Rights statement: This is the author’s version of a work that was accepted for publication in International Journal of Electrical Power & Energy Systems. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in International Journal of Electrical Power & Energy Systems, 82, 2016 DOI: 10.1016/j.ijepes.2016.03.012
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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Forecasting energy consumption using ensemble ARIMA–ANFIS hybrid algorithm
AU - Barak, Sasan
AU - Sadegh, S. Saeedeh
N1 - This is the author’s version of a work that was accepted for publication in International Journal of Electrical Power & Energy Systems. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in International Journal of Electrical Power & Energy Systems, 82, 2016 DOI: 10.1016/j.ijepes.2016.03.012
PY - 2017/11/1
Y1 - 2017/11/1
N2 - Energy consumption is on the rise in developing economies. In order to improve present and future energy supplies, forecasting energy demands is essential. However, lack of accurate and comprehensive data set to predict the future demand is one of big problems in these countries. Therefore, using ensemble hybrid forecasting models that can deal with shortage of data set could be a suitable solution. In this paper, the annual energy consumption in Iran is forecasted using 3 patterns of ARIMA–ANFIS model. In the first pattern, ARIMA (Auto Regressive Integrated Moving Average) model is implemented on 4 input features, where its nonlinear residuals are forecasted by 6 different ANFIS (Adaptive Neuro Fuzzy Inference System) structures including grid partitioning, sub clustering, and fuzzy c means clustering (each with 2 training algorithms). In the second pattern, the forecasting of ARIMA in addition to 4 input features is assumed as input variables for ANFIS prediction. Therefore, four mentioned inputs beside ARIMA’s output are used in energy prediction with 6 different ANFIS structures. In the third pattern, due to dealing with data insufficiency, the second pattern is applied with AdaBoost (Adaptive Boosting) data diversification model and a novel ensemble methodology is presented.The results indicate that proposed hybrid patterns improve the accuracy of single ARIMA and ANFIS models in forecasting energy consumption, though third pattern, used diversification model, acts better than others and model’s MSE criterion was decreased to 0.026% from 0.058% of second hybrid pattern. Finally, a comprehensive comparison between other hybrid prediction models is done.
AB - Energy consumption is on the rise in developing economies. In order to improve present and future energy supplies, forecasting energy demands is essential. However, lack of accurate and comprehensive data set to predict the future demand is one of big problems in these countries. Therefore, using ensemble hybrid forecasting models that can deal with shortage of data set could be a suitable solution. In this paper, the annual energy consumption in Iran is forecasted using 3 patterns of ARIMA–ANFIS model. In the first pattern, ARIMA (Auto Regressive Integrated Moving Average) model is implemented on 4 input features, where its nonlinear residuals are forecasted by 6 different ANFIS (Adaptive Neuro Fuzzy Inference System) structures including grid partitioning, sub clustering, and fuzzy c means clustering (each with 2 training algorithms). In the second pattern, the forecasting of ARIMA in addition to 4 input features is assumed as input variables for ANFIS prediction. Therefore, four mentioned inputs beside ARIMA’s output are used in energy prediction with 6 different ANFIS structures. In the third pattern, due to dealing with data insufficiency, the second pattern is applied with AdaBoost (Adaptive Boosting) data diversification model and a novel ensemble methodology is presented.The results indicate that proposed hybrid patterns improve the accuracy of single ARIMA and ANFIS models in forecasting energy consumption, though third pattern, used diversification model, acts better than others and model’s MSE criterion was decreased to 0.026% from 0.058% of second hybrid pattern. Finally, a comprehensive comparison between other hybrid prediction models is done.
KW - Energy forecasting
KW - ARIMA
KW - ANFIS
KW - AdaBoost
KW - Ensemble algorithm
U2 - 10.1016/j.ijepes.2016.03.012
DO - 10.1016/j.ijepes.2016.03.012
M3 - Journal article
VL - 82
SP - 92
EP - 104
JO - International Journal of Electrical Power and Energy Systems
JF - International Journal of Electrical Power and Energy Systems
SN - 0142-0615
ER -