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#中英文资料翻译基于改进的灰色预测模型的电力负荷预测[摘要]尽管灰色预测模型已经被成功地运用在很多领域,但是文献显示其性能仍能被提

高。为此,本文为短期负荷预测提出了一个GM(1,1)—关于改进的遗传算法(GM(1,

1)-IGA)。由于传统的GM(1,1)预测模型是不准确的而且参数a的值是恒定的,为了

解决这个问题并提高短期负荷预测的准确性,改进的十进制编码遗传算法(GA)适用于探

求灰色模型GM(1,1)的最佳a值。并且,本文还提出了单点线性算术交叉法,它能极

大地改善交叉和变异的速度。最后,用一个日负荷预测的例子来比较GM(1,1)-IGA模型和传统的GM(1,1)模型,结果显示GM(1,1)-IGA拥有更好地准确性和实用性。关键词:短期的负荷预测,灰色系统,遗传算法,单点线性算术交叉法第一章绪论日峰值负荷预测对电力系统的经济,可靠和安全战略都起着非常重要的作用。特别是用于每日用电量的短期负荷预测(STLF)决定着发动机运行,维修,功率互换和发电和配电任务的调度。短期负荷预测(STLF)旨在预测数分钟,数小时,数天或者数周时期内的电力负荷。从一个小时到数天以上不等时间范围的短期负荷预测的准确性对每一个电力单位的运行效率有着重要的影响,因为许多运行决策,比如:合理的发电量计划,发动机运行,燃料采购计划表,还有系统安全评估,都是依据这些预测M。传统的负荷预测模型被分为时间序列模型和回归模型[2,3,4]。通常,这些模型对于日常的短期负荷预测是有效的,但是对于那些特别的日子就会产生不准确的结果际,7]。此外,由于它们的复杂性,为了获得比较满意的结果需要大量的计算工作。灰色系统理论最早是由邓聚龙提出来的[8,9,10],主要是模型的不确定性和信息不完整的分析,对系统研究条件的分析,预测以及决策。灰色系统让每一个随机变量作为一个在某一特定范围内变化的灰色量。它不依赖于统计学方法来处理灰色量。它直接处理原始数据,来寻找数据内在的规律[11]。灰色预测模型运用灰色系统理论的基本部分。此外,灰色预测可以说是利用介于白色系统和黑色系统之间的灰色系统来进行估计。信息完全已知的系统称为白色系统;相反地,信息完全未知的系统称为黑色系统。灰色模型GM(1,1)(即一阶单变量灰色模型)是灰色理论预测中主要的模型,由少量数据(4个或更多)建立,仍然可以得到很好地预测结果[12]。灰色预测模型组成部分是灰色微分方程组一一特性参数变化的非常态微分方程组,或者灰色差分方程组一一结构变化的非常态差分方程组,而不是一阶微分方程组或者常规情况下的差分方程组回。灰色模型GM(1,1)有一个参数a,它在很多文章里经常被设为0.5,这个常数a可能不是最理想的,因为不同的问题可能需要不同的a值,否则可能产生错误的结果。为了修正前面提到的错误,本文尝试用遗传算法来估算a值。JohnHolland首先描述了遗传算法(GA),以一个抽象的生物进化来提出它们,并且给出了一个理论的数学框架作为归化[14]。一个遗传算法相对于其他函数优化方法的显著特征是寻找一个最佳的解决方案来着手,此方案不是以一个单一逐次改变的结构,而是给出一组使用遗传算子来建立新结构的解决措施[15]。通常,二进制表示法应用于许多优化问题,但是本文的遗传算法(GA)米用改进的十进制编码表示方案。本文打算用改进的遗传算法(GM(1,1)-IGA)来解决电力系统中短期负荷预测(STLF)中遇到的问题。传统的GM(1,1)预测模型经常设定参数a为0.5,因此背景值z(i)(k)可能不准确。为了克服以上弊端,用改进的十进制编码的遗传算法来获得理想的参数a值,从而得到较准确的背景值z(i)(k)。而且,提出了单点线性算术交叉法。它能极大地改善交叉和变异的速度,使提出的GM(1,1)-IGA能更准确地预测短期日负荷。本文结构如下:第二章介绍灰色预测模型GM(1,1);第三章用改进的遗传算法来估算a;第四章提出了GM(1,1)-IGA来实现短期日负荷预测;最后,第五章得出结论。第二章灰色预测模型GM(1,1)本章重点介绍灰色预测的机理。灰色模型GM(1,1)是时间序列预测模型,它有3个基本步骤:(1)累加生成,(2)累减生成,(3)灰色建模。灰色预测模型利用累加的原理来创建微分方程。本质上讲,它的特点是需要很少的数据。灰色模型GM(1,1),例如:单变量一阶灰色模型,总结如下:第'步:记原始数列:x(第'步:记原始数列:x(o)=Cx(o)(1),x(o)(2),x(o)(3),...,x(o)x(o)是n阶离散序列。x(0)(m)是m次时间序列,但m必须大于等于4。在原始序列x(o)的基础上,通过累加的过程形成了一个新的序列x(1)。而累加的目的是提供构建模型的中间数据和减弱变化趋势。x(1)定义如下:有x(1)(1)=x(o)(1).x(1)(k)=fx(0)(m),k=2,3...nr次累加序列。x(r)=cr(1),x》(2,3()3,(x()>nr次累加序列。第二步:设定a值来预测Z(1)(k)通过GM(1,1),我们可以建立下面的一阶灰色微分方程:dx(1)+ax(1)=bdt它的差分方程是x(o)(k)+az(1)(k)=b。a称为发展系数,b称为控制变量。以微分的形式表示导数项,我们可以得到:dx(1)dt=皿+1)-皿)=x(1)(k+1)-x(1dx(1)dt在一个灰色GM(1,1)模型建立前,一个适当的a值需要给出以得到一个好的背景值z(1)(k)。背景值序列定义如下:其中,z(1)(k)=a*x(1)(k)+(l-a)*x(1)(k一1),k=2,3...n,0<a<1为方便起见,a值一般被设为0.5,z(1)(k)推导如下:/、x(1)(k)+x(1)(k-1)z(1)(k)=LJ2然而,这个常量a可能不是最理想的,因为不同的场合可能需要不同的a值。而且,不管是发展系数a还是控制变量b都由z(1)(k)值确定。由于系数a是常量,原始灰色信息的白化过程可能被抑制。因此,GM(1,1)模型中预测x(o)(k)值的准确性将会严重的降低。为了修正以上不足,系数a必须是基于问题特征的变量,因此我们用遗传算法来估算a值。第三步:构建累加矩阵B和系数向量x。应用普通最小二乘法(OLS)来获得发展系数a,nb。如下:于是有z(1)(2)z(1)(3)二x(o)(2),x(o)(3),,x(o)*Bt*Xn第四步:获得一阶灰色微分方程的离散形式,如下:解得x(1)为(b、x(1)(k+1)=x(o)(1)一丁Ia丿*e-ak+纟ax(o)为x(o)(k+1)=x(1)(k+1)-x(1)(k)=(e-a一1)*x(0)(1)—2*e-ak第三章运用改进GA估算-值为了预测出准确的灰色模型GM(1,1),残差校验是必不可少的。因此,本文中所提出的目标函数的方法可以确保预测值误差是最小。目标函数定义为最小平均绝对百分比误差,如下:minMAPE=才||e(k)|k=1且,e(k)且,e(k)=x(0)(k)-x(o)(k)x(o)(k)X100%x(0)(k)为原始数据,x(0)(k)为预测值,n是该数列的维数。从上面描述构建的GM(1,1),我们可以得到:在GM(1,1)中参数a的值能够决定z⑴的值;不管是发展系数a还是控制变量b都由z(i)(k)值确定。更重要的是,x(0)的结果由a,b决定,因此整个模型选择过程最重要的部分就是a的值。在a和残差之间有着某些复杂的非线性关系,这些非线性是很难通过解析来解决的,因此选择最理想的a值是GM(1,1)的难点。遗传算法是一个随机搜索算法,模拟自然选择与演化。它能广泛应用正是基于后面两个基本方面:计算代码非常简单并且还提供了一个强大的搜索机制。它们函数相对独立,意味着它们不会被函数的属性所限制,例如:连续性,导数的存在,等等。尽管二进制法经常应用于许多优化问题,但是在本文我们采用改进十进制编码法方案来解决。在数值函数优化方面,改进的十进制编码法相对于二进制编码法拥有很大的优势。这些优势简要的叙述如下:第一步:GA的效率提高了,因此,没有必要将染色体转换为二进制类型。第二步:由于有效的内部电脑浮点表示,需要较少的内存。第三步:甄别二进制或其它值不会使精度降低,并且有更大的自由来使用不同的遗传算子。我们利用改进的十进制码代表性方法来寻找在灰色GM(1,1)模型中最佳系数的a值。本文中,我们提出单点线性算术交叉法,并且利用它来获得a值;它能极大地提高交叉和变异的速度。改进的十进制码代表性方法的步骤如下:编码:假设aw【0,1]是二进制字符串的C位,然后由右至左每隔n位转换为十进制。(nvC,n和C的值要确保精度)

随机化种群:选择一个整数M作为种族的大小,然后随机地从集合[o,l]选择M点,如a(i,0)(i=1,2,…,M),这些点组成个体的原始种群,该序列被定义为:P(0)=仁(1,0),a(2,0),…,a(M,0)}评估适应度:在选择的过程中,个体a(i,k)被选择参与新个体的繁殖。拥有高度地适应度F(a(i,k))的个体a(i,k)逐代衍化和发展。适应度函数是F(a(i,k))=<Cmax-fUO'f"<Cmax=£(攵(0)(a(i,k))—X©))10,其它,=1'if(0)C(i,k))是从个体a(i,k)获得的预测值。c是迭代最小二乘总和的最大值。imax第四步:选择:在本文中,我们根据它们的适应度函数F(a(i,k))分别地计算出个体选定的概率()F(a(I,K))/,然后我们通过轮盘选择法,使繁殖的各自概Pik=八F(a(i,k))i=1率是P(k),最后我们拿原始的个体来生成下一代的P(k+1)。第五步:交叉和变异:编码和交叉是相关的;我们利用了十进制码表示法,因此我们提出了一种新的交叉算子“单点线性算术交叉”。1)选择合适的两个有交叉概率p的个体。2)c2)为这两个选择的个体,我们仍然采用随机抽样方法以得到交叉算子。例如:■z、…ziki(k+1)il,z・・・zzz、j1j2jkj(k+1)3)交叉互相交换它们的正确的字符串。位在左侧的交叉可以通过以下计算算法:a:基因分析:z=卩*z+(1-卩)*zikikikz=卩*z+(1—卩)*zjkjkjkb:交换后基因:z=卩*z+(1-卩)*zikikjkz=卩*z+(1-卩)*zjkjkik卩e[0,l]称为交叉系数,每次根据随机的交叉系统来选择。4)变异:下面是一个新的变异方案:当变异算子被选择,新的基因值是一个在域权重的随机数,它是用原始基因值得到的加权总和。如果变异算子的值是z,变异值是:iz=a*r+(1-Q)*ziia是变异系数,ae[0,l]or是一个随机数,rgTz,z]。每当进行变异操作时,r-imax-imin会被随机的挑选。因此,新的后代可以通过交叉和变异操作来创建。第六步:推出原则:选择当前的一代个体来繁殖下一代个体,然后求出适应度值并判断算法是否符合退出条件。如果符合条件,这个a值就是最佳的,否则回到第四步,直到种群内所有个体达到统一标准或几代个体的数量超过最大值100。第四章•负荷预测案例在本章,我们试着对GM(1,1)-关于改进的遗传算法进行性能评估。第一步:m天的日负荷数据序列定义为(x(k)|k二1,2,…,n},我们测量了每个小时的电力负荷,于是负荷序列向量就是一个24维数据。1点:X=((i)|i=1,2,...,m}010124点:X=fx(i)li=1,2,...,m}2424式中m是所建模型的天数,X是日负荷数据序列的第j点。j10009509008508007507006506005505000510152025图1.原始数据和预测值Hour(h)第二步:我们利用改进的遗传算法为各自X的负荷数据序列来选择«值。接着,我们可以算出a和b,然后我们利用GM(1,1)-IGA来预测第m+1天中的第j点的负荷,于

是我们可以得到X.(m+1),最后第m+1天地24个预测值构成了这个负荷数据序列lx(m+l)|j=1,2,...,24}。j这有一个GM(1,1)-关于改进的遗传算法(GM(1,1)-IGA)的例子,两种预测日负荷数据曲线(7月26号)和原始的日负荷曲线同时在图1中画出。第三步:我们可以利用GM(1,1)-遗传算法的四个指标来检验精度,包括相对误差,均方差率,小误差概率和关联度误差。如果相对误差和均方差率较低,或者小误差概率和关联度误差较大,GM(1,1)-GA的准确性检验是较好的【16。设置模拟残差x(0)(k)为s(k)=x(o)(k)-x(o)(k),k=1,2,„,n设置模拟的相对剩余为A(A(k)=s(k)/x(o)(k)|,k=1,2,„,n设置x(o)平均值为x=1工x(o)(k)nk=1设置x(o)的方差为S2=1工((0)01nk=1设置残差平均值为s=1工s(k)nk=1设置残差方差为S2=-工(s(k)-S>2nk=1因此,GM(1,1)-IGA的校验值如下:1).平均相对误差为a=1HA(k)nk=12).均方差率为c=S:S123).小误差概率为3).小误差概率为p=p(s(k)—S<0.6745S4).关联度为s=(1+|S+|s|)/(1+|s|+|s|+|s—s|)其中,

S二艺Cx(°)(k)-x(°)(1))+Cx(°)(n)-x(°)(1)]k=22k=2根据上述公式,GM(1,1)-IGA的指标的校验值见表1。二艺(X(°)(k)—x(°)(1))+1G(°)(n)2k=2根据上述公式,GM(1,1)-IGA的指标的校验值见表1。表1GM-IGA和GM的四个指标GM-GAGM平均相对误差0.0000900.0001均方差率0.00390.0073小误差概率10.92关联度0.980.90通过表1可以看出,GM-GA所以指标的精确度都是一级的,因此这个GM(1,1)-IGA可以被用来预测短期负荷。第四步:在图1中,我们可以得到GM(1,1)-IGA的预测负荷数据曲线比GM(1,1)的曲线更接近于原始的日负荷数据曲线。进一步分析,本文选择相对误差作为标准来评价两种模式。两种模型的偏差值如下,GM(1,1)的平均误差为2.285%,然而,GM(1,1)-IGA的平均误差为0.914%。訓訓第五章•结论本文提出了GM(1,1)-关于改进的遗传算法(GM(1,1)-IGA)来进行短期负荷预测。采用十进制编码代表性方案,改进的遗传算法用于获得GM(1,1)模型中的最优值。本文也提出了单点线性算术交叉法,它能极大地提高交叉和变异的速度,因此GM(1,1)-IGA可以准确地预测短期日负荷。GM(1,1)-IGA的特点是简单、易于开发,因此,它在电力系统中作为一个辅助工具来解决预测问题是适宜的。-4-60510152025Hour(h)2(%)Hour(h)图2.GM(1,1)的偏差值2(%)Hour(h)图3.GM(1,1)-IGA的偏差值致谢这项工作是由国家自然科学基金部分支持。(70671039)参考文献P.GuptaandK.Yamada,“AdaptiveShort-TermLoadForecastingofHourlyLoadsUsingWeatherInformation,”IEEETr.OnPowerApparatusandSystems.VolPas-91,pp2085-2094,1972.D.W.Bunn,E.D.Farmer,“ComparativeModelsforElectricalLoadForecasting”.JohnWiley&Son,1985,NewYork.AbdolhosienS.Dehdashti,JamesRTudor,MichaelC.Smith,“ForecastingOfHourlyLoadByPatternRecognition-ADeterministicApproach,”IEEETr.OnPowerApparatusandSystems,Vol.AS-101,No.9Sept1982.S.RahrnanandRBhamagar,“AnexpertSystemBasedAlgorithmforShort-TermLoadForecast,”IEEETr.OnPowerSystems,Vol.AS-101,No.9Sept.1982M.T.Hagan,andS.M.Behr,“TimeSeriesApproachtoShort-TermLoadForecasting,”IEEETrans.onPowerSystem,Vol.2,No.3,pp.785-791,1987.XieNaiming,LiuSifeng.“ResearchonDiscreteGreyModelandItsMechanism”.IEEETr.System,ManandCybernetics,Vol1,2005,pp:606-610J.L.Deng,“Controlproblemsofgreysystems,”SystemsandControlLetters,vol.1,no.5,pp.288-294,1982.J.L.Deng,Introductiontogreysystemtheory,J.GreySyst.1(1)(1989)1-24J.L.Deng,PropertiesofmultivariablegreymodelGM(1N),J.GreySyst.1(1)(1989)125-141.J.L.Deng,Controlproblemsofgreysystems,Syst.ControlLett.1(1)(1989)288-294.Y.P.Huang,C.C.Huang,C.H.Hung,Determinationofthepreferredfuzzyvariablesandapplicationstothepredictioncontrolbythegreymodelling,TheSecondNationalConferenceonFuzzyTheoryandApplication,Taiwan,1994,pp.406-409.S0aeroandMRIrving,“AGeneticAlgorithmForGeneratorSchedulingInPowerSystems,”IEEETr.ElectricalPower&EnergySystems,Vol18.Nol,ppl9-261996.Edmund,T.H.HengDiptiSrinivasanA.C.Liew.“ShortTermLoadForecastingUsingGeneticAlgorithmAndNeuralNetworks”.IEEECatalogueNo:98EX137pp576-581Chew,J.M.,Lin,Y.H.,andChen,J.Y.,"TheGreyPredictorControlinInvertedPendulumSystem",JournalofChinaInstituteofTechnologyandCommerce,Vol.ll,pp.17-26,1995[15]J.GreySyst.,“Introductiontogreysystemtheory,”vol.1,no.1,pp.1-24,1989ApplicationofImprovedGreyPredictionModel

forPowerLoadForecasting[Abstract]Althoughthegreyforecastingmodelhasbeensuccessfullyutilizedinmanyfields,literaturesshowitsperformancestillcouldbeimproved.Forthispurpose,thispaperputforwardaGM(1,"-connectionimprovedgeneticalgorithm(GM(1,1)-IGA)forshort-termloadforecasting(STLF).WhileTraditionalGM(1,1)forecastingmodelisnotaccurateandthevalueofparameteraisconstant,inordertosolvethisproblemandenhancetheaccuracyofshort-termloadforecasting(STLF),theimproveddecimal-codegeneticalgorithm(GA)isappliedtosearchtheoptimalavalueofgreymodelGM(1,1).What'smore,thispaperalsoproposestheone-pointlinearityarithmeticalcrossover,whichcangreatlyimprovethespeedofcrossoverandmutation.Finally,adailyloadforecastingexampleisusedtotesttheGM(1,1)-IGAmodelandtraditionalGM(1,1)model,resultsshowthattheGM(1,1)-IGAhadbetteraccuracyandpracticality.Keywords:Short-termLoadForecasting,GreySystem,GeneticAlgorithm,One-pointLinearityArithmeticalCrossover.IntroductionDailypeakloadforecastingplaysanimportantroleinallaspectsofeconomic,reliable,andsecurestrategiesforpowersystem.Specifically,theshort-termloadforecasting(STLF)ofdailyelectricityusageiscrucialinunitcommitment,maintenance,powerinterchangeandtaskschedulingofbothpowergenerationanddistributionfacilities.Short-termloadforecasting(STLF)aimsatpredictingelectricloadsforaperiodofminutes,hours,daysorweeks.Thequalityoftheshort-termloadforecastswithleadtimesrangingfromonehourtoseveraldaysaheadhasasignificantimpactontheefficiencyofoperationofanypowerutility,becausemanyoperationaldecisions,suchaseconomicdispatchschedulingofthegeneratingcapacity,unitcommitment,schedulingoffuelpurchaseaswellassystemsecurityassessmentarebasedonsuchforecasts[1].Traditionalshort-termloadforecastingmodelscanbeclassifiedastimeseriesmodelsorregressionmodels[2,3,4].Usually,thesetechniquesareeffectivefortheforecastingofshort-termloadonnormaldaysbutfailtoyieldgoodresultsonthosedayswithspecialevents[5,6,7].Furthermore,becauseoftheircomplexities,enormouscomputationaleffortsarerequiredtoproduceacceptableresults.Thegreysystemtheory,originallypresentedbyDeng[8,9,10],focusesonmodeluncertaintyandinformationinsufficiencyinanalyzingandunderstandingsystemsviaresearchonconditionalanalysis,forecastinganddecisionmaking.Thegreysystemputseachstochasticvariableasagreyquantitythatchangeswithinagivenrange.Itdoesnotrelyonstatisticalmethodtodealwiththegreyquantity.Itdealsdirectlywiththeoriginaldata,andsearchestheintrinsicregularityofdata[11].Thegreyforecastingmodelutilisestheessentialpartofthegreysystemtheory.Therewith,greyforecastingcanbesaidtodefinetheestimationdonebytheuseofagreysystem,whichisinbetweenawhitesystemandablack-boxsystem.Asystemisdefinedasawhiteone讦theinformationinitisknown;otherwise,asystemwillbeablackbox讦nothinginitisclear.ThegreymodelGM(1,1)isthemainmodelofgreytheoryofprediction,i.e.asinglevariablefirstordergreymodel,whichiscreatedwithfewdata(fourormore)andstillwecangetfineforecastingresult[12].Thegreyforecastingmodelsaregivenbygreydifferentialequations,whicharegroupsofabnormaldifferentialequationswithvariationsinbehaviorparameters,orgreydifferenceequationswhicharegroupsofabnormaldifferenceequationswithvariationsinstructure,ratherthanthefirst-orderdifferentialequationsorthedifferenceequationsinconventionalcases[13].ThegreymodelGM(1,l)hasparameterawhichwasoftensetto0.5inmanyarticles,andthisconstantamightnotbeoptimal,becausedifferentquestionsmightneeddifferentavalue,whichproduceswrongresults.Inordertocorrecttheabove-mentioneddefect,thispaperattemptstoestimateabygeneticalgorithms.Geneticalgorithms(GA)werefirstlydescribedbyJohnHolland,whopresentedthemasanabstractionofbiologicalevolutionandgaveatheoreticalmathematicalframeworkforadaptation[14].ThedistinguishingfeatureofaGAwithrespecttootherfunctionoptimizationtechniquesisthatthesearchtowardsanoptimumsolutionproceedsnotbyincrementalchangestoasinglestructurebutbymaintainingapopulationofsolutionsfromwhichnewstructuresarecreatedusinggeneticoperators[15].Usually,thebinaryrepresentationwasappliedtomanyoptimizationproblems,butinthispapergeneticalgorithms(GA)adoptedimproveddecimal-coderepresentationscheme.ThispaperproposedGM(1,1)-improvedgeneticalgorithm(GM(1,1)-IGA)tosolveshort-termloadforecasting(STLF)problemsinpowersystem.ThetraditionalGM(1,1)forecastingmodeloftensetsthecoefficientato0.5,whichisthereasonwhythebackgroundvaluez(1)(k)maybeunsuitable.Inordertoovercometheabove-mentioneddrawbacks,theimproveddecimal-codegeneticalgorithmwasusedtoobtaintheoptimalcoefficientavaluetosetproperbackgroundvaluez(1)(k).Whatismore,theone-pointlinearityarithmeticalcrossoverwasputforward,whichcangreatlyimprovethespeedofcrossoverandmutationsothattheproposedGM(1,1)-IGAcanforecasttheshort-termdailyloadsuccessfully.Thepaperisorganizedasfollows:section2proposesthegreyforecastingmodelGM(1,1):section3presentsEstimateawithimprovedgeneticalgorithm:section4putsforwardashort-termdailyloadforecastingrealizedbyGM(1,1)-IGAandfinally,aconclusionisdrawninsection5.GreypredictionmodelGM(1,1)

Thissectionreviewstheoperationofgreyforecastingindetails.ThegreymodelGM(1,1)isatimeseriesforecastingmodel.Ithasthreebasicoperations:(1)accumulatedgeneration,(2)inverseaccumulatedgeneration,and(3)greymodeling.Thegreyforecastingmodelusestheoperationsofaccumulatedtoconstructdifferentialequations.Intrinsicallyspeaking,ithasthecharacteristicsofrequiringlessdata.ThegreymodelGM(1,1),i.e.,asinglevariablefirst-ordergreymodel,issummarizedasfollows:Stepl:Denotetheinitialtimesequencebyx(0)=Co)(1),x(o)(2),x(o)(3),...,x(o)(n))x(0)isthegivendiscreten-th-dimensionalsequence.x(0)(m)isthetimeseriesdataattimem,nmustbeequaltoorlargerthan4.Onthebasisoftheinitialsequencex(0),anewsequencex(1)issetupthroughtheaccumulatedgeneratingoperationinordertoprovidethemiddlemessageofbuildingamodelandtoweakenthevariationtendency,sox(1)isdefinedas:x(1)=(x(1)(1),x(1)(2),x(1)(3),...x(1)(n))andxG)=,…x(r)therWherex(】)(1)=x(o)(1),andx(1)(k)=£x(0)(m),k=andxG)=,…x(r)therStep2:Tosettheavaluetofinez(1)(k)AccordingtoGM(1,1),wecanformthefollowingfirst-ordergreydifferentialequation:dx(1)+ax(1)=bdtAnditsdifferenceequationisx(o)(k)+az(1)(k)=b.WhereawascalledthedevelopingcoefficientofGM,andbwascalledthecontrolvariable.Denotingthedifferentialcoefficientsubentryintheformofdifference,wecanget:dt处=x(1)(k+1)-x(1)(k)=x(1)(k+1)-x(1)(k)dtBeforeagreyGM(1,1)modelwassetup,aproperavalueneededtobeassignedforabetterbackgroundvaluez(1)(k).Thesequenceofbackgroundvalueswasdefinedas:z(1)=t(1)(1),z(1)(2),...,z(1)(n)}Amongthemz(1)(k)=a*x(1)(k)+(1-a)*x(1)(k-1),k=2,3…n,0<a<1Forconvenience,theavaluewasoftensetto0.5,thez(1)(k)wasderivedas:22However,thisconstantamightnotbeoptimalbecausethedifferentquestionsmightneeddifferentavalue.And,bothdevelopingcoefficientaandcontrolvariablebweredeterminedbythez(1)(k).Theprocessoftheoriginalgreyinformationforwhiteningmaybesuppressedresultedfromthecoefficientawasconstant.Hence,theaccuracyofpredictionvaluex'(0)(k)inGM(1,1)modelwouldseriouslybedecreased.Inordertocorrectthedefect,thecoefficientamustbeavariablebasedonthefeatureofproblems,soweestimateabygeneticalgorithms.Step3:ToconstructaccumulatedmatrixBandcoefficientvectorXn.ApplyingtheOrdinaryLeastSquare(OLS)methodobtainsthedevelopingcoefficienta,bwasasfollows:■-zd)(2)1「B_-z(1)(3)1LJ—-z(】)(n)1andx_X0)(2),X0()(x)(n_L/\一Soa,Soa,b_\Bt*BJ-1*Bt*XStep4:Toobtainthediscreteformoffirst-ordergreydifferentialequation,asfollows:Thesolutionofx(1)isx(1x(1)(k+1)_([、

x(0)(1)—天a,.b*e-ak+aAndthesolutionofx(0)isaAndthesolutionofx(0)isa—1)*[x(0)(1)-b*e-akEstimateawithimprovedGAInordertoestimatetheaccuracyofgreymodeGM(1,1),theresidualerrortestwasessential.Therefore,theobjectivefunctionoftheproposedmethodinthispaperwastoensurethattheforecastingvalueerrorswereminimum.Theobjectivefunctionwasdefinedasmeanabsolutepercentageerror(MAPE)minimizationasfollows:minMAPE=£||e(k)||k=1Where,e(k)=Where,e(k)=x(0)(k)-x(0)(k)

x(0)(k)x100%x(0)(k)isoriginaldata,x(0)(k)isforecastingvalue,nisthenumberofsequencedata.However,fromtheabovedescriptionoftheestablishmentofGM(1,1),wecanget:InGM(1,,thevalueofparameter以candeterminez(1),and,bothdevelopingcoefficientaandcontrolvariablebweredeterminedbythez(1)(k).Whatismore,thesolutionofx(0)wasdeterminedbyaandb,sothekeypartofthewholemodelselectingprocesswasthevalueofa.Thereiskindofcomplicatednonlinearrelationshipbetweenaandresidualerrors,andthisnonlinearitywashardtosolvebyresolution,sotheoptimalselectionofawasthedifficultpointofGM(1,1).Geneticalgorithmisarandomsearchalgorithmthatsimulatesnaturalselectionandevolution.Itisfindingwidespreadapplicationasaconsequenceoftwofundamentalaspects:thecomputationalcodeisverysimpleandyetprovidesapowerfulsearchmechanism.Theyarefunctionindependentwhichmeanstheyarenotlimitedbythepropertiesofthefunctionsuchascontinuity,existenceofderivatives,etc.Althoughthebinaryrepresentationwasusuallyappliedtomanyoptimizationproblems,inthispaper,weusedtheimproveddecimal-coderepresentationschemeforsolution.Theimproveddecimal-coderepresentationintheGAoffersanumberofadvantagesinnumericalfunctionoptimizationoverbinaryencoding.Theadvantagescanbebrieflydescribedasfollows:Stepl:EfficiencyofGAisincreasedasthereisnoneedtoconvertchromosomestothebinarytype,Step2:Lessmemoryisrequiredasefficientfloating-pointinternalcomputerrepresentationscanbeuseddirectly,Step3:Thereisnolossinprecisionbydiscriminationtobinaryorothervalues,andthereisgreaterfreedomtousedifferentgeneticoperators.Weutilizedtheimproveddecimal-coderepresentationschemeforsearchingoptimalcoefficientavalueingreyGM(1,1)model.Inthispaper,weproposedone-pointlinearityarithmeticalcrossoverandutilizedittoselectthevalueofa;itcangreatlyimprovethespeed

ofcrossoverandmutation.Thestepsoftheimproveddecimal-coderepresentationschemeareasfollows:Coding:Supposeae[0,1]isabinarystringofCbits,thenleteverynbitstransformadecimalfromrighttoleft.(nvC,thevaluesofnandCareensuredbyprecision)Randomizepopulation:SelectoneintegerMasthesizeofthepopulation,andthenselectMpointsstochasticallyfromtheset[0,1],asa(i,0)(i=1,2,M),thesepointscomposetheindividualsoftheoriginalpopulation,thesequenceisdefinedas:P(0)={a(1,0),a(2,0),a(M,0)}inthereproductionofnewindividuals.Theindividuala(a(i,k))hasthepriorityF(ainthereproductionofnewindividuals.Theindividuala(a(i,k))hasthepriorityF(a(i,k))二andX(o)(a(i,k))isthevalueofforecastingwiisthemaximumofthesumofiterativesquares.yandadvancestothenextgeneration.—f(a(i,k)),f(a(i,k))<yandadvancestothenextgeneration.—f(a(i,k)),f(a(i,k))<c宅Imax=乙一0,cmaxisgainedbytheindividuala(i,k).cmaxStep4:Selection:Inthispaper,wecalculateindividualselectedprobability()F(a(l,K))/=八F(a(i,k))=1respectivelyaccordingtotheirfitnessfunctionsF(a(i,k)),thenweadopttheroulettewheelselectionscheme,sothatthepropagatedprobabilityofrespectiveindividualisp(k),afterthatwetaketheinbornindividualtocomposethenextgenerationp(k+1).Step5:CrossoverandMutation:Codingandcrossoverarecorrelative;weutilizedthedecimal-coderepresentation,soweproposeanewcrossoveroperator“one-pointlinearityarithmeticalcrossover”Selectthefittwoindividualswithprobabilityofcrossoverp.cForthetwoselectedindividuals,westilladopttherandomselectionmeanstoensurethecrossoveroperator.Forexample::,z・・・zzz、i1i2iki(k+1),z・・・zzz、j1j2jkj(k+1)crossover:Weexchangetheirrightstringseachother.Thebitontheleftofcrossovercanbecalculatedthroughthefollowingalgorithm:a:Geneanalysis:z=卩*z+(1-卩)*zz=卩*z+(1-卩)*zjjjb:Exchangethebackgene:z=卩*z+(1-卩)*zz=卩*z+(1-卩)*zjkr-ijkikThe卩eL0,lJiscalledcrossovercoefficient,itischoseneachtimebyrandomcrossoveroperation.4)Mutation:Thereisanewmutationoperation:whenthemutationoperatorwaschosen,thenewgenevalueisthatarandomnumberwithinthedomainofweight,whichisoperatedintoaweightedsumwithoriginalgenevalue.IfthevalueofmutationoperatorisZi,themutationvalueis:z=a*r+(1-a)*z,zimax」imin.ItAndaisthemutationcoefficient,ae[0,1].risarandomnumber,,zimax」imin.ItStep6:Quitprinciple:Selecttheremainingindividualsinthecurrentgenerationtoreproducetheindividualsinthenextgeneration,thenevaluatethefitnessvalueandjudgewhetherthealgorithmfulfilsthequitcondition.Ifitiscertifiable,inthiscasetheavalueisoptimalsolution,elserepeatfromStep4untilallindividualsinpopulationmeettheconvergencecriteriaorthenumberofgenerationsexceedsthemaximumof100.4.Loadpredictionexample

Inthissection,wetrytoevaluatetheperformanceofGM(1,“connectionimprovedgeneticalgorithm.First:Thedailyloaddatasequencesofmdaysaredefinedasix(k)|k=1,2,...,n},wemeasuredthepowerloadeachhour,andtheloadsequencevectorisatwenty-four-dimensionaldata.=fx=fx(i)|i=1,2,.,m}=fx(i)li=1,2,m}02f(0)•“}x(i)i=1,2,.,m)=fx(i)|i=1,2,...,m}0102thetimeofday:XIjthetimeofday:X:j24thetimeofday:X2424'Wheremisthenumberofmodelingdays,Xjisthedailyloaddatasequenceofthej-thtimeofday.{x{x(m+1)|jj=1,2,...,24Second:WeutilizeimprovedgeneticalgorithmtoselectthevalueofaforrespectiveloaddatasequenceXj.Afterthat,wecancalculateaandb,thenweutilizeGM(1,1)-IGAtopredicttheloadforecastingofthej-thtimeofthe(m+1)-thday,sowecouldgetXj(m+1),andthetwenty-fourforecastingvaluesofthe(m+1)-thdaystructuretheloaddatasequenceTherewasanexampleofGM(l,l)-connectionimprovedgeneticalgorithm(GM(l,l)-IGA),boththetwoforecastingdailyloaddatacurves(July26)andtheoriginaldailyloaddatacurveweredrawnsimultaneouslyonFig1.Thirdly:WecanusefourindexesofthisGM(1,1)-GAtoverifytheprecise,includingoftherelativeerror,theratioofmeansquareerror,themicroerrorprobabilityandtherelevancedegree.TheaccuracyverificationofGM(1,1)-GAisbetteriftherelativeerrorandtheratioofmeansquareerrorislower,orthemicroerrorprobabilityandtherelevancedegreeislarger[16].Setthesimulatedresidualofx(0)(k)iss(k)=x(o)(k)-X(o)(k)k=1,2,-SetthesimulatedrelativeresidualisA(k)=s(k”x(0)(k)|,Setthemeanofx(0)isx=—工x(o)(k)nk=1k=1,2,„Setthevarianceofx(0)isS2=—工(x(o)(k)一x)1nk=1Setthemeansofresidualerroriss=1工s(k)nk=1SetthevarianceofresidualerrorisS22=1工(s(k)-»nk=1SothecheckvalueofthisGM(1,1)-GAisasfollowed:1).themeanrelativeerrorisa=1工A(k)n3.)themicroerrorprobabilityisp=p(s(k)-S<0.6745S)k=12).theratioofmeansquareerrorisc=S:Sf24).therelevancedegreeiss=G+|S+|s|),,,(1+|S+|s|+|s-s|)Thereamong,s=艺(x(o)(k)-x(0(1))+—C()o(n)-x()(1))2k=2s=艺G(o)(k)-x(o)(1))+G(o)(n)—x(o)(1))k=2Onthebasisofaboveformula,theindexesofverificationofGM(1,1)-GAandGMisinTable1.Table1ThefourindexesofGM-GAandGMGM-GAGMThemeanrelativeerror0.0000900.0001ratioofmeansquareerror0.00390.0073microerrorprobability10.92therelevancedegree0.980.90Accordingtotable1,theallprecisionindexesofGM-GAarefirstdegree,sothisGM(1,1)-GAcanbeusedtopredicttheshort-termload.Fourth:AtFig1,wecangetthattheforecastingloaddatacurveofGM(1,1)-GAwasmoreclosedtotheoriginaldailyloaddatacurvethanGM(1,l)'s.Forfurtheranalysis,thispaperselectsrelativeerrorsasacriteriontoevaluatethetwomodels.Theerrorfiguresoftwomodelsareasfollows,andtheaverageerrorofGM(1,1)was2.285%,otherwise,theaverageerrorofGM(1,1)-IGAwas0.914%.5.Conclusion

ThispaperproposesGM(1,1)connectionimprovedge

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