linear approximation to inherent system dynamics vectors of A and is a diagonal matrix containing eigenvalues of A.
and is identified through its eigendecomposition. The dynamic modes The columns of represent the dynamic mode, i with unique ei-
( i ) are the eigenvectors of A with a unique eigenvalue ( i ) . However, genvalue, i .
for many practical applications, A will be a large dimension matrix and
its eigendecomposition become a computational burden. Hence, a rank- 3. Proposed DMD based forecasting model for load series data
reduced matrix, Z which share the same non-zero eigenvalues of A is
introduced to resolve the issue. Such a Z can be obtained from the The forecasting of time-evolving load data using DMD method is a
following relation. challenging task [62]. The motive of the proposed DMD based fore-
X2 X1 Z (5) casting strategy is to predict the nature of the load series data in a
region where no measurements were made. The advantage of using
The relation shown in Eq. (5) tries to express the columns of X2 as the DMD for STLF is its ability to capture the underlying multi-scale dy-
linear combination of the columns of X1. The low-rank matrix Z can be namics of the system. In the present work to build an effective model for
defined as a companion-type matrix with unknown coefficients future load predictions, a novel strategy is developed using DMD. The
[a1, a2, …, aM 1] as follows, major steps involved in the proposed DMD based forecasting approach
are,
0 0 … 0 0 a1
1 0 … 0 0 a2
Z= R (M 1) × (M 1) 1. Normalization and creation of multi-dimensional load series data
0 0 … 1 0 aM using Hankel matrix
2
0 0 … 0 1 aM 1 (6) 2. Eigendecomposition and dynamic mode estimation

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N. Mohan et al. Applied Energy 232 (2018) 229–244

Fig. 1. Illustrates the selection of days from load history to create the input load series data.

3. Initial prediction and de-normalization

4. Data rearrangement and averaging for final load forecast

It is evidently seen in the literature that to identify various patterns

in time series load data and to select the most suitable subset for pre-
diction, autocorrelation functions (ACF) are widely used [66,1]. Based
on ACF analysis of load demand data, previous days and the similar day
in the previous week are recognized as the strongest dependent subset
variables [66,1]. Therefore in the present work, (1) data from two
immediate previous days, (2) data from the same day in the previous
week and (3) data from the previous day in the previous week are used
to forecast the load demand for the selected day. Fig. 1 illustrates the
selection of these four days from load history (load history indicates the
collection of previous load data) to create the input load series data for
Fig. 2. Illustrates a portion of the appended time-shifted copies of load series
forecasting the selected day demand. The following section details each
used for constructing X matrix.
step of the proposed approach.

X2 = [x̄2, x̄3, , x̄L] RS × (L 1)

3.1. Normalization and creation of multi-dimensional load series data using
Hankel matrix
The input load series data, x RM , x i R, i = 1, 2, …, M (created
using four days data as mentioned above) passes through a normal-
ization stage to bring the data into a unified range. The data normal-
ization helps to linearly scale the data to [0, 1] and is performed as,
xi x min
xj =
x max x min
where i , j [1, 2, …, M ], xj R denotes the normalized elements of
x, x min and x max denotes the minimum and maximum values in x . To
capture the full dynamics of the load series, the normalized univariate
data are converted to multi-dimensional augmented data matrix,
X = [x̄1, x̄2, …, x̄ k , …, x̄L] RS × L by appending multiple time-shifted co-
pies of load series (each row of X). X is an S-shifted Hankel matrix and
x̄ k is defined as, x̄ k = [xk , xk + 1, …, xS + k 1]T RS . Here, S = M L + 1
represents the number of overlapping segments and L is the window
length. The X matrix is defined as,
x1 x2 xL
x2 x3 xL + 1
X= RS × L
xS xS + 1 xS + L 1 (18)
The visualization of a portion of appended time-shifted copies of load
series data is shown in Fig. 2. The modified versions of the observation
matrices X1 and X2 (snapshot matrices) are created from the multi-di-
mensional data matrix X.
(20)
The augmented matrix helps to capture the exact dynamics and char-
acteristics of the load series data that are influenced by multiple com-
ponents such as time, day, seasonal variations, climate changes, social
activities, economic factors, etc. The window length, L is decided by the
number of observations available in a day (explained in Section 5.3).
Further, the dynamic modes are extracted using the data matrices X1
and X2 .
(17)
3.2. Eigendecomposition and dynamic mode estimation
In order to compute the dynamic modes, eigendecomposition based
on Eqs. (7)–(13) are performed. The dynamic mode matrix, is esti-
mated using Eq. (16), where each column, i , indicates the dynamic
modes as explained in Section 2. The non-orthogonal dynamic modes
capture the system behavior by learning the inherent trends, season-
ality, and cyclicity of the demand data [62]. The dynamics can be
identified better by visualizing the eigenvalues and eigenvectors in the
complex plane [62,64] and is shown in Figs. 3 and 4 respectively. The
stable dynamic modes are indicated by eigenvalues lying exactly over
the unit circle. The modes capture the trend of the time-series load data.
The eigenvectors associated with the dynamic modes are visualized as
arrows emanating from origin using compass plot is shown in Fig. 4.
The plot shows the spread of the eigenvectors associated with each
dynamic mode and indicates the changes in the system dynamics.
3.3. Initial prediction and de-normalization

X1 = [x̄1, x̄2, , x̄L 1] RS × (L 1) (19) Based on the computed dynamic mode matrix , an initial

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N. Mohan et al. Applied Energy 232 (2018) 229–244

Table 2
Procedure of the proposed data-driven DMD based STLF model
Input vector:
x :- Input load series
Output vector:
x :- Forecasted load series
Steps
1. Normalize x using Eq. (17)
2. Create observation matrices using Eqs. (18)–(20)
3. Compute eigendecomposition using Eqs. (7)–(13)
4. Compute dynamic mode matrix ( ) using Eq. (16)
5. Compute initial prediction (xP ) using Eq. (21)
6. De-normalize xP using Eq. (22)
Fig. 3. Visualization of over the unit circle in complex plane. 7. Perform data-rearrangement and compute XP using Eq. (23)
8. Perform data averaging using Eq. (24)
90 9. Compute final forecasted load series ( x ) using Eq. (25)
120 60

0.8
150 0.6 30
x = [x1, x2, , xF , , xS ] RS . Since the window length for prediction is
0.4
fixed as F, the final forecasted load series from 00 h to next F time-steps
0.2
is given by
180 0

x = [x1, x2, , xF ] RF (25)

210 330
The data-rearrangement followed by the averaging operation helps to
240 300
get a more accurate load value for 00 h to F future time-locations. The
270 entire procedure of the proposed data-driven strategy for STLF using
DMD is given in Table 2. The schematic illustration of the proposed
Fig. 4. Visualization of eigenvectors using compass plot.
STLF model is depicted in Fig. 5.

prediction of the load series data vector, xP is obtained as,

xP = exp( tF ) b, xP RS (21)
where b = is the initial amplitude of dynamic modes, is the di-
†x̄
1
agonal matrix of eigenvalues and tF is the time of future prediction.
Further, xP is de-normalized to the original data range (as we normal-
ized the data initially) using Eq. (22).
xP (j) = xP (j) (x max x min ) + x min (22)
where j [1, 2, , S ], and xP = [xP (1) , xP (2), , xP (S )] RS denotes the
de-normalized load data vector.

3.4. Data-rearrangement and averaging for final load forecast

This step achieves the final forecast for 00 h to next F future time-
steps. Here, the previously de-normalized load data vector, xP is rear-
ranged into a matrix XP as shown in Eq. (23) to attain the most suitable
forecast from 00 h to F future values. The XP RG × F with elements
XP (ij) , 1 i G, 1 j F is defined as,

xP (1) xP (2) xP (F )
xP (F + 1) xP (F + 2) xP (2F )
XP =

xP (G) xP (G + 1) xP (G + F 1) (23)
where F denotes the length of the window to be predicted,
G = S F + 1. In order to obtain the final forecasted load series, an
averaging operation is performed on the XP matrix using Eq. (24).
v+1
1
v+1
xP (u, v u + 2) 1 v<G 1
u=1
G
1
xv = G
xP (u, v u + 2) G 1 v<F
u=1
P (S F + 1)
1
S v
x u, v u+2 F v<S
u=v F+2 (24)
The averaging is performed over the diagonals, i + j = v + 2 , and u , v Fig. 5. Schematic illustration of the proposed data-driven strategy for STLF
denotes the locations of elements in XP matrix. The resulting series is using DMD.

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N. Mohan et al. Applied Energy 232 (2018) 229–244

(a) (b)
6500
8500 Original
Proposed DMD
AR model
8000 6000 ARX model

Demand (MW)
Demand (MW)

ARMAX model
7500
5500
7000 Original
Proposed DMD
AR model
6500 ARX model 5000
ARMAX model
6000
5 10 15 20 25 30 35 40 45 5 10 15 20 25 30 35 40 45
Time(half-hour) Time(half-hour)
(c) (d)

7000 6500 Original

Proposed DMD
AR model
Demand (MW)

Demand (MW)
6500 6000 ARX model
ARMAX model

6000
Original
5500
Proposed DMD
5500 AR model
ARX model 5000
ARMAX model
5000
5 10 15 20 25 30 35 40 45 5 10 15 20 25 30 35 40 45
Time(half-hour) Time(half-hour)

Fig. 6. Illustrates one-day ahead forecasting results using the proposed DMD approach on QLD data. Forecasting results for (a) 10-Feb-2017, (b) 15-Apr-2017, (c) 27-
Jul-2017, (d) 15-Oct-2017.

4. Effectiveness of proposed DMD based forecasting model
To demonstrate the competence of the proposed DMD based STLF
model, data from Queensland (QLD) electric grid is selected [67]. It is
half-an-hour interval data having 48 observations in a day. The initial
load data for generating the observation matrices from Eqs. (18)–(20) is
created using the four previous days data (ie, two immediate previous
days, same day in the previous week and previous day in the previous
week). Further, the eigendecomposition is performed and the dynamic
modes are estimated using Eq. (16). Finally, the one-day ahead fore-
casting (00 h to next 48 values) is generated by the DMD based pre-
diction followed by data-rearrangement and averaging operations using
Eqs. (21)–(25). Since the seasonal climate variations have an influence
on electric demand data, the days to forecast are chosen from four
different seasons. This will highlight the potentiality of the proposed
model to accommodate the climatic and seasonal characteristics of the
load data. The results obtained for forecasting are shown in Fig. 6. For
the proposed DMD based data-driven methodology, the results illu-
strated in each panel of Fig. 6 is generated by considering the four days
of data from history (as explained in Section 3). The results are com-
pared with autoregressive models such as AR [6], ARX [6], ARMAX [6].
It can be observed from Fig. 6 that the proposed approach effectively
predict the future load values for a short-term period. Fig. 7 shows an
enlarged view of the marked regions in Fig. 6, where the high peaks are
generated due to increased load demand. The proposed model exhibit
higher flexibility and accuracy at the extreme peak locations as the
latent dynamics are efficiently captured by the DMD. The average
running time required for the one-day ahead of prediction using the
proposed DMD model is 0.125 s. The corresponding mean absolute
percentage error (MAPE) for each model is given in Table 3. The lowest
MAPE of the proposed DMD based model highlight its superiority to
predict the future demand values accurately.
The forecasting performance of the proposed model based on fore-
casting error is visualized through box graph and is shown in Fig. 8. The
forecasting error (FE) is measured as the absolute difference between
the actual load demand and forecasted load demand. In each box, the
horizontal central line represents the median, the edges represent 25th
and 75th percentiles and the + sign indicate the outliers. The key
advantages of the proposed data-driven DMD based model are (i) the
model works irrespective of the seasonal variations in the data and thus
have improved generalization ability for different seasonal patterns, (ii)
computational complexity is less as it does not require any additional
feature extraction stage, (iii) the lower MAPE suggests that the model is
efficient, accurate and robust for STLF, (iv) independent of parameter
selection, (v) implementation is easy as no additional combination of
approaches (ensemble) is required.
5. Experiments and discussion
This section describes the experiments conducted to examine the
performance of the proposed DMD based approach for STLF. To illus-
trate the advantage of performance, the electric load data from different
energy market operators are considered. This highlights the potentiality
and generality of the proposed method for accurate STLF. The fore-
casting horizon considered in this study are one-day ahead, one-week
ahead and one-month ahead. Based on the day to be forecasted, the
input load series for the experiment is constructed using (i) data from
two previous days, (ii) data from the previous day in the previous week,
(iii) data from the same day in the previous week. The pictorial re-
presentation of this selection procedure is shown in Fig. 1 and is dis-
cussed in Section 3. The similarity in load pattern reinforces the se-
lection of these four distinct days for effective prediction of next day
demand. Fig. 9 represents the hourly and half-hourly load data series
with different cyclic and seasonal patterns. It is clear from Fig. 9 that
the load series have distinct nature/pattern depending on time, day,
weather and seasons.
5.1. Datasets and its characteristics
The electric load data series from two energy market operators

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N. Mohan et al. Applied Energy 232 (2018) 229–244

(a) (b)
8800

8600 5400
8400

Demand (MW)
Demand (MW)

8200 5200

8000 Original
Original
Proposed DMD
Proposed DMD 5000
7800 AR model
AR model
ARX model
ARX model
7600 ARMAX model
ARMAX model
4800
30 35 40 45 10 12 14 16 18 20 22
Time(half-hour) Time(half-hour)
(c) (d)
6800
Original
6600 Proposed DMD
7000 AR model
ARX model
Demand (MW)

Demand (MW)
6400 ARMAX model

6500
6200
Original
Proposed DMD
6000 AR model
6000
ARX model
ARMAX model 5800
30 35 40 45 35 36 37 38 39 40 41 42 43 44 45 46
Time(half-hour) Time(half-hour)

Fig. 7. Enlarged view of the marked high peak locations in Fig. 6. (a) 10-Feb-2017, (b) 15-Apr-2017, (c) 27-Jul-2017, (d) 15-Oct-2017.

Table 3 (a) Hourly data

MAPE obtained for four different days for one-day ahead forecasting (The best Daily cycle Weekly cycle

values are given in bold). 8000

Forcasted Day MAPE 6000

Proposed DMD AR model ARX model ARMAX model 4000

Demand (MW)

100 200 300 400 500 600 700

10-Feb-2017 1.42 2.98 3.15 3.03
15-Apr-2017 1.11 1.52 1.53 3.74 (b) Half-hourly data
12000
27-Jul-2017 1.38 2.64 2.17 2.21
15-Oct-2017 1.19 2.33 2.01 3.45 10000

8000
350
6000
300 200 400 600 800 1000 1200 1400
Time
Forecasting error

250
Fig. 9. Example of load data series with cyclic and seasonal patterns. (a) Hourly
200 data, (b) half-hourly data.

150
1
Normalized load-series data

100
0.8
50

0 0.6

10-Feb-2017 15-Apr-2017 27-Jul-2017 15-Oct-2017

0.4
Predicted day

Fig. 8. Illustrates forecasting performance of the proposed model for four dif- 0.2

ferent days on QLD-2017 data through box graph.

0

namely Australian Energy Market Operator (AEMO) [67] and North

LD

SW

IC

a
ic
A
-S

-V
-Q

-T

er
-N

m
O

EM
O

American electric utility [68] are used for performance comparison. In

EM

EM
EM

A
EM

th
A

A
A

or
A

AEMO dataset, electricity load data is sampled by half-an-hour interval

N

Energy Markets
giving 48 observations per day for five different states including New
Fig. 10. Illustrates the distribution of normalized load series data of a month
South Wales (NSW), Queensland (QLD), Tasmania (TAS), Victoria (VIC) from different energy markets.
and South Australia (SA). Whereas, the North American electricity data
are sampled at every hour giving 24 observations a day. The

237
N. Mohan et al. Applied Energy 232 (2018) 229–244

Table 4
One-day ahead prediction results on Australian grid (AEMO) data.
Data Model RMSE MAPE

Jan Apr Jul Oct Jan Apr Jul Oct

NSW Persistence 978.24 729.50 609.82 587.14 8.55 6.71 6.22 5.36
AR [6] 754.02 693.06 466.27 520.35 6.71 6.22 3.51 4.71
ARX [6] 942.61 720.46 514.49 544.76 8.11 6.64 4.08 4.81
ARMAX [6] 940.17 721.54 504.49 544.35 8.25 7.28 3.92 4.73
SVR [16] 703.43 474.38 574.30 393.32 6.23 4.27 5.86 3.74
ANN [23] 750.53 578.05 534.75 345.07 7.20 5.41 5.38 3.48
DBN [69] 639.75 361.63 415.81 350.82 5.95 3.36 4.11 3.41
E-DBN [66] 636.03 551.74 414.90 334.12 5.70 4.78 4.07 3.14
EMD-ANN [70] 748.30 512.59 345.90 299.34 6.66 4.57 3.09 2.90
Proposed DMD 445.79 504.39 329.12 333.23 4.20 5.04 3.13 3.15

TAS Persistence 89.82 157.73 120.47 109.46 7.24 10.22 8.11 7.48
AR [6] 55.40 94.07 80.51 73.86 4.36 6.46 4.86 5.41
ARX [6] 55.66 96.39 83.85 74.65 4.41 6.44 5.25 5.27
ARMAX [6] 56.15 86.81 77.82 77.12 4.36 5.57 4.68 5.43
SVR [16] 60.97 111.89 90.99 79.45 4.81 7.48 5.89 5.55
ANN [23] 69.92 94.40 89.17 72.86 5.42 6.30 6.28 5.24
DBN [69] 63.96 93.81 87.30 75.73 4.98 6.12 6.04 5.15
E-DBN [66] 60.68 109.78 85.19 80.81 4.82 7.28 6.04 5.05
EMD-ANN [70] 63.38 87.41 82.92 80.85 4.87 5.92 5.50 5.63
Proposed DMD 55.38 93.30 77.77 69.06 4.30 7.21 5.16 5.29

QLD Persistence 461.09 489.63 430.46 417.33 5.25 6.25 5.90 5.54
AR [6] 453.43 432.37 305.47 391.03 5.23 6.15 3.71 4.44
ARX [6] 457.26 448.73 325.82 417.55 5.14 6.18 4.04 4.73
ARMAX [6] 418.90 437.95 335.98 413.51 5.07 5.82 4.39 4.70
SVR [16] 282.07 266.39 223.17 298.76 3.65 3.53 3.10 3.93
ANN [23] 299.32 339.93 203.00 263.12 3.61 3.77 3.03 3.46
DBN [69] 228.86 247.56 213.20 251.34 2.78 2.99 2.95 3.40
E-DBN [66] 218.55 259.34 159.45 292.93 2.69 3.33 2.32 3.53
EMD-ANN [70] 273.70 237.58 174.64 248.55 3.28 3.11 2.45 3.27
Proposed DMD 513.10 326.72 176.77 247.36 7.36 3.86 2.42 3.13

VIC Persistence 990.74 669.87 721.85 577.70 9.48 8.40 9.76 8.30
AR [6] 628.93 659.01 557.69 476.06 8.26 8.09 6.38 5.00
ARX [6] 712.61 618.58 583.77 504.52 9.22 8.36 6.83 5.46
ARMAX [6] 784.09 612.64 611.92 538.06 9.40 8.30 7.56 6.52
SVR [16] 587.98 330.93 297.07 391.11 7.16 4.43 4.38 4.50
ANN [23] 811.43 359.03 305.88 347.91 9.32 4.95 4.29 4.79
DBN [69] 915.21 353.02 276.25 389.06 8.79 4.55 3.72 4.85
E-DBN [66] 762.16 343.18 285.14 401.02 9.14 4.49 3.65 4.72
EMD-ANN [70] 781.17 376.12 386.64 332.44 9.07 4.79 5.29 4.15
Proposed DMD 469.67 479.99 401.92 295.90 6.65 5.08 5.38 4.09

SA Persistence 433.57 180.20 289.94 240.53 14.32 9.36 16.84 11.54

AR [6] 317.22 143.62 216.53 137.53 13.60 8.24 11.48 8.60
ARX [6] 394.55 153.46 230.78 145.05 15.03 8.86 12.27 9.06
ARMAX [6] 376.69 156.05 243.16 141.26 13.05 8.55 13.22 8.87
SVR [16] 337.10 124.43 150.84 210.72 13.34 6.71 8.54 8.94
ANN [23] 411.66 119.40 151.06 233.48 13.72 6.42 8.66 10.03
DBN [69] 401.25 117.61 148.23 204.16 13.62 6.67 8.50 9.33
E-DBN [66] 363.49 105.39 148.55 203.53 14.43 6.56 8.59 9.32
EMD-ANN [70] 397.66 126.78 153.22 199.77 13.80 6.87 9.53 8.54
Proposed DMD 240.72 170.29 160.48 91.28 12.67 10.95 9.27 5.22

distribution of the normalized load series data of different energy forecasting error in percentage.
markets is shown through the box graph in Fig. 10. To visualize the k
discriminating nature of the load data, the normalized data of a specific 100 |Fk Ok |
MAPE =
month, March, are considered in the box graph. The + sign in the k i=1
Ok (26)
graph indicates the outliers.

5.2. Performance evaluation measures
The performance of the proposed forecasting model is assessed
using three standard metrics. It is defined as,
• Root mean square error (RMSE): RMSE measures the difference
between the original values to the forecasted values. A lower RMSE
indicates better forecasting result whereas higher RMSE indicates
poor forecasting performance.
1 k

• Mean absolute percentage error (MAPE): MAPE is the average ratio

RMSE = (Fk Ok )2
k i=1 (27)
of the absolute difference between the forecasted values (Fk ) and
original values (Ok ) to the original values (Ok ). MAPE measures the

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N. Mohan et al. Applied Energy 232 (2018) 229–244

11
RMSE MAPE
• Mean absolute error (MAE): MAE measures the average difference
10 between the original and forecasted values. It is defined as,
9
Friedman p-value for RMSE: 4.8839e-13 k
Friedman p-value for MAPE: 3.2754e-12 i=1
|Fk Ok |
8 MAE =
k (28)
7
Friedman test ranks

4
5.3. Fixing of window length (L)
3
The window length (L) for Hankelization is fixed based on the
2
characteristics of the load series taken for analysis. For the load data
1 with 48 observations in a day (ie, every half-an-hour observation of
0 load demand), L is fixed at 48. Whereas, for load data with 24 ob-
servations in a day (hourly), the value of L is fixed at 24.
e

AR

AX

BN

ed
nc

AR

SV

AN

DB

AN

os
M

ED
te

D-
AR

op
is

EM
rs

Pr
Pe

Fig. 11. Results for Friedman test for one-day ahead forecasting based on RMSE
5.4. Results and comparisons
and MAPE. The Friedman p-value for RMSE is 4.8839e−13 and MAPE is
3.2754e−12. Case 1: For case 1, the five regions of Australian grid data are
considered and the horizon of forecast is fixed as one-day. To indicate
different seasons, the data from the months January, April, July, and
Table 5 October of 2013 are taken. The forecasting results for one-day ahead
Performance of forecasting models for one-day ahead prediction on May 8, prediction is compared with nine state-of-the-art models including
2007, NSW data. Persistence model, single structure models - AR [6], AR-exogenous
Model RMSE MAPE (ARX) [6], ARMA-exogenous (ARMAX) [6], SVR [16], ANN [23], DBN
[69], ensemble models - ensemble DBN model (EDBN) [66], and EMD
AR [6] 196.78 19.54 combined ANN approach (EMD-ANN) [70]. The average results for the
ARX [6] 190.45 18.87
last one-week prediction in all the four selected months are tabulated in
ARMAX [6] 178.72 18.02
BPNN model [39] 155.71 12.70 Table 4. The best performance values are given in bold. Persistence is a
SVR model [16] 145.87 11.70 basic forecasting model and usually works well for STLF. The persis-
SVR-GA model [45] 150.38 13.52 tence model assumes that the load demand series fluctuates very little
PSO-SVR model [19] 145.69 11.42 during short-interval of prediction [1]. This model is considered as the
SVR-ABC model [39] 145.71 10.70
baseline to evaluate machine learning, ensemble, and data-driven ap-
PSO-BP model [2] 142.26 10.91
Proposed DMD model 127.82 10.18 proaches. The AR and ARX models are estimated using non-iterative,
forward-backward least-squares procedure. The coefficients of linear
ARMAX model is calculated using the iterative prediction-error method.
These regression methods use a polynomial model with identifiable

(a)

10000 Forecast
Original
9500
9000
Demand (MW)

8500
8000
7500
7000

5 10 15 20 25 30 35 40 45
Time (half-hour)
(b)
Forecast
10000
Original

9000
Demand (MW)

8000

7000

50 100 150 200 250 300

Time (half-hour)

Fig. 12. Illustrates forecasting results using the proposed DMD approach. (a) One-day ahead prediction for May 8, 2007 on NSW data, (b) one-week ahead prediction
from May 8, 2007 to May 14, 2007 on NSW data.

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N. Mohan et al. Applied Energy 232 (2018) 229–244

(a) (b)
300 300

250 250

200 200
RMSE

MAE
150 150

100 100

50 50

0 0
3-Jul-2011 4-Jul-2011 5-Jul-2011 6-Jul-2011 7-Jul-2011 8-Jul-2011 9-Jul-2011 3-Jul-2011 4-Jul-2011 5-Jul-2011 6-Jul-2011 7-Jul-2011 8-Jul-2011 9-Jul-2011
Days Days
(c) (d)
3 0.15

Running Time (sec)

2.5

2 0.1
MAPE

1.5

1 0.05

0.5

0 0
3-Jul-2011 4-Jul-2011 5-Jul-2011 6-Jul-2011 7-Jul-2011 8-Jul-2011 9-Jul-2011 3-Jul-2011 4-Jul-2011 5-Jul-2011 6-Jul-2011 7-Jul-2011 8-Jul-2011 9-Jul-2011
Days Days

Fig. 13. Illustrates the performance of the proposed DMD model in terms of forecasting measures. (a) RMSE, (b) MAE, (c) MAPE, (d) running time.

Table 6 ensure secure grid operation.

Forecasting results on Australian grid data for last week of Jan-2017. Furthermore, to certify the significance of the proposed DMD
Data Methods MAE RMSE MAPE method among the other referred methods, a statistical test namely
Friedman rank test has been conducted based on RMSE and MAPE [1].
QLD ELM model 506.554 643.787 7.289 The comparison results for the Friedman rank test is shown in Fig. 11. It
DE-ELM model [47] 490.289 629.534 7.034
is observed from Fig. 11 that the proposed model has the lowest rank
ARIMA model [8] 480.470 627.282 6.888
ARMAX [6] 475.537 583.550 6.543
and thus have the best performance among all other referred models.
AR [6] 465.769 598.968 6.339 The Friedman p-value obtained for both RMSE and MAPE is shown in
ARX [6] 462.587 596.476 6.301 the same figure. The p-values less than 0.05 indicates that there exists
WT-MABC-ELM model [42] 419.567 559.602 5.936 high variation between all these methods [1].
EMD-DE-ELM model [47] 394.999 513.964 5.821
Case 2: In case 2, NSW market data from AEMO is considered. The
Proposed DMD model 356.678 483.300 5.047
day to be forecasted is fixed as May 8, 2007. The proposed approach is
performed as explained in Section 3. The results of the experiment is
Table 7 tabulated in Table 5 and compared with AR [6], ARX [6], ARMAX [6],
Forecasting hourly loads in January 1991 of North American grid data. back propagation neural network (BPNN) [39], SVR [16], SVR-GA [45],
PSO-SVR [19], SVR-ABC (artificial bee colony) [39], and PSO-BP [2]. It
Metrics Methods
is evident from Table 5 that the proposed data-driven approach out-
SVR [16] MI [37] Proposed DMD performs all the referred methods in terms of RMSE and MAPE. The
performance of forecasting for one-day ahead and one-week ahead
MAPE 6.54 6.17 6.22 period using the DMD model is shown in Fig. 12. It can be observed
Running Time (sec.) 6085.8 4137.6 0.125
from Fig. 12 that the proposed data-driven model clearly follows the
pattern of the actual load series with less deviation, thus achieves a
parameters and the optimal order is determined empirically. In this good prediction. This is due to the inherent ability of the DMD algo-
study, k th order AR, ARX and ARMAX models with k > 40 is used. The rithm to learn the underlying dynamical characteristics of load data.
higher order selection is justified by the fact that the lower AR coeffi- Case 3: Case 3 discusses the error obtained during the forecasting in
cients are inadequate to capture the temporal evolution of the load terms of RMSE, MAPE, MAE and running time. For the experiment,
series [6]. Since SVR and ANN models use the similar networks [1], NSW grid data of 2011 from AEMO market is considered. The perfor-
these two models have a comparable performance (refer Table 4). The mance measures are estimated for one week period starting from July 3,
DBN model shows improved performance due to its ability to learn non- 2011 to July 9, 2011. The results obtained for day-wise forecasting is
linear behavior than other single structure models. The ensemble DBN shown in Fig. 13. The average measures obtained for MAPE is less than
model outperformed SVR, ANN, and DBN models. The ensemble EMD 2.89%, RMSE is less than 290, and MAE is less than 294. The average
based ANN approach shows a higher accuracy than the single structure running time for the DMD based model for one-day ahead forecasting is
models. However, the complexity of the method is high and optimal 0.125 s. The small values obtained for each measure confirms the su-
ANN parameter tuning is required to attain good accuracy. The pro- perior predictive performance of the proposed data-driven strategy.
posed DMD based data-driven approach achieves comparable results.
The proposed model discovers the load characteristics with less com- 5.5. Comparative experiments
plexity than single structure and ensemble models. The accurate fore-
casted load values can be further used for grid management system to This section describes the various comparative experiments con-
take decisions related to electricity generation and scheduling, resource ducted to highlight the performance advantage of the proposed DMD
management, electricity purchase, etc. Additionally, the forecasted load model with some of the existing STLF models. The experiments de-
values can reveal information related to system faults and thus to monstrate the generality and applicability of the proposed model for

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N. Mohan et al. Applied Energy 232 (2018) 229–244

Forecast Original
(a) (b)

2400
2000
Demand (MW)

2200

Demand (MW)
1800
2000

1800 1600

1600 MAPE = 3.28 MAPE = 2.04

1400
1400
2 4 6 8 10 12 14 16 18 20 22 24 2 4 6 8 10 12 14 16 18 20 22 24
Time (hour) Time (hour)
(c) (d)
3500
2000

Demand (MW)
Demand (MW)

1800 3000

1600
2500

1400 MAPE = 2.67 MAPE = 3.93

2 4 6 8 10 12 14 16 18 20 22 24 2 4 6 8 10 12 14 16 18 20 22 24
Time (hour) Time (hour)

Fig. 14. Illustrates one-day ahead forecasting results using the proposed DMD approach on North American grid data. Forecasting results for (a) 18-Apr-1990, (b) 25-
Jul-1990, (c) 25-Aug-1990, (d) 14-Dec-1990.

300 one-day, one-week and one-month ahead predictions.

Experiment 1: In this experiment, data from January 2017 of QLD
250 region, AEMO market is taken. The last week of January 2017 is pre-
dicted and the results are compared with ELM, differential evolution
200
Forecasting error

combined ELM model (DE-ELM) [47], basic ARIMA [8], ARMAX [6],
AR [6], ARX [6], WT-MABC-ELM model [42] and EMD-DE-ELM model
150
[47]. The comparison results are tabulated in Table 6 and it can be
observed that the proposed model obtained improved results. This ex-
100
periment highlights the potential of the DMD based STLF model for
50 one-week ahead period.
Experiment 2: Experiment 2 is conducted using North American
0 grid data for December, 1990 to predict the hourly load demand in
January, 1991 (one-month ahead period). The forecasting results and
18-Apr-1990 25-Jul-1990 25-Aug-1990 14-Dec-1990
comparison with SVR [16] and MI [37] model are tabulated in Table 7.
Predicted day This experiment also highlights the computing speed of the proposed
Fig. 15. Visualization of forecasting error of four different days on North DMD model for STLF. It is evident from Table 7 that the DMD model has
American grid data using box graph. effectively predicted the load demand of January 1991. Additionally,
the computation time required for our data-driven method is much
800 10 lesser than the other two referred models. Fig. 14 shows 24-h ahead
forecasting results on four different days, including holidays. It can be
PSF
PSF-NN1 9
700 PSF-NN2 inferred from Fig. 14 that the proposed model predicts the future de-
PSF-NN3 8
600 Proposed DMD mand values regardless of time and day. The graphical visualization of
7 the forecasting error for the selected four days through the box plot is
500 6 shown in Fig. 15.
5
Experiment 3: Experiment 3 demonstrates the potential of the
400
proposed model for forecasting the load demand of one-month period
4
300 using NSW, AEMO market data. The performance advantage is com-
3
pared with PSF [52] and PSF-NN model [53]. PSF-NN is a hybrid model
200
2 which combines the pattern sequence-based forecasting (PSF) with
100 1 neural networks (NN). In [53], three different approaches are devel-
0
oped based on additional inputs. In PSF-NN, the forecasting is done
0
Oct-2011 Dec-2011 Oct-2011 Dec-2011 using the load demand from the previous day, PSF-NN1 predicts the
MAPE
MAE demand using previous week demand data, and PSF-NN2 predicts the
Fig. 16. Illustrates one-month ahead forecasting results on NSW, AEMO data of demand using previous day and week data. The one-month ahead
two different months. forecasting results for two different months are shown in Fig. 16. The
proposed data-driven model has the smallest MAE and MAPE values
than the hybrid and non-hybrid models.

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N. Mohan et al. Applied Energy 232 (2018) 229–244

Table 8
One-day ahead forecasting results for four different seasons using NSW, AEMO data in year 2010.
Season Day MAPE

ARIMA [8] SVR [16] RBF-NN WT-RBF- Two stage MI- Series ENN Parallel ENN PCC-ENN CPC-ENN CPP-ENN PCP-ENN Proposed
[27] NN WT- BPNN [35] [35] [35] [35] [35] [35] [35] DMD

Spring 18-Mar 17.33 16.87 14.36 12.74 9.05 10.32 2.71 8.32 5.23 20.64 8.32 2.60
23-Mar 32.54 32.54 23.44 15.53 12.65 13.22 2.04 9.65 6.43 34.53 9.65 2.91
Summer 18-Jun 22.43 20.54 17.07 12.33 9.76 11.08 2.65 8.43 5.42 23.65 8.43 2.87
26-Jun 15.43 15.65 15.04 12.84 10.54 10.54 2.34 8.43 5.08 24.33 8.43 2.54
Fall 12-Oct 10.23 19.32 17.87 12.52 9.56 11.54 2.13 8.43 5.24 22.43 8.43 2.15
17-Oct 19.64 19.76 18.04 15.92 13.56 13.22 2.44 11.46 7.64 24.32 11.46 2.23
Winter 19-Dec 23.54 19.65 12.44 11.04 9.56 10.54 2.34 8.54 5.42 25.64 8.54 2.13
25-Dec 37.54 37.54 31.54 16.69 13.87 14.32 2.54 11.23 6.53 38.43 11.23 2.70

Experiment 4: Experiment 4 is conducted to emphasize the com-
petence of the proposed DMD model to accommodate seasonal and
climatic variations in the daily load patterns. Similar to the conditions
mentioned in [35], one-day ahead forecasting performance is evaluated
by taking two days from all the four seasons of NSW data for 2010. The
performance is compared with the results mentioned in [35] and is
tabulated in Table 8. The eleven STLF models considered for compar-
ison are ARIMA [8], SVR [16], RBF-NN [27], WT combined RBF-NN
(WT-RBF-NN), two-stage MI integrated with WT-BPNN [35], series
ENN [35], parallel ENN [35], PCC-ENN [35], CPC-ENN [35], CPP-ENN
[35], and PCP-ENN [35]. It is clear from Table 8 that the proposed DMD
outperformed ARIMA, SVR, RBF-NN, WT-RBF-NN, two-stage MI-WT-
BPNN models in terms of lower MAPE. The proposed DMD model also
obtained comparable results with the parallel ENN model proposed in
[35].
Experiment 5: In experiment 5, the running time required by dif-
ferent models for one-day ahead forecasting is compared. In order to do
the real-time prediction in a faster rate, the forecasting model should be
computationally effective, less complex and faster. Table 9 shows the
running time taken by each model for the prediction of load demand on
May 8, 2007. It is clear from Table 9 that the proposed DMD model is
extremely faster than both single structure and ensemble models. The
advantage in computing time facilitates the real-time application of the
proposed model for short-term load prediction. Further, the proposed
data-driven model needs no requirement of parameter settings and
hence complexity is less unlike other existing models for STLF
[2,39,45].
The extensive experiments confirms the competitive forecasting
performance of the proposed DMD based model for one-day, one-week,
and one-month ahead period. The ability of the model to identify the
hidden dynamic characteristics from the load series data leads to an
accurate prediction of the future load. Further, the data-driven model
can effectively track the complex load patterns affected by various
exogenous factors. Unlike conventional model-driven methodologies
that assumes a prior system model, the proposed DMD model learns the
spatio-temporal behavior from the available load data. The major ad-
vantages of the proposed STLF model are, (i) simple, (ii) independent of
optimum parameter selection, (iii) no requirement of additional feature
extraction stage, (iv) less computation time, and (v) easy to implement.
The satisfactory performance of the proposed data-driven DMD model
for STLF task is certified by the lower forecasting errors such as MAPE,
RMSE, MAE, and running time. The competing performance of the
proposed DMD based model suggests that it can be used as an effective
tool for forecasting other interdependent variables in power system
such as electric price, renewable energy resources (eg; solar, wind), etc.
This is considered as a direction for the future work using the proposed
method.
6. Conclusion and future scope
The short-term load forecasting (STLF) plays a key role in the grid
energy management system. An efficient STLF model is necessary to
attain secure supply of reliable electric energy. In this paper, a data-
driven strategy for short-term load forecasting (STLF) using dynamic
mode decomposition (DMD) is proposed. The inherent ability of the
DMD algorithm to mine the latent spatio-temporal dynamics of the
time-evolving load data are exploited for accurate future load predic-
tion. The key advantages of the proposed method are:
• The performance of the method is independent of rigorous training
phases and optimal parameter selection. Also, the method does not
require any hand-crafted feature selection stage.
• The method is adaptive to multiple seasonal and cyclic patterns in
load data thus offers an improved generalization ability for load
prediction of different seasons.
• The complexity of the method in terms of computation and speed is
much lesser than single structure and ensemble models which fa-
cilitates the real-time application of the proposed model.
The competence of the proposed DMD based data-driven model is
demonstrated through various comparative experiments using the en-
ergy market data from different geographical locations. The accuracy
and comprehensibility of the proposed model are satisfactory compared
to other benchmark models for STLF. The significantly lower fore-
casting error measures such as MAPE, RMSE, and MAE confirms the
predictive performance of the proposed model. Therefore it can be
concluded that the proposed DMD based data-driven strategy is a sui-
table tool for real-time STLF to build an efficient energy management
system. The application of the proposed DMD model for forecasting the
other interdependent variables in power system such as electric price,

Table 9
Running time required by different models for one-day ahead forecasting.
Models BPNN [39] SVR [16] PSO-SVR PSO-BP SVR-GA SVR-ABC AFCM [71] EMD-SVR- AR DEMD-SVR- AR Proposed DMD
[19] [2] [45] [39] [2] [2]

Running Time 190.4 180.4 165.2 159.9 167.3 181.4 75.3 80.7 76.8 0.13
(sec.)

242
N. Mohan et al.
renewable energy resources, etc. is devoted as a future scope of this
work.
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