Abstract
In this paper, we develop a new triangular fuzzy series combination forecasting method based on triangular fuzzy discrete difference equation forecasting model and PSO-SVR, and use the developed forecasting method to power load forecasting. First, we propose a triangular fuzzy discrete difference equation (TFDDE) forecasting model to predict the triangular fuzzy series, which can accurately predict the fluctuating trend and is suitable for small sample data. Then, the support vector regression optimized by particle swarm optimization (PSO-SVR) is adopted to further improve the forecast result of TFDDE forecasting model, in which the parameters of support vector regression are optimally obtained by particle swarm optimization algorithm so as to avoid the blindness of artificial selection. Finally, the practical example of load forecasting of US PJM power market is employed to illustrate the proposed forecasting method. The experimental results show that the proposed forecasting method produces much better forecasting performance than some existing triangular fuzzy series models. The proposed combination forecasting method, which fully capitalizes on the time series forecasting model and intelligent algorithm, makes the triangular fuzzy series prediction more accurate than before and has good applicability. This is the first attempt of employing discrete difference equation theory for the triangular fuzzy series forecasting.
Keywords
Introduction
Power load forecasting plays an important role in the management of modern power systems. Therefore, improving the accuracy and efficiency of power load forecasting has become an important research field in the operation and management of modern power systems [1]. Load forecasting studies can be categorized based on forecasting period into three categories: very short term load forecast, short term load forecast and medium-long term load forecast [2]. Compared with very short term load forecast and short term load forecast, medium-long term load forecast is more significant in distribution power system planning and analysis [3]. Thus, this article focus on improving the accuracy of medium-long term load forecast.
The technical literature displays a wide range of methodologies and models for load forecasting, among them, the classical power load forecasting methods includes exponential smoothing [4], ARMA [5], Box-Jenkins ARIMA [6], regression analysis [7], and transfer function (dynamic regression) [8], expert systems [9], and other traditional mathematical statistics methods [10, 11]. Although the forecasting results of these methods usually show good performances, their forecasting precisions still need to be improved.
In recent years, with the development of artificial intelligence technology, artificial intelligence has been gradually introduced into power load forecasting, which includes artificial neural network [12], radial basis function neural network [13], particle swarm optimization [14], general simulation (GSIM) theory [15], support vector regression (SVR) [16], least squares support vector machine and fruit fly optimized algorithm [17], genetic algorithm optimized cyclic support vector machine [18] and differential evolution algorithm optimized support vector regression [19]. AlRashidi and El-Naggar used the Egyptian networks and particle swarm optimization to forecast the long term power load peak values [20]. Additionally, Hu et al developed a short-term power load forecasting model based on the generalized regression neural network with decreasing step fruit fly optimization algorithm [21]. However, there are still shortcomings among them, such as complex procedures, low precision, and poor stability [22].
Load forecasting is vital to the whole power industry. However, it is a difficult task. Firstly, because the load time series exhibit multiple levels of seasonality [23]. Secondly, because there are many exogenous variables that may be considered, with highly volatile with occasional large spikes [24], so using fuzzy numbers to represent power load data is more reasonable than precise numbers [25]. But previous studies conducted on precise numbers are not applicable to these data. In the fuzzy environment, triangular fuzzy numbers are a common expression form for uncertain information, which compensates for the lack of precise numbers and interval numbers. Thus, it is natural to develop a triangular fuzzy number series forecasting method for the power load forecasting.
Zeng et al. [25] proposed a triangular fuzzy series forecasting based on the grey model and neural network. However, the essence of grey model is matching the raw series with an exponential type curve, and its prediction curve is a smooth curve which gives expression to the development trend of the series, so the grey model cannot predict the fluctuating trend of the series effectively. Recently, Chen et al. [26] provided an efficient gradient forecasting search method utilizing the discrete difference equation model. Their work shows that the discrete difference equation forecasting method is a potential time series forecasting tool for the time series with inflection points. Thus, an interesting and important issue to be solved is how to develop a triangular fuzzy discrete difference equation prediction model. Up to now, there has been no research about this issue.
In this paper, we propose a power load combination forecasting approach based on triangular fuzzy series discrete difference equation forecasting model and PSO-SVR. A triangular fuzzy discrete difference equation (TFDDE) prediction model is developed, which can predict the fluctuating trend of the triangular fuzzy series effectively. Moreover, in order to improve the accuracy of power load forecasting, we use the support vector regression optimized by particle swarm optimization algorithms (SVR-PSO) to adjust the forecasting result of TFDDE model. Finally, an illustrated example for forecasting power load is used to verify the effectiveness of our proposed method. The proposed method provides a new triangular fuzzy combination forecasting framework in enrich the power load forecasting. This is also the first attempt of employing discrete difference equation for the triangular fuzzy series forecasting.
The rest of the paper is organized as follows. Section 2 introduces the basic concepts of triangular fuzzy numbers and discrete difference equation prediction model. Triangular fuzzy discrete difference equation forecasting model is constructed in Section 3. In Section 4, we develop a triangular fuzzy series combination forecasting framework based on discrete difference equation forecasting model and PSO-SVR. Section 5 presents the power load forecasting practical example. Finally, conclusions are drawn in Section 6.
Preliminaries
Triangular fuzzy numbers
Zadeh [27] proposed the concept of fuzzy sets, which are widely used in uncertain environment. Triangular fuzzy number is one of the major components, which is defined as follows.
Then
The discrete difference equation (DDE) prediction model was developed by Chen and Lee [26], which has higher prediction accuracy than the grey prediction model GM for dynamic time series with inflection points. The DDE prediction model can be detailed as follows.
Let x(0) = {x(0) (1) , x(0) (2) , ⋯ , x(0) (n)}, n ∈ Z, be the original time series. Then, we can get an increasing sequence x(1) = {x(1) (1) , x(1) (2) , … x(1) (n)} based on accumulated generating operation (AGO) as Equation (2).
Then, a second-order discrete difference equation is constructed as follows:
Among them, α and β are the parameters to be estimated, and p take the general integer. Linear least squares estimation [29] is applied to estimate α and β. Then, the discrete difference Equation (3) can be solved by invoking the initial conditions [26].
Finally, we can use the inverse accumulative generation operation to restore the AGO operation and obtain the predicted values, which is as follows:
Thus, we can get the final predicted results of the original sequence
In order to forecast triangular fuzzy time series, we will develop a triangular fuzzy discrete difference equation (TFDDE) forecasting model. The operation of TFDDE forecasting model can be detailed as follows:
(1) Gather original time series data.
Let
(2) Triangular fuzzy sliding average (TFSA)
Due to the irregular variation of the original triangular fuzzy time series, sliding average is applied to eliminate the accidental factors and find out the development trend of fuzzy time series and improve the prediction accuracy. The calculation formula of the sliding average can be written as:
In which,
(3) Triangular fuzzy accumulated generating operation (TFAGO)
The increasing TFAGO series of
(4) Build triangular fuzzy discrete difference equation (TFDDE) model
We build triangular fuzzy second-order discrete difference equation model for TFAGO series as Equation (7).
In Equation (7), the integral development coefficients, α and β represent the integral development tendency of the triangular fuzzy series, not the tendency of a single boundary point. And can be estimated by ordinary least square method.
(5) Solve of triangular fuzzy discrete difference equation.
According to the ordinary least square method, we have
According to Equation (8), we can get the development coefficients of three boundary points respectively. And, the integral development coefficients can be obtained by aggregating development coefficients of the three boundary points of the triangular fuzzy series based on Equation (9).
Where a, b, c > 0 and a + b + c = 1. Additionally, since the mid boundary point plays the leading role of the three boundary points, thus b > a and b > c.
After parameter estimation, the values of α and β are substituted into Equation (10) to obtain the predicted value of
(6) Apply inverse triangular fuzzy accumulated generating operation (I-TFAGO)
Finally, we can obtain the predicted value of original triangular fuzzy time series,
Transformation of the triangular fuzzy series
In order to measure the residual between the original data
For the triangular fuzzy number series
In which, s (i), f (i) and m (i) are called the cover area, gravity center and mid boundary point of the membership function, respectively.
Conversely, the three boundary points of
According to Equation (12), original data
It can be seen that the three transformation sequences are constrained by the three boundary points of the triangular fuzzy number at the same time, which not only guarantees the integrity of the fuzzy number, but also weakens the jumping degree of some boundary points of the fuzzy number and increases the smoothness of the modeling sequence.
To improve the forecast result of TFDDE forecasting model, the support vector regression (SVR) is employed to predict the forecasting residual of the TFDDE model, i.e., r s (i), r f (i) and r m (i).
The support vector regression (SVR), an extension of support vector machine, is a machine learning method based on statistical leaning theory [30, 31] and can be used to time series forecasting. The basic idea of SVR is to map the input vector x
i
(i = 1, 2, ⋯ , n) to the high dimensional feature space by the nonlinear mapping function φ (x), and perform linear regression. The regression function of SVR in the high dimensional feature space can be described as
Where φ (x) is a nonlinear mapping function, ω is the weight factor, and b is the threshold value. The empirical risk can be defined as follows:
Where L
ɛ
(y
i
, f (x
i
)) is called ɛ-intensive loss function. L
ɛ
(y
i
, f (x
i
)) is as follows:
By introducing two non-negative slack variables ξ
i
and
In Model (18), (x1, y1), (x2, y2), ⋯, (x
n
, y
n
) are pair of input and output vectors, C is the trade-off parameter between the first and the second terms of the objective function, ξ
i
and
Where
The main motivations for which we consider the SVR are its good properties, such as (i) good generalization capability; (ii) ability to handle high dimensional input spaces also when few training samples are available; and (iii) relatively limited computational load in the training phase [33–39].
For the SVR forecasting model, the parameters, i.e., ɛ, C and δ have great influence on the forecasting accuracy, the particle swam optimization (PSO) is employed to search the optimal parameters. The advantage of using PSO [40] is that it is simple and easy to implement, no gradient information is needed, and there are few parameters, especially its natural real-coded characteristics are particularly suitable for handling real optimization problems.
Based on the developed TFDDE forecasting model and PSO-SVR, we develop a novel triangular fuzzy series combination forecasting method, which is shown in Fig. 1.

The process of the triangular fuzzy series combination forecasting method based on TFDDE and PSO-SVR.
The detailed Steps can be listed as follows:
The predicted results of the TFDDE forecasting model
In this section, we use the historical load data of the US PJM power market from January 2013 to May 2018 (a total of 65 issues) as an example. Among them, the mean value of each month is taken as the mid boundary of triangular fuzzy number. Meanwhile, the minimum and maximum of each month are taken as the left and right boundary of triangular fuzzy number, respectively. Firstly, the sliding average is employed to correct the singularity of the original triangular fuzzy time series, so as to eliminate the accidental factors and obtain a new triangular fuzzy time series. Then, the ordinary least square method is used to estimate the corresponding parameters of the TFDDE forecasting model. The integral expansion coefficients can be obtained by Equation (9), where a : b : c = 1 : 2 :1. Moreover, the integral expansion coefficients are substituted into Equation (7) to obtain the predicted value of TFAGO series. Finally, we get the predicted value of the original data based on I-TFAGO. The mean relative error (MRE) of the developed TFDDE prediction model is 3.95%.
Furthermore, we compare the TFDDE forecasting model with the triangular fuzzy series forecasting method based on grey model (TFGM) [25]. We use the TFGM to predict the power load, and obtained the MRE of TFGM is 7.27%. As can be seen, the prediction accuracy using our proposed TFDDE method are much better than those under the TFGM.
Besides, Fig. 2 gives the curves of predicted results of TFDDE forecasting model and TFGM. We can see that the prediction curve of TFGM is smooth, which indicates the general development tendency of the raw series. But the fluctuation of the raw series is not shown in the curve. Compared with TFGM, the TFDDE forecasting model has better prediction effect at the inflection point than the gray model, which can reflect the trend of original data well and greatly improve the accuracy of prediction.

The curves of predicted results of TFDDE and TFGM.
Next, the PSO-SVR is adopted to adjust the predicted values of TFDDE. Firstly, According to Equation (14), we obtain the residual sequence, and use PSO-SVR to predict the residuals. Then, we can obtain the predicted residuals. We use the particle swarm optimization algorithm to find the best parameters for SVR, i.e., C = 4.0373 and ɛ = 73.4674.
The predicted results of TFDDE and PSO-SVR according to Equations (13) and (23) and get the final predicted results of our developed combination forecasting method, which are shown in Table 1. And it is evident that the combination forecasting model tends to fit closer to the original value with a smaller forecasting error. The errors of TFDDE model are almost higher than the combination forecasting method, which means that our developed combination forecasting method is more accurate and practical. Therefore, the results show that the developed combination forecasting method can efficiently improve the forecasting accuracy of theTFDDE.
The final predicted result of the combination forecasting method
The final predicted result of the combination forecasting method
Figure 3 reflects the predicted results raw values and our developed combination forecasting method. Obviously, our developed combination forecasting method gives acceptable predictions most of the time, and the prediction curve of our developed combination forecasting method is better than the TFDDE model.

The power load curves of the developed combination forecasting.
For the purpose of comparison, the developed combination forecasting method in this paper and NNTFGM in [25] were used, and the predicted results are obtained respectively. It can be concluded that the MRE for our combination forecasting method is 0.26%, and the MRE for NNTFGM is 1.69%. Therefore, our developed method improves the accuracy of the medium-long term load forecasting significantly. Besides, to make a clearer comparison between the developed combination forecasting method and NNTFGM, the comparison between these methods and the real load is made as shown in Figs. 3 and 4. It can be concluded that the combination method in this paper is mostly close to the real load.

The power load curves of NNTFGM.
In view of the model effectiveness and efficiency on the whole, we can conclude that the proposed model is quite competitive against the compared model. To sum up, we can make the conclusions as follows.
Firstly, this is the first attempt of employing discrete difference equation theory for the triangular fuzzy series forecasting. It complements the theoretical absence of discrete difference equations in fuzzy environments. And in some practical applications, the original data obtained are not precise numbers and the representation of these data by fuzzy numbers will be more reasonable, so our developed forecasting framework has a broad prospect for application. Secondly, the proposed TFDDE prediction model has a better prediction effect at the inflection point, which can well reflect the fluctuant trend of the triangular fuzzy series. Thirdly, SVR is shown to be very resistant to the over learning problem and has been widely and successfully applied to many forecasting problems. Besides, in order to gain optimization parameters of SVR, PSO is implemented to automatically perform the parameter selection in SVR modeling, which can avoid the blindness of artificial selection effectively and more reasonable. Overall, our proposed combination forecasting framework not only achieves better results, but also the models developed in this paper are effective and applicable, and can enhance forecasting ability.
In this paper, we have developed a triangular fuzzy series combination forecasting method based on triangular fuzzy discrete difference equation (TFDDE) prediction model and PSO-SVR. In which, we first propose a triangular fuzzy discrete difference equation (TFDDE) forecasting model to predict the triangular fuzzy series, and it has a better prediction effect at the inflection point. Furthermore, we use PSO-SVR to improve the prediction accuracy of TFDDE. Moreover, a practical example of load forecasting is employed to illustrate the proposed forecasting method. The prediction performance of our developed combination forecasting method surpasses that of both standard TFGM and NNTFGM with their smallest MRE index under the same training and test conditions. In conclusion, the proposed combination forecasting method is applicable and practical in accurately predicting the medium-long term power load. In our future works, we will introduce other influencing factors that affect the power load into the hybrid model to further improve the prediction accuracy.
Footnotes
Acknowledgments
The work was supported by National Natural Science Foundation of China (Nos. 71501002, 61502003, 71871001, 71771001, and 71701001), Anhui Provincial Natural Science Foundation (Nos. 1608085QF133, 1508085QG149).
