CN117474151A - Method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion model - Google Patents

Method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion model Download PDF

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CN117474151A
CN117474151A CN202311406549.6A CN202311406549A CN117474151A CN 117474151 A CN117474151 A CN 117474151A CN 202311406549 A CN202311406549 A CN 202311406549A CN 117474151 A CN117474151 A CN 117474151A
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夏勇军
陈莉娟
徐文
阮羚
吴颖波
施志勇
赵立华
卫婧怡
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Hubei Central China Technology Development Of Electric Power Co ltd
State Grid Hubei Electric Power Co Ltd
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Abstract

A method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion models, comprising: calculating a first average absolute percentage error per day in a first time period by adopting a CNN-LSTM algorithm; calculating a second average absolute percentage error per day in the first time period using a lightGBM algorithm; calculating a CNN-LSTM weight and a lightGBM weight according to the first average absolute percentage error and the second average absolute percentage error, and further calculating a CNN-LSTM dynamic weight and a lightGBM dynamic weight; and obtaining a final predicted value of the second time period corresponding to each day according to the predicted value of the second time period predicted by the CNN-LSTM algorithm and the lightGBM algorithm and the CNN-LSTM dynamic weight and the lightGBM dynamic weight. The invention can improve the prediction stability of the model and reduce the average error.

Description

Method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion model
Technical Field
The invention relates to the field of artificial intelligence algorithms, in particular to a method for actual prediction of short-term load based on a CNN-LSTM and lightGBM dynamic weighted fusion model.
Background
The actual prediction of the short-term load (which means that the actual future value can be predicted) is the basis of the economic operation of the power system, and can support the dispatching of a power supply company and improve the economical efficiency and the safety of the operation of a power grid. The existing method is generally realized by adopting a single algorithm based on statistics, machine learning, artificial intelligence and the like. However, due to the influence of emergencies and the limitation of the operation mechanism of the single model, errors of the prediction days (such as 3 rd day, 6 th day, etc.) suddenly rise and suddenly fall in the actual prediction process, inaccurate prediction is caused from the first holiday to the holiday, and the like, so that a difficulty is brought to the actual application.
Disclosure of Invention
In view of the above, the invention provides a method for actual prediction of short-term load based on CNN-LSTM and lightGBM dynamic weighted fusion model, which can improve the prediction stability of the model and reduce average error.
A method for short-term load actual prediction based on a CNN-LSTM and lightGBM dynamic weighted fusion model comprises the following steps:
carrying out real prediction on the daily load in a first time period and a second time period by adopting a CNN-LSTM algorithm, and obtaining a first average absolute percentage error of each day in the first time period according to a predicted value of the first time period predicted by the CNN-LSTM algorithm and a real value of the first time period, wherein the first time period comprises at least 2 time segments, and each time segment is equal to the number of days in the second time period;
carrying out real prediction on the daily load in the first time period and the second time period by adopting a lightGBM algorithm, and obtaining a second average absolute percentage error of each day in the first time period according to the predicted value of the first time period predicted by the lightGBM algorithm and the real value of the first time period;
obtaining a CNN-LSTM weight and a lightGBM weight of each day in a first time period according to the first average absolute percentage error and the second average absolute percentage error;
obtaining a CNN-LSTM dynamic weight and a lightGBM dynamic weight of each day in the first time period according to the CNN-LSTM weight and the lightGBM weight of each day in the first time period;
and obtaining a final predicted value of each day corresponding to the second time period according to the predicted value of the second time period predicted by the CNN-LSTM algorithm and the lightGBM algorithm and the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period.
Further, the CNN-LSTM weight and lightGBM weight of each day in the first period of time are obtained according to the first average absolute percentage error and the second average absolute percentage error, and the specific calculation formula is as follows:
wherein W is 1 For CNN-LSTM weight, W per day in the first time period 2 For the lightGBM weight, e, per day in the first time period 1 E is the first average absolute percentage error per day in the first period of time 2 Is the second average absolute percentage error per day over the first period of time.
Further, the obtaining the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first period according to the CNN-LSTM weight and the lightGBM weight of each day in the first period, includes:
and obtaining the CNN-LSTM dynamic weight by averaging the CNN-LSTM weight of the corresponding date of each time segment in the first time period, and obtaining the lightGBM dynamic weight by averaging the lightGBM weight of the corresponding date of each time segment in the first time period.
Further, the predicted value of the second time period predicted according to the CNN-LSTM algorithm and the lightGBM algorithm, and the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period, obtain a final predicted value of the second time period corresponding to each day, and the specific calculation formula is as follows:
F t =W 1 f1 t +W 2 f2 t t=1,2,...,n
wherein F is t Representing the final predicted value of the second time period corresponding to each day, f1 t And f2 t Representing predicted values, W, of the second time period predicted by the CNN-LSTM algorithm and the LightGBM algorithm, respectively 1 And W is 2 The CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period are respectively represented, t represents the number of days sequence of each time segment in the first time period and the second time period, and n represents the number of days of each time segment in the second time period.
The invention has the core that 2 algorithms are dynamically weighted and fused, and the method can effectively relieve the 4-point defect of the existing algorithm model:
1. the stability of a single algorithm is poor. The sensitivity of each single algorithm to prediction errors of different holidays, emergencies and the like is different, so that the errors are suddenly high and suddenly low, the stability is poor, and the robustness of the model after dynamic weighting fusion is enhanced;
2. serial fusion has a high security risk. Serial mode refers to the running order among 2 or more algorithms, each algorithm performing only a portion of its tasks. Parallel mode refers to running results in parallel between 2 or more algorithms, each individual algorithm being able to run results. When any algorithm in the combined model fails due to the influence of various factors such as external and internal boundaries, the model in the serial mode can be stopped and swung directly, and the model in the parallel mode can still obtain a result although the error is possibly reduced (if 2 algorithms are used, the other algorithm can still output the result directly, and if a plurality of algorithms are used, the residual algorithms do not influence parallel fusion).
3. The weighting value is fixed. The existing weighting method has the weighting value of a fixed value mostly, and the weighting value is dynamic, namely different every day, and the dynamic weight is more beneficial to reducing errors due to timely change every moment.
4. And cannot be predicted practically. In the fusion process of the existing literature, the data at the unknown moment cannot be weighted, and only the existing historical data can be weighted. This results in insufficient model utility and an inability to truly predict future values. Not intended to be predicted, but not predicted. Because in the fusion process, the error is needed to be known for weighting, but in the actual prediction, the error cannot be calculated because the future value is not known. In order to solve the problem, the invention calculates the errors of 2 algorithms in historical data, calculates the weights of 2 algorithms at the future time according to the daily error expression on the historical data based on the characteristic that the errors of rolling cycle prediction and multi-model machine learning prediction are different in each day.
Drawings
FIG. 1 is a flow chart of a method of the present invention for short-term load actual prediction based on CNN-LSTM and LightGBM dynamic weighted fusion models;
FIG. 2 is a graph of predicted results using the CNN-LSTM algorithm in accordance with an embodiment of the present invention;
FIG. 3 is a graph of predicted results using the LightGBM algorithm according to an embodiment of the present invention;
FIG. 4 is a graph of the results of the CNN-LSTM weights and lightGBM weights calculated by an embodiment of the present invention for a first time period per day;
FIG. 5 is a calculation of dynamic weighting in accordance with an embodiment of the present invention;
FIG. 6 is a table of final fusion results calculated by an embodiment of the present invention;
fig. 7 is a representation of the final fusion result calculated by an embodiment of the present invention.
Detailed Description
For the purpose of making the objects, technical solutions and advantages of the embodiments of the present invention more apparent, the technical solutions of the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present invention, and it is apparent that the described embodiments are some embodiments of the present invention, but not all embodiments of the present invention. All other embodiments, which can be made by those skilled in the art based on the embodiments of the invention without making any inventive effort, are intended to be within the scope of the invention.
The whole flow of the embodiment of the invention comprises 2 major parts: CNN-LSTM actual prediction model and lightGBM actual prediction model. And then carrying out dynamic weighted fusion on the results of the 2 models, wherein the determination of the dynamic weight is the core of the invention. The CNN-LSTM actual prediction model and the lightGBM actual prediction model are all actually predicted 5 times (3.1-3.7, 4.1-4.7,5.1-5.7,6.1-6.7, and 6.8-6.14), the first 4 times are used for calculating dynamic weighting values (the prediction process is strictly performed according to the actual predicted scene, and the actual value comparison is added after the event in order to calculate the map), and the last 1 times are the final results.
Wherein the actual prediction results A1 and B1 are the results of No. 3.1-3.7, no. 4.1-4.7, no. 5.1-5.7 and No. 6.1-6.7; the actual predicted results A2 and B2 are the results of 6.8-6.14, and the final result generated by weighting and fusing the 2 results is the result of 6.8-6.14.
Referring to fig. 1, an embodiment of the present invention provides a method for short-term load actual prediction based on a CNN-LSTM and lightGBM dynamic weighted fusion model, which includes the following steps:
step 1, carrying out real prediction on daily loads in a first time period (No. 3.1-3.7, no. 4.1-4.7, no. 5.1-5.7, no. 6.1-6.7) and a second time period (No. 6.8-6.14) by adopting a CNN-LSTM algorithm, and obtaining a first average absolute percentage error of each day in the first time period according to a predicted value of the first time period predicted by the CNN-LSTM algorithm and a real value of the first time period, wherein the first time period comprises at least 2 time segments (4 time segments in the embodiment are respectively No. 3.1-3.7, no. 4.1-4.7, no. 5.1-5.7 and No. 6.1-6.7), and each time segment is equal to the number of days in the second time period (No. 6.8-6.14);
the process of predicting by adopting the CNN-LSTM algorithm in the step 1 is as follows:
1.1 acquiring data
The data set originates from a data center
The characteristic dimension of the data center table is as follows: date, electricity usage, of a certain area 20220101-20230630.
1.2 data cleaning
Processing the vacant data, and filling each row of vacant data by adopting a relatively convenient average filling method;
the data is normalized 0-1 such that the entire column of data is compressed to within the range of 0-1.
1.3 modeling
Data set partitioning:
the first 60% data set was used for training, 20% data set for testing, and the last 20% data set for validation;
setting parameters:
in the construction of the CNN convolution network, one-dimensional convolution Conv1D is adopted, pooling layer downsampling is used, the pooling kernel size is [1,2], namely downsampling is only carried out on the characteristic dimension, and the sequence window is kept unchanged. The channel functions need to be adjusted, the channel information fused, the number of channels reduced to 1, and then the channel dimensions squeezed out before the feature data is input from CNN to LSTM. Then, the prediction result is outputted through a full link layer with time series information (the sequence period is 14) of the data processed through the LSTM.
1.4 model results
The real predictions are respectively carried out on 3.1-3.7,4.1-4.7,5.1-5.7,6.1-6.7, and the parameters are adjusted for multiple times in the process.
Then, the real prediction is carried out on 6.8 to 6.14, as shown in figure 2,
1.5 obtaining a first average absolute percentage error e of each day in the first time period according to the predicted value of the first time period and the actual value of the first time period predicted by the CNN-LSTM algorithm 1
And 2, carrying out real prediction on the daily load in the first time period and the second time period by adopting a lightGBM algorithm, and obtaining a second average absolute percentage error of each day in the first time period according to the predicted value of the first time period predicted by the lightGBM algorithm and the real value of the first time period.
The specific implementation process of the step 2 is as follows:
2.1 obtaining data
The data set is derived from a data center and weather websites
The characteristic dimension of the data center table is as follows: date of a certain area 20220101-20230630, electricity consumption, power supply quantity, average load rate and photovoltaic power generation quantity.
The characteristic dimensions of the weather website are as follows: the date of a certain area 20220101-20230630, the highest temperature, the lowest temperature.
2.2 data cleaning
(1) Processing the vacant data, and filling each row of vacant data by adopting a relatively convenient average filling method;
(2) Calculating average load rate, wherein the load rate of the original data per day has 96 moments, and calculating average load rate per day;
(3) Calculating daily electric quantity data, wherein the original data is the daily electric quantity, power supply quantity, lost electric quantity and photovoltaic power generation quantity of each station area, and the daily electric quantity data are calculated by grouping and summing according to the date,
(4) The data is normalized 0-1 such that each column of data is compressed to within the range of 0-1.
2.3 engineering of features
A sliding window. Because the electricity utilization characteristic has certain periodicity, the power supply quantity, the load rate and the photovoltaic power generation quantity are respectively carried out on a sliding window before 7 days and a sliding window before 30 days, namely the current power consumption quantity, the power supply quantity before 7 days, the load rate and the photovoltaic power generation quantity.
Adding holidays, judging by adopting a Chinese_calendar module, wherein the holidays are 1, and the non-holidays/workdays are 0.
Adding air temperature, and converting the original highest temperature and lowest temperature, wherein the formula is as follows:
highest temperature 1=electricity consumption/(|highest temperature+50|)
Minimum temperature 1=electricity consumption/(|minimum temperature-50|)
2.4 modeling
(1) The data set is divided from 20220101 ~ 20230607 to about 500 pieces of data, the first 400 pieces are divided into training sets, and the last 100 pieces are divided into test sets.
(2) Setting the lightGBM algorithm parameters, wherein the tasks are regression type tasks and the past experience, the objective selects the regression, the boosting_type selects the gbdt, the max_depth selects 6, the learning_rate selects 0.05, and the rest parameters are mostly defaults.
(3) Since the fields use+1st to use+7st correspond to the dependent variables Y1 to Y7, training and prediction of use+1st to use+7st are sequentially required, and the obtained results are finally spliced.
2.5 results display
The real prediction and model verification are respectively carried out on 3.1-3.7,4.1-4.7,5.1-5.7,6.1-6.7, and the parameters are optimized for many times in the process.
The true predictions are then made for 6.8-6.14, as shown in fig. 3.
2.6 deriving a second average absolute percentage error e of each day in the first time period from the predicted value of the first time period predicted by the lightGBM algorithm and the actual value of the first time period 2
And step 3, obtaining the daily CNN-LSTM weight and the lightGBM weight in the first time period according to the first average absolute percentage error and the second average absolute percentage error.
After 3.1-3.7,4.1-4.7,5.1-5.7,6.1-6.7 are respectively and actually predicted before, the map error of each real prediction of 2 models is obtained, and a dynamic weighting value is required to be calculated, wherein a weighting formula is shown below, and the dynamic weighting is performed by adopting an error reciprocal method:
wherein W is 1 For CNN-LSTM weight per day in the first time period, i.e. weight 1, W 2 For the lightGBM weight per day in the first period, i.e. weight 2, e 1 E is the first average absolute percentage error per day in the first period of time 2 Is the second average absolute percentage error per day over the first period of time. Through e 1 And e 2 Can sequentially calculate the W of each day 1 And W is 2 As shown in fig. 4.
Step 4, according to the daily CNN-LSTM weight W in the first time period 1 And lightGBM weight W 2 The CNN-LSTM dynamic weight and the lightGBM dynamic weight are obtained daily in the first time period.
Step 3 calculates not the final weights, but also combines the fact that the accuracy of different models on different prediction days is different, for example, the rolling prediction model is more accurate on the first prediction day, and the prediction may be less accurate on several days after the prediction, so that the daily weights also need to be averaged:
for the first day of prediction, since CNN-LSTM is a rolling loop single step length prediction, lightGBM is a multi-model single step length prediction, and the first day of rolling loop prediction is the most accurate, it is possible to weight CNN-LSTM directly to 0.99, the weight of lightGBM to 0.01;
average weights W for t+2 days were calculated by averaging the next day of each prediction (i.e., averages e1 and e2 for four days 3.2,4.2,5.2,6.2) 1 And W is 2
Average weights W for t+3 days were calculated by averaging the third day of each prediction (i.e., the averages e1 and e2 for four days 3.3,4.3,5.3,6.3) 1 And W is 2
Similarly, average weights W for t+7 days were calculated by averaging the seventh day of each prediction (i.e., the averages e1 and e2 for the four days 3.7,4.7,5.7,6.7) 1 And W is 2
The dynamic weighting calculation is shown in fig. 5.
And 5, obtaining a final predicted value of each day corresponding to the second time period according to the predicted value of the second time period predicted by the CNN-LSTM algorithm and the lightGBM algorithm and the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period.
The result of the real prediction of 6.8-6.14 is weighted according to the dynamic weight value to calculate the final predicted value, see the following formula:
F t =W 1 f1 t +W 2 f2 t t=1,2,...,n
wherein f1 represents the true predicted value of CNN-LSTM in the range of 6.8-6.14, f2 represents the true predicted value of LightGBM in the range of 6.8-6.14, W 1 And W is 2 The final fusion result F can be finally calculated by the calculation in the above step, as shown in fig. 6 and 7.
From fig. 6, it can be calculated that the daily errors of 6.8-6.14 are 3.8%,7.2%,8.4%,4.1%,4.2%,3.7%,3.7%, respectively, and the average value of these 7 days is calculated to give a final map error of 5.0%, wherein the first day map error is 3.8%.
As can be seen from fig. 7, the lightGBM prediction models between 5.28 and 5.30 and between 5.31 and 6.5 perform less stably, with very large errors between 5.28 and 5.30 and very small errors between 5.31 and 6.5. The dashed line CNN-LSTM prediction model is contrary, the error is very small between 5.29 and 5.30, and the error is larger between 6.1 and 6.3. Because the result is fused with the predicted values of 2 models, the influence degree of a certain emergency and the like on different single models is different, and the combined model is more stable. The fusion predicted value is between 2 model predicted values (shown in 6.8-6.13) after weighting, so that the influence of the accidental occurrence of extreme values of a single model is avoided.
The invention has the following characteristics:
(1) Parallel mode fusion. When any algorithm in the combined model fails due to the influence of various factors such as the external and internal boundaries, the model in the serial mode can be stopped directly, and the model in the parallel mode can be reduced in error and still obtain a result.
(2) The weights are dynamic. The weight refinement is different every day, which is also the origin of the "dynamic" weighting, which is more advantageous to reduce errors due to the timely change of each moment than the fixed weight.
(3) Can be used for actual prediction. In the fusion process of the existing literature, the data at the unknown moment cannot be weighted, and only the existing historical data can be weighted. This results in insufficient model utility and an inability to truly predict future values. Not intended to be predicted, but not predicted. Because in the fusion process, the error is needed to be known for weighting, but in the actual prediction, the error cannot be calculated because the future value is not known. In order to solve the problem, the invention calculates the errors of 2 algorithms in historical data, calculates the weights of 2 algorithms at the future time according to the daily error expression on the historical data based on the characteristic that the errors of rolling cycle prediction and multi-model machine learning prediction are different in each day, so that the actual prediction can be carried out.
The foregoing is merely illustrative embodiments of the present invention, and the present invention is not limited thereto, and any changes or substitutions that may be easily contemplated by those skilled in the art within the scope of the present invention should be included in the scope of the present invention. Therefore, the protection scope of the present invention should be subject to the protection scope of the claims.

Claims (4)

1. A method for short-term load actual prediction based on a CNN-LSTM and lightGBM dynamic weighted fusion model, comprising the steps of:
carrying out real prediction on the daily load in a first time period and a second time period by adopting a CNN-LSTM algorithm, and obtaining a first average absolute percentage error of each day in the first time period according to a predicted value of the first time period predicted by the CNN-LSTM algorithm and a real value of the first time period, wherein the first time period comprises at least 2 time segments, and each time segment is equal to the number of days in the second time period;
carrying out real prediction on the daily load in the first time period and the second time period by adopting a lightGBM algorithm, and obtaining a second average absolute percentage error of each day in the first time period according to the predicted value of the first time period predicted by the lightGBM algorithm and the real value of the first time period;
obtaining a CNN-LSTM weight and a lightGBM weight of each day in a first time period according to the first average absolute percentage error and the second average absolute percentage error;
obtaining a CNN-LSTM dynamic weight and a lightGBM dynamic weight of each day in the first time period according to the CNN-LSTM weight and the lightGBM weight of each day in the first time period;
and obtaining a final predicted value of each day corresponding to the second time period according to the predicted value of the second time period predicted by the CNN-LSTM algorithm and the lightGBM algorithm and the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period.
2. The method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion model according to claim 1, wherein: the CNN-LSTM weight and the lightGBM weight of each day in the first time period are obtained according to the first average absolute percentage error and the second average absolute percentage error, and the specific calculation formula is as follows:
wherein W is 1 For CNN-LSTM weight, W per day in the first time period 2 For the lightGBM weight, e, per day in the first time period 1 E is the first average absolute percentage error per day in the first period of time 2 Is the first day of the first time periodAverage absolute percentage error.
3. A method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion models according to claim 1 or 2, characterized in that: the method for obtaining the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period according to the CNN-LSTM weight and the lightGBM weight of each day in the first time period comprises the following steps:
and obtaining the CNN-LSTM dynamic weight by averaging the CNN-LSTM weight of the corresponding date of each time segment in the first time period, and obtaining the lightGBM dynamic weight by averaging the lightGBM weight of the corresponding date of each time segment in the first time period.
4. A method for short-term load actual prediction based on CNN-LSTM and lightGBM dynamic weighted fusion models according to claim 1 or 3, characterized in that: the predicted value of the second time period predicted according to the CNN-LSTM algorithm and the lightGBM algorithm, and the CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period obtain the final predicted value of the second time period corresponding to each day, and the specific calculation formula is as follows:
F t =W 1 f1 t +W 2 f2 t t=1,2,...,n
wherein F is t Representing the final predicted value of the second time period corresponding to each day, f1 t And f2 t Representing predicted values, W, of the second time period predicted by the CNN-LSTM algorithm and the LightGBM algorithm, respectively 1 And W is 2 The CNN-LSTM dynamic weight and the lightGBM dynamic weight of each day in the first time period are respectively represented, t represents the number of days sequence of each time segment in the first time period and the second time period, and n represents the number of days of each time segment in the second time period.
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